Finance

eScholarship stats: History by Item for May through August, 2026

Item	Title	Total requests	2026-08	2026-07	2026-06	2026-05
43n1k4jb	Valuing American Options by Simulation: A Simple Least-Squares Approach	886	391	151	185	159
9mf223rs	The MIDAS Touch: Mixed Data Sampling Regression Models	761	442	89	110	120
34k8f3pv	Order Imbalance and Individual Stock Returns	738	476	154	47	61
0499w44p	Option Strategies: Good Deals and Margin Calls	690	385	129	119	57
8jb1q6z6	Non-Secular Regularities in Stock Returns: The Impact of the High Holy Days on the U.S. Equity Market, Forthcoming in the Financial Analysts Journal	557	109	39	87	322
4dm1h6qh	Valuing Intel: A Strange Tale of Analysts and Announcements	516	132	24	221	139
53p0r65q	Dollar Cost Averaging	416	127	59	127	103
7gh9t9w3	Order Imbalance, Liquidity, and Market Returns	363	147	55	64	97
5bb1j39q	Bond Pricing with Default Risk	306	121	48	72	65
8wz980p5	The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades	272	86	52	55	79
6zx6m7fp	Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?	270	150	31	39	50
00n6f3ph	Political Cycles and the Stock Market	268	140	24	43	61
12w8v7jj	Electricity prices and power derivatives: Evidence from the Nordic Power Exchange	267	122	38	47	60
7q65t12x	Illiquid Assets and Optimal Portfolio Choice	263	175	42	25	21
32x284q3	The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors	257	105	34	58	60
4d90p8ss	Option Pricing Kernels and the ICAPM	253	133	23	37	60
40v212gm	Does Diversification Cause the “Diversification Discount”?	248	157	37	20	34
0xw5m9mz	A Unifying Theory of Value Based Management	241	139	28	34	40
51k331cj	Changes in Credit Policy: Reconciliation and Extensions	237	29	36	71	101
7dm2d31p	Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults	234	86	53	44	51
3qk5r820	Overreaction, Delayed Reaction, and Contrarian Profits	226	73	43	43	67
6x49x543	Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability	222	131	21	39	31
48k8f97f	Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities	221	76	45	37	63
9x19j2jf	Motivating entrepreneurial activity in a firm	197	99	13	30	55
2nr4r8h4	Empirical TIPs	191	107	35	19	30
8wb6140g	Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics	190	86	19	39	46
31g898nz	"The perpetual American put option for jump-diffusions with applications"	187	68	19	43	57
7988m6jk	International Portfolio Management, Currency Risk and the Euro	186	47	60	28	51
7jp8f42t	Relative Pricing of Options with Stochastic Volatility	184	90	37	20	37
7dc0t95b	The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices	182	60	45	25	52
5zf0f3tg	Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns	170	47	20	46	57
6zd6953v	To Expense or not to Expense Employee Stock Options: The Market Reaction	170	74	11	45	40
3mw4q41x	ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis	169	74	17	36	42
65f1914p	The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence	166	70	26	31	39
4qw3p6rp	Transactions Costs in the Foreign Exchange Market	164	56	23	31	54
1sv5f5xf	The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance	162	88	19	25	30
5dv8v999	Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options	158	48	17	73	20
7w8106qn	Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis	155	60	16	31	48
53k014sd	Agency and Asset Pricing	152	55	43	33	21
6gk6b0xw	On the Consistency of the Lucas Pricing Formula	151	57	15	36	43
8gn9j2cr	Short Horizon Reversals and the Bid-Ask Spread	151	43	21	24	63
6668s4pz	On the Evolution of Overconfidence and Entrepreneurs	150	49	28	21	52
82j2d59r	Information, Diversification, and Cost of Capital	150	42	32	24	52
9146588t	Changing Motives for Share Repurchases	150	48	15	38	49
9vx341wh	How do Analyst Recommendations Respond to Major News?	148	57	14	33	44
36v1d9zg	Dynamic Choice and Risk Aversion	147	36	22	33	56
1xw4w7sk	Private vs. Public Lending: Evidence from Covenants	146	34	24	28	60
6mt207w2	Two Trees	146	62	32	27	25
7j94111c	Hubris, Learning, and M&A Decisions	145	41	25	26	53
67b2h2gb	Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations	144	87	26	14	17

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