Finance
Parent: Anderson School of Management
eScholarship stats: History by Item for June through September, 2024
| Item | Title | Total requests | 2024-09 | 2024-08 | 2024-07 | 2024-06 |
|---|---|---|---|---|---|---|
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 575 | 98 | 147 | 161 | 169 |
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 356 | 91 | 89 | 99 | 77 |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 286 | 54 | 89 | 83 | 60 |
| 5bb1j39q | Bond Pricing with Default Risk | 230 | 43 | 38 | 96 | 53 |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 199 | 39 | 72 | 62 | 26 |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 192 | 22 | 60 | 51 | 59 |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 178 | 25 | 34 | 45 | 74 |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 148 | 18 | 30 | 42 | 58 |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 137 | 14 | 29 | 40 | 54 |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 99 | 9 | 25 | 53 | 12 |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 78 | 12 | 29 | 18 | 19 |
| 3w71g2ch | Bond Pricing with Default Risk | 78 | 18 | 24 | 22 | 14 |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 76 | 12 | 28 | 23 | 13 |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 76 | 14 | 26 | 21 | 15 |
| 7j94111c | Hubris, Learning, and M&A Decisions | 75 | 15 | 20 | 24 | 16 |
| 8p95456t | Dynamic Asset Allocation under Inflation | 71 | 9 | 21 | 22 | 19 |
| 29403706 | Corruption, Firm Governance, and the Cost of Capital | 70 | 7 | 21 | 26 | 16 |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 70 | 15 | 28 | 21 | 6 |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 68 | 9 | 31 | 22 | 6 |
| 00n6f3ph | Political Cycles and the Stock Market | 67 | 10 | 16 | 25 | 16 |
| 6z81z2wc | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms | 66 | 6 | 20 | 17 | 23 |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 65 | 9 | 19 | 17 | 20 |
| 53p0r65q | Dollar Cost Averaging | 65 | 12 | 17 | 20 | 16 |
| 9s13f3zx | An Analytic Solution for Interest Rate Swap Spreads | 62 | 5 | 22 | 23 | 12 |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 61 | 12 | 22 | 16 | 11 |
| 42w492j6 | The Characteristics of Leveraged Buyout Firms | 60 | 16 | 22 | 13 | 9 |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 57 | 9 | 18 | 19 | 11 |
| 82j2d59r | Information, Diversification, and Cost of Capital | 56 | 15 | 12 | 18 | 11 |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 54 | 6 | 15 | 12 | 21 |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 54 | 4 | 14 | 20 | 16 |
| 0cr8c59b | Optimal Call Policy for Corporate Bonds | 53 | 1 | 30 | 14 | 8 |
| 3167f8mz | Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation | 53 | 7 | 13 | 22 | 11 |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 52 | 6 | 16 | 19 | 11 |
| 6124p74w | Pricing Interest Rate Swaps: Theory and Empirical Evidence | 51 | 4 | 25 | 18 | 4 |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 51 | 8 | 16 | 18 | 9 |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 50 | 13 | 7 | 15 | 15 |
| 1tw5w5rs | A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83) | 50 | 3 | 26 | 18 | 3 |
| 4d2537cg | New Events, Information Acquisition, and Serial Correlation | 50 | 5 | 25 | 15 | 5 |
| 09f9j331 | East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis | 49 | 2 | 24 | 14 | 9 |
| 19k7479t | Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities | 45 | 3 | 22 | 17 | 3 |
| 3pq609sm | Equity Duration, Growth Options and Asset Pricing | 45 | 5 | 15 | 17 | 8 |
| 6kb972xv | Speculative Trading and Stock Market Volatility | 45 | 4 | 22 | 7 | 12 |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 45 | 10 | 17 | 13 | 5 |
| 6zd6953v | To Expense or not to Expense Employee Stock Options: The Market Reaction | 44 | 4 | 8 | 23 | 9 |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 43 | 14 | 12 | 9 | 8 |
| 5cb6q4pq | Why Corporations Should (or Should Not) Purchase Insurance | 43 | 1 | 22 | 14 | 6 |
| 6f5488xw | Deal Terms in the big Transactions of the Nineties | 43 | 3 | 21 | 17 | 2 |
| 20r0j5t8 | Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing | 42 | 7 | 12 | 12 | 11 |
| 5978g03k | Asymmetry and Power: Can Ethnic Dominance Minimize Conflict? | 42 | 3 | 17 | 12 | 10 |
| 8gn9j2cr | Short Horizon Reversals and the Bid-Ask Spread | 42 | 5 | 14 | 13 | 10 |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.