| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 591 | 170 | 421 | 28.8% |
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 511 | 54 | 457 | 10.6% |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 309 | 92 | 217 | 29.8% |
| 00n6f3ph | Political Cycles and the Stock Market | 211 | 7 | 204 | 3.3% |
| 5bb1j39q | Bond Pricing with Default Risk | 166 | 12 | 154 | 7.2% |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 166 | 17 | 149 | 10.2% |
| 53p0r65q | Dollar Cost Averaging | 157 | 24 | 133 | 15.3% |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 154 | 30 | 124 | 19.5% |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 144 | 19 | 125 | 13.2% |
| 7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 130 | 14 | 116 | 10.8% |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 123 | 20 | 103 | 16.3% |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 122 | 17 | 105 | 13.9% |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 116 | 48 | 68 | 41.4% |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 113 | 3 | 110 | 2.7% |
| 7j94111c | Hubris, Learning, and M&A Decisions | 108 | 14 | 94 | 13.0% |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 102 | 33 | 69 | 32.4% |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 100 | 6 | 94 | 6.0% |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 100 | 45 | 55 | 45.0% |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 98 | 23 | 75 | 23.5% |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 97 | 44 | 53 | 45.4% |
| 76x8k0cc | The Cross-Section of Analyst Recommendations | 97 | 44 | 53 | 45.4% |
| 82j2d59r | Information, Diversification, and Cost of Capital | 94 | 47 | 47 | 50.0% |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 89 | 30 | 59 | 33.7% |
| 9178v9kq | An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies | 89 | 45 | 44 | 50.6% |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 87 | 25 | 62 | 28.7% |
| 29403706 | Corruption, Firm Governance, and the Cost of Capital | 84 | 20 | 64 | 23.8% |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 84 | 2 | 82 | 2.4% |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 83 | 11 | 72 | 13.3% |
| 3w71g2ch | Bond Pricing with Default Risk | 82 | 16 | 66 | 19.5% |
| 0sx3x482 | Extracting Inflation from Stock Returns to test Purchasing Power Parity | 81 | 44 | 37 | 54.3% |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 81 | 12 | 69 | 14.8% |
| 2hw9m972 | Feedback from Stock Prices to Cash Flows” (formerly called “Real Effects of Financial Market Trading) | 80 | 40 | 40 | 50.0% |
| 4dm1h6qh | Valuing Intel: A Strange Tale of Analysts and Announcements | 80 | 17 | 63 | 21.3% |
| 53k014sd | Agency and Asset Pricing | 80 | 12 | 68 | 15.0% |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 79 | 14 | 65 | 17.7% |
| 2458g38x | Asset Pricing in Markets with Illiquid Assets | 77 | 10 | 67 | 13.0% |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 77 | 9 | 68 | 11.7% |
| 8p95456t | Dynamic Asset Allocation under Inflation | 77 | 31 | 46 | 40.3% |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 76 | 16 | 60 | 21.1% |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 76 | 10 | 66 | 13.2% |
| 6zd6953v | To Expense or not to Expense Employee Stock Options: The Market Reaction | 74 | 10 | 64 | 13.5% |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 73 | 20 | 53 | 27.4% |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 72 | 26 | 46 | 36.1% |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 70 | 13 | 57 | 18.6% |
| 8c68m5tk | 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate | 70 | 15 | 55 | 21.4% |
| 3mw4q41x | ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis | 68 | 20 | 48 | 29.4% |
| 53z0s29k | International Capital Markets and Foreign Exchange Risk | 67 | 8 | 59 | 11.9% |
| 09f9j331 | East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis | 66 | 14 | 52 | 21.2% |
| 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 | 66 | 24 | 42 | 36.4% |
| 8wb6140g | Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics | 66 | 27 | 39 | 40.9% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.