| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 1,557 | 316 | 1,241 | 20.3% |
| 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 | 1,287 | 80 | 1,207 | 6.2% |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 1,214 | 246 | 968 | 20.3% |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 1,079 | 347 | 732 | 32.2% |
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 951 | 189 | 762 | 19.9% |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 554 | 109 | 445 | 19.7% |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 508 | 173 | 335 | 34.1% |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 483 | 86 | 397 | 17.8% |
| 53p0r65q | Dollar Cost Averaging | 415 | 96 | 319 | 23.1% |
| 00n6f3ph | Political Cycles and the Stock Market | 364 | 60 | 304 | 16.5% |
| 4dm1h6qh | Valuing Intel: A Strange Tale of Analysts and Announcements | 347 | 100 | 247 | 28.8% |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 341 | 132 | 209 | 38.7% |
| 8wb6140g | Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics | 339 | 159 | 180 | 46.9% |
| 6qg5d62p | The Disposition Effect and Momentum | 338 | 42 | 296 | 12.4% |
| 5bb1j39q | Bond Pricing with Default Risk | 330 | 35 | 295 | 10.6% |
| 2nr4r8h4 | Empirical TIPs | 315 | 150 | 165 | 47.6% |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 315 | 40 | 275 | 12.7% |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 312 | 82 | 230 | 26.3% |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 297 | 52 | 245 | 17.5% |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 295 | 68 | 227 | 23.1% |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 288 | 52 | 236 | 18.1% |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 285 | 117 | 168 | 41.1% |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 284 | 93 | 191 | 32.7% |
| 67b2h2gb | Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations | 272 | 124 | 148 | 45.6% |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 267 | 49 | 218 | 18.4% |
| 7q65t12x | Illiquid Assets and Optimal Portfolio Choice | 265 | 27 | 238 | 10.2% |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 243 | 34 | 209 | 14.0% |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 243 | 40 | 203 | 16.5% |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 239 | 41 | 198 | 17.2% |
| 7w8106qn | Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis | 239 | 65 | 174 | 27.2% |
| 7qm9h594 | The Risk and Return of Venture Capital | 228 | 114 | 114 | 50.0% |
| 6mt207w2 | Two Trees | 216 | 15 | 201 | 6.9% |
| 9146588t | Changing Motives for Share Repurchases | 216 | 68 | 148 | 31.5% |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 215 | 22 | 193 | 10.2% |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 210 | 66 | 144 | 31.4% |
| 1sv5f5xf | The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance | 209 | 101 | 108 | 48.3% |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 207 | 30 | 177 | 14.5% |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 203 | 37 | 166 | 18.2% |
| 7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 203 | 69 | 134 | 34.0% |
| 2458g38x | Asset Pricing in Markets with Illiquid Assets | 198 | 41 | 157 | 20.7% |
| 3mw4q41x | ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis | 197 | 65 | 132 | 33.0% |
| 8gn9j2cr | Short Horizon Reversals and the Bid-Ask Spread | 191 | 39 | 152 | 20.4% |
| 8c68m5tk | 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate | 190 | 88 | 102 | 46.3% |
| 53k014sd | Agency and Asset Pricing | 189 | 31 | 158 | 16.4% |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 185 | 74 | 111 | 40.0% |
| 4ft420b6 | Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns | 181 | 37 | 144 | 20.4% |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 176 | 71 | 105 | 40.3% |
| 6z81z2wc | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms | 175 | 46 | 129 | 26.3% |
| 6zd6953v | To Expense or not to Expense Employee Stock Options: The Market Reaction | 171 | 24 | 147 | 14.0% |
| 41x4t67m | Portfolio Optimization with Many Assets: The Importance of Short-Selling | 168 | 52 | 116 | 31.0% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.