Recent Work

Parent: Finance

eScholarship stats: Breakdown by Item for April through July, 2026

ItemTitleTotal requestsDownloadView-only%Dnld
43n1k4jbValuing American Options by Simulation: A Simple Least-Squares Approach64116547625.7%
4dm1h6qhValuing Intel: A Strange Tale of Analysts and Announcements5336546812.2%
8jb1q6z6Non-Secular Regularities in Stock Returns: The Impact of the High Holy Days on the U.S. Equity Market, Forthcoming in the Financial Analysts Journal5295747210.8%
9mf223rsThe MIDAS Touch: Mixed Data Sampling Regression Models46915331632.6%
53p0r65qDollar Cost Averaging3729927326.6%
0499w44pOption Strategies: Good Deals and Margin Calls3609826227.2%
34k8f3pvOrder Imbalance and Individual Stock Returns3589426426.3%
7gh9t9w3Order Imbalance, Liquidity, and Market Returns2939519832.4%
51k331cjChanges in Credit Policy: Reconciliation and Extensions2724622616.9%
8wz980p5The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades2656320223.8%
5bb1j39qBond Pricing with Default Risk234222129.4%
32x284q3The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors2274518219.8%
3qk5r820Overreaction, Delayed Reaction, and Contrarian Profits2146215229.0%
1xw4w7skPrivate vs. Public Lending: Evidence from Covenants2122518711.8%
7dm2d31pCredit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults2107913137.6%
48k8f97fLosing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities2098412540.2%
5zf0f3tgWealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns2063417216.5%
12w8v7jjElectricity prices and power derivatives: Evidence from the Nordic Power Exchange2057213335.1%
00n6f3phPolitical Cycles and the Stock Market2006014030.0%
7988m6jkInternational Portfolio Management, Currency Risk and the Euro1753014517.1%
4d90p8ssOption Pricing Kernels and the ICAPM1744512925.9%
7dc0t95bThe Flight-to-Liquidity Premium in U.S. Treasury Bond Prices1715911234.5%
6zx6m7fpRisk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?1695511432.5%
4qw3p6rpTransactions Costs in the Foreign Exchange Market1643612822.0%
31g898nz"The perpetual American put option for jump-diffusions with applications"1635111231.3%
36v1d9zgDynamic Choice and Risk Aversion162798348.8%
82j2d59rInformation, Diversification, and Cost of Capital1601045665.0%
9146588tChanging Motives for Share Repurchases1605310733.1%
7j94111cHubris, Learning, and M&A Decisions1594411527.7%
6668s4pzOn the Evolution of Overconfidence and Entrepreneurs156738346.8%
5dv8v999Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options1552912618.7%
65f1914pThe Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence149658443.6%
6x49x543Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability1484710131.8%
0xw5m9mzA Unifying Theory of Value Based Management1473611124.5%
8wb6140gEvidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics147648343.5%
3pq609smEquity Duration, Growth Options and Asset Pricing145559037.9%
40v212gmDoes Diversification Cause the “Diversification Discount”?1453810726.2%
3mw4q41xELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis144519335.4%
4699p9q5Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs144479732.6%
7jp8f42tRelative Pricing of Options with Stochastic Volatility1433910427.3%
9vx341whHow do Analyst Recommendations Respond to Major News?143499434.3%
53k014sdAgency and Asset Pricing1413610525.5%
6gk6b0xwOn the Consistency of the Lucas Pricing Formula1403610425.7%
6tx293pcThe Informational Impact of Auditor Choice1403710326.4%
53r645wnConvertible Bonds: Test of a Financial Signalling Model1383710126.8%
76x8k0ccThe Cross-Section of Analyst Recommendations138538538.4%
5z42g22gTHE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS137647346.7%
8gn9j2crShort Horizon Reversals and the Bid-Ask Spread137528538.0%
9x19j2jfMotivating entrepreneurial activity in a firm135439231.9%
3w71g2chBond Pricing with Default Risk134399529.1%

Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.