| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 886 | 222 | 664 | 25.1% |
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 761 | 151 | 610 | 19.8% |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 738 | 122 | 616 | 16.5% |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 690 | 161 | 529 | 23.3% |
| 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 | 557 | 39 | 518 | 7.0% |
| 4dm1h6qh | Valuing Intel: A Strange Tale of Analysts and Announcements | 516 | 83 | 433 | 16.1% |
| 53p0r65q | Dollar Cost Averaging | 416 | 83 | 333 | 20.0% |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 363 | 110 | 253 | 30.3% |
| 5bb1j39q | Bond Pricing with Default Risk | 306 | 26 | 280 | 8.5% |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 272 | 55 | 217 | 20.2% |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 270 | 59 | 211 | 21.9% |
| 00n6f3ph | Political Cycles and the Stock Market | 268 | 48 | 220 | 17.9% |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 267 | 93 | 174 | 34.8% |
| 7q65t12x | Illiquid Assets and Optimal Portfolio Choice | 263 | 31 | 232 | 11.8% |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 257 | 42 | 215 | 16.3% |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 253 | 34 | 219 | 13.4% |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 248 | 33 | 215 | 13.3% |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 241 | 41 | 200 | 17.0% |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 237 | 39 | 198 | 16.5% |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 234 | 100 | 134 | 42.7% |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 226 | 62 | 164 | 27.4% |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 222 | 37 | 185 | 16.7% |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 221 | 83 | 138 | 37.6% |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 197 | 34 | 163 | 17.3% |
| 2nr4r8h4 | Empirical TIPs | 191 | 95 | 96 | 49.7% |
| 8wb6140g | Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics | 190 | 80 | 110 | 42.1% |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 187 | 40 | 147 | 21.4% |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 186 | 24 | 162 | 12.9% |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 184 | 30 | 154 | 16.3% |
| 7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 182 | 57 | 125 | 31.3% |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 170 | 30 | 140 | 17.6% |
| 6zd6953v | To Expense or not to Expense Employee Stock Options: The Market Reaction | 170 | 51 | 119 | 30.0% |
| 3mw4q41x | ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis | 169 | 36 | 133 | 21.3% |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 166 | 63 | 103 | 38.0% |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 164 | 25 | 139 | 15.2% |
| 1sv5f5xf | The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance | 162 | 76 | 86 | 46.9% |
| 5dv8v999 | Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options | 158 | 26 | 132 | 16.5% |
| 7w8106qn | Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis | 155 | 42 | 113 | 27.1% |
| 53k014sd | Agency and Asset Pricing | 152 | 24 | 128 | 15.8% |
| 6gk6b0xw | On the Consistency of the Lucas Pricing Formula | 151 | 31 | 120 | 20.5% |
| 8gn9j2cr | Short Horizon Reversals and the Bid-Ask Spread | 151 | 55 | 96 | 36.4% |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 150 | 61 | 89 | 40.7% |
| 82j2d59r | Information, Diversification, and Cost of Capital | 150 | 101 | 49 | 67.3% |
| 9146588t | Changing Motives for Share Repurchases | 150 | 53 | 97 | 35.3% |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 148 | 53 | 95 | 35.8% |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 147 | 63 | 84 | 42.9% |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 146 | 11 | 135 | 7.5% |
| 6mt207w2 | Two Trees | 146 | 17 | 129 | 11.6% |
| 7j94111c | Hubris, Learning, and M&A Decisions | 145 | 36 | 109 | 24.8% |
| 67b2h2gb | Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations | 144 | 63 | 81 | 43.8% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.