| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 641 | 165 | 476 | 25.7% |
| 4dm1h6qh | Valuing Intel: A Strange Tale of Analysts and Announcements | 533 | 65 | 468 | 12.2% |
| 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 | 529 | 57 | 472 | 10.8% |
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 469 | 153 | 316 | 32.6% |
| 53p0r65q | Dollar Cost Averaging | 372 | 99 | 273 | 26.6% |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 360 | 98 | 262 | 27.2% |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 358 | 94 | 264 | 26.3% |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 293 | 95 | 198 | 32.4% |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 272 | 46 | 226 | 16.9% |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 265 | 63 | 202 | 23.8% |
| 5bb1j39q | Bond Pricing with Default Risk | 234 | 22 | 212 | 9.4% |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 227 | 45 | 182 | 19.8% |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 214 | 62 | 152 | 29.0% |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 212 | 25 | 187 | 11.8% |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 210 | 79 | 131 | 37.6% |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 209 | 84 | 125 | 40.2% |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 206 | 34 | 172 | 16.5% |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 205 | 72 | 133 | 35.1% |
| 00n6f3ph | Political Cycles and the Stock Market | 200 | 60 | 140 | 30.0% |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 175 | 30 | 145 | 17.1% |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 174 | 45 | 129 | 25.9% |
| 7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 171 | 59 | 112 | 34.5% |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 169 | 55 | 114 | 32.5% |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 164 | 36 | 128 | 22.0% |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 163 | 51 | 112 | 31.3% |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 162 | 79 | 83 | 48.8% |
| 82j2d59r | Information, Diversification, and Cost of Capital | 160 | 104 | 56 | 65.0% |
| 9146588t | Changing Motives for Share Repurchases | 160 | 53 | 107 | 33.1% |
| 7j94111c | Hubris, Learning, and M&A Decisions | 159 | 44 | 115 | 27.7% |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 156 | 73 | 83 | 46.8% |
| 5dv8v999 | Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options | 155 | 29 | 126 | 18.7% |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 149 | 65 | 84 | 43.6% |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 148 | 47 | 101 | 31.8% |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 147 | 36 | 111 | 24.5% |
| 8wb6140g | Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics | 147 | 64 | 83 | 43.5% |
| 3pq609sm | Equity Duration, Growth Options and Asset Pricing | 145 | 55 | 90 | 37.9% |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 145 | 38 | 107 | 26.2% |
| 3mw4q41x | ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis | 144 | 51 | 93 | 35.4% |
| 4699p9q5 | Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs | 144 | 47 | 97 | 32.6% |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 143 | 39 | 104 | 27.3% |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 143 | 49 | 94 | 34.3% |
| 53k014sd | Agency and Asset Pricing | 141 | 36 | 105 | 25.5% |
| 6gk6b0xw | On the Consistency of the Lucas Pricing Formula | 140 | 36 | 104 | 25.7% |
| 6tx293pc | The Informational Impact of Auditor Choice | 140 | 37 | 103 | 26.4% |
| 53r645wn | Convertible Bonds: Test of a Financial Signalling Model | 138 | 37 | 101 | 26.8% |
| 76x8k0cc | The Cross-Section of Analyst Recommendations | 138 | 53 | 85 | 38.4% |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 137 | 64 | 73 | 46.7% |
| 8gn9j2cr | Short Horizon Reversals and the Bid-Ask Spread | 137 | 52 | 85 | 38.0% |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 135 | 43 | 92 | 31.9% |
| 3w71g2ch | Bond Pricing with Default Risk | 134 | 39 | 95 | 29.1% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.