| Item | Title | Total requests | 2024-08 | 2024-07 | 2024-06 | 2024-05 |
|---|---|---|---|---|---|---|
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 688 | 147 | 161 | 169 | 211 |
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 330 | 89 | 99 | 77 | 65 |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 303 | 89 | 83 | 60 | 71 |
| 5bb1j39q | Bond Pricing with Default Risk | 276 | 38 | 96 | 53 | 89 |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 254 | 60 | 51 | 59 | 84 |
| 5zf0f3tg | Wealthy People and Fat Tails: An Explanation for the Lévy Distribution of Stock Returns | 202 | 72 | 62 | 26 | 42 |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 196 | 34 | 45 | 74 | 43 |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 187 | 29 | 40 | 54 | 64 |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 183 | 30 | 42 | 58 | 53 |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 105 | 25 | 53 | 12 | 15 |
| 7j94111c | Hubris, Learning, and M&A Decisions | 89 | 20 | 24 | 16 | 29 |
| 36v1d9zg | Dynamic Choice and Risk Aversion | 83 | 29 | 18 | 19 | 17 |
| 53p0r65q | Dollar Cost Averaging | 83 | 17 | 20 | 16 | 30 |
| 29403706 | Corruption, Firm Governance, and the Cost of Capital | 76 | 21 | 26 | 16 | 13 |
| 3w71g2ch | Bond Pricing with Default Risk | 76 | 24 | 22 | 14 | 16 |
| 8p95456t | Dynamic Asset Allocation under Inflation | 75 | 21 | 22 | 19 | 13 |
| 00n6f3ph | Political Cycles and the Stock Market | 73 | 16 | 25 | 16 | 16 |
| 1xw4w7sk | Private vs. Public Lending: Evidence from Covenants | 73 | 28 | 23 | 13 | 9 |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 72 | 26 | 21 | 15 | 10 |
| 6z81z2wc | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms | 72 | 20 | 17 | 23 | 12 |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 71 | 19 | 17 | 20 | 15 |
| 9s13f3zx | An Analytic Solution for Interest Rate Swap Spreads | 70 | 22 | 23 | 12 | 13 |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 67 | 22 | 16 | 11 | 18 |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 64 | 31 | 22 | 6 | 5 |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 60 | 15 | 12 | 21 | 12 |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 59 | 16 | 19 | 11 | 13 |
| 42w492j6 | The Characteristics of Leveraged Buyout Firms | 59 | 22 | 13 | 9 | 15 |
| 51k331cj | Changes in Credit Policy: Reconciliation and Extensions | 59 | 28 | 21 | 6 | 4 |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 59 | 14 | 20 | 16 | 9 |
| 82j2d59r | Information, Diversification, and Cost of Capital | 58 | 12 | 18 | 11 | 17 |
| 0cr8c59b | Optimal Call Policy for Corporate Bonds | 55 | 30 | 14 | 8 | 3 |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 55 | 18 | 19 | 11 | 7 |
| 9146588t | Changing Motives for Share Repurchases | 55 | 10 | 11 | 15 | 19 |
| 09f9j331 | East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis | 52 | 24 | 14 | 9 | 5 |
| 3167f8mz | Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation | 51 | 13 | 22 | 11 | 5 |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 51 | 16 | 18 | 9 | 8 |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 50 | 7 | 15 | 15 | 13 |
| 6kb972xv | Speculative Trading and Stock Market Volatility | 49 | 22 | 7 | 12 | 8 |
| 1tw5w5rs | A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83) | 48 | 26 | 18 | 3 | 1 |
| 6124p74w | Pricing Interest Rate Swaps: Theory and Empirical Evidence | 48 | 25 | 18 | 4 | 1 |
| 4d2537cg | New Events, Information Acquisition, and Serial Correlation | 46 | 25 | 15 | 5 | 1 |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 46 | 17 | 13 | 5 | 11 |
| 3pq609sm | Equity Duration, Growth Options and Asset Pricing | 45 | 15 | 17 | 8 | 5 |
| 6s07x008 | A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns, formerly titled; The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns | 45 | 26 | 10 | 3 | 6 |
| 6zd6953v | To Expense or not to Expense Employee Stock Options: The Market Reaction | 45 | 8 | 23 | 9 | 5 |
| 76x8k0cc | The Cross-Section of Analyst Recommendations | 45 | 11 | 16 | 8 | 10 |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 43 | 19 | 9 | 5 | 10 |
| 9492m2t1 | Liquidity and Arbitrage | 43 | 13 | 14 | 9 | 7 |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 42 | 12 | 9 | 8 | 13 |
| 5cb6q4pq | Why Corporations Should (or Should Not) Purchase Insurance | 42 | 22 | 14 | 6 |
Disclaimer: due to the evolving nature of the web traffic we receive and the methods we use to collate it, the data presented here should be considered approximate and subject to revision.