| Item | Title | Total requests | 2026-10 | 2026-09 | 2026-08 | 2026-07 |
|---|---|---|---|---|---|---|
| 43n1k4jb | Valuing American Options by Simulation: A Simple Least-Squares Approach | 1,545 | 547 | 456 | 391 | 151 |
| 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 | 1,258 | 161 | 949 | 109 | 39 |
| 34k8f3pv | Order Imbalance and Individual Stock Returns | 1,210 | 300 | 280 | 476 | 154 |
| 0499w44p | Option Strategies: Good Deals and Margin Calls | 1,066 | 302 | 250 | 385 | 129 |
| 9mf223rs | The MIDAS Touch: Mixed Data Sampling Regression Models | 944 | 208 | 205 | 442 | 89 |
| 6zx6m7fp | Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller? | 551 | 174 | 196 | 150 | 31 |
| 7gh9t9w3 | Order Imbalance, Liquidity, and Market Returns | 502 | 170 | 130 | 147 | 55 |
| 6x49x543 | Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability | 476 | 110 | 214 | 131 | 21 |
| 53p0r65q | Dollar Cost Averaging | 410 | 141 | 83 | 127 | 59 |
| 00n6f3ph | Political Cycles and the Stock Market | 359 | 120 | 75 | 140 | 24 |
| 4dm1h6qh | Valuing Intel: A Strange Tale of Analysts and Announcements | 339 | 113 | 70 | 132 | 24 |
| 6qg5d62p | The Disposition Effect and Momentum | 338 | 103 | 175 | 48 | 12 |
| 12w8v7jj | Electricity prices and power derivatives: Evidence from the Nordic Power Exchange | 333 | 105 | 68 | 122 | 38 |
| 8wb6140g | Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics | 328 | 140 | 83 | 86 | 19 |
| 5bb1j39q | Bond Pricing with Default Risk | 327 | 84 | 74 | 121 | 48 |
| 40v212gm | Does Diversification Cause the “Diversification Discount”? | 319 | 85 | 40 | 157 | 37 |
| 2nr4r8h4 | Empirical TIPs | 312 | 95 | 75 | 107 | 35 |
| 3qk5r820 | Overreaction, Delayed Reaction, and Contrarian Profits | 309 | 129 | 64 | 73 | 43 |
| 9vx341wh | How do Analyst Recommendations Respond to Major News? | 294 | 72 | 151 | 57 | 14 |
| 32x284q3 | The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors | 293 | 75 | 79 | 105 | 34 |
| 0xw5m9mz | A Unifying Theory of Value Based Management | 287 | 67 | 53 | 139 | 28 |
| 7dm2d31p | Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults | 283 | 68 | 76 | 86 | 53 |
| 48k8f97f | Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities | 278 | 103 | 54 | 76 | 45 |
| 67b2h2gb | Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations | 270 | 88 | 69 | 87 | 26 |
| 8wz980p5 | The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades | 267 | 81 | 48 | 86 | 52 |
| 7q65t12x | Illiquid Assets and Optimal Portfolio Choice | 265 | 32 | 16 | 175 | 42 |
| 4d90p8ss | Option Pricing Kernels and the ICAPM | 242 | 50 | 36 | 133 | 23 |
| 9x19j2jf | Motivating entrepreneurial activity in a firm | 242 | 56 | 74 | 99 | 13 |
| 7jp8f42t | Relative Pricing of Options with Stochastic Volatility | 238 | 60 | 51 | 90 | 37 |
| 7w8106qn | Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis | 235 | 84 | 75 | 60 | 16 |
| 6mt207w2 | Two Trees | 215 | 80 | 41 | 62 | 32 |
| 4qw3p6rp | Transactions Costs in the Foreign Exchange Market | 213 | 88 | 46 | 56 | 23 |
| 9146588t | Changing Motives for Share Repurchases | 213 | 95 | 55 | 48 | 15 |
| 7qm9h594 | The Risk and Return of Venture Capital | 208 | 114 | 46 | 36 | 12 |
| 6668s4pz | On the Evolution of Overconfidence and Entrepreneurs | 207 | 73 | 57 | 49 | 28 |
| 1sv5f5xf | The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance | 206 | 49 | 50 | 88 | 19 |
| 31g898nz | "The perpetual American put option for jump-diffusions with applications" | 205 | 61 | 57 | 68 | 19 |
| 7dc0t95b | The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices | 202 | 69 | 28 | 60 | 45 |
| 7988m6jk | International Portfolio Management, Currency Risk and the Euro | 200 | 58 | 35 | 47 | 60 |
| 2458g38x | Asset Pricing in Markets with Illiquid Assets | 197 | 64 | 60 | 59 | 14 |
| 3mw4q41x | ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis | 196 | 74 | 31 | 74 | 17 |
| 53k014sd | Agency and Asset Pricing | 187 | 55 | 34 | 55 | 43 |
| 8c68m5tk | 13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate | 187 | 73 | 36 | 66 | 12 |
| 8gn9j2cr | Short Horizon Reversals and the Bid-Ask Spread | 187 | 74 | 49 | 43 | 21 |
| 65f1914p | The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence | 184 | 44 | 44 | 70 | 26 |
| 4ft420b6 | Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns | 181 | 42 | 62 | 60 | 17 |
| 5z42g22g | THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS | 172 | 52 | 38 | 64 | 18 |
| 6z81z2wc | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms | 172 | 41 | 47 | 69 | 15 |
| 6zd6953v | To Expense or not to Expense Employee Stock Options: The Market Reaction | 169 | 40 | 44 | 74 | 11 |
| 41x4t67m | Portfolio Optimization with Many Assets: The Importance of Short-Selling | 167 | 54 | 52 | 35 | 26 |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.