Research Program in Finance

Parent: UC Berkeley

eScholarship stats: Breakdown by Item for April through July, 2024

ItemTitleTotal requestsDownloadView-only%Dnld
22q318mhRational Markets: Yes or No? The Affirmative Case1914414723.0%
3bw450n0On the Relation Between Binomial and Trinomial Option Pricing Models81552667.9%
0fw6k0hmOptimal Portfolio Management with Transactions Costs and Capital Gains Taxes65155023.1%
0p34c640Corporate Diversification and Agency48202841.7%
7g67n911Credit Derivatives in Banking: Useful Tools for Managing Risk?45232251.1%
0dh1c16wOrder Flow and Exchange Rate Dynamics44271761.4%
5q05g9ptSearch Costs: The Neglected Spread Component39261366.7%
6sq4c6g0The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises36132336.1%
2qb613r5An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?31131841.9%
8sd393sjHOw Do Firms Choose Their Leaders? An Empirical Investigation26101638.5%
1z87z922Return-Volume Dependence and Extremes in International Equity Markets24121250.0%
7pb301trMeasuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes2451920.8%
7s57834nQuantifying the Impact of Leveraging and Diversification on Systemic Risk23121152.2%
2651k8f5On Adaptive Tail Index Estimation for Financial Return Models1961331.6%
8647j8gqHousing Return and Construction Cycles1551033.3%

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.