Research Program in Finance

Parent: UC Berkeley

eScholarship stats: Breakdown by Item for March through June, 2026

ItemTitleTotal requestsDownloadView-only%Dnld
22q318mhRational Markets: Yes or No? The Affirmative Case3836132215.9%
0fw6k0hmOptimal Portfolio Management with Transactions Costs and Capital Gains Taxes3057323223.9%
5q05g9ptSearch Costs: The Neglected Spread Component2631867770.7%
6sq4c6g0The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises2124716522.2%
7pb301trMeasuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes1755412130.9%
1z87z922Return-Volume Dependence and Extremes in International Equity Markets1716710439.2%
3bw450n0On the Relation Between Binomial and Trinomial Option Pricing Models169917853.8%
0dh1c16wOrder Flow and Exchange Rate Dynamics1674811928.7%
7s57834nQuantifying the Impact of Leveraging and Diversification on Systemic Risk161649739.8%
0p34c640Corporate Diversification and Agency1605910136.9%
2651k8f5On Adaptive Tail Index Estimation for Financial Return Models1463611024.7%
2qb613r5An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?142588440.8%
7g67n911Credit Derivatives in Banking: Useful Tools for Managing Risk?126547242.9%
8sd393sjHOw Do Firms Choose Their Leaders? An Empirical Investigation120467438.3%
8647j8gqHousing Return and Construction Cycles74334144.6%

Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.