Research Program in Finance

Parent: UC Berkeley

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

ItemTitleTotal requests2024-072024-062024-052024-04
22q318mhRational Markets: Yes or No? The Affirmative Case19129317754
3bw450n0On the Relation Between Binomial and Trinomial Option Pricing Models8119242414
0fw6k0hmOptimal Portfolio Management with Transactions Costs and Capital Gains Taxes6528121213
0p34c640Corporate Diversification and Agency488131413
7g67n911Credit Derivatives in Banking: Useful Tools for Managing Risk?451116108
0dh1c16wOrder Flow and Exchange Rate Dynamics44267110
5q05g9ptSearch Costs: The Neglected Spread Component3999912
6sq4c6g0The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises36109125
2qb613r5An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?3188411
8sd393sjHOw Do Firms Choose Their Leaders? An Empirical Investigation267559
1z87z922Return-Volume Dependence and Extremes in International Equity Markets2413632
7pb301trMeasuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes2412624
7s57834nQuantifying the Impact of Leveraging and Diversification on Systemic Risk2313523
2651k8f5On Adaptive Tail Index Estimation for Financial Return Models197723
8647j8gqHousing Return and Construction Cycles156612

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.