Recent Work
Parent: Research Program in Finance
eScholarship stats: Breakdown by Item for May through August, 2026
| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 22q318mh | Rational Markets: Yes or No? The Affirmative Case | 383 | 66 | 317 | 17.2% |
| 0fw6k0hm | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes | 287 | 83 | 204 | 28.9% |
| 5q05g9pt | Search Costs: The Neglected Spread Component | 257 | 187 | 70 | 72.8% |
| 0dh1c16w | Order Flow and Exchange Rate Dynamics | 193 | 33 | 160 | 17.1% |
| 6sq4c6g0 | The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises | 184 | 30 | 154 | 16.3% |
| 3bw450n0 | On the Relation Between Binomial and Trinomial Option Pricing Models | 165 | 97 | 68 | 58.8% |
| 7g67n911 | Credit Derivatives in Banking: Useful Tools for Managing Risk? | 162 | 84 | 78 | 51.9% |
| 1z87z922 | Return-Volume Dependence and Extremes in International Equity Markets | 146 | 57 | 89 | 39.0% |
| 7pb301tr | Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes | 141 | 36 | 105 | 25.5% |
| 7s57834n | Quantifying the Impact of Leveraging and Diversification on Systemic Risk | 139 | 48 | 91 | 34.5% |
| 2qb613r5 | An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? | 137 | 47 | 90 | 34.3% |
| 8sd393sj | HOw Do Firms Choose Their Leaders? An Empirical Investigation | 130 | 50 | 80 | 38.5% |
| 0p34c640 | Corporate Diversification and Agency | 125 | 38 | 87 | 30.4% |
| 2651k8f5 | On Adaptive Tail Index Estimation for Financial Return Models | 104 | 23 | 81 | 22.1% |
| 8647j8gq | Housing Return and Construction Cycles | 100 | 37 | 63 | 37.0% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.