Recent Work
Parent: Research Program in Finance
eScholarship stats: Breakdown by Item for May through August, 2024
Item | Title | Total requests | Download | View-only | %Dnld |
---|---|---|---|---|---|
22q318mh | Rational Markets: Yes or No? The Affirmative Case | 164 | 39 | 125 | 23.8% |
3bw450n0 | On the Relation Between Binomial and Trinomial Option Pricing Models | 84 | 58 | 26 | 69.0% |
0fw6k0hm | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes | 69 | 16 | 53 | 23.2% |
7g67n911 | Credit Derivatives in Banking: Useful Tools for Managing Risk? | 55 | 30 | 25 | 54.5% |
0p34c640 | Corporate Diversification and Agency | 46 | 14 | 32 | 30.4% |
5q05g9pt | Search Costs: The Neglected Spread Component | 46 | 31 | 15 | 67.4% |
6sq4c6g0 | The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises | 46 | 18 | 28 | 39.1% |
1z87z922 | Return-Volume Dependence and Extremes in International Equity Markets | 42 | 25 | 17 | 59.5% |
0dh1c16w | Order Flow and Exchange Rate Dynamics | 41 | 24 | 17 | 58.5% |
7s57834n | Quantifying the Impact of Leveraging and Diversification on Systemic Risk | 33 | 18 | 15 | 54.5% |
7pb301tr | Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes | 28 | 5 | 23 | 17.9% |
2qb613r5 | An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? | 27 | 10 | 17 | 37.0% |
8sd393sj | HOw Do Firms Choose Their Leaders? An Empirical Investigation | 27 | 9 | 18 | 33.3% |
2651k8f5 | On Adaptive Tail Index Estimation for Financial Return Models | 25 | 9 | 16 | 36.0% |
8647j8gq | Housing Return and Construction Cycles | 17 | 5 | 12 | 29.4% |
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