Recent Work
Parent: Research Program in Finance
eScholarship stats: Breakdown by Item for August through November, 2024
| Item | Title | Total requests | Download | View-only | %Dnld |
|---|---|---|---|---|---|
| 22q318mh | Rational Markets: Yes or No? The Affirmative Case | 127 | 28 | 99 | 22.0% |
| 3bw450n0 | On the Relation Between Binomial and Trinomial Option Pricing Models | 85 | 58 | 27 | 68.2% |
| 0fw6k0hm | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes | 69 | 11 | 58 | 15.9% |
| 5q05g9pt | Search Costs: The Neglected Spread Component | 43 | 26 | 17 | 60.5% |
| 7g67n911 | Credit Derivatives in Banking: Useful Tools for Managing Risk? | 41 | 21 | 20 | 51.2% |
| 1z87z922 | Return-Volume Dependence and Extremes in International Equity Markets | 32 | 16 | 16 | 50.0% |
| 7s57834n | Quantifying the Impact of Leveraging and Diversification on Systemic Risk | 29 | 11 | 18 | 37.9% |
| 6sq4c6g0 | The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises | 28 | 10 | 18 | 35.7% |
| 8sd393sj | HOw Do Firms Choose Their Leaders? An Empirical Investigation | 28 | 11 | 17 | 39.3% |
| 0p34c640 | Corporate Diversification and Agency | 27 | 8 | 19 | 29.6% |
| 2651k8f5 | On Adaptive Tail Index Estimation for Financial Return Models | 21 | 7 | 14 | 33.3% |
| 0dh1c16w | Order Flow and Exchange Rate Dynamics | 19 | 5 | 14 | 26.3% |
| 7pb301tr | Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes | 18 | 0 | 18 | 0.0% |
| 8647j8gq | Housing Return and Construction Cycles | 18 | 6 | 12 | 33.3% |
| 2qb613r5 | An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? | 17 | 2 | 15 | 11.8% |
Note: Due to the evolving nature of web traffic, the data presented here should be considered approximate and subject to revision. Learn more.