Recent Work

Parent: Research Program in Finance

eScholarship stats: Breakdown by Item for May through August, 2026

ItemTitleTotal requestsDownloadView-only%Dnld
22q318mhRational Markets: Yes or No? The Affirmative Case3836631717.2%
0fw6k0hmOptimal Portfolio Management with Transactions Costs and Capital Gains Taxes2878320428.9%
5q05g9ptSearch Costs: The Neglected Spread Component2571877072.8%
0dh1c16wOrder Flow and Exchange Rate Dynamics1933316017.1%
6sq4c6g0The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises1843015416.3%
3bw450n0On the Relation Between Binomial and Trinomial Option Pricing Models165976858.8%
7g67n911Credit Derivatives in Banking: Useful Tools for Managing Risk?162847851.9%
1z87z922Return-Volume Dependence and Extremes in International Equity Markets146578939.0%
7pb301trMeasuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes1413610525.5%
7s57834nQuantifying the Impact of Leveraging and Diversification on Systemic Risk139489134.5%
2qb613r5An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?137479034.3%
8sd393sjHOw Do Firms Choose Their Leaders? An Empirical Investigation130508038.5%
0p34c640Corporate Diversification and Agency125388730.4%
2651k8f5On Adaptive Tail Index Estimation for Financial Return Models104238122.1%
8647j8gqHousing Return and Construction Cycles100376337.0%

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