Recent Work
Parent: Research Program in Finance
eScholarship stats: History by Item for August through November, 2024
| Item | Title | Total requests | 2024-11 | 2024-10 | 2024-09 | 2024-08 |
|---|---|---|---|---|---|---|
| 22q318mh | Rational Markets: Yes or No? The Affirmative Case | 127 | 29 | 47 | 24 | 27 |
| 3bw450n0 | On the Relation Between Binomial and Trinomial Option Pricing Models | 85 | 31 | 22 | 15 | 17 |
| 0fw6k0hm | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes | 69 | 22 | 23 | 7 | 17 |
| 5q05g9pt | Search Costs: The Neglected Spread Component | 43 | 6 | 15 | 3 | 19 |
| 7g67n911 | Credit Derivatives in Banking: Useful Tools for Managing Risk? | 41 | 7 | 12 | 4 | 18 |
| 1z87z922 | Return-Volume Dependence and Extremes in International Equity Markets | 32 | 2 | 8 | 2 | 20 |
| 7s57834n | Quantifying the Impact of Leveraging and Diversification on Systemic Risk | 29 | 4 | 10 | 2 | 13 |
| 6sq4c6g0 | The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises | 28 | 5 | 5 | 3 | 15 |
| 8sd393sj | HOw Do Firms Choose Their Leaders? An Empirical Investigation | 28 | 1 | 12 | 5 | 10 |
| 0p34c640 | Corporate Diversification and Agency | 27 | 3 | 10 | 3 | 11 |
| 2651k8f5 | On Adaptive Tail Index Estimation for Financial Return Models | 21 | 1 | 11 | 9 | |
| 0dh1c16w | Order Flow and Exchange Rate Dynamics | 19 | 2 | 7 | 3 | 7 |
| 7pb301tr | Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes | 18 | 4 | 5 | 1 | 8 |
| 8647j8gq | Housing Return and Construction Cycles | 18 | 1 | 11 | 2 | 4 |
| 2qb613r5 | An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? | 17 | 4 | 5 | 1 | 7 |
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