Recent Work
Parent: Research Program in Finance
eScholarship stats: History by Item for May through August, 2024
| Item | Title | Total requests | 2024-08 | 2024-07 | 2024-06 | 2024-05 |
|---|---|---|---|---|---|---|
| 22q318mh | Rational Markets: Yes or No? The Affirmative Case | 164 | 27 | 29 | 31 | 77 |
| 3bw450n0 | On the Relation Between Binomial and Trinomial Option Pricing Models | 84 | 17 | 19 | 24 | 24 |
| 0fw6k0hm | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes | 69 | 17 | 28 | 12 | 12 |
| 7g67n911 | Credit Derivatives in Banking: Useful Tools for Managing Risk? | 55 | 18 | 11 | 16 | 10 |
| 0p34c640 | Corporate Diversification and Agency | 46 | 11 | 8 | 13 | 14 |
| 5q05g9pt | Search Costs: The Neglected Spread Component | 46 | 19 | 9 | 9 | 9 |
| 6sq4c6g0 | The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises | 46 | 15 | 10 | 9 | 12 |
| 1z87z922 | Return-Volume Dependence and Extremes in International Equity Markets | 42 | 20 | 13 | 6 | 3 |
| 0dh1c16w | Order Flow and Exchange Rate Dynamics | 41 | 7 | 26 | 7 | 1 |
| 7s57834n | Quantifying the Impact of Leveraging and Diversification on Systemic Risk | 33 | 13 | 13 | 5 | 2 |
| 7pb301tr | Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes | 28 | 8 | 12 | 6 | 2 |
| 2qb613r5 | An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? | 27 | 7 | 8 | 8 | 4 |
| 8sd393sj | HOw Do Firms Choose Their Leaders? An Empirical Investigation | 27 | 10 | 7 | 5 | 5 |
| 2651k8f5 | On Adaptive Tail Index Estimation for Financial Return Models | 25 | 9 | 7 | 7 | 2 |
| 8647j8gq | Housing Return and Construction Cycles | 17 | 4 | 6 | 6 | 1 |
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