A Parimutuel Market Microstructure for Contingent Claims Trading
There are 2 versions of this paper
A Parimutuel Market Microstructure for Contingent Claims Trading
A Parimutuel Market Microstructure for Contingent Claims Trading
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
There are 4 versions of this paper
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
Dotcom Mania: The Rise and Fall of Internet Stock Prices
There are 4 versions of this paper
Dotcom Mania: The Rise and Fall of Internet Stock Prices
Dotcom Mania: The Rise and Fall of Internet Stock Prices
Dotcom Mania: The Rise and Fall of Internet Stock Prices
Risk Management with Benchmarking
There are 9 versions of this paper
Risk Management with Benchmarking
Risk Management with Benchmarking
Risk Management with Benchmarking
Risk Management with Benchmarking
Risk Management with Benchmarking
Risk Management with Benchmarking
Risk Management with Benchmarking
Risk Management with Benchmarking
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
There are 2 versions of this paper
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry
There are 2 versions of this paper
Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry
Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry
Mutual Fund Survivorship
There are 4 versions of this paper
Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management
There are 6 versions of this paper
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
The Declining Information Content of Dividend Announcements and the Effect of Institutional Holdings
There are 2 versions of this paper
The Declining Information Content of Dividend Announcements and the Effect of Institutional Holdings
The Declining Information Content of Dividend Announcements and the Effect of Institutional Holdings
Incentive Fees and Mutual Funds
There are 4 versions of this paper
Incentive Fees and Mutual Funds
Incentive Fees and Mutual Funds
Incentive Fees and Mutual Funds
Fees on Fees in Funds of Funds
There are 6 versions of this paper
Fees on Fees in Funds of Funds
Fees on Fees in Funds of Funds
Fees on Fees in Funds of Funds
Fees on Fees in Funds of Funds
Fees on Fees in Funds of Funds
Fees on Fees in Funds of Funds
The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor
There are 2 versions of this paper
The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor
The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor
Are Investors Rational? Choices Among Index Funds
There are 3 versions of this paper
Are Investors Rational? Choices Among Index Funds
Are Investors Rational? Choices Among Index Funds
Are Investors Rational? Choices Among Index Funds
Portfolio Performance and Agency
There are 6 versions of this paper
Portfolio Performance and Agency
Portfolio Performance and Agency
Portfolio Performance and Agency
Portfolio Performance and Agency
Portfolio Performance and Agency
A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases
There are 4 versions of this paper
A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases
A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases
A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases
A First Look at the Accuracy of the Crsp Mutual Fund Database and a Comparison of the Crsp and Morningstar Mutual Fund Databases
Risk and Return: Some New Evidence
There are 3 versions of this paper
Risk and Return: Some New Evidence
Risk and Return: Some New Evidence.
Risk and Return: Some New Evidence
Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability
There are 3 versions of this paper
Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability
Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability
Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability
Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the Fcoj Market
Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure
There are 3 versions of this paper
Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure
Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure
Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure
On the Nature of Trading: Do Speculators Leave Footprints?
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On the Nature of Trading: Do Speculators Leave Footprints?
On the Nature of Trading: Do Speculators Leave Footprints?
Habit Formation and Returns on Bonds and Stocks
There are 5 versions of this paper
Habit Formation and Returns on Bonds and Stocks
Habit Formation and Returns on Bonds and Stocks
Habit Formation and Returns on Bonds and Stocks
Habit Formation and Returns on Bonds and Stocks
Habit Formation and Returns on Bonds and Stocks
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
There are 4 versions of this paper
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
Delegated Monitoring of Fund Managers
There are 2 versions of this paper
Delegated Monitoring of Fund Managers
Delegated Monitoring of Fund Managers
From Equity Premium Puzzle to Expectations Puzzle: General Equilibrium Production Economy with Stochastic Habit Formation
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
There are 4 versions of this paper
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
Optimum Centralized Portfolio Construction with Decentralized Portfolio Management
Expected Returns and Expected Dividend Growth
There are 7 versions of this paper
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns
There are 3 versions of this paper
Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns
Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns
Ownership Structure, Income Distribution, and Competitive Equilibrium: a Theory of Business Cycles, Human Capital, and Asset Returns
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
There are 5 versions of this paper
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
Optimal Consumption and Portfolio Allocation Under Mean-Reverting Returns: An Exact Solution for Complete Markets
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Optimal Consumption and Portfolio Allocation Under Mean-Reverting Returns: An Exact Solution for Complete Markets
Optimal Consumption and Portfolio Allocation Under Mean-Reverting Returns: An Exact Solution for Complete Markets
Optimal Consumption and Portfolio Allocation Under Mean-Reverting Returns: An Exact Solution for Complete Markets
Portfolio and Consumption Decisions Under Mean-Revering Returns: An Exact Solution for Complete Markets
There are 3 versions of this paper
Portfolio and Consumption Decisions Under Mean-Revering Returns: An Exact Solution for Complete Markets
Portfolio and Consumption Decisions Under Mean-Revering Returns: An Exact Solution for Complete Markets
Portfolio and Consumption Decisions Under Mean-Revering Returns: An Exact Solution for Complete Markets
Asset Pricing in a Neoclassical Model with Limited Participation
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Asset Pricing in a Neoclassical Model with Limited Participation
Asset Pricing in a Neoclassical Model with Limited Participation
Asset Pricing in a Neoclassical Model with Limited Participation
Time Series and Cross-Sectional Variations of Expected Returns
There are 2 versions of this paper
Time Series and Cross-Sectional Variations of Expected Returns
Time Series and Cross-Sectional Variations of Expected Returns
An Analysis of the Relative Performance of Japanese and Foreign Money Management
There are 5 versions of this paper
An Analysis of the Relative Performance of Japanese and Foreign Money Management
An Analysis of the Relative Performance of Japanese and Foreign Money Management
An Analysis of the Relative Performance of Japanese and Foreign Money Management
An Analysis of the Relative Performance of Japanese and Foreign Money Management
An Analysis of the Relative Performance of Japanese and Foreign Money Management
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
There are 5 versions of this paper
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
An Analysis of the Relative Performance of Japanese and Foreign Money Management
There are 5 versions of this paper
An Analysis of the Relative Performance of Japanese and Foreign Money Management
An Analysis of the Relative Performance of Japanese and Foreign Money Management
An Analysis of the Relative Performance of Japanese and Foreign Money Management
An Analysis of the Relative Performance of Japanese and Foreign Money Management
An Analysis of the Relative Performance of Japanese and Foreign Money Management
The it Revolution and the Stock Market
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The it Revolution and the Stock Market
Financial Markets and Firm Dynamics
There are 2 versions of this paper
Financial Markets and Firm Dynamics
Financial Markets and Firm Dynamics
Why Does Capital Structure Choice Vary with Macroeconomic Conditions?
There are 2 versions of this paper
Why Does Capital Structure Choice Vary with Macroeconomic Conditions?
Why Does Capital Structure Choice Vary with Macroeconomic Conditions?
Valuation in Dynamic Bargaining Markets
There are 2 versions of this paper
Valuation in Dynamic Bargaining Markets
Valuation in Dynamic Bargaining Markets
From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation
There are 2 versions of this paper
From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation
From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation
A Unified Framework for Monetary Theory and Policy Analysis
There are 2 versions of this paper
A Unified Framework for Monetary Theory and Policy Analysis
Expected Returns and Expected Dividend Growth
There are 7 versions of this paper
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
Expected Returns and Expected Dividend Growth
A Theory of Housing Collateral, Consumption Insurance and Risk Premia
There are 4 versions of this paper
A Theory of Housing Collateral, Consumption Insurance and Risk Premia
A Theory of Housing Collateral, Consumption Insurance and Risk Premia
A Theory of Housing Collateral, Consumption Insurance and Risk Premia
A Theory of Housing Collateral, Consumption Insurance and Risk Premia
Housing Collateral and Consumption Insurance Across Us Regions
Bidder Discounts and Target Premia in Takeovers
There are 2 versions of this paper
Bidder Discounts and Target Premia in Takeovers
Bidder Discounts and Target Premia in Takeovers
External Constraints on Monetary Policy and the Financial Accelerator
There are 3 versions of this paper
External Constraints on Monetary Policy and the Financial Accelerator
External Constraints on Monetary Policy and the Financial Accelerator
External Constraints on Monetary Policy and the Financial Accelerator
Corporate Governance Over the Business Cycle
There are 3 versions of this paper
Corporate Governance Over the Business Cycle
Corporate Governance Over the Business Cycle
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
There are 4 versions of this paper
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
There are 4 versions of this paper
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
Inflation, Output, and Welfare
There are 3 versions of this paper