Increased Correlation in Bear Markets | 2002/01/01 | English | 146 |
Mutual Fund Performance: Does Fund Size Matter? | 1999/05/01 | English | 143 |
Analyst Forecasting Errors: Additional Evidence | 1997/11/01 | English | 141 |
Stock Market Volatility | 1990/05/01 | English | 140 |
What Determines Price-Earnings Ratios? | 1978/07/01 | English | 140 |
The Effect of Bond-Rating Changes on Bond Price Performance | 1997/05/01 | English | 140 |
Giraffes, Institutions and Neglected Firms | 1983/05/01 | English | 139 |
A Study of Financial Analysts: Practice and Theory | 1999/07/01 | English | 139 |
Does Simple Pairs Trading Still Work? | 2010/07/01 | English | 138 |
Behaviorial Finance: Past Battles and Future Engagements | 1999/11/01 | English | 138 |
The Early History of Portfolio Theory: 1600–1960 | 1999/07/01 | English | 136 |
Skulls, Financial Turbulence, and Risk Management | 2010/09/01 | English | 135 |
Program Trading and Expiration-Day Effects | 1987/03/01 | English | 133 |
Does Futures Trading Increase Stock Market Volatility? | 1988/01/01 | English | 132 |
Liquidity and the Post-Earnings-Announcement Drift | 2009/07/01 | English | 131 |
Practical Issues in Forecasting Volatility | 2005/01/01 | English | 129 |
VAR: Seductive but Dangerous | 1995/09/01 | English | 129 |
Hedge-Fund Benchmarks: Information Content and Biases | 2002/01/01 | English | 127 |
Evaluating Fund Performance in a Dynamic Market | 1996/11/01 | English | 127 |
News vs. Sentiment: Predicting Stock Returns from News Stories | 2017/07/01 | English | 127 |
Behavioral Obstacles in the Annuity Market | 2007/11/01 | English | 126 |
Volatility and the Institutional Investor | 1996/03/01 | English | 126 |
Diversifying with Gold Stocks | 1990/07/01 | English | 125 |
Do Sales–Price and Debt–Equity Explain Stock Returns Better than Book–Market and Firm Size? | 1996/03/01 | English | 125 |
Affect in a Behavioral Asset-Pricing Model | 2008/03/01 | English | 125 |
The Free Lunch in Currency Hedging: Implications for Investment Policy and Peformance Standards | 1988/05/01 | English | 123 |
Pricing Swap Default Risk | 1994/05/01 | English | 123 |
The Search for the Best Financial Performance Measure | 1997/05/01 | English | 118 |
Capturing the Value Premium in the United Kingdom | 2003/11/01 | English | 118 |
Bubbles, Human Judgment, and Expert Opinion | 2002/05/01 | English | 118 |