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1
Who Owns What? A Factor Model for Direct Stock Holding
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Article
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Who Owns What? A Factor Model for Direct Stock Holding

NBER Working Paper Series, 2021-07

Copyright National Bureau of Economic Research, Inc. Jul 2021 ;ISSN: 0898-2937 ;DOI: 10.3386/w29065

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2
Does the Stock Market Make Firms More Productive?
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Article
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Does the Stock Market Make Firms More Productive?

NBER Working Paper Series, 2017-12, p.24102

Copyright National Bureau of Economic Research, Inc. Dec 2017 ;ISSN: 0898-2937 ;DOI: 10.3386/w24102

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3
Climate Risks and Market Efficiency
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Article
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Climate Risks and Market Efficiency

NBER Working Paper Series, 2016-12, p.22890

Copyright National Bureau of Economic Research, Inc. Dec 2016 ;ISSN: 0898-2937 ;DOI: 10.3386/w22890

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4
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism
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Article
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Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism

NBER Working Paper Series, 2016-09, p.22707

Copyright National Bureau of Economic Research, Inc. Sep 2016 ;ISSN: 0898-2937 ;DOI: 10.3386/w22707

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5
Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision
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Article
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Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision

NBER Working Paper Series, 2015-06, p.21286

Copyright National Bureau of Economic Research, Inc. Jun 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w21286

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6
Four Centuries of Return Predictability
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Article
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Four Centuries of Return Predictability

NBER Working Paper Series, 2014-12, p.20814

Copyright National Bureau of Economic Research, Inc. Dec 2014 ;ISSN: 0898-2937 ;DOI: 10.3386/w20814

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7
Growth Expectations, Dividend Yields, and Future Stock Returns
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Article
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Growth Expectations, Dividend Yields, and Future Stock Returns

NBER Working Paper Series, 2014-10, p.20651

Copyright National Bureau of Economic Research, Inc. Oct 2014 ;ISSN: 0898-2937 ;DOI: 10.3386/w20651

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8
Investment Noise and Trends
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Article
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Investment Noise and Trends

NBER Working Paper Series, 2014-04, p.20072

Copyright National Bureau of Economic Research, Inc. Apr 2014 ;ISSN: 0898-2937 ;DOI: 10.3386/w20072

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9
Salience and Asset Prices
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Article
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Salience and Asset Prices

NBER Working Paper Series, 2013-01, p.18708

Copyright National Bureau of Economic Research, Inc. Jan 2013 ;ISSN: 0898-2937 ;DOI: 10.3386/w18708

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10
Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
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Article
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Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation

NBER Working Paper Series, 2012-05, p.18050

Copyright National Bureau of Economic Research, Inc. May 2012 ;ISSN: 0898-2937 ;DOI: 10.3386/w18050

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11
Stock Price Expectations and Stock Trading
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Article
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Stock Price Expectations and Stock Trading

NBER Working Paper Series, 2012-04, p.17973

Copyright National Bureau of Economic Research, Inc. Apr 2012 ;ISSN: 0898-2937 ;DOI: 10.3386/w17973

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12
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds
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Article
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Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

NBER Working Paper Series, 2008-12, p.14609

Copyright National Bureau of Economic Research, Inc. Dec 2008 ;ISSN: 0898-2937 ;DOI: 10.3386/w14609

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13
The "CAPS" Prediction System and Stock Market Returns
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Article
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The "CAPS" Prediction System and Stock Market Returns

NBER Working Paper Series, 2011-08, p.17298

Copyright National Bureau of Economic Research, Inc. Aug 2011 ;ISSN: 0898-2937 ;DOI: 10.3386/w17298

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14
Stock Volatility During the Recent Financial Crisis
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Article
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Stock Volatility During the Recent Financial Crisis

NBER Working Paper Series, 2011-04, p.16976

Copyright National Bureau of Economic Research, Inc. Apr 2011 ;ISSN: 0898-2937 ;DOI: 10.3386/w16976

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15
Catering Through Nominal Share Prices
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Article
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Catering Through Nominal Share Prices

NBER Working Paper Series, 2008-01, p.13762

Copyright National Bureau of Economic Research, Inc. Jan 2008 ;ISSN: 0898-2937 ;DOI: 10.3386/w13762

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16
Short Sale Constraints and Stock Returns
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Article
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Short Sale Constraints and Stock Returns

NBER Working Paper Series, 2001-10, p.8494

Copyright National Bureau of Economic Research, Inc. Oct 2001 ;ISSN: 0898-2937 ;DOI: 10.3386/w8494

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17
Exchange Traded Funds: A New Investment Option for Taxable Investors
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Exchange Traded Funds: A New Investment Option for Taxable Investors

NBER Working Paper Series, 2002-02, p.8781

Copyright National Bureau of Economic Research, Inc. Feb 2002 ;ISSN: 0898-2937 ;DOI: 10.3386/w8781

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18
Private Benefits of Control: An International Comparison
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Article
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Private Benefits of Control: An International Comparison

NBER Working Paper Series, 2002-01, p.8711

Copyright National Bureau of Economic Research, Inc. Jan 2002 ;ISSN: 0898-2937 ;DOI: 10.3386/w8711

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