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1
Climate Risks and Market Efficiency
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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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2
Exchange Traded Funds (ETFs)
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Exchange Traded Funds (ETFs)

NBER Working Paper Series, 2016-11, p.22829

Copyright National Bureau of Economic Research, Inc. Nov 2016 ;ISSN: 0898-2937 ;DOI: 10.3386/w22829

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3
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism
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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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4
Why Does Idiosyncratic Risk Increase with Market Risk?
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Why Does Idiosyncratic Risk Increase with Market Risk?

NBER Working Paper Series, 2016-08, p.22492

Copyright National Bureau of Economic Research, Inc. Aug 2016 ;ISSN: 0898-2937 ;DOI: 10.3386/w22492

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5
Backtesting Strategies Based on Multiple Signals
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Backtesting Strategies Based on Multiple Signals

NBER Working Paper Series, 2015-07, p.21329

Copyright National Bureau of Economic Research, Inc. Jul 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w21329

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6
Comovement Revisited
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Comovement Revisited

NBER Working Paper Series, 2015-06, p.21281

Copyright National Bureau of Economic Research, Inc. Jun 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w21281

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7
The Market Value of R&D in Weak Innovation Regimes: Evidence from India
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The Market Value of R&D in Weak Innovation Regimes: Evidence from India

NBER Working Paper Series, 2015-05, p.21196

Copyright National Bureau of Economic Research, Inc. May 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w21196

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8
Common Factors in Return Seasonalities
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Common Factors in Return Seasonalities

NBER Working Paper Series, 2014-12, p.20815

Copyright National Bureau of Economic Research, Inc. Dec 2014 ;ISSN: 0898-2937 ;DOI: 10.3386/w20815

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9
Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market
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Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market

NBER Working Paper Series, 2017-01, p.23030

Copyright National Bureau of Economic Research, Inc. Jan 2017 ;ISSN: 0898-2937 ;DOI: 10.3386/w23030

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10
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
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Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

NBER Working Paper Series, 2015-12, p.21803

Copyright National Bureau of Economic Research, Inc. Dec 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w21803

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11
Do Rare Events Explain CDX Tranche Spreads?
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Do Rare Events Explain CDX Tranche Spreads?

NBER Working Paper Series, 2016-10, p.22723

Copyright National Bureau of Economic Research, Inc. Oct 2016 ;ISSN: 0898-2937 ;DOI: 10.3386/w22723

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12
Principal Component Analysis of High Frequency Data
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Principal Component Analysis of High Frequency Data

NBER Working Paper Series, 2015-09, p.21584

Copyright National Bureau of Economic Research, Inc. Sep 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w21584

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13
Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision
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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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14
Facts and Fantasies about Commodity Futures Ten Years Later
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Facts and Fantasies about Commodity Futures Ten Years Later

NBER Working Paper Series, 2015-06, p.21243

Copyright National Bureau of Economic Research, Inc. Jun 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w21243

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15
High-frequency, Algorithmic Spillovers Between NASDAQ and Forex
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High-frequency, Algorithmic Spillovers Between NASDAQ and Forex

NBER Working Paper Series, 2015-04, p.21122

Copyright National Bureau of Economic Research, Inc. Apr 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w21122

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16
Long-run Bulls and Bears
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Long-run Bulls and Bears

NBER Working Paper Series, 2015-01, p.20858

Copyright National Bureau of Economic Research, Inc. Jan 2015 ;ISSN: 0898-2937 ;DOI: 10.3386/w20858

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17
Globalized Israel: High Tech Prowess and Buttressing FDI
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Globalized Israel: High Tech Prowess and Buttressing FDI

NBER Working Paper Series, 2017-03, p.23223

Copyright National Bureau of Economic Research, Inc. Mar 2017 ;ISSN: 0898-2937 ;DOI: 10.3386/w23223

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18
Trading on Sunspots
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Trading on Sunspots

NBER Working Paper Series, 2014-12, p.20813

Copyright National Bureau of Economic Research, Inc. Dec 2014 ;ISSN: 0898-2937 ;DOI: 10.3386/w20813

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19
Four Centuries of Return Predictability
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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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20
Israel’s Triumph over Inflation: The Long and Winding Road
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Article
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Israel’s Triumph over Inflation: The Long and Winding Road

NBER Working Paper Series, 2017-01, p.23061

Copyright National Bureau of Economic Research, Inc. Jan 2017 ;ISSN: 0898-2937 ;DOI: 10.3386/w23061

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