Access Statistics for Gordon J. Alexander

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An algorithmic approach to deriving the minimum-variance zero-beta portfolio 2 7 35 55 8 19 112 172
An analysis of trade-size clustering and its relation to stealth trading 1 2 20 29 5 14 65 89
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note 3 8 53 145 9 32 137 352
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds 1 5 18 40 3 17 69 120
Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 1 1 3 18 4 8 21 73
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach 0 3 31 70 3 13 62 126
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 10 21 78 331 15 36 138 599
Guest Editorial 0 0 0 0 2 7 14 14
Implications of a Reduction in Tick Size on Short-Sell Order Execution 0 0 1 20 4 11 24 108
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs 1 2 5 14 3 5 18 58
Investor self-selection: evidence from a mutual fund survey 0 0 0 0 5 20 56 69
Margin regulation and market quality: a microstructure analysis 2 3 10 47 4 10 29 125
Market Timing Strategies in Convertible Debt Financing 0 4 12 34 4 16 54 117
Mean-variance portfolio selection with `at-risk' constraints and discrete distributions 2 5 18 18 13 34 66 66
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection 0 1 6 27 3 5 22 80
Mutual fund shareholders: characteristics, investor knowledge, and sources of information 1 4 22 62 11 28 87 202
On Back-Testing "Zero-Investment" Strategies 2 8 23 166 10 32 104 748
Portfolio selection with a drawdown constraint 1 3 27 67 5 11 54 130
Short Selling and Efficient Sets 1 1 13 27 3 9 43 80
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule 0 0 5 40 3 18 45 191
The determinants of trading volume of high-yield corporate bonds 2 4 35 138 6 15 82 297
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO 2 6 12 12 4 21 38 38
Using linear and goal programming to immunize bond portfolios 1 6 9 16 3 12 27 41
What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? 0 0 0 0 6 39 122 285
Total Journal Articles 33 94 436 1,376 136 432 1,489 4,180


Statistics updated 2008-09-04