| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on Dividend Irrelevance and the Gordon Valuation Model |
0 |
2 |
23 |
338 |
2 |
8 |
43 |
852 |
| A continuous time approach to the pricing of bonds |
0 |
1 |
7 |
744 |
0 |
2 |
19 |
1,220 |
| A theory of price limits in futures markets |
0 |
1 |
3 |
364 |
0 |
1 |
8 |
790 |
| Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
27 |
| Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
33 |
| Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
3 |
171 |
0 |
0 |
4 |
504 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
1 |
5 |
22 |
1,130 |
4 |
8 |
48 |
2,326 |
| An Approach to the Valuation of Uncertain Income Streams |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
112 |
| An Equilibrium Model of Bond Pricing and a Test of Market Efficiency |
0 |
1 |
1 |
130 |
0 |
1 |
2 |
267 |
| An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
24 |
| Analyzing Convertible Bonds |
0 |
1 |
11 |
217 |
0 |
1 |
18 |
582 |
| Arbitrage in Stock Index Futures |
0 |
0 |
5 |
651 |
0 |
0 |
7 |
1,442 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
381 |
| Brokerage Commission Schedules |
0 |
0 |
0 |
78 |
0 |
0 |
3 |
460 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
1 |
2 |
5 |
146 |
1 |
5 |
14 |
363 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
105 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
0 |
0 |
9 |
853 |
0 |
3 |
24 |
1,934 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
2 |
6 |
22 |
554 |
3 |
8 |
51 |
1,397 |
| Dollar Cost Averaging |
0 |
0 |
7 |
106 |
0 |
3 |
17 |
349 |
| Efficient Financing under Asymmetric Information |
0 |
2 |
10 |
618 |
0 |
3 |
22 |
1,320 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
0 |
2 |
3 |
66 |
| Evaluating Natural Resource Investments |
0 |
0 |
3 |
1,794 |
2 |
5 |
21 |
3,968 |
| Financial Models of Regulated Firms: Discussion |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
28 |
| Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
0 |
0 |
186 |
0 |
2 |
10 |
483 |
| Information, Trade, and Derivative Securities |
0 |
0 |
3 |
131 |
0 |
0 |
6 |
532 |
| International Portfolio Investment Flows |
1 |
1 |
16 |
415 |
1 |
5 |
42 |
1,254 |
| International risk sharing and capital mobility |
0 |
1 |
1 |
36 |
0 |
1 |
1 |
80 |
| International risk sharing and capital mobility: reply |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
42 |
| Investment Analysis and the Adjustment of Stock Prices to Common Information |
0 |
0 |
4 |
302 |
0 |
0 |
12 |
1,081 |
| Investment analysis and price formation in securities markets |
0 |
0 |
5 |
379 |
1 |
1 |
11 |
904 |
| Latent Assets |
1 |
1 |
3 |
255 |
1 |
2 |
8 |
723 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
0 |
2 |
26 |
1,345 |
1 |
5 |
62 |
2,832 |
| Necessary Conditions for Aggregation in Securities Markets |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
53 |
| On the Geometric Mean Index: A Note |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
67 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
4 |
283 |
0 |
0 |
9 |
631 |
| Optimal Portfolio Insurance |
0 |
0 |
2 |
96 |
0 |
0 |
4 |
207 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
0 |
2 |
222 |
0 |
0 |
5 |
572 |
| Regulation and Corporate Investment Policy |
0 |
0 |
2 |
38 |
1 |
1 |
3 |
117 |
| Savings bonds, retractable bonds and callable bonds |
0 |
0 |
3 |
254 |
0 |
0 |
4 |
767 |
| Sell-order liquidity and the cross-section of expected stock returns |
0 |
0 |
4 |
71 |
0 |
1 |
15 |
249 |
| Shareholder Preferences and Dividend Policy |
0 |
1 |
4 |
264 |
0 |
2 |
24 |
876 |
| Stock Prices and the Supply of Information |
0 |
4 |
7 |
333 |
1 |
10 |
21 |
1,015 |
| Stock price volatility and equity premium |
1 |
1 |
8 |
275 |
1 |
2 |
14 |
694 |
| Stock splits, stock prices, and transaction costs |
0 |
0 |
4 |
338 |
0 |
1 |
13 |
770 |
| Strategic asset allocation |
0 |
1 |
15 |
941 |
2 |
6 |
35 |
1,730 |
| The Determinants of Average Trade Size |
0 |
0 |
1 |
162 |
0 |
0 |
3 |
941 |
| The Geometry of Separation and Myopia |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
42 |
| The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results |
0 |
0 |
1 |
68 |
0 |
1 |
4 |
141 |
| The Pricing of Contingent Claims in Discrete Time Models |
0 |
1 |
4 |
417 |
1 |
3 |
8 |
750 |
| The Valuation of American Put Options |
0 |
0 |
16 |
1,034 |
0 |
0 |
23 |
2,907 |
| The Value of Perfect Market Forecasts in Portfolio Selection: Discussion |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
26 |
| The dynamics of international equity market expectations |
0 |
0 |
0 |
69 |
0 |
1 |
3 |
241 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
0 |
2 |
7 |
810 |
1 |
3 |
15 |
1,909 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
0 |
2 |
14 |
838 |
3 |
12 |
40 |
2,499 |
| Valuation and the Cost of Capital for Regulated Utilities: Comment |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
48 |
| tay's as good as cay |
0 |
0 |
0 |
120 |
0 |
0 |
1 |
295 |
| Total Journal Articles |
7 |
38 |
288 |
17,765 |
26 |
111 |
710 |
44,028 |
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