Access Statistics for Bradford D. Jordan

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
A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS 0 0 3 16 0 0 6 42
A reexamination of option values implicit in callable Treasury bonds 0 0 0 37 0 0 0 105
APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES 0 0 1 21 0 1 2 45
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 0 0 0 296
Antitakeover provisions in corporate spin-offs 0 0 0 19 0 0 1 114
Average funds versus average dollars: Implications for mutual fund research 0 0 0 9 0 1 1 40
BOOK REVIEWS 0 0 0 0 0 0 1 6
Corporate payout policy in dual-class firms 1 1 5 36 2 3 9 151
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 1 4 21 0 2 12 54
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 0 0 0 60
Do investment banks listen to their own analysts? 0 0 0 16 0 0 0 100
Growth opportunities, short-term market pressure, and dual-class share structure 3 3 8 103 4 7 31 353
Industry information and the 52-week high effect 0 0 0 6 0 0 1 72
Mutual fund preference for pure-play firms 0 0 1 1 0 0 2 7
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 0 0 73 0 0 1 242
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 1 17 0 0 2 122
Organizational Form and Corporate Payout Policy 0 0 0 13 0 1 1 50
Partial Adjustment to Public Information and IPO Underpricing 0 0 6 191 0 0 9 505
Penny Stock IPOs 0 0 0 0 0 1 6 535
Penny Stock IPOs 0 1 2 13 0 1 7 164
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 1 2 159 0 3 6 414
Repricing and employee stock option valuation 0 0 0 48 0 0 1 250
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 1 2 0 0 2 16
Risk Aversion, Uncertain Information, and Market Efficiency 1 2 2 197 2 3 6 493
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 1 2 2 4 1 2 5 10
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 2 292 0 2 7 807
Seasonality in Daily Bond Returns 0 0 4 46 1 2 7 124
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 0 43 0 0 0 107
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 1 1 414 0 1 3 926
Special Repo Rates: An Empirical Analysis 0 2 10 228 0 2 16 496
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 2 40 0 0 2 156
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 0 0 0 84
The Quiet Period Goes out with a Bang 0 1 2 143 1 4 11 534
The cost of financial flexibility: Evidence from share repurchases 0 0 1 26 0 1 6 130
The good news in short interest 1 1 7 181 2 2 14 672
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 0 0 1 22
The relative pricing of U.S. Treasury STRIPS: empirical evidence 1 1 1 183 1 2 4 643
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 1 5 0 0 1 8
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 0 0 3 26 1 2 12 96
Volatility and mutual fund manager skill 0 1 4 63 0 1 11 234
What Drives ETF Flows? 3 5 19 133 3 9 38 280
Total Journal Articles 11 23 95 2,979 18 53 245 9,565


Statistics updated 2025-05-12