Access Statistics for Donald B. Keim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 0 0 0 0 325
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 1 0 1 5 1,885
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 0 0 1 312
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) 0 0 0 1 0 1 3 392
Direct Evidence of Non-Trading of NYSE and AMEX Stocks 0 0 0 0 0 1 2 497
Dividend Yields and Stock Returns: Implications of Abnormal January Returns 0 0 0 2 0 0 0 754
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) 0 0 0 2 0 0 1 472
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 0 1 3 252
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 0 0 3 524
First to \"Read\" the News: New Analytics and Algorithmic Trading 0 0 1 33 0 0 5 97
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 2 3 3 236
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) 0 0 0 5 0 0 2 588
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) 0 0 0 1 0 1 2 475
Predicting Returns in the Stock and Bond Markets 0 0 0 8 0 1 3 2,544
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) 0 0 0 0 0 0 0 62
Return Indexes for Lower Grade Bonds 0 0 0 0 0 0 1 185
Return Indexes for Lower Grade Bonds: 1977-1987 0 0 0 0 0 0 0 111
Returns and Volatility of Low-Grade Bonds 1977-1988 0 0 0 0 0 0 5 257
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) 0 0 0 0 0 0 0 329
Risk and Return Characteristics of Lower Grade Bonds 0 0 0 1 0 0 1 123
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 1 0 0 0 346
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 0 0 0 0 127
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 0 88
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 0 44
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) 0 0 0 0 0 0 1 262
Simplifying Choices in Defined Contribution Retirement Plan Design 0 0 1 24 0 0 2 47
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism 2 3 5 55 3 5 10 154
THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS 0 0 0 1 1 1 5 888
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 2 89
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 1 1 95
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 3 169
The Cost of Institutional Equity Trades 0 0 0 7 0 0 3 955
The Cost of Institutional Equity Trades 0 0 0 6 0 0 3 1,336
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 1 279 0 0 4 520
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 0 0 4 640
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 0 0 0 452
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 2 395 0 0 2 1,162
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 1 1 4 7 1,405
The Information Contained in Stock Exchange Seat Prices 0 0 0 85 0 0 0 270
The Information Contained in Stock Exchange Seat Prices 0 0 0 78 0 0 0 1,523
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 0 2 259
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 0 1 225
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 1 0 0 2 1,518
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 0 0 0 0 960
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 0 1 7 359
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) 0 0 0 1 0 0 0 460
The Valuation of Callable Bonds 0 0 0 0 0 1 1 241
Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008) 0 0 0 1 0 0 1 413
Volatility Patterns of Fixed Income Securities 0 0 0 0 0 0 1 87
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) 0 0 0 0 0 3 6 562
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) 0 0 0 4 1 1 2 1,384
Total Working Papers 2 3 10 996 8 30 110 27,460


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Further Investigation of the Weekend Effect in Stock Returns 1 2 9 509 2 6 21 1,142
An analysis of mutual fund design: the case of investing in small-cap stocks 0 0 1 178 0 0 2 469
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 5 321 1 2 17 740
Dividend yields and stock returns: Implications of abnormal January returns 0 0 1 227 0 0 3 586
General Tests of Latent Variable Models and Mean-Variance Spanning 0 0 3 33 0 0 3 142
Packaging Liquidity: Blind Auctions and Transaction Efficiencies 0 0 0 17 0 0 0 73
Predicting returns in the stock and bond markets 0 1 3 1,202 1 6 17 2,309
Returns and Volatility of Low-Grade Bonds: 1977-1989 0 0 1 132 1 1 6 348
Size-related anomalies and stock return seasonality: Further empirical evidence 3 10 41 2,413 5 15 94 5,099
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence 0 0 3 273 0 0 5 736
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 0 60 0 2 4 405
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 0 1 2 373 2 5 9 1,239
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points 0 0 1 110 0 0 4 256
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 0 1 4 543 0 2 8 1,063
What Does the Stock Market Tell Us About Real Estate Returns? 6 10 25 241 6 12 45 622
Total Journal Articles 10 25 99 6,632 18 51 238 15,229


Statistics updated 2025-05-12