Access Statistics for James Ohlson

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
A Dynamic Equilibrium for the Ross Arbitrage Model 0 0 0 108 0 0 1 235
Ex Post Stockholder Unanimity: A Complete and Simplified Treatment 0 0 0 0 0 3 3 91
On the Theory of Forecast-Horizon in Equity Valuation 0 0 0 2 0 0 3 1,912
Revisiting the Basics of Return and Risk in Equilibrium 0 0 0 1 0 1 1 438
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 0 0 1 3 201
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression 0 0 0 1 0 1 2 334
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs 0 0 0 0 0 0 0 247
Total Working Papers 0 0 0 112 0 6 13 3,458

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Equilibrium for the Ross Arbitrage Model 0 0 0 14 0 0 1 71
A Note on the Representation of Bounded Utility Functions Defined on [a, ∞) 0 0 0 4 0 0 0 16
Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View 1 1 2 65 1 1 3 148
Aggregate accounting earnings can explain most of security returns: The case of long return intervals 1 2 14 1,151 3 7 30 2,555
Dividend Policy Irrelevancy and the Construct of Earnings 0 0 0 15 0 0 0 47
Earnings, Earnings Growth and Value 1 1 7 173 1 1 16 349
Equilibrium in Stable Markets 0 0 0 20 0 0 0 65
Ex post stockholder unanimity: A Complete and Simplified Treatment 0 0 0 3 0 0 0 30
Introduction to the Special Section on Conservatism in Accounting 0 0 0 10 0 0 0 38
On Successful Research 0 0 2 52 0 0 2 146
On financial disclosure and the behavior of security prices 0 0 0 37 0 0 1 97
On the Theory of Residual Analyses and Abnormal Performance Metrics 0 0 0 13 0 1 2 45
Portfolio Selection in a Log-Stable Market 0 0 0 6 0 0 0 23
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function 0 0 0 20 0 1 2 69
Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite 0 0 0 2 0 0 0 15
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers 0 0 0 12 0 1 1 47
Risk-Aversion and the Martingale Property of Stock Prices: Comments 0 0 0 40 0 0 1 138
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 26 0 1 2 119
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression 0 0 2 115 0 1 4 414
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction 0 0 1 32 0 1 4 84
The Structure of Asset Prices and Socially Useless-Useful Information 0 0 0 4 0 0 0 43
Toward a Theory of Financial Accounting 0 0 0 26 0 0 0 78
Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model 0 0 1 68 0 0 3 193
Valuation of risky assets in arbitrage-free economies with transactions costs 0 0 1 48 0 0 4 122
Volatility increases subsequent to stock splits: An empirical aberration 0 0 4 366 0 3 14 707
Total Journal Articles 3 4 34 2,322 5 18 90 5,659

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Statistics updated 2025-05-12