| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply |
0 |
0 |
1 |
87 |
1 |
1 |
4 |
231 |
| A Possible Explanation of the Small Firm Effect |
0 |
2 |
7 |
573 |
1 |
6 |
16 |
1,212 |
| A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market |
1 |
2 |
16 |
994 |
3 |
5 |
41 |
2,319 |
| A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory |
6 |
14 |
64 |
7,529 |
8 |
23 |
124 |
13,819 |
| A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency |
1 |
1 |
2 |
45 |
1 |
1 |
5 |
128 |
| A pure foreign exchange asset pricing model |
0 |
0 |
0 |
160 |
0 |
0 |
3 |
410 |
| A reply to Mayers and Rice (1979) |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
164 |
| Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
29 |
| Ambiguity when Performance is Measured by the Securities Market Line |
1 |
1 |
8 |
350 |
1 |
2 |
13 |
884 |
| An Empirical Investigation of the Arbitrage Pricing Theory |
0 |
2 |
18 |
1,547 |
1 |
5 |
39 |
2,966 |
| An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969) |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
116 |
| An analytic valuation formula for unprotected American call options on stocks with known dividends |
1 |
1 |
4 |
436 |
1 |
3 |
9 |
939 |
| An empirical study of risk under fixed and flexible exchange |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
68 |
| An empirical survey of Indonesian equities 1985-1992 |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
86 |
| An explanation of the forward premium ‘puzzle’ |
0 |
0 |
1 |
168 |
0 |
0 |
8 |
322 |
| Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
143 |
| Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
209 |
| Bias in Fitting the Sharpe Model to Time Series Data |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
79 |
| Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital |
0 |
1 |
4 |
94 |
0 |
2 |
5 |
228 |
| Comments on qualitative results for investment proportions |
0 |
0 |
0 |
44 |
1 |
1 |
2 |
135 |
| Commonality in liquidity |
1 |
2 |
9 |
1,083 |
2 |
7 |
30 |
2,464 |
| Determinants of Daily Fluctuations in Liquidity and Trading Activity |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
191 |
| East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis |
0 |
0 |
0 |
102 |
0 |
1 |
2 |
295 |
| Economic Forces and the Stock Market |
26 |
49 |
203 |
8,437 |
66 |
127 |
512 |
19,987 |
| Evidence on the "Growth-Optimum" Model |
0 |
0 |
3 |
40 |
0 |
1 |
5 |
97 |
| Evidence on the speed of convergence to market efficiency |
0 |
0 |
3 |
215 |
3 |
3 |
10 |
474 |
| Expectations and the Demand for Bonds: Comment |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
60 |
| Extracting Inflation from Stock Returns to Test Purchasing Power Parity |
0 |
0 |
0 |
117 |
0 |
1 |
1 |
445 |
| How employee stock options and executive equity ownership affect long-term IPO operating performance |
0 |
0 |
0 |
74 |
1 |
1 |
3 |
294 |
| Industrial Structure and the Comparative Behavior of International Stock Market Indices |
0 |
0 |
6 |
619 |
0 |
2 |
12 |
1,438 |
| Interest Rates on Monetary Assets and Commodity Price Index Changes |
0 |
0 |
2 |
54 |
0 |
0 |
4 |
132 |
| Interest-Rate Risk and the Term Structure of Interest Rates: Comment |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
62 |
| Investment Diversification and Bond Maturity |
0 |
0 |
2 |
45 |
0 |
0 |
4 |
140 |
| Investor Evaluation of Accounting Information: Some Empirical Evidence |
0 |
0 |
2 |
394 |
0 |
0 |
7 |
1,060 |
| Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
68 |
| Is European M&A Regulation Protectionist? |
0 |
0 |
0 |
77 |
0 |
1 |
5 |
330 |
| Learning from others, reacting, and market quality1 |
0 |
1 |
2 |
18 |
0 |
1 |
3 |
81 |
| Liquidity and market efficiency |
4 |
9 |
31 |
654 |
11 |
25 |
77 |
1,560 |
| Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis |
0 |
0 |
2 |
157 |
2 |
2 |
7 |
414 |
| Market Response to European Regulation of Business Combinations |
1 |
1 |
2 |
61 |
1 |
4 |
13 |
217 |
| Mathematics and Computers in Soviet Economic Planning. John P. Hardt, Marvin Hoffenberg, Norman Kaplan, and Herbert S. Levine (editors and coordinators), New Haven: Yale University Press, 1967. 298 + xxii pages |
0 |
0 |
1 |
36 |
0 |
0 |
3 |
131 |
| On Valuing American Call Options with the Black-Scholes European Formula |
0 |
0 |
2 |
320 |
0 |
0 |
2 |
1,038 |
| On computing mean returns and the small firm premium |
0 |
0 |
1 |
374 |
0 |
0 |
2 |
874 |
| On some parity conditions encountered frequently in international economics |
0 |
1 |
1 |
32 |
0 |
1 |
2 |
97 |
| On the Cross-sectional Relation between Expected Returns and Betas |
0 |
1 |
4 |
372 |
1 |
2 |
16 |
906 |
| Orange Juice and Weather |
1 |
2 |
9 |
1,341 |
1 |
3 |
27 |
3,032 |
| Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange |
0 |
2 |
7 |
72 |
2 |
6 |
18 |
258 |
| Order imbalance, liquidity, and market returns |
2 |
7 |
28 |
422 |
5 |
11 |
67 |
1,221 |
| Orthogonal Portfolios |
0 |
0 |
1 |
63 |
0 |
0 |
6 |
218 |
| Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note |
0 |
0 |
3 |
158 |
0 |
0 |
3 |
505 |
| Rational Response to the Money Supply |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
58 |
| Rational infinitely lived asset prices must be non-stationary |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
102 |
| Remembering Mert |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
49 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
5 |
28 |
2,578 |
3 |
8 |
51 |
5,147 |
| Strategies for Pairwise Competition in Markets and Organizations |
0 |
0 |
1 |
99 |
0 |
0 |
1 |
717 |
| Taxes and dividend clientele: Evidence from trading and ownership structure |
0 |
1 |
2 |
89 |
0 |
2 |
3 |
314 |
| The Fiscal and Monetary Linkage between Stock Returns and Inflation |
2 |
2 |
14 |
725 |
8 |
13 |
47 |
1,598 |
| The Hubris Hypothesis of Corporate Takeovers |
13 |
40 |
210 |
4,841 |
31 |
92 |
502 |
13,800 |
| Total Journal Articles |
61 |
147 |
704 |
36,114 |
155 |
368 |
1,728 |
84,361 |
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