| 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 |
1 |
9 |
297 |
6 |
10 |
28 |
778 |
| A continuous time approach to the pricing of bonds |
3 |
4 |
18 |
724 |
5 |
6 |
34 |
1,175 |
| A theory of price limits in futures markets |
1 |
5 |
14 |
354 |
3 |
9 |
24 |
771 |
| Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
23 |
| 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 |
1 |
1 |
2 |
166 |
1 |
1 |
3 |
497 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
7 |
12 |
59 |
1,062 |
12 |
23 |
112 |
2,181 |
| An Approach to the Valuation of Uncertain Income Streams |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
111 |
| An Equilibrium Model of Bond Pricing and a Test of Market Efficiency |
0 |
0 |
2 |
127 |
0 |
2 |
7 |
257 |
| An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
23 |
| Analyzing Convertible Bonds |
1 |
1 |
6 |
197 |
4 |
13 |
32 |
533 |
| Arbitrage in Stock Index Futures |
0 |
1 |
6 |
644 |
0 |
2 |
10 |
1,427 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
379 |
| Brokerage Commission Schedules |
0 |
0 |
2 |
78 |
0 |
1 |
7 |
454 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
0 |
3 |
8 |
138 |
1 |
4 |
17 |
345 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
100 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
0 |
2 |
5 |
831 |
3 |
6 |
30 |
1,886 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
0 |
2 |
10 |
527 |
4 |
11 |
27 |
1,320 |
| Dollar Cost Averaging |
1 |
1 |
4 |
95 |
1 |
2 |
13 |
317 |
| Efficient Financing under Asymmetric Information |
0 |
1 |
18 |
599 |
0 |
3 |
38 |
1,280 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
63 |
| Evaluating Natural Resource Investments |
0 |
3 |
8 |
1,778 |
1 |
7 |
39 |
3,906 |
| Financial Models of Regulated Firms: Discussion |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
27 |
| Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
1 |
3 |
19 |
180 |
4 |
9 |
44 |
462 |
| Information, Trade, and Derivative Securities |
0 |
0 |
0 |
128 |
0 |
0 |
1 |
526 |
| International Portfolio Investment Flows |
0 |
1 |
11 |
383 |
1 |
6 |
41 |
1,175 |
| International risk sharing and capital mobility |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
78 |
| International risk sharing and capital mobility: reply |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
41 |
| Investment Analysis and the Adjustment of Stock Prices to Common Information |
1 |
3 |
10 |
293 |
1 |
3 |
25 |
1,056 |
| Investment analysis and price formation in securities markets |
0 |
0 |
4 |
371 |
0 |
1 |
10 |
881 |
| Latent Assets |
1 |
2 |
4 |
247 |
1 |
2 |
5 |
710 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
8 |
12 |
27 |
1,288 |
12 |
32 |
79 |
2,691 |
| Necessary Conditions for Aggregation in Securities Markets |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
53 |
| On the Geometric Mean Index: A Note |
0 |
0 |
1 |
25 |
0 |
0 |
1 |
67 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
3 |
276 |
0 |
2 |
9 |
614 |
| Optimal Portfolio Insurance |
0 |
0 |
1 |
90 |
0 |
0 |
7 |
194 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
1 |
2 |
219 |
0 |
2 |
6 |
560 |
| Regulation and Corporate Investment Policy |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
114 |
| Savings bonds, retractable bonds and callable bonds |
1 |
1 |
3 |
248 |
3 |
3 |
8 |
753 |
| Sell-order liquidity and the cross-section of expected stock returns |
0 |
2 |
3 |
63 |
2 |
8 |
17 |
222 |
| Shareholder Preferences and Dividend Policy |
1 |
1 |
3 |
259 |
2 |
5 |
16 |
836 |
| Stock Prices and the Supply of Information |
3 |
7 |
12 |
323 |
3 |
9 |
35 |
980 |
| Stock price volatility and equity premium |
0 |
3 |
8 |
255 |
1 |
4 |
13 |
659 |
| Stock splits, stock prices, and transaction costs |
1 |
4 |
15 |
331 |
3 |
7 |
34 |
746 |
| Strategic asset allocation |
3 |
7 |
40 |
905 |
7 |
19 |
77 |
1,648 |
| The Determinants of Average Trade Size |
1 |
1 |
2 |
160 |
1 |
3 |
8 |
934 |
| The Geometry of Separation and Myopia |
0 |
0 |
2 |
11 |
0 |
0 |
4 |
41 |
| The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results |
0 |
0 |
4 |
65 |
0 |
1 |
6 |
134 |
| The Pricing of Contingent Claims in Discrete Time Models |
0 |
0 |
3 |
409 |
0 |
1 |
6 |
736 |
| The Valuation of American Put Options |
0 |
0 |
3 |
1,008 |
1 |
1 |
7 |
2,872 |
| The Value of Perfect Market Forecasts in Portfolio Selection: Discussion |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
24 |
| The dynamics of international equity market expectations |
1 |
2 |
3 |
69 |
1 |
2 |
4 |
235 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
1 |
3 |
5 |
796 |
1 |
6 |
13 |
1,873 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
0 |
4 |
28 |
816 |
9 |
20 |
107 |
2,400 |
| Valuation and the Cost of Capital for Regulated Utilities: Comment |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
47 |
| tay's as good as cay |
0 |
1 |
2 |
120 |
0 |
1 |
3 |
290 |
| Total Journal Articles |
37 |
95 |
389 |
17,174 |
94 |
247 |
1,013 |
42,538 |
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