| 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 |
2 |
14 |
350 |
0 |
5 |
27 |
871 |
| A continuous time approach to the pricing of bonds |
1 |
2 |
7 |
750 |
4 |
9 |
17 |
1,235 |
| A theory of price limits in futures markets |
0 |
0 |
1 |
364 |
2 |
3 |
5 |
794 |
| Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
27 |
| Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
1 |
2 |
7 |
0 |
3 |
4 |
37 |
| Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee |
1 |
1 |
1 |
172 |
1 |
2 |
2 |
506 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
0 |
0 |
8 |
1,133 |
1 |
7 |
27 |
2,345 |
| An Approach to the Valuation of Uncertain Income Streams |
0 |
0 |
0 |
50 |
1 |
2 |
2 |
114 |
| An Equilibrium Model of Bond Pricing and a Test of Market Efficiency |
0 |
0 |
1 |
130 |
1 |
3 |
8 |
274 |
| An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
26 |
| Analyzing Convertible Bonds |
0 |
0 |
4 |
220 |
2 |
2 |
12 |
593 |
| Arbitrage in Stock Index Futures |
0 |
0 |
3 |
654 |
0 |
0 |
6 |
1,448 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
384 |
| Brokerage Commission Schedules |
0 |
1 |
1 |
79 |
1 |
3 |
4 |
464 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
0 |
3 |
7 |
151 |
0 |
4 |
15 |
373 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
32 |
1 |
2 |
3 |
108 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
1 |
3 |
7 |
860 |
3 |
8 |
20 |
1,951 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
0 |
0 |
9 |
557 |
3 |
8 |
20 |
1,409 |
| Dollar Cost Averaging |
0 |
0 |
1 |
107 |
2 |
5 |
15 |
361 |
| Efficient Financing under Asymmetric Information |
0 |
1 |
5 |
621 |
3 |
6 |
18 |
1,335 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
67 |
| Evaluating Natural Resource Investments |
0 |
1 |
6 |
1,800 |
5 |
17 |
39 |
4,002 |
| Financial Models of Regulated Firms: Discussion |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
30 |
| Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
0 |
1 |
187 |
0 |
1 |
7 |
488 |
| Information, Trade, and Derivative Securities |
1 |
1 |
2 |
133 |
2 |
4 |
6 |
538 |
| International Portfolio Investment Flows |
1 |
1 |
3 |
417 |
7 |
15 |
28 |
1,277 |
| International risk sharing and capital mobility |
0 |
1 |
2 |
37 |
2 |
3 |
4 |
83 |
| International risk sharing and capital mobility: reply |
0 |
0 |
0 |
9 |
1 |
2 |
2 |
44 |
| Investment Analysis and the Adjustment of Stock Prices to Common Information |
1 |
1 |
2 |
304 |
2 |
7 |
13 |
1,094 |
| Investment analysis and price formation in securities markets |
0 |
0 |
2 |
381 |
4 |
7 |
13 |
916 |
| Latent Assets |
0 |
0 |
4 |
258 |
1 |
3 |
11 |
732 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
4 |
6 |
15 |
1,358 |
5 |
13 |
45 |
2,872 |
| Necessary Conditions for Aggregation in Securities Markets |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
55 |
| On the Geometric Mean Index: A Note |
0 |
0 |
0 |
25 |
2 |
3 |
4 |
71 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
0 |
283 |
1 |
2 |
3 |
634 |
| Optimal Portfolio Insurance |
0 |
2 |
2 |
98 |
5 |
11 |
15 |
222 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
0 |
0 |
222 |
0 |
3 |
3 |
575 |
| Regulation and Corporate Investment Policy |
1 |
1 |
1 |
39 |
1 |
1 |
2 |
118 |
| Savings bonds, retractable bonds and callable bonds |
0 |
0 |
2 |
256 |
1 |
2 |
7 |
774 |
| Sell-order liquidity and the cross-section of expected stock returns |
0 |
1 |
2 |
73 |
5 |
13 |
21 |
269 |
| Shareholder Preferences and Dividend Policy |
0 |
1 |
3 |
266 |
2 |
8 |
13 |
887 |
| Stock Prices and the Supply of Information |
0 |
2 |
7 |
336 |
1 |
8 |
23 |
1,028 |
| Stock price volatility and equity premium |
0 |
0 |
6 |
280 |
2 |
3 |
12 |
704 |
| Stock splits, stock prices, and transaction costs |
0 |
1 |
2 |
340 |
0 |
4 |
7 |
776 |
| Strategic asset allocation |
1 |
2 |
11 |
951 |
5 |
9 |
32 |
1,756 |
| The Determinants of Average Trade Size |
0 |
0 |
0 |
162 |
2 |
2 |
8 |
949 |
| The Geometry of Separation and Myopia |
0 |
0 |
0 |
11 |
2 |
3 |
3 |
45 |
| The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results |
0 |
0 |
0 |
68 |
0 |
2 |
4 |
144 |
| The Pricing of Contingent Claims in Discrete Time Models |
0 |
0 |
3 |
419 |
1 |
2 |
8 |
755 |
| The Valuation of American Put Options |
1 |
1 |
4 |
1,038 |
3 |
8 |
19 |
2,926 |
| The Value of Perfect Market Forecasts in Portfolio Selection: Discussion |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
28 |
| The dynamics of international equity market expectations |
0 |
0 |
0 |
69 |
2 |
7 |
9 |
249 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
0 |
1 |
7 |
815 |
1 |
7 |
20 |
1,926 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
0 |
1 |
6 |
842 |
4 |
12 |
33 |
2,520 |
| Valuation and the Cost of Capital for Regulated Utilities: Comment |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
48 |
| tay's as good as cay |
0 |
0 |
0 |
120 |
2 |
3 |
3 |
298 |
| Total Journal Articles |
13 |
38 |
164 |
17,891 |
99 |
265 |
638 |
44,555 |
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