| 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 |
1 |
1 |
5 |
355 |
1 |
1 |
15 |
884 |
| A continuous time approach to the pricing of bonds |
0 |
2 |
4 |
753 |
5 |
9 |
22 |
1,251 |
| A theory of price limits in futures markets |
0 |
2 |
7 |
371 |
3 |
11 |
22 |
814 |
| Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
0 |
3 |
3 |
3 |
7 |
34 |
| Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
0 |
1 |
7 |
3 |
4 |
11 |
46 |
| Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee |
1 |
1 |
4 |
175 |
4 |
4 |
11 |
516 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
1 |
1 |
4 |
1,137 |
5 |
9 |
34 |
2,375 |
| An Approach to the Valuation of Uncertain Income Streams |
0 |
0 |
0 |
50 |
3 |
4 |
11 |
124 |
| An Equilibrium Model of Bond Pricing and a Test of Market Efficiency |
0 |
0 |
1 |
131 |
1 |
1 |
8 |
281 |
| An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment |
0 |
0 |
0 |
4 |
1 |
2 |
8 |
33 |
| Analyzing Convertible Bonds |
0 |
0 |
0 |
220 |
5 |
8 |
22 |
613 |
| Arbitrage in Stock Index Futures |
0 |
1 |
2 |
656 |
6 |
7 |
15 |
1,463 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
392 |
| Brokerage Commission Schedules |
0 |
0 |
1 |
79 |
2 |
3 |
11 |
473 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
0 |
1 |
5 |
153 |
5 |
6 |
15 |
384 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
32 |
0 |
0 |
8 |
114 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
0 |
2 |
5 |
863 |
2 |
6 |
32 |
1,977 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
0 |
0 |
0 |
557 |
1 |
1 |
14 |
1,418 |
| Dollar Cost Averaging |
2 |
2 |
3 |
110 |
4 |
19 |
49 |
408 |
| Efficient Financing under Asymmetric Information |
0 |
2 |
8 |
628 |
1 |
3 |
21 |
1,351 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
68 |
| Evaluating Natural Resource Investments |
0 |
2 |
10 |
1,809 |
7 |
12 |
81 |
4,072 |
| Financial Models of Regulated Firms: Discussion |
0 |
0 |
0 |
1 |
2 |
3 |
6 |
35 |
| Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
1 |
1 |
3 |
190 |
8 |
10 |
20 |
507 |
| Information, Trade, and Derivative Securities |
0 |
0 |
1 |
133 |
2 |
3 |
16 |
551 |
| International Portfolio Investment Flows |
1 |
1 |
8 |
424 |
4 |
5 |
57 |
1,321 |
| International risk sharing and capital mobility |
0 |
0 |
0 |
37 |
4 |
4 |
9 |
90 |
| International risk sharing and capital mobility: reply |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
45 |
| Investment Analysis and the Adjustment of Stock Prices to Common Information |
0 |
2 |
9 |
312 |
5 |
12 |
44 |
1,134 |
| Investment analysis and price formation in securities markets |
0 |
0 |
2 |
383 |
1 |
2 |
20 |
930 |
| Latent Assets |
0 |
0 |
0 |
258 |
0 |
2 |
10 |
741 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
2 |
3 |
20 |
1,374 |
3 |
5 |
54 |
2,916 |
| Necessary Conditions for Aggregation in Securities Markets |
0 |
0 |
1 |
21 |
0 |
0 |
3 |
57 |
| On the Geometric Mean Index: A Note |
0 |
0 |
0 |
25 |
1 |
1 |
10 |
78 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
0 |
283 |
2 |
2 |
7 |
640 |
| Optimal Portfolio Insurance |
1 |
1 |
6 |
102 |
3 |
4 |
22 |
236 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
0 |
0 |
222 |
4 |
5 |
17 |
591 |
| Regulation and Corporate Investment Policy |
0 |
0 |
1 |
39 |
0 |
0 |
6 |
123 |
| Savings bonds, retractable bonds and callable bonds |
0 |
0 |
1 |
257 |
1 |
2 |
34 |
807 |
| Sell-order liquidity and the cross-section of expected stock returns |
0 |
0 |
3 |
76 |
3 |
5 |
36 |
294 |
| Shareholder Preferences and Dividend Policy |
0 |
0 |
0 |
266 |
2 |
3 |
14 |
897 |
| Stock Prices and the Supply of Information |
0 |
0 |
0 |
336 |
1 |
1 |
14 |
1,038 |
| Stock price volatility and equity premium |
0 |
0 |
2 |
282 |
1 |
2 |
11 |
712 |
| Stock splits, stock prices, and transaction costs |
1 |
2 |
7 |
347 |
3 |
5 |
19 |
793 |
| Strategic asset allocation |
0 |
0 |
8 |
958 |
1 |
6 |
37 |
1,785 |
| The Determinants of Average Trade Size |
0 |
0 |
0 |
162 |
5 |
6 |
11 |
958 |
| The Geometry of Separation and Myopia |
0 |
0 |
0 |
11 |
0 |
0 |
7 |
49 |
| The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results |
0 |
0 |
2 |
70 |
4 |
8 |
17 |
159 |
| The Pricing of Contingent Claims in Discrete Time Models |
0 |
1 |
2 |
421 |
2 |
4 |
18 |
771 |
| The Valuation of American Put Options |
0 |
0 |
7 |
1,044 |
2 |
3 |
24 |
2,944 |
| The Value of Perfect Market Forecasts in Portfolio Selection: Discussion |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
30 |
| The dynamics of international equity market expectations |
0 |
0 |
0 |
69 |
2 |
2 |
16 |
260 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
2 |
2 |
4 |
818 |
4 |
5 |
21 |
1,942 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
0 |
0 |
4 |
845 |
3 |
4 |
30 |
2,539 |
| Valuation and the Cost of Capital for Regulated Utilities: Comment |
0 |
0 |
0 |
11 |
2 |
3 |
3 |
51 |
| tay's as good as cay |
0 |
0 |
0 |
120 |
0 |
1 |
6 |
302 |
| Total Journal Articles |
13 |
30 |
151 |
18,017 |
140 |
234 |
1,051 |
45,417 |
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