| 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 |
3 |
19 |
288 |
3 |
6 |
39 |
750 |
| A continuous time approach to the pricing of bonds |
3 |
6 |
16 |
706 |
4 |
9 |
27 |
1,141 |
| A theory of price limits in futures markets |
0 |
3 |
5 |
340 |
0 |
4 |
14 |
747 |
| 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 |
1 |
5 |
0 |
0 |
1 |
33 |
| Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
1 |
164 |
0 |
0 |
2 |
494 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
8 |
16 |
67 |
1,003 |
9 |
27 |
167 |
2,069 |
| An Approach to the Valuation of Uncertain Income Streams |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
111 |
| An Equilibrium Model of Bond Pricing and a Test of Market Efficiency |
1 |
1 |
5 |
125 |
1 |
1 |
9 |
250 |
| 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 |
4 |
14 |
191 |
3 |
7 |
38 |
501 |
| Arbitrage in Stock Index Futures |
0 |
0 |
5 |
638 |
0 |
2 |
13 |
1,417 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
376 |
| Brokerage Commission Schedules |
0 |
1 |
1 |
76 |
0 |
1 |
5 |
447 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
0 |
3 |
13 |
130 |
0 |
4 |
31 |
328 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
99 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
1 |
2 |
16 |
826 |
3 |
10 |
44 |
1,856 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
1 |
7 |
17 |
517 |
3 |
16 |
64 |
1,293 |
| Dollar Cost Averaging |
1 |
2 |
8 |
91 |
1 |
5 |
24 |
304 |
| Efficient Financing under Asymmetric Information |
2 |
3 |
13 |
581 |
4 |
9 |
31 |
1,242 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
63 |
| Evaluating Natural Resource Investments |
1 |
1 |
20 |
1,770 |
4 |
10 |
68 |
3,867 |
| 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 |
0 |
1 |
14 |
161 |
1 |
3 |
29 |
418 |
| Information, Trade, and Derivative Securities |
0 |
0 |
3 |
128 |
1 |
1 |
6 |
525 |
| International Portfolio Investment Flows |
1 |
2 |
18 |
372 |
8 |
11 |
55 |
1,134 |
| International risk sharing and capital mobility |
0 |
0 |
1 |
34 |
0 |
0 |
3 |
78 |
| International risk sharing and capital mobility: reply |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
40 |
| Investment Analysis and the Adjustment of Stock Prices to Common Information |
2 |
5 |
11 |
283 |
2 |
9 |
33 |
1,031 |
| Investment analysis and price formation in securities markets |
1 |
1 |
11 |
367 |
1 |
4 |
28 |
871 |
| Latent Assets |
0 |
0 |
4 |
243 |
0 |
2 |
26 |
705 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
2 |
9 |
27 |
1,261 |
4 |
17 |
70 |
2,612 |
| Necessary Conditions for Aggregation in Securities Markets |
0 |
0 |
1 |
20 |
0 |
0 |
3 |
52 |
| On the Geometric Mean Index: A Note |
0 |
1 |
3 |
24 |
0 |
1 |
4 |
66 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
7 |
273 |
1 |
2 |
30 |
605 |
| Optimal Portfolio Insurance |
0 |
0 |
3 |
89 |
1 |
2 |
11 |
187 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
0 |
2 |
217 |
0 |
0 |
6 |
554 |
| Regulation and Corporate Investment Policy |
1 |
1 |
1 |
36 |
1 |
1 |
2 |
114 |
| Savings bonds, retractable bonds and callable bonds |
0 |
0 |
7 |
245 |
0 |
0 |
14 |
745 |
| Sell-order liquidity and the cross-section of expected stock returns |
0 |
3 |
6 |
60 |
0 |
4 |
15 |
205 |
| Shareholder Preferences and Dividend Policy |
0 |
2 |
6 |
256 |
0 |
4 |
28 |
820 |
| Stock Prices and the Supply of Information |
1 |
2 |
10 |
311 |
3 |
4 |
27 |
945 |
| Stock price volatility and equity premium |
3 |
8 |
16 |
247 |
3 |
11 |
36 |
646 |
| Stock splits, stock prices, and transaction costs |
2 |
4 |
16 |
316 |
5 |
9 |
49 |
712 |
| Strategic asset allocation |
5 |
8 |
28 |
865 |
10 |
20 |
113 |
1,571 |
| The Determinants of Average Trade Size |
0 |
0 |
2 |
158 |
1 |
1 |
20 |
926 |
| The Geometry of Separation and Myopia |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
37 |
| The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results |
0 |
1 |
2 |
61 |
0 |
1 |
5 |
128 |
| The Pricing of Contingent Claims in Discrete Time Models |
0 |
2 |
10 |
406 |
1 |
4 |
26 |
730 |
| The Valuation of American Put Options |
1 |
2 |
5 |
1,005 |
1 |
2 |
8 |
2,865 |
| The Value of Perfect Market Forecasts in Portfolio Selection: Discussion |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
24 |
| The dynamics of international equity market expectations |
1 |
2 |
3 |
66 |
1 |
3 |
8 |
231 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
3 |
6 |
24 |
791 |
4 |
9 |
42 |
1,860 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
0 |
2 |
17 |
788 |
8 |
27 |
125 |
2,293 |
| Valuation and the Cost of Capital for Regulated Utilities: Comment |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
47 |
| tay's as good as cay |
0 |
0 |
0 |
118 |
0 |
0 |
1 |
287 |
| Total Journal Articles |
43 |
114 |
479 |
16,785 |
92 |
264 |
1,412 |
41,525 |
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