| 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 |
7 |
354 |
0 |
5 |
17 |
882 |
| A continuous time approach to the pricing of bonds |
0 |
0 |
4 |
751 |
0 |
3 |
17 |
1,242 |
| A theory of price limits in futures markets |
1 |
1 |
2 |
366 |
1 |
2 |
8 |
799 |
| Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
31 |
| Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
0 |
1 |
7 |
0 |
2 |
7 |
41 |
| Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
1 |
3 |
174 |
0 |
2 |
8 |
512 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
0 |
1 |
6 |
1,136 |
2 |
10 |
34 |
2,364 |
| An Approach to the Valuation of Uncertain Income Streams |
0 |
0 |
0 |
50 |
0 |
1 |
6 |
118 |
| An Equilibrium Model of Bond Pricing and a Test of Market Efficiency |
0 |
0 |
0 |
130 |
0 |
3 |
10 |
279 |
| An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment |
0 |
0 |
0 |
4 |
0 |
3 |
6 |
31 |
| Analyzing Convertible Bonds |
0 |
0 |
0 |
220 |
4 |
6 |
15 |
604 |
| Arbitrage in Stock Index Futures |
0 |
0 |
3 |
655 |
0 |
3 |
11 |
1,456 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
391 |
| Brokerage Commission Schedules |
0 |
0 |
1 |
79 |
0 |
3 |
10 |
470 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
0 |
0 |
6 |
152 |
0 |
1 |
14 |
378 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
32 |
0 |
3 |
8 |
114 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
0 |
0 |
4 |
860 |
0 |
7 |
30 |
1,970 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
0 |
0 |
0 |
557 |
0 |
1 |
15 |
1,416 |
| Dollar Cost Averaging |
0 |
0 |
1 |
108 |
3 |
15 |
36 |
389 |
| Efficient Financing under Asymmetric Information |
0 |
2 |
6 |
626 |
2 |
4 |
22 |
1,348 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
67 |
| Evaluating Natural Resource Investments |
1 |
4 |
9 |
1,806 |
7 |
27 |
77 |
4,054 |
| Financial Models of Regulated Firms: Discussion |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
31 |
| Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
1 |
2 |
189 |
0 |
3 |
10 |
497 |
| Information, Trade, and Derivative Securities |
0 |
0 |
1 |
133 |
0 |
4 |
13 |
547 |
| International Portfolio Investment Flows |
0 |
4 |
7 |
423 |
7 |
27 |
55 |
1,314 |
| International risk sharing and capital mobility |
0 |
0 |
1 |
37 |
0 |
1 |
6 |
86 |
| International risk sharing and capital mobility: reply |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
45 |
| Investment Analysis and the Adjustment of Stock Prices to Common Information |
0 |
2 |
7 |
309 |
4 |
12 |
34 |
1,118 |
| Investment analysis and price formation in securities markets |
0 |
1 |
3 |
383 |
2 |
5 |
20 |
925 |
| Latent Assets |
0 |
0 |
1 |
258 |
0 |
0 |
12 |
738 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
3 |
5 |
20 |
1,370 |
11 |
18 |
64 |
2,909 |
| Necessary Conditions for Aggregation in Securities Markets |
0 |
0 |
1 |
21 |
0 |
0 |
4 |
57 |
| On the Geometric Mean Index: A Note |
0 |
0 |
0 |
25 |
0 |
3 |
8 |
76 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
0 |
283 |
0 |
2 |
6 |
638 |
| Optimal Portfolio Insurance |
0 |
1 |
5 |
101 |
1 |
6 |
22 |
232 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
0 |
0 |
222 |
1 |
7 |
14 |
586 |
| Regulation and Corporate Investment Policy |
0 |
0 |
1 |
39 |
0 |
3 |
6 |
123 |
| Savings bonds, retractable bonds and callable bonds |
1 |
1 |
1 |
257 |
4 |
6 |
11 |
782 |
| Sell-order liquidity and the cross-section of expected stock returns |
0 |
1 |
4 |
76 |
5 |
13 |
35 |
287 |
| Shareholder Preferences and Dividend Policy |
0 |
0 |
2 |
266 |
0 |
2 |
17 |
894 |
| Stock Prices and the Supply of Information |
0 |
0 |
2 |
336 |
1 |
3 |
17 |
1,035 |
| Stock price volatility and equity premium |
0 |
1 |
5 |
282 |
0 |
2 |
12 |
710 |
| Stock splits, stock prices, and transaction costs |
1 |
2 |
6 |
344 |
1 |
4 |
16 |
787 |
| Strategic asset allocation |
2 |
3 |
10 |
957 |
2 |
8 |
34 |
1,777 |
| The Determinants of Average Trade Size |
0 |
0 |
0 |
162 |
0 |
1 |
10 |
952 |
| The Geometry of Separation and Myopia |
0 |
0 |
0 |
11 |
0 |
1 |
6 |
48 |
| The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results |
1 |
1 |
2 |
70 |
1 |
3 |
9 |
151 |
| The Pricing of Contingent Claims in Discrete Time Models |
0 |
0 |
0 |
419 |
1 |
6 |
12 |
765 |
| The Valuation of American Put Options |
1 |
1 |
9 |
1,043 |
2 |
5 |
27 |
2,940 |
| The Value of Perfect Market Forecasts in Portfolio Selection: Discussion |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
29 |
| The dynamics of international equity market expectations |
0 |
0 |
0 |
69 |
0 |
2 |
16 |
258 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
0 |
0 |
3 |
815 |
2 |
5 |
21 |
1,936 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
0 |
2 |
5 |
845 |
0 |
6 |
30 |
2,534 |
| 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 |
0 |
2 |
6 |
301 |
| Total Journal Articles |
11 |
37 |
151 |
17,974 |
64 |
264 |
926 |
45,112 |
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