| 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 |
5 |
7 |
18 |
345 |
8 |
13 |
37 |
863 |
| A continuous time approach to the pricing of bonds |
1 |
3 |
6 |
747 |
3 |
5 |
18 |
1,225 |
| A theory of price limits in futures markets |
0 |
0 |
3 |
364 |
0 |
0 |
8 |
790 |
| Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
27 |
| Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
1 |
1 |
6 |
0 |
1 |
1 |
34 |
| Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
2 |
171 |
0 |
0 |
3 |
504 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
0 |
1 |
17 |
1,130 |
1 |
6 |
39 |
2,328 |
| An Approach to the Valuation of Uncertain Income Streams |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
112 |
| An Equilibrium Model of Bond Pricing and a Test of Market Efficiency |
0 |
0 |
1 |
130 |
1 |
1 |
3 |
268 |
| An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
24 |
| Analyzing Convertible Bonds |
2 |
3 |
12 |
220 |
5 |
7 |
20 |
589 |
| Arbitrage in Stock Index Futures |
0 |
0 |
4 |
651 |
0 |
1 |
7 |
1,443 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
381 |
| Brokerage Commission Schedules |
0 |
0 |
0 |
78 |
0 |
0 |
3 |
460 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
0 |
1 |
5 |
146 |
1 |
2 |
13 |
364 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
106 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
1 |
2 |
11 |
855 |
1 |
3 |
23 |
1,937 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
0 |
5 |
18 |
557 |
0 |
7 |
37 |
1,401 |
| Dollar Cost Averaging |
1 |
1 |
6 |
107 |
1 |
3 |
18 |
352 |
| Efficient Financing under Asymmetric Information |
0 |
1 |
8 |
619 |
2 |
5 |
22 |
1,325 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
1 |
1 |
4 |
67 |
| Evaluating Natural Resource Investments |
0 |
1 |
3 |
1,795 |
2 |
7 |
23 |
3,973 |
| Financial Models of Regulated Firms: Discussion |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
28 |
| Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
0 |
0 |
186 |
1 |
3 |
10 |
486 |
| Information, Trade, and Derivative Securities |
0 |
0 |
2 |
131 |
0 |
0 |
4 |
532 |
| International Portfolio Investment Flows |
1 |
2 |
13 |
416 |
2 |
6 |
33 |
1,259 |
| International risk sharing and capital mobility |
0 |
0 |
1 |
36 |
0 |
0 |
1 |
80 |
| International risk sharing and capital mobility: reply |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
42 |
| Investment Analysis and the Adjustment of Stock Prices to Common Information |
0 |
0 |
3 |
302 |
2 |
2 |
12 |
1,083 |
| Investment analysis and price formation in securities markets |
0 |
1 |
4 |
380 |
0 |
2 |
10 |
905 |
| Latent Assets |
2 |
3 |
4 |
257 |
2 |
3 |
8 |
725 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
4 |
5 |
22 |
1,350 |
6 |
11 |
56 |
2,842 |
| Necessary Conditions for Aggregation in Securities Markets |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
53 |
| On the Geometric Mean Index: A Note |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
68 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
2 |
283 |
1 |
1 |
5 |
632 |
| Optimal Portfolio Insurance |
0 |
0 |
2 |
96 |
2 |
2 |
5 |
209 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
0 |
1 |
222 |
0 |
0 |
3 |
572 |
| Regulation and Corporate Investment Policy |
0 |
0 |
2 |
38 |
0 |
1 |
3 |
117 |
| Savings bonds, retractable bonds and callable bonds |
2 |
2 |
4 |
256 |
2 |
4 |
7 |
771 |
| Sell-order liquidity and the cross-section of expected stock returns |
1 |
1 |
5 |
72 |
1 |
2 |
17 |
251 |
| Shareholder Preferences and Dividend Policy |
0 |
0 |
3 |
264 |
0 |
1 |
21 |
877 |
| Stock Prices and the Supply of Information |
0 |
1 |
8 |
334 |
1 |
4 |
21 |
1,018 |
| Stock price volatility and equity premium |
2 |
3 |
8 |
277 |
3 |
5 |
12 |
698 |
| Stock splits, stock prices, and transaction costs |
0 |
0 |
3 |
338 |
1 |
1 |
10 |
771 |
| Strategic asset allocation |
2 |
5 |
19 |
946 |
7 |
14 |
44 |
1,742 |
| The Determinants of Average Trade Size |
0 |
0 |
1 |
162 |
1 |
1 |
3 |
942 |
| The Geometry of Separation and Myopia |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
42 |
| The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results |
0 |
0 |
1 |
68 |
0 |
1 |
5 |
142 |
| The Pricing of Contingent Claims in Discrete Time Models |
1 |
2 |
6 |
419 |
2 |
4 |
10 |
753 |
| The Valuation of American Put Options |
0 |
0 |
12 |
1,034 |
2 |
3 |
20 |
2,910 |
| The Value of Perfect Market Forecasts in Portfolio Selection: Discussion |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
27 |
| The dynamics of international equity market expectations |
0 |
0 |
0 |
69 |
1 |
1 |
4 |
242 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
1 |
1 |
7 |
811 |
1 |
6 |
17 |
1,914 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
0 |
1 |
10 |
839 |
2 |
6 |
35 |
2,502 |
| Valuation and the Cost of Capital for Regulated Utilities: Comment |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
48 |
| tay's as good as cay |
0 |
0 |
0 |
120 |
0 |
0 |
1 |
295 |
| Total Journal Articles |
26 |
53 |
259 |
17,811 |
68 |
149 |
669 |
44,151 |
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