| 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 |
1 |
20 |
348 |
0 |
1 |
34 |
866 |
| A continuous time approach to the pricing of bonds |
0 |
1 |
6 |
748 |
0 |
1 |
12 |
1,226 |
| A theory of price limits in futures markets |
0 |
0 |
2 |
364 |
0 |
0 |
6 |
791 |
| 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 |
0 |
1 |
6 |
0 |
0 |
1 |
34 |
| Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
1 |
171 |
0 |
0 |
1 |
504 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
2 |
3 |
11 |
1,133 |
3 |
8 |
34 |
2,338 |
| 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 |
0 |
2 |
5 |
271 |
| An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
25 |
| Analyzing Convertible Bonds |
0 |
0 |
12 |
220 |
1 |
2 |
19 |
591 |
| Arbitrage in Stock Index Futures |
0 |
2 |
6 |
654 |
1 |
3 |
11 |
1,448 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
381 |
| Brokerage Commission Schedules |
0 |
0 |
0 |
78 |
0 |
1 |
2 |
461 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
0 |
2 |
7 |
148 |
2 |
5 |
15 |
369 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
106 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
1 |
1 |
10 |
857 |
2 |
3 |
23 |
1,943 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
0 |
0 |
14 |
557 |
0 |
0 |
24 |
1,401 |
| Dollar Cost Averaging |
0 |
0 |
4 |
107 |
2 |
3 |
17 |
356 |
| Efficient Financing under Asymmetric Information |
0 |
0 |
6 |
620 |
0 |
3 |
15 |
1,329 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
0 |
0 |
4 |
67 |
| Evaluating Natural Resource Investments |
1 |
2 |
6 |
1,799 |
2 |
8 |
27 |
3,985 |
| Financial Models of Regulated Firms: Discussion |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
29 |
| Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
0 |
1 |
187 |
0 |
0 |
7 |
487 |
| Information, Trade, and Derivative Securities |
0 |
0 |
3 |
132 |
0 |
0 |
6 |
534 |
| International Portfolio Investment Flows |
0 |
0 |
9 |
416 |
1 |
3 |
24 |
1,262 |
| 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 |
0 |
42 |
| Investment Analysis and the Adjustment of Stock Prices to Common Information |
0 |
1 |
2 |
303 |
0 |
3 |
12 |
1,087 |
| Investment analysis and price formation in securities markets |
1 |
1 |
2 |
381 |
2 |
4 |
10 |
909 |
| Latent Assets |
0 |
1 |
4 |
258 |
1 |
3 |
9 |
729 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
1 |
2 |
15 |
1,352 |
5 |
14 |
51 |
2,859 |
| 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 |
0 |
1 |
68 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
1 |
283 |
0 |
0 |
4 |
632 |
| Optimal Portfolio Insurance |
0 |
0 |
0 |
96 |
0 |
1 |
4 |
211 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
0 |
0 |
222 |
0 |
0 |
1 |
572 |
| Regulation and Corporate Investment Policy |
0 |
0 |
2 |
38 |
0 |
0 |
3 |
117 |
| Savings bonds, retractable bonds and callable bonds |
0 |
0 |
2 |
256 |
1 |
1 |
5 |
772 |
| Sell-order liquidity and the cross-section of expected stock returns |
0 |
0 |
3 |
72 |
2 |
4 |
14 |
256 |
| Shareholder Preferences and Dividend Policy |
1 |
1 |
4 |
265 |
1 |
2 |
14 |
879 |
| Stock Prices and the Supply of Information |
0 |
0 |
5 |
334 |
0 |
2 |
17 |
1,020 |
| Stock price volatility and equity premium |
0 |
3 |
6 |
280 |
0 |
3 |
10 |
701 |
| Stock splits, stock prices, and transaction costs |
0 |
1 |
1 |
339 |
0 |
1 |
6 |
772 |
| Strategic asset allocation |
1 |
2 |
13 |
949 |
1 |
4 |
32 |
1,747 |
| The Determinants of Average Trade Size |
0 |
0 |
0 |
162 |
1 |
5 |
6 |
947 |
| 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 |
0 |
5 |
142 |
| The Pricing of Contingent Claims in Discrete Time Models |
0 |
0 |
5 |
419 |
0 |
0 |
8 |
753 |
| The Valuation of American Put Options |
0 |
3 |
4 |
1,037 |
1 |
5 |
15 |
2,918 |
| The Value of Perfect Market Forecasts in Portfolio Selection: Discussion |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
27 |
| The dynamics of international equity market expectations |
0 |
0 |
0 |
69 |
0 |
0 |
4 |
242 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
1 |
2 |
7 |
814 |
1 |
4 |
15 |
1,919 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
1 |
1 |
10 |
841 |
2 |
4 |
30 |
2,508 |
| 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 |
10 |
30 |
209 |
17,853 |
32 |
104 |
575 |
44,290 |
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