| 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 |
6 |
354 |
1 |
4 |
17 |
883 |
| A continuous time approach to the pricing of bonds |
0 |
0 |
3 |
751 |
0 |
1 |
16 |
1,242 |
| A theory of price limits in futures markets |
3 |
4 |
5 |
369 |
4 |
5 |
12 |
803 |
| Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
31 |
| Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis |
0 |
0 |
1 |
7 |
1 |
1 |
8 |
42 |
| Alternative Investment Strategies for the Issuers of Equity Linked Life Insurance Policies with an Asset Value Guarantee |
0 |
1 |
3 |
174 |
0 |
1 |
8 |
512 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns |
0 |
1 |
6 |
1,136 |
2 |
8 |
35 |
2,366 |
| An Approach to the Valuation of Uncertain Income Streams |
0 |
0 |
0 |
50 |
2 |
2 |
8 |
120 |
| An Equilibrium Model of Bond Pricing and a Test of Market Efficiency |
1 |
1 |
1 |
131 |
1 |
1 |
11 |
280 |
| An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment |
0 |
0 |
0 |
4 |
0 |
1 |
6 |
31 |
| Analyzing Convertible Bonds |
0 |
0 |
0 |
220 |
1 |
6 |
16 |
605 |
| Arbitrage in Stock Index Futures |
0 |
0 |
3 |
655 |
0 |
0 |
11 |
1,456 |
| Assessing Asset Pricing Anomalies |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
391 |
| Brokerage Commission Schedules |
0 |
0 |
1 |
79 |
0 |
1 |
10 |
470 |
| Capital Market Equilibrium with Divergent Borrowing and Lending Rates |
0 |
0 |
4 |
152 |
0 |
0 |
12 |
378 |
| Conditional Predictions of Bond Prices and Returns |
0 |
0 |
0 |
32 |
0 |
1 |
8 |
114 |
| Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion |
1 |
1 |
5 |
861 |
1 |
3 |
31 |
1,971 |
| Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure |
0 |
0 |
0 |
557 |
1 |
1 |
16 |
1,417 |
| Dollar Cost Averaging |
0 |
0 |
1 |
108 |
0 |
5 |
36 |
389 |
| Efficient Financing under Asymmetric Information |
0 |
1 |
6 |
626 |
0 |
3 |
22 |
1,348 |
| Empirical Tests of Multi-Factor Pricing Model: Discussion |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
67 |
| Evaluating Natural Resource Investments |
1 |
3 |
10 |
1,807 |
6 |
15 |
81 |
4,060 |
| Financial Models of Regulated Firms: Discussion |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
32 |
| 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 |
1 |
2 |
14 |
548 |
| International Portfolio Investment Flows |
0 |
2 |
7 |
423 |
2 |
13 |
56 |
1,316 |
| International risk sharing and capital mobility |
0 |
0 |
1 |
37 |
0 |
0 |
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 |
1 |
2 |
8 |
310 |
4 |
10 |
37 |
1,122 |
| Investment analysis and price formation in securities markets |
0 |
1 |
3 |
383 |
3 |
6 |
21 |
928 |
| Latent Assets |
0 |
0 |
1 |
258 |
1 |
1 |
12 |
739 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns |
1 |
4 |
21 |
1,371 |
2 |
15 |
65 |
2,911 |
| 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 |
1 |
1 |
9 |
77 |
| Optimal Financial Policy and Firm Valuation |
0 |
0 |
0 |
283 |
0 |
2 |
6 |
638 |
| Optimal Portfolio Insurance |
0 |
1 |
5 |
101 |
0 |
4 |
22 |
232 |
| Portfolio Insurance and Financial Market Equilibrium |
0 |
0 |
0 |
222 |
0 |
3 |
14 |
586 |
| Regulation and Corporate Investment Policy |
0 |
0 |
1 |
39 |
0 |
0 |
6 |
123 |
| Savings bonds, retractable bonds and callable bonds |
0 |
1 |
1 |
257 |
23 |
28 |
34 |
805 |
| Sell-order liquidity and the cross-section of expected stock returns |
0 |
1 |
4 |
76 |
2 |
8 |
36 |
289 |
| Shareholder Preferences and Dividend Policy |
0 |
0 |
2 |
266 |
0 |
1 |
16 |
894 |
| Stock Prices and the Supply of Information |
0 |
0 |
2 |
336 |
2 |
3 |
18 |
1,037 |
| Stock price volatility and equity premium |
0 |
0 |
3 |
282 |
0 |
0 |
10 |
710 |
| Stock splits, stock prices, and transaction costs |
1 |
2 |
6 |
345 |
1 |
2 |
16 |
788 |
| Strategic asset allocation |
1 |
3 |
11 |
958 |
2 |
7 |
36 |
1,779 |
| The Determinants of Average Trade Size |
0 |
0 |
0 |
162 |
0 |
0 |
6 |
952 |
| The Geometry of Separation and Myopia |
0 |
0 |
0 |
11 |
1 |
1 |
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 |
1 |
2 |
70 |
0 |
2 |
9 |
151 |
| The Pricing of Contingent Claims in Discrete Time Models |
1 |
1 |
1 |
420 |
2 |
4 |
14 |
767 |
| The Valuation of American Put Options |
1 |
2 |
9 |
1,044 |
1 |
4 |
26 |
2,941 |
| 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 |
1 |
16 |
258 |
| The pricing of equity-linked life insurance policies with an asset value guarantee |
1 |
1 |
4 |
816 |
1 |
4 |
21 |
1,937 |
| Underpricing, ownership and control in initial public offerings of equity securities in the UK |
0 |
1 |
5 |
845 |
1 |
3 |
30 |
2,535 |
| 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 |
0 |
6 |
301 |
| Total Journal Articles |
13 |
38 |
156 |
17,987 |
71 |
188 |
969 |
45,183 |
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