Access Statistics for Bradford D. Jordan

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS 0 0 3 16 0 0 6 42
A reexamination of option values implicit in callable Treasury bonds 0 0 0 37 0 0 0 105
APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES 0 1 1 21 1 2 2 45
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 1 110 0 0 1 296
Antitakeover provisions in corporate spin-offs 0 0 0 19 0 0 1 114
Average funds versus average dollars: Implications for mutual fund research 0 0 0 9 0 0 1 39
BOOK REVIEWS 0 0 0 0 0 1 1 6
Corporate payout policy in dual-class firms 0 2 4 35 1 3 8 149
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 1 1 5 21 1 2 12 53
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 0 0 2 60
Do investment banks listen to their own analysts? 0 0 0 16 0 0 0 100
Growth opportunities, short-term market pressure, and dual-class share structure 0 2 6 100 1 7 33 347
Industry information and the 52-week high effect 0 0 0 6 0 0 2 72
Mutual fund preference for pure-play firms 0 0 1 1 0 0 2 7
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 0 0 73 0 0 1 242
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 1 1 17 0 2 3 122
Organizational Form and Corporate Payout Policy 0 0 0 13 0 0 0 49
Partial Adjustment to Public Information and IPO Underpricing 0 1 6 191 0 2 10 505
Penny Stock IPOs 1 2 2 13 1 4 7 164
Penny Stock IPOs 0 0 0 0 1 2 6 535
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 0 2 158 1 1 8 412
Repricing and employee stock option valuation 0 0 0 48 0 0 5 250
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 1 2 0 0 2 16
Risk Aversion, Uncertain Information, and Market Efficiency 0 0 0 195 0 2 4 490
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 0 2 2 0 1 6 8
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 2 292 0 1 6 805
Seasonality in Daily Bond Returns 0 0 4 46 0 1 5 122
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 0 43 0 0 0 107
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 0 1 413 0 1 3 925
Special Repo Rates: An Empirical Analysis 1 2 11 227 1 3 17 495
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 2 40 0 0 2 156
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 0 0 0 84
The Quiet Period Goes out with a Bang 0 0 2 142 1 1 12 531
The cost of financial flexibility: Evidence from share repurchases 0 1 2 26 0 3 8 129
The good news in short interest 0 1 7 180 0 1 16 670
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 0 0 1 22
The relative pricing of U.S. Treasury STRIPS: empirical evidence 0 0 1 182 0 0 3 641
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 1 5 0 0 1 8
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 0 1 4 26 0 4 13 94
Volatility and mutual fund manager skill 1 3 4 63 1 5 11 234
What Drives ETF Flows? 2 5 23 130 3 10 44 274
Total Journal Articles 6 23 99 2,962 13 59 265 9,525


Statistics updated 2025-03-03