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 1 7 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 1 1 1 21 1 1 1 44
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 1 110 0 0 2 296
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 0 0 5
Corporate payout policy in dual-class firms 0 1 2 33 0 1 5 146
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 1 5 20 0 3 14 51
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 1 1 6 99 3 7 37 343
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 3 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 2 242
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 0 16 1 1 2 121
Organizational Form and Corporate Payout Policy 0 0 1 13 0 0 1 49
Partial Adjustment to Public Information and IPO Underpricing 0 1 5 190 0 3 8 503
Penny Stock IPOs 0 0 0 0 1 2 5 534
Penny Stock IPOs 0 0 0 11 2 3 5 162
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 1 3 158 0 2 9 411
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 1 195 0 0 4 488
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 0 2 2 1 2 7 8
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 2 292 0 0 5 804
Seasonality in Daily Bond Returns 0 2 4 46 1 3 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 1 2 3 925
Special Repo Rates: An Empirical Analysis 1 2 12 226 1 4 18 493
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 3 142 0 0 15 530
The cost of financial flexibility: Evidence from share repurchases 0 0 1 25 2 2 8 128
The good news in short interest 1 2 10 180 1 4 22 670
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 4 641
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 3 25 3 4 16 93
Volatility and mutual fund manager skill 2 2 7 62 3 3 14 232
What Drives ETF Flows? 1 5 27 126 3 9 47 267
Total Journal Articles 7 20 106 2,946 24 57 286 9,490


Statistics updated 2025-01-05