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 0 16 1 1 1 43
A reexamination of option values implicit in callable Treasury bonds 0 0 0 37 0 1 1 106
APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES 0 0 0 21 2 2 3 47
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 4 7 10 306
Antitakeover provisions in corporate spin-offs 0 0 0 19 3 4 5 119
Average funds versus average dollars: Implications for mutual fund research 0 0 0 9 0 3 5 44
BOOK REVIEWS 0 0 0 0 0 0 1 6
Corporate payout policy in dual-class firms 0 0 5 38 1 4 14 160
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 1 21 3 6 10 61
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 0 1 2 62
Do investment banks listen to their own analysts? 0 0 0 16 3 3 4 104
Growth opportunities, short-term market pressure, and dual-class share structure 0 0 8 107 2 7 28 371
Industry information and the 52-week high effect 0 0 1 7 1 1 5 77
Mutual fund preference for pure-play firms 0 0 1 2 3 3 6 13
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 0 1 74 1 2 4 246
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 1 17 1 1 4 125
Organizational Form and Corporate Payout Policy 0 0 0 13 1 3 5 54
Partial Adjustment to Public Information and IPO Underpricing 0 0 1 191 4 4 9 512
Penny Stock IPOs 0 0 4 15 1 8 14 176
Penny Stock IPOs 0 0 0 0 2 3 6 540
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 1 2 4 162 5 7 13 424
Repricing and employee stock option valuation 0 0 0 48 2 3 4 254
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 0 2 0 1 3 19
Risk Aversion, Uncertain Information, and Market Efficiency 1 1 3 198 3 7 13 501
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 1 3 5 0 3 11 19
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 1 293 3 4 10 814
Seasonality in Daily Bond Returns 0 0 1 47 4 6 12 134
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 1 44 0 1 3 110
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 0 2 415 2 3 6 931
Special Repo Rates: An Empirical Analysis 1 1 5 231 2 2 12 505
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 0 40 2 2 4 160
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 1 1 2 86
The Quiet Period Goes out with a Bang 0 0 1 143 5 8 13 543
The cost of financial flexibility: Evidence from share repurchases 0 0 1 26 3 9 14 142
The good news in short interest 0 1 2 182 1 4 9 679
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 0 0 1 23
The relative pricing of U.S. Treasury STRIPS: empirical evidence 0 1 7 189 3 4 13 654
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 1 3 5 13
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 1 1 3 28 2 5 10 103
Volatility and mutual fund manager skill 0 0 1 63 3 8 10 242
What Drives ETF Flows? 4 5 16 142 8 17 40 307
Total Journal Articles 8 13 74 3,020 83 162 345 9,835


Statistics updated 2026-01-09