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 0 4 5 47
A reexamination of option values implicit in callable Treasury bonds 0 0 0 37 0 2 3 108
APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES 0 0 0 21 0 3 5 50
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 0 1 11 307
Antitakeover provisions in corporate spin-offs 0 0 0 19 0 3 8 122
Average funds versus average dollars: Implications for mutual fund research 0 1 1 10 1 3 7 47
BOOK REVIEWS 0 0 0 0 0 3 3 9
Corporate payout policy in dual-class firms 0 0 3 38 0 2 13 162
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 0 21 1 10 17 71
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 1 4 6 66
Do investment banks listen to their own analysts? 0 0 0 16 0 5 9 109
Growth opportunities, short-term market pressure, and dual-class share structure 2 2 9 109 8 16 38 387
Industry information and the 52-week high effect 0 0 1 7 4 13 18 90
Mutual fund preference for pure-play firms 1 1 2 3 2 5 11 18
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 1 2 75 0 12 16 258
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 0 17 1 5 8 130
Organizational Form and Corporate Payout Policy 0 0 0 13 1 3 7 57
Partial Adjustment to Public Information and IPO Underpricing 2 4 4 195 4 11 18 523
Penny Stock IPOs 0 0 2 15 1 5 17 181
Penny Stock IPOs 0 0 0 0 0 2 7 542
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 0 3 162 1 5 15 429
Repricing and employee stock option valuation 0 0 0 48 0 2 6 256
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 0 2 0 2 5 21
Risk Aversion, Uncertain Information, and Market Efficiency 0 0 2 198 0 4 14 505
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 1 3 6 4 13 23 32
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 1 293 3 4 11 818
Seasonality in Daily Bond Returns 0 0 1 47 6 13 24 147
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 1 44 0 0 3 110
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 0 1 415 0 6 11 937
Special Repo Rates: An Empirical Analysis 0 3 6 234 1 8 17 513
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 0 40 0 0 4 160
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 0 1 3 87
The Quiet Period Goes out with a Bang 0 0 0 143 0 9 19 552
The cost of financial flexibility: Evidence from share repurchases 0 0 0 26 1 5 17 147
The good news in short interest 0 0 2 182 0 4 13 683
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 0 3 4 26
The relative pricing of U.S. Treasury STRIPS: empirical evidence 0 1 8 190 0 9 21 663
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 0 2 7 15
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 0 3 5 31 3 14 22 117
Volatility and mutual fund manager skill 0 2 2 65 2 11 19 253
What Drives ETF Flows? 2 10 22 152 8 23 53 330
Total Journal Articles 7 29 81 3,049 53 250 538 10,085


Statistics updated 2026-04-09