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 5 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 5 5 50
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 0 5 11 307
Antitakeover provisions in corporate spin-offs 0 0 0 19 0 6 8 122
Average funds versus average dollars: Implications for mutual fund research 0 1 1 10 0 2 7 46
BOOK REVIEWS 0 0 0 0 0 3 3 9
Corporate payout policy in dual-class firms 0 0 3 38 1 3 13 162
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 0 21 4 12 17 70
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 2 3 5 65
Do investment banks listen to their own analysts? 0 0 0 16 3 8 9 109
Growth opportunities, short-term market pressure, and dual-class share structure 0 0 7 107 1 10 32 379
Industry information and the 52-week high effect 0 0 1 7 5 10 14 86
Mutual fund preference for pure-play firms 0 0 1 2 1 6 9 16
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 1 2 75 1 13 16 258
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 0 17 1 5 7 129
Organizational Form and Corporate Payout Policy 0 0 0 13 1 3 7 56
Partial Adjustment to Public Information and IPO Underpricing 2 2 2 193 4 11 14 519
Penny Stock IPOs 0 0 2 15 1 5 16 180
Penny Stock IPOs 0 0 0 0 0 4 7 542
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 1 4 162 1 9 16 428
Repricing and employee stock option valuation 0 0 0 48 0 4 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 1 3 198 1 7 15 505
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 1 1 4 6 6 9 20 28
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 1 293 0 4 10 815
Seasonality in Daily Bond Returns 0 0 1 47 4 11 19 141
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 2 415 2 8 12 937
Special Repo Rates: An Empirical Analysis 1 4 7 234 2 9 17 512
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 0 40 0 2 4 160
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 1 2 3 87
The Quiet Period Goes out with a Bang 0 0 1 143 2 14 21 552
The cost of financial flexibility: Evidence from share repurchases 0 0 0 26 0 7 17 146
The good news in short interest 0 0 2 182 3 5 13 683
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 1 3 4 26
The relative pricing of U.S. Treasury STRIPS: empirical evidence 0 1 8 190 3 12 22 663
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 0 3 7 15
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 2 4 5 31 4 13 20 114
Volatility and mutual fund manager skill 0 2 2 65 0 12 17 251
What Drives ETF Flows? 5 12 20 150 7 23 48 322
Total Journal Articles 11 30 80 3,042 63 280 507 10,032


Statistics updated 2026-03-04