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 8 50
A reexamination of option values implicit in callable Treasury bonds 0 0 0 37 0 0 3 108
APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES 0 0 0 21 0 0 8 53
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 0 0 13 309
Antitakeover provisions in corporate spin-offs 0 0 0 19 0 1 10 125
Average funds versus average dollars: Implications for mutual fund research 0 0 1 10 2 2 9 50
BOOK REVIEWS 0 0 0 0 0 0 4 10
Corporate payout policy in dual-class firms 0 0 0 38 1 2 11 167
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 0 21 1 3 20 75
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 0 0 7 67
Do investment banks listen to their own analysts? 0 0 0 16 2 3 15 116
Growth opportunities, short-term market pressure, and dual-class share structure 1 1 7 112 1 3 37 395
Industry information and the 52-week high effect 0 0 0 7 0 3 21 96
Mutual fund preference for pure-play firms 0 0 2 3 0 1 18 26
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 0 1 75 0 1 18 262
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 0 17 0 1 9 131
Organizational Form and Corporate Payout Policy 0 0 0 13 1 1 7 58
Partial Adjustment to Public Information and IPO Underpricing 0 0 4 195 0 8 27 533
Penny Stock IPOs 0 0 0 15 1 3 19 186
Penny Stock IPOs 0 0 0 0 0 10 17 553
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 0 3 162 0 3 18 432
Repricing and employee stock option valuation 0 0 0 48 0 1 10 260
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 0 2 0 1 4 22
Risk Aversion, Uncertain Information, and Market Efficiency 0 0 2 199 1 3 18 512
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 1 3 7 0 3 21 36
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 0 293 1 4 15 824
Seasonality in Daily Bond Returns 0 1 1 48 0 2 22 149
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 0 44 0 0 3 112
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 0 0 415 0 2 16 943
Special Repo Rates: An Empirical Analysis 0 0 5 234 2 5 20 519
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 0 40 0 0 7 164
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 0 0 3 88
The Quiet Period Goes out with a Bang 0 0 0 143 0 4 31 566
The cost of financial flexibility: Evidence from share repurchases 0 0 0 26 1 7 31 163
The good news in short interest 0 1 2 183 4 9 23 696
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 0 1 5 28
The relative pricing of U.S. Treasury STRIPS: empirical evidence 0 0 4 190 1 1 18 665
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 1 1 7 17
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 0 0 5 31 6 15 44 140
Volatility and mutual fund manager skill 0 1 3 66 2 5 24 258
What Drives ETF Flows? 1 3 20 155 3 17 73 360
Total Journal Articles 2 8 63 3,060 32 127 694 10,324


Statistics updated 2026-08-07