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 3 4 4 46
A reexamination of option values implicit in callable Treasury bonds 0 0 0 37 2 3 3 108
APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES 0 0 0 21 3 5 6 50
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 1 5 11 307
Antitakeover provisions in corporate spin-offs 0 0 0 19 3 7 8 122
Average funds versus average dollars: Implications for mutual fund research 1 1 1 10 2 5 7 46
BOOK REVIEWS 0 0 0 0 3 3 3 9
Corporate payout policy in dual-class firms 0 0 3 38 1 4 13 161
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 1 21 5 8 14 66
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 1 2 3 63
Do investment banks listen to their own analysts? 0 0 0 16 2 5 6 106
Growth opportunities, short-term market pressure, and dual-class share structure 0 0 7 107 7 12 32 378
Industry information and the 52-week high effect 0 0 1 7 4 5 9 81
Mutual fund preference for pure-play firms 0 0 1 2 2 5 8 15
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 1 1 2 75 11 13 15 257
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 0 17 3 4 6 128
Organizational Form and Corporate Payout Policy 0 0 0 13 1 3 6 55
Partial Adjustment to Public Information and IPO Underpricing 0 0 0 191 3 7 10 515
Penny Stock IPOs 0 0 0 0 2 4 8 542
Penny Stock IPOs 0 0 3 15 3 7 16 179
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 1 4 162 3 9 16 427
Repricing and employee stock option valuation 0 0 0 48 2 5 6 256
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 0 2 2 3 5 21
Risk Aversion, Uncertain Information, and Market Efficiency 0 1 3 198 3 7 14 504
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 1 3 5 3 6 14 22
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 1 293 1 5 10 815
Seasonality in Daily Bond Returns 0 0 1 47 3 9 15 137
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 4 6 10 935
Special Repo Rates: An Empirical Analysis 2 3 7 233 5 7 16 510
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 0 1 2 86
The Quiet Period Goes out with a Bang 0 0 1 143 7 14 20 550
The cost of financial flexibility: Evidence from share repurchases 0 0 0 26 4 11 17 146
The good news in short interest 0 0 2 182 1 2 10 680
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 2 2 3 25
The relative pricing of U.S. Treasury STRIPS: empirical evidence 1 1 8 190 6 9 19 660
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 2 5 7 15
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 1 2 3 29 7 11 16 110
Volatility and mutual fund manager skill 2 2 3 65 9 15 18 251
What Drives ETF Flows? 3 8 17 145 8 22 44 315
Total Journal Articles 11 21 75 3,031 134 263 457 9,969


Statistics updated 2026-02-12