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 2 7 49
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 3 8 53
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 0 2 13 309
Antitakeover provisions in corporate spin-offs 0 0 0 19 1 3 11 125
Average funds versus average dollars: Implications for mutual fund research 0 0 1 10 0 2 8 48
BOOK REVIEWS 0 0 0 0 0 1 4 10
Corporate payout policy in dual-class firms 0 0 0 38 0 3 10 165
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 0 21 1 3 19 73
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 0 2 7 67
Do investment banks listen to their own analysts? 0 0 0 16 1 5 14 114
Growth opportunities, short-term market pressure, and dual-class share structure 0 4 7 111 1 14 37 393
Industry information and the 52-week high effect 0 0 1 7 1 8 22 94
Mutual fund preference for pure-play firms 0 1 2 3 1 10 19 26
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 0 2 75 0 3 19 261
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 0 17 1 2 9 131
Organizational Form and Corporate Payout Policy 0 0 0 13 0 1 7 57
Partial Adjustment to Public Information and IPO Underpricing 0 2 4 195 3 9 23 528
Penny Stock IPOs 0 0 1 15 1 4 19 184
Penny Stock IPOs 0 0 0 0 1 2 9 544
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 0 3 162 2 3 17 431
Repricing and employee stock option valuation 0 0 0 48 1 4 10 260
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 0 2 0 0 5 21
Risk Aversion, Uncertain Information, and Market Efficiency 0 1 2 199 2 6 18 511
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 1 1 3 7 2 7 25 35
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 1 293 2 7 15 822
Seasonality in Daily Bond Returns 0 0 1 47 0 6 23 147
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 0 44 0 2 4 112
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 0 1 415 2 6 17 943
Special Repo Rates: An Empirical Analysis 0 0 6 234 2 4 20 516
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 0 40 0 4 7 164
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 0 1 4 88
The Quiet Period Goes out with a Bang 0 0 0 143 3 13 31 565
The cost of financial flexibility: Evidence from share repurchases 0 0 0 26 5 15 30 161
The good news in short interest 0 0 1 182 2 6 16 689
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 1 2 6 28
The relative pricing of U.S. Treasury STRIPS: empirical evidence 0 0 7 190 0 1 21 664
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 0 1 8 16
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 0 0 5 31 3 14 32 128
Volatility and mutual fund manager skill 0 0 2 65 1 3 20 254
What Drives ETF Flows? 1 3 19 153 7 28 68 350
Total Journal Articles 2 12 69 3,054 47 212 665 10,244


Statistics updated 2026-06-04