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 1 16 0 0 3 42
A reexamination of option values implicit in callable Treasury bonds 0 0 0 37 0 0 0 105
APT VS. CAPM ESTIMATES OF THE RETURN-GENERATING FUNCTION PARAMETERS FOR REGULATED PUBLIC UTILITIES 0 0 1 21 0 0 2 45
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 0 0 0 296
Antitakeover provisions in corporate spin-offs 0 0 0 19 0 1 1 115
Average funds versus average dollars: Implications for mutual fund research 0 0 0 9 0 1 2 41
BOOK REVIEWS 0 0 0 0 0 0 1 6
Corporate payout policy in dual-class firms 0 0 6 38 0 1 12 156
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 3 21 0 1 9 55
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 0 0 0 60
Do investment banks listen to their own analysts? 0 0 0 16 0 1 1 101
Growth opportunities, short-term market pressure, and dual-class share structure 0 1 8 105 2 4 27 360
Industry information and the 52-week high effect 0 1 1 7 1 4 4 76
Mutual fund preference for pure-play firms 0 0 1 1 1 2 4 9
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 1 1 74 0 2 3 244
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 1 17 2 2 4 124
Organizational Form and Corporate Payout Policy 0 0 0 13 0 1 2 51
Partial Adjustment to Public Information and IPO Underpricing 0 0 2 191 1 2 7 507
Penny Stock IPOs 0 1 4 15 0 2 8 167
Penny Stock IPOs 0 0 0 0 1 2 5 537
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 1 1 3 160 2 2 7 416
Repricing and employee stock option valuation 0 0 0 48 1 1 1 251
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 0 2 0 2 2 18
Risk Aversion, Uncertain Information, and Market Efficiency 0 0 2 197 0 1 7 494
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 0 2 4 0 5 9 15
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 1 2 293 1 3 7 810
Seasonality in Daily Bond Returns 0 1 3 47 0 3 8 127
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 1 44 0 1 2 109
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 1 2 415 0 1 4 927
Special Repo Rates: An Empirical Analysis 1 2 6 230 4 7 15 503
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 0 40 0 0 1 157
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 0 1 1 85
The Quiet Period Goes out with a Bang 0 0 1 143 0 1 6 535
The cost of financial flexibility: Evidence from share repurchases 0 0 1 26 0 1 6 132
The good news in short interest 0 0 3 181 1 1 9 674
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 0 1 1 23
The relative pricing of U.S. Treasury STRIPS: empirical evidence 1 4 5 187 1 5 8 648
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 0 2 2 10
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 1 1 3 27 1 1 8 97
Volatility and mutual fund manager skill 0 0 4 63 0 0 7 234
What Drives ETF Flows? 0 1 16 135 1 6 37 288
Total Journal Articles 4 16 83 3,001 20 71 243 9,650


Statistics updated 2025-09-05