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 0 1 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 3 6 6 302
Antitakeover provisions in corporate spin-offs 0 0 0 19 0 0 1 115
Average funds versus average dollars: Implications for mutual fund research 0 0 0 9 0 0 2 41
BOOK REVIEWS 0 0 0 0 0 0 1 6
Corporate payout policy in dual-class firms 0 0 6 38 1 1 12 157
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 1 21 3 3 8 58
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 0 1 1 61
Do investment banks listen to their own analysts? 0 0 0 16 0 0 1 101
Growth opportunities, short-term market pressure, and dual-class share structure 0 2 9 107 2 8 29 366
Industry information and the 52-week high effect 0 0 1 7 0 1 4 76
Mutual fund preference for pure-play firms 0 1 1 2 0 2 3 10
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 0 1 74 0 0 2 244
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 1 17 0 2 4 124
Organizational Form and Corporate Payout Policy 0 0 0 13 1 1 3 52
Partial Adjustment to Public Information and IPO Underpricing 0 0 2 191 0 2 8 508
Penny Stock IPOs 0 0 4 15 4 5 12 172
Penny Stock IPOs 0 0 0 0 1 2 5 538
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 1 2 4 161 1 4 9 418
Repricing and employee stock option valuation 0 0 0 48 0 1 1 251
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 0 2 0 0 2 18
Risk Aversion, Uncertain Information, and Market Efficiency 0 0 2 197 3 3 9 497
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 0 2 4 0 1 9 16
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 1 293 0 1 6 810
Seasonality in Daily Bond Returns 0 0 2 47 0 1 8 128
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 1 44 0 0 2 109
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 0 2 415 1 2 5 929
Special Repo Rates: An Empirical Analysis 0 1 6 230 0 4 14 503
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 0 40 0 1 2 158
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 0 0 1 85
The Quiet Period Goes out with a Bang 0 0 1 143 1 1 6 536
The cost of financial flexibility: Evidence from share repurchases 0 0 1 26 2 3 9 135
The good news in short interest 1 1 3 182 3 5 11 678
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 0 0 1 23
The relative pricing of U.S. Treasury STRIPS: empirical evidence 1 3 7 189 1 4 10 651
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 0 0 2 10
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 0 1 3 27 1 3 10 99
Volatility and mutual fund manager skill 0 0 3 63 2 2 7 236
What Drives ETF Flows? 0 2 14 137 3 6 32 293
Total Journal Articles 3 13 79 3,010 33 76 261 9,706


Statistics updated 2025-11-08