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 0 0 114
Average funds versus average dollars: Implications for mutual fund research 0 0 0 9 0 0 1 40
BOOK REVIEWS 0 0 0 0 0 0 1 6
Corporate payout policy in dual-class firms 0 3 7 38 1 7 14 156
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 3 21 1 1 11 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 0 0 100
Growth opportunities, short-term market pressure, and dual-class share structure 1 5 9 105 2 9 28 358
Industry information and the 52-week high effect 1 1 1 7 2 2 2 74
Mutual fund preference for pure-play firms 0 0 1 1 0 0 2 7
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 0 0 73 0 0 1 242
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 1 17 0 0 2 122
Organizational Form and Corporate Payout Policy 0 0 0 13 0 0 1 50
Partial Adjustment to Public Information and IPO Underpricing 0 0 3 191 0 0 6 505
Penny Stock IPOs 0 1 3 14 0 1 7 165
Penny Stock IPOs 0 0 0 0 0 0 4 535
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 0 2 159 0 0 5 414
Repricing and employee stock option valuation 0 0 0 48 0 0 0 250
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications 0 0 0 2 0 0 0 16
Risk Aversion, Uncertain Information, and Market Efficiency 0 1 2 197 0 2 6 493
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 1 2 4 3 4 7 13
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 2 292 1 1 8 808
Seasonality in Daily Bond Returns 1 1 4 47 2 3 8 126
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 1 1 44 0 1 1 108
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 1 1 2 415 1 1 4 927
Special Repo Rates: An Empirical Analysis 0 0 8 228 1 1 15 497
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 1 40 0 1 2 157
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 0 0 0 84
The Quiet Period Goes out with a Bang 0 0 2 143 0 1 9 534
The cost of financial flexibility: Evidence from share repurchases 0 0 1 26 0 1 5 131
The good news in short interest 0 1 4 181 0 3 9 673
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 0 0 1 22
The relative pricing of U.S. Treasury STRIPS: empirical evidence 2 3 3 185 3 4 6 646
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 1 5 0 0 1 8
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 0 0 2 26 0 1 8 96
Volatility and mutual fund manager skill 0 0 4 63 0 0 9 234
What Drives ETF Flows? 1 5 18 135 4 9 40 286
Total Journal Articles 7 24 89 2,992 21 53 229 9,600


Statistics updated 2025-07-04