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 2 3 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 3 3 8 53
Analyst Behavior Following IPOs: The 'Bubble Period' Evidence 0 0 0 110 2 2 13 309
Antitakeover provisions in corporate spin-offs 0 0 0 19 2 2 10 124
Average funds versus average dollars: Implications for mutual fund research 0 0 1 10 1 2 8 48
BOOK REVIEWS 0 0 0 0 1 1 4 10
Corporate payout policy in dual-class firms 0 0 2 38 3 4 14 165
DIVERSIFICATION, DOUBLE LEVERAGE, AND THE COST OF CAPITAL 0 0 0 21 1 6 18 72
Do Demand Curves for Small Stocks Slope Down? 0 0 0 17 1 4 7 67
Do investment banks listen to their own analysts? 0 0 0 16 4 7 13 113
Growth opportunities, short-term market pressure, and dual-class share structure 2 4 8 111 5 14 39 392
Industry information and the 52-week high effect 0 0 1 7 3 12 21 93
Mutual fund preference for pure-play firms 0 1 2 3 7 10 18 25
Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market 0 0 2 75 3 4 19 261
Negotiation and the IPO Offer Price: A Comparison of Integer vs. Non-Integer IPOs 0 0 0 17 0 2 8 130
Organizational Form and Corporate Payout Policy 0 0 0 13 0 2 7 57
Partial Adjustment to Public Information and IPO Underpricing 0 4 4 195 2 10 20 525
Penny Stock IPOs 0 0 0 0 1 1 8 543
Penny Stock IPOs 0 0 2 15 2 4 19 183
Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors 0 0 3 162 0 2 15 429
Repricing and employee stock option valuation 0 0 0 48 3 3 9 259
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 1 1 2 199 4 5 16 509
Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility 0 1 2 6 1 11 23 33
Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner 0 0 1 293 2 5 13 820
Seasonality in Daily Bond Returns 0 0 1 47 0 10 23 147
Short-term price reversals following major price innovations: Additional evidence on market overreaction 0 0 1 44 2 2 5 112
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors 0 0 1 415 4 6 15 941
Special Repo Rates: An Empirical Analysis 0 1 6 234 1 4 18 514
Tax options and the pricing of treasury bond triplets: Theory and evidence 0 0 0 40 4 4 8 164
The Pricing of Short-term Debt and the Miller Hypothesis: A Note [Debt and Taxes] 0 0 0 17 1 2 4 88
The Quiet Period Goes out with a Bang 0 0 0 143 10 12 28 562
The cost of financial flexibility: Evidence from share repurchases 0 0 0 26 9 10 26 156
The good news in short interest 0 0 1 182 4 7 15 687
The mispricing of callable U.S. treasury bonds: A closer look 0 0 0 10 1 2 5 27
The relative pricing of U.S. Treasury STRIPS: empirical evidence 0 0 7 190 1 4 21 664
Underpricing, Overhang, and the Cost of Going Public to Preexisting Shareholders 0 0 0 5 1 1 8 16
VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS 0 2 5 31 8 15 29 125
Volatility and mutual fund manager skill 0 0 2 65 0 2 19 253
What Drives ETF Flows? 0 7 19 152 13 28 63 343
Total Journal Articles 3 21 73 3,052 112 228 632 10,197


Statistics updated 2026-05-06