Access Statistics for Donald B. Keim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 0 0 0 2 317
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 1 0 0 4 1,873
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 0 0 6 299
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) 0 0 0 1 0 1 10 377
Direct Evidence of Non-Trading of NYSE and AMEX Stocks 0 0 0 0 0 0 4 470
Dividend Yields and Stock Returns: Implications of Abnormal January Returns 0 0 0 2 1 2 6 746
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) 0 0 0 2 0 1 10 461
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 0 1 9 241
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 0 2 10 510
First to "Read" the News: New Analytics and Algorithmic Trading 0 1 1 25 1 2 11 54
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 2 225
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) 0 0 0 5 2 3 7 568
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) 0 0 0 1 1 3 6 458
Predicting Returns in the Stock and Bond Markets 0 0 0 8 4 7 29 2,502
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) 0 0 0 0 0 0 4 59
Return Indexes for Lower Grade Bonds 0 0 0 0 0 0 1 184
Return Indexes for Lower Grade Bonds: 1977-1987 0 0 0 0 0 0 0 110
Returns and Volatility of Low-Grade Bonds 1977-1988 0 0 0 0 0 2 10 237
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) 0 0 0 0 0 0 5 320
Risk and Return Characteristics of Lower Grade Bonds 0 0 0 1 0 0 2 119
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 1 0 1 6 319
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 0 0 0 1 122
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 1 87
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 2 42
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) 0 0 0 0 0 0 4 256
Simplifying Choices in Defined Contribution Retirement Plan Design 0 0 0 21 0 0 3 39
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism 0 1 2 47 0 5 15 113
THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS 0 0 0 1 0 1 5 859
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 8 90
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 8 164
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 2 86
The Cost of Institutional Equity Trades 0 0 0 7 0 0 4 947
The Cost of Institutional Equity Trades 0 0 0 6 2 3 11 1,320
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 1 1 2 386 2 3 12 1,144
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 1 4 17 44 1,337
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 1 1 3 267 1 3 10 496
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 0 1 4 628
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 1 3 10 447
The Information Contained in Stock Exchange Seat Prices 0 0 0 78 0 0 4 1,521
The Information Contained in Stock Exchange Seat Prices 0 0 0 85 0 0 1 267
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 0 1 219
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 0 6 255
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 0 4 8 57 889
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 1 0 1 5 1,508
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 0 2 9 333
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) 0 0 0 1 0 1 4 456
The Valuation of Callable Bonds 0 0 0 0 0 0 1 233
Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008) 0 0 0 1 3 4 11 400
Volatility Patterns of Fixed Income Securities 0 0 0 0 0 0 0 83
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) 0 0 0 0 0 3 12 541
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) 0 0 0 4 1 2 12 1,373
Total Working Papers 2 4 8 956 27 82 411 26,704


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Further Investigation of the Weekend Effect in Stock Returns 3 8 25 442 11 21 72 1,001
An analysis of mutual fund design: the case of investing in small-cap stocks 0 0 1 170 0 1 7 446
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 3 300 2 6 19 679
Dividend yields and stock returns: Implications of abnormal January returns 0 2 5 220 1 6 20 553
General Tests of Latent Variable Models and Mean-Variance Spanning 0 1 1 29 0 2 4 133
Packaging Liquidity: Blind Auctions and Transaction Efficiencies 0 0 0 17 0 3 4 69
Predicting returns in the stock and bond markets 0 0 5 1,167 4 5 33 2,182
Returns and Volatility of Low-Grade Bonds: 1977-1989 0 0 1 124 0 2 11 309
Size-related anomalies and stock return seasonality: Further empirical evidence 3 5 41 2,239 9 23 137 4,637
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence 1 2 5 263 1 2 18 699
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 1 60 0 0 7 396
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 1 2 9 360 2 9 37 1,190
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points 0 0 4 104 0 0 5 237
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 0 6 8 520 1 13 29 1,004
What Does the Stock Market Tell Us About Real Estate Returns? 1 4 12 194 2 8 25 532
Total Journal Articles 9 30 121 6,209 33 101 428 14,067


Statistics updated 2021-01-03