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 6 331
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 1 0 0 7 1,892
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 1 1 5 317
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) 0 0 0 1 0 0 9 401
Direct Evidence of Non-Trading of NYSE and AMEX Stocks 0 0 0 0 0 1 8 505
Dividend Yields and Stock Returns: Implications of Abnormal January Returns 0 0 0 2 0 3 4 758
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) 0 0 0 2 0 0 5 477
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 0 0 6 258
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 1 1 13 537
First to \"Read\" the News: New Analytics and Algorithmic Trading 0 1 1 34 3 4 12 109
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 1 1 5 241
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) 0 0 0 5 2 2 7 595
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) 0 0 0 1 0 0 4 479
Predicting Returns in the Stock and Bond Markets 0 0 0 8 13 21 36 2,580
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) 0 0 0 0 0 0 4 66
Return Indexes for Lower Grade Bonds 0 0 0 0 0 0 6 191
Return Indexes for Lower Grade Bonds: 1977-1987 0 0 0 0 2 2 3 114
Returns and Volatility of Low-Grade Bonds 1977-1988 0 0 0 0 2 2 7 264
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) 0 0 0 0 2 2 6 335
Risk and Return Characteristics of Lower Grade Bonds 0 0 0 1 0 0 3 126
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 1 2 2 5 351
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 0 1 1 5 132
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 1 89
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 3 47
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) 0 0 0 0 0 0 3 265
Simplifying Choices in Defined Contribution Retirement Plan Design 0 0 1 25 1 1 2 49
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism 2 2 7 62 6 21 42 196
THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS 0 0 0 1 0 2 6 894
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 3 5 100
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 4 173
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 4 93
The Cost of Institutional Equity Trades 0 0 0 6 0 1 6 1,342
The Cost of Institutional Equity Trades 0 0 0 7 0 0 5 960
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 1 3 10 462
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 1 4 7 19 1,424
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 3 4 12 652
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 1 396 4 7 12 1,174
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 279 3 5 17 537
The Information Contained in Stock Exchange Seat Prices 0 0 0 78 0 0 4 1,527
The Information Contained in Stock Exchange Seat Prices 0 0 0 85 1 2 2 272
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 0 4 229
The Myths and Reality of Low-Grade Bonds 0 0 0 0 1 2 9 268
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 1 1 1 8 1,526
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 0 0 1 5 965
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 1 2 10 369
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) 0 0 0 1 2 3 8 468
The Valuation of Callable Bonds 0 0 0 0 0 0 2 243
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 7 420
Volatility Patterns of Fixed Income Securities 0 0 0 0 0 0 3 90
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) 0 0 0 0 1 1 6 568
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) 0 0 0 4 0 4 16 1,400
Total Working Papers 2 3 10 1,006 63 119 401 27,861


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 0 0 3 512 2 11 26 1,168
An analysis of mutual fund design: the case of investing in small-cap stocks 0 0 3 181 4 5 16 485
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 1 322 0 12 26 766
Dividend yields and stock returns: Implications of abnormal January returns 0 0 0 227 0 2 11 597
General Tests of Latent Variable Models and Mean-Variance Spanning 0 0 0 33 3 7 16 158
Packaging Liquidity: Blind Auctions and Transaction Efficiencies 0 0 0 17 1 2 4 77
Predicting returns in the stock and bond markets 0 0 2 1,204 13 33 76 2,385
Returns and Volatility of Low-Grade Bonds: 1977-1989 0 0 0 132 3 4 28 376
Size-related anomalies and stock return seasonality: Further empirical evidence 2 8 31 2,444 3 12 84 5,183
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence 0 0 0 273 1 1 9 745
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 0 60 4 5 13 418
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 0 1 2 375 4 9 22 1,261
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points 1 2 2 112 3 5 7 263
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 1 2 6 549 6 9 23 1,086
What Does the Stock Market Tell Us About Real Estate Returns? 3 6 21 262 5 18 70 692
Total Journal Articles 7 19 71 6,703 52 135 431 15,660


Statistics updated 2026-05-06