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 1 0 0 7 1,893
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 0 0 0 5 331
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 1 1 3 318
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 7 401
Direct Evidence of Non-Trading of NYSE and AMEX Stocks 0 0 0 0 1 1 9 507
Dividend Yields and Stock Returns: Implications of Abnormal January Returns 0 0 0 2 0 0 4 758
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) 0 0 0 2 0 1 7 479
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 0 1 6 259
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 0 2 15 540
First to \"Read\" the News: New Analytics and Algorithmic Trading 0 1 2 35 2 9 21 119
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 5 241
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) 0 0 0 5 1 3 10 598
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 1 3 37 2,584
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) 0 0 0 0 0 0 4 67
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 0 0 3 114
Returns and Volatility of Low-Grade Bonds 1977-1988 0 0 0 0 1 1 7 265
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) 0 0 0 0 0 0 6 336
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 0 0 2 8 135
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 1 1 1 6 352
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 3 47
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 1 89
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 5 52
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism 1 1 5 63 2 3 38 200
THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS 0 0 0 1 0 0 6 894
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 2 6 95
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 1 6 101
The Cost of Institutional Equity Trades 0 0 0 6 1 1 7 1,343
The Cost of Institutional Equity Trades 0 0 0 7 1 1 4 961
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 1 1 13 653
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 1 0 1 19 1,425
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 0 0 12 465
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 279 0 2 19 539
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 1 396 1 1 15 1,177
The Information Contained in Stock Exchange Seat Prices 0 0 0 85 0 0 3 273
The Information Contained in Stock Exchange Seat Prices 0 0 0 78 0 0 4 1,527
The Myths and Reality of Low-Grade Bonds 0 0 0 0 1 2 7 232
The Myths and Reality of Low-Grade Bonds 0 0 0 0 1 1 11 270
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 1 0 0 6 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 0 5 965
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 0 2 12 372
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) 0 0 0 1 0 0 7 468
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 0 0 7 420
Volatility Patterns of Fixed Income Securities 0 0 0 0 1 1 4 91
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) 0 0 0 0 2 4 10 573
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) 0 0 0 4 0 3 18 1,403
Total Working Papers 1 2 9 1,008 22 52 440 27,935


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 2 512 0 2 24 1,172
An analysis of mutual fund design: the case of investing in small-cap stocks 0 0 1 181 0 1 12 486
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 2 324 3 6 32 775
Dividend yields and stock returns: Implications of abnormal January returns 0 0 0 227 1 1 12 598
General Tests of Latent Variable Models and Mean-Variance Spanning 0 0 0 33 0 0 16 158
Packaging Liquidity: Blind Auctions and Transaction Efficiencies 0 0 0 17 0 1 6 79
Predicting returns in the stock and bond markets 0 0 1 1,204 0 5 77 2,394
Returns and Volatility of Low-Grade Bonds: 1977-1989 0 1 1 133 0 1 26 377
Size-related anomalies and stock return seasonality: Further empirical evidence 1 7 32 2,451 3 17 75 5,201
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence 0 0 0 273 1 2 12 748
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 0 60 0 0 15 421
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 0 2 4 378 2 7 26 1,270
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points 0 0 2 112 1 2 7 265
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 0 0 5 549 1 2 22 1,088
What Does the Stock Market Tell Us About Real Estate Returns? 1 3 17 266 1 7 53 701
Total Journal Articles 2 13 67 6,720 13 54 415 15,733


Statistics updated 2026-09-10