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 2 2 4 1,888
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 0 1 1 2 327
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 1 1 4 316
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) 0 0 0 1 2 3 7 397
Direct Evidence of Non-Trading of NYSE and AMEX Stocks 0 0 0 0 0 2 4 500
Dividend Yields and Stock Returns: Implications of Abnormal January Returns 0 0 0 2 0 0 0 754
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) 0 0 0 2 2 2 2 474
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 0 0 2 253
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 1 3 5 528
First to \"Read\" the News: New Analytics and Algorithmic Trading 0 0 0 33 2 5 6 103
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 1 1 4 237
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) 0 0 0 5 1 2 4 590
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) 0 0 0 1 1 2 4 477
Predicting Returns in the Stock and Bond Markets 0 0 0 8 2 3 8 2,550
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) 0 0 0 0 0 0 1 63
Return Indexes for Lower Grade Bonds 0 0 0 0 0 2 2 187
Return Indexes for Lower Grade Bonds: 1977-1987 0 0 0 0 0 0 0 111
Returns and Volatility of Low-Grade Bonds 1977-1988 0 0 0 0 0 0 1 258
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) 0 0 0 0 0 1 2 331
Risk and Return Characteristics of Lower Grade Bonds 0 0 0 1 1 1 1 124
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 0 0 2 2 129
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 1 0 0 0 346
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 1 1 45
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 0 88
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) 0 0 0 0 0 1 2 263
Simplifying Choices in Defined Contribution Retirement Plan Design 1 1 1 25 1 1 1 48
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism 0 0 6 58 1 3 16 165
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 2 888
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 2 89
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 1 95
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 1 4 170
The Cost of Institutional Equity Trades 0 0 0 6 0 0 1 1,336
The Cost of Institutional Equity Trades 0 0 0 7 0 1 4 958
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 3 3 4 643
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 1 1 1 396 2 2 2 1,164
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 1 1 3 8 1,409
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 1 2 3 455
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 279 1 2 2 522
The Information Contained in Stock Exchange Seat Prices 0 0 0 78 0 0 0 1,523
The Information Contained in Stock Exchange Seat Prices 0 0 0 85 0 0 0 270
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 1 2 260
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 0 0 225
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 0 960
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 1 2 2 5 1,522
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 1 1 3 361
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) 0 0 0 1 0 1 2 462
The Valuation of Callable Bonds 0 0 0 0 0 1 2 242
Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008) 0 0 0 1 1 1 2 414
Volatility Patterns of Fixed Income Securities 0 0 0 0 0 0 0 87
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) 0 0 0 0 1 2 6 565
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) 0 0 0 4 3 5 7 1,390
Total Working Papers 2 2 8 1,001 36 67 147 27,562


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 1 5 511 1 5 21 1,153
An analysis of mutual fund design: the case of investing in small-cap stocks 0 1 3 181 1 3 8 477
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 1 322 6 8 14 751
Dividend yields and stock returns: Implications of abnormal January returns 0 0 1 227 3 4 6 590
General Tests of Latent Variable Models and Mean-Variance Spanning 0 0 0 33 3 5 5 147
Packaging Liquidity: Blind Auctions and Transaction Efficiencies 0 0 0 17 0 1 1 74
Predicting returns in the stock and bond markets 0 0 2 1,203 0 4 21 2,321
Returns and Volatility of Low-Grade Bonds: 1977-1989 0 0 0 132 1 7 12 358
Size-related anomalies and stock return seasonality: Further empirical evidence 11 15 37 2,434 16 23 81 5,149
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence 0 0 0 273 1 2 2 738
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 0 60 1 1 5 407
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 0 0 2 374 0 1 11 1,245
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points 0 0 0 110 0 0 3 258
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 0 1 3 545 2 5 11 1,071
What Does the Stock Market Tell Us About Real Estate Returns? 0 4 25 253 4 15 59 663
Total Journal Articles 11 22 79 6,675 39 84 260 15,402


Statistics updated 2025-12-06