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 1 1,878
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 0 1 1 3 324
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 0 0 1 310
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 2 387
Direct Evidence of Non-Trading of NYSE and AMEX Stocks 0 0 0 0 0 1 3 492
Dividend Yields and Stock Returns: Implications of Abnormal January Returns 0 0 0 2 0 1 3 753
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) 0 0 0 2 0 0 1 469
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 0 0 2 248
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 0 1 6 521
First to \"Read\" the News: New Analytics and Algorithmic Trading 0 1 3 32 1 2 8 88
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 1 232
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) 0 0 0 5 0 0 4 581
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) 0 0 0 1 0 0 3 471
Predicting Returns in the Stock and Bond Markets 0 0 0 8 1 3 8 2,533
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) 0 0 0 0 1 1 1 62
Return Indexes for Lower Grade Bonds 0 0 0 0 0 0 0 184
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 3 248
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) 0 0 0 0 0 0 1 326
Risk and Return Characteristics of Lower Grade Bonds 0 0 0 1 0 0 0 122
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 0 0 1 1 127
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 1 0 1 5 339
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 0 43
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 0 87
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) 0 0 0 0 0 0 0 260
Simplifying Choices in Defined Contribution Retirement Plan Design 0 0 0 22 3 4 4 44
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism 0 0 1 50 0 1 10 140
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 8 881
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 0 166
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 1 1 94
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 0 86
The Cost of Institutional Equity Trades 0 0 0 7 0 1 3 951
The Cost of Institutional Equity Trades 0 0 0 6 1 2 6 1,332
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 0 1 1 633
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 1 2 2 391 1 3 3 1,152
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 0 0 0 452
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 1 2 6 11 1,388
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 2 3 3 275 2 4 4 513
The Information Contained in Stock Exchange Seat Prices 0 0 0 85 0 0 0 269
The Information Contained in Stock Exchange Seat Prices 0 0 0 78 0 0 0 1,523
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 0 0 221
The Myths and Reality of Low-Grade Bonds 0 0 0 0 0 0 0 257
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 1,515
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 29 957
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 2 3 5 346
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) 0 0 0 1 0 0 0 460
The Valuation of Callable Bonds 0 0 0 0 0 0 1 236
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 3 411
Volatility Patterns of Fixed Income Securities 0 0 0 0 0 0 0 85
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) 0 0 0 0 1 2 4 552
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) 0 0 0 4 1 2 2 1,380
Total Working Papers 3 6 9 980 17 43 154 27,240


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 2 5 11 488 2 10 25 1,099
An analysis of mutual fund design: the case of investing in small-cap stocks 0 0 3 176 1 1 9 466
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 7 310 0 0 12 708
Dividend yields and stock returns: Implications of abnormal January returns 0 1 2 226 2 3 9 576
General Tests of Latent Variable Models and Mean-Variance Spanning 0 0 0 29 0 0 1 138
Packaging Liquidity: Blind Auctions and Transaction Efficiencies 0 0 0 17 0 0 1 73
Predicting returns in the stock and bond markets 2 5 9 1,190 6 18 36 2,270
Returns and Volatility of Low-Grade Bonds: 1977-1989 0 0 1 129 2 2 11 337
Size-related anomalies and stock return seasonality: Further empirical evidence 9 17 44 2,330 13 30 90 4,911
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence 0 0 2 269 1 1 5 721
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 0 60 0 0 0 401
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 0 0 2 368 0 1 5 1,222
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points 0 0 1 108 0 1 3 246
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 0 0 5 537 0 2 12 1,051
What Does the Stock Market Tell Us About Real Estate Returns? 2 6 6 210 2 8 10 562
Total Journal Articles 15 34 93 6,447 29 77 229 14,781


Statistics updated 2023-06-05