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 3 5 6 331
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 1 2 6 8 1,892
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 0 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 4 6 10 401
Direct Evidence of Non-Trading of NYSE and AMEX Stocks 0 0 0 0 3 4 8 504
Dividend Yields and Stock Returns: Implications of Abnormal January Returns 0 0 0 2 1 1 1 755
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) 0 0 0 2 2 5 5 477
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 6 9 12 536
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 3 5 7 258
First to \"Read\" the News: New Analytics and Algorithmic Trading 0 0 0 33 1 4 8 105
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 3 4 7 240
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) 0 0 0 5 1 4 5 593
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) 0 0 0 1 1 3 5 479
Predicting Returns in the Stock and Bond Markets 0 0 0 8 2 11 16 2,559
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) 0 0 0 0 3 3 4 66
Return Indexes for Lower Grade Bonds 0 0 0 0 2 4 6 191
Return Indexes for Lower Grade Bonds: 1977-1987 0 0 0 0 1 1 1 112
Returns and Volatility of Low-Grade Bonds 1977-1988 0 0 0 0 4 4 5 262
Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) 0 0 0 0 2 2 4 333
Risk and Return Characteristics of Lower Grade Bonds 0 0 0 1 2 3 3 126
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 0 1 2 4 131
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 1 3 3 3 349
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 1 1 89
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 2 2 3 47
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) 0 0 0 0 2 2 3 265
Simplifying Choices in Defined Contribution Retirement Plan Design 0 1 1 25 0 1 1 48
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism 0 2 8 60 6 11 26 175
THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS 0 0 0 1 2 4 5 892
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 3 97
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 4 6 173
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 4 91
The Cost of Institutional Equity Trades 0 0 0 6 3 5 5 1,341
The Cost of Institutional Equity Trades 0 0 0 7 2 2 5 960
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 3 5 7 459
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 1 7 9 16 1,417
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 2 8 8 648
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 279 8 11 12 532
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 1 1 396 3 5 5 1,167
The Information Contained in Stock Exchange Seat Prices 0 0 0 85 0 0 0 270
The Information Contained in Stock Exchange Seat Prices 0 0 0 78 2 4 4 1,527
The Myths and Reality of Low-Grade Bonds 0 0 0 0 3 4 4 229
The Myths and Reality of Low-Grade Bonds 0 0 0 0 6 6 7 266
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 0 3 4 4 964
The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns 0 0 0 1 2 5 7 1,525
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 3 7 9 367
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) 0 0 0 1 1 3 5 465
The Valuation of Callable Bonds 0 0 0 0 1 1 3 243
Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008) 0 0 0 1 2 3 3 416
Volatility Patterns of Fixed Income Securities 0 0 0 0 3 3 3 90
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) 0 0 0 0 1 3 8 567
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) 0 0 0 4 5 9 13 1,396
Total Working Papers 0 4 10 1,003 124 216 312 27,742


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 5 512 2 5 21 1,157
An analysis of mutual fund design: the case of investing in small-cap stocks 0 0 3 181 3 4 11 480
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 1 322 2 9 16 754
Dividend yields and stock returns: Implications of abnormal January returns 0 0 0 227 3 8 9 595
General Tests of Latent Variable Models and Mean-Variance Spanning 0 0 0 33 4 7 9 151
Packaging Liquidity: Blind Auctions and Transaction Efficiencies 0 0 0 17 1 1 2 75
Predicting returns in the stock and bond markets 1 1 3 1,204 29 31 49 2,352
Returns and Volatility of Low-Grade Bonds: 1977-1989 0 0 0 132 7 15 25 372
Size-related anomalies and stock return seasonality: Further empirical evidence 0 13 33 2,436 7 38 87 5,171
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence 0 0 0 273 4 7 8 744
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 0 60 5 7 10 413
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 0 0 2 374 4 7 18 1,252
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points 0 0 0 110 0 0 2 258
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 1 2 5 547 5 8 16 1,077
What Does the Stock Market Tell Us About Real Estate Returns? 2 3 25 256 8 15 64 674
Total Journal Articles 4 20 77 6,684 84 162 347 15,525


Statistics updated 2026-02-12