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 1 326
An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks 0 0 0 1 0 0 2 1,886
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) 0 0 0 0 0 2 3 315
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) 0 0 0 1 1 2 5 395
Direct Evidence of Non-Trading of NYSE and AMEX Stocks 0 0 0 0 2 3 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 0 0 0 472
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 0 0 0 3 253
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) 0 0 0 3 2 2 4 527
First to \"Read\" the News: New Analytics and Algorithmic Trading 0 0 0 33 2 3 5 101
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 3 236
On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94) 0 0 0 5 1 1 3 589
On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) 0 0 0 1 1 1 3 476
Predicting Returns in the Stock and Bond Markets 0 0 0 8 1 1 6 2,548
Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) 0 0 0 0 0 1 1 63
Return Indexes for Lower Grade Bonds 0 0 0 0 2 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 1 1 2 331
Risk and Return Characteristics of Lower Grade Bonds 0 0 0 1 0 0 0 123
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 1 0 0 0 346
Risk and Return Characteristics of Lower-Grade Bonds 0 0 0 0 2 2 2 129
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 0 0 0 88
Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 0 0 0 0 1 1 1 45
Risks and Returns of Low-Grade Bonds: An Update (Reprint 027) 0 0 0 0 1 1 2 263
Simplifying Choices in Defined Contribution Retirement Plan Design 0 0 0 24 0 0 0 47
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism 0 1 7 58 2 3 16 164
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 3 888
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 3 169
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 0 0 2 89
The Cost of Institutional Equity Trades 0 0 0 7 1 1 4 958
The Cost of Institutional Equity Trades 0 0 0 6 0 0 1 1,336
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 279 1 1 3 521
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 1 1 2 454
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 1 395 0 0 1 1,162
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 1 1 2 9 1,408
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings 0 0 0 0 0 0 2 640
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 0 0 225
The Myths and Reality of Low-Grade Bonds 0 0 0 0 1 1 2 260
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 3 1,520
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 Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) 0 0 0 0 0 0 2 360
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 1 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 0 0 1 413
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 0 1 6 564
What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) 0 0 0 4 2 3 4 1,387
Total Working Papers 0 1 8 999 27 40 122 27,526


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 1 1 7 511 3 5 24 1,152
An analysis of mutual fund design: the case of investing in small-cap stocks 0 2 4 181 1 4 8 476
Anatomy of the trading process Empirical evidence on the behavior of institutional traders 0 0 3 322 0 3 11 745
Dividend yields and stock returns: Implications of abnormal January returns 0 0 1 227 1 1 3 587
General Tests of Latent Variable Models and Mean-Variance Spanning 0 0 0 33 2 2 2 144
Packaging Liquidity: Blind Auctions and Transaction Efficiencies 0 0 0 17 1 1 1 74
Predicting returns in the stock and bond markets 0 1 3 1,203 2 10 23 2,321
Returns and Volatility of Low-Grade Bonds: 1977-1989 0 0 0 132 4 7 12 357
Size-related anomalies and stock return seasonality: Further empirical evidence 2 6 34 2,423 3 16 84 5,133
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence 0 0 0 273 1 1 1 737
The Relation between Stock Market Movements and NYSE Seat Prices 0 0 0 60 0 0 4 406
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 0 1 2 374 1 2 11 1,245
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points 0 0 1 110 0 0 4 258
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 1 1 3 545 3 3 9 1,069
What Does the Stock Market Tell Us About Real Estate Returns? 2 5 25 253 5 16 57 659
Total Journal Articles 6 17 83 6,664 27 71 254 15,363


Statistics updated 2025-11-08