Access Statistics for James Ohlson

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Dynamic Equilibrium for the Ross Arbitrage Model	0	0	0	108	0	0	1	236
Ex Post Stockholder Unanimity: A Complete and Simplified Treatment	0	0	0	0	3	3	7	98
On the Theory of Forecast-Horizon in Equity Valuation	0	0	0	2	1	1	7	1,919
Revisiting the Basics of Return and Risk in Equilibrium	0	0	0	1	2	3	9	447
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange	0	0	0	0	1	1	8	209
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression	0	0	0	1	2	4	11	345
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs	0	0	0	0	2	3	7	254
Total Working Papers	0	0	0	112	11	15	50	3,508

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Dynamic Equilibrium for the Ross Arbitrage Model	0	0	0	14	0	1	5	76
A Note on the Representation of Bounded Utility Functions Defined on [a, ∞)	0	0	0	4	1	2	5	21
Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View	0	0	2	67	3	4	12	160
Aggregate accounting earnings can explain most of security returns: The case of long return intervals	3	3	7	1,158	6	9	24	2,579
Dividend Policy Irrelevancy and the Construct of Earnings	0	0	0	15	2	2	4	51
Earnings, Earnings Growth and Value	0	2	9	182	13	21	55	404
Equilibrium in Stable Markets	0	0	0	20	2	2	5	70
Ex post stockholder unanimity: A Complete and Simplified Treatment	0	0	0	3	0	0	4	34
Introduction to the Special Section on Conservatism in Accounting	0	0	0	10	0	0	2	40
On Successful Research	0	0	0	52	0	1	5	151
On financial disclosure and the behavior of security prices	0	0	0	37	0	1	5	102
On the Theory of Residual Analyses and Abnormal Performance Metrics	0	0	0	13	0	2	7	52
Portfolio Selection in a Log-Stable Market	0	0	0	6	1	1	4	27
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function	0	0	0	20	0	1	6	75
Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite	0	0	0	2	1	1	2	17
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers	0	0	0	12	0	2	7	54
Risk-Aversion and the Martingale Property of Stock Prices: Comments	0	0	0	40	1	1	4	142
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange	0	0	0	26	0	0	4	123
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression	0	0	1	116	3	6	15	429
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction	0	0	0	32	1	1	9	93
The Structure of Asset Prices and Socially Useless-Useful Information	0	0	0	4	2	2	4	47
Toward a Theory of Financial Accounting	0	0	0	26	1	2	3	81
Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model	0	0	0	68	1	1	8	201
Valuation of risky assets in arbitrage-free economies with transactions costs	1	1	1	49	3	3	5	127
Volatility increases subsequent to stock splits: An empirical aberration	0	0	5	371	0	0	15	722
Total Journal Articles	4	6	25	2,347	41	66	219	5,878

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Statistics updated 2026-05-06