Access Statistics for James Ohlson

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
A Dynamic Equilibrium for the Ross Arbitrage Model 0 0 0 108 0 0 0 226
Ex Post Stockholder Unanimity: A Complete and Simplified Treatment 0 0 0 0 0 1 3 81
On the Theory of Forecast-Horizon in Equity Valuation 0 0 0 2 3 9 18 1,858
Revisiting the Basics of Return and Risk in Equilibrium 0 0 0 1 0 1 3 433
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 0 0 2 7 185
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression 0 0 0 1 0 1 5 317
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs 0 0 0 0 0 0 3 223
Total Working Papers 0 0 0 112 3 14 39 3,323


Journal Article File Downloads Abstract Views
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 13 0 0 0 61
A Note on the Representation of Bounded Utility Functions Defined on [a, ∞) 0 0 1 4 0 0 2 16
Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View 1 1 4 53 1 1 5 126
Aggregate accounting earnings can explain most of security returns: The case of long return intervals 2 16 63 1,034 7 37 137 2,249
Dividend Policy Irrelevancy and the Construct of Earnings 0 0 1 13 0 0 2 34
Earnings, Earnings Growth and Value 1 5 14 91 1 11 33 166
Equilibrium in Stable Markets 0 0 1 19 1 1 2 61
Ex post stockholder unanimity: A Complete and Simplified Treatment 0 1 1 3 0 1 1 22
Introduction to the Special Section on Conservatism in Accounting 0 0 0 10 0 0 0 36
On Successful Research 1 2 3 40 6 7 9 112
On financial disclosure and the behavior of security prices 0 0 0 35 0 1 2 87
On the Theory of Residual Analyses and Abnormal Performance Metrics 0 0 2 10 0 0 4 28
Portfolio Selection in a Log-Stable Market 0 0 0 5 0 1 1 17
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function 0 0 1 12 0 0 2 43
Positive (Zero) NPV Projects and the Behavior of Residual Earnings 0 0 0 26 0 2 5 143
Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite 0 0 0 1 0 0 0 9
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers 0 0 0 10 0 0 1 39
Risk-Aversion and the Martingale Property of Stock Prices: Comments 0 0 0 36 0 0 1 126
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 2 23 0 0 5 99
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression 0 1 2 102 0 3 8 378
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction 1 1 4 29 2 2 7 68
The Structure of Asset Prices and Socially Useless-Useful Information 0 0 0 3 0 0 0 36
Toward a Theory of Financial Accounting 0 0 0 26 0 0 0 69
Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model 0 1 1 62 0 2 2 167
Valuation of risky assets in arbitrage-free economies with transactions costs 1 3 4 37 1 3 7 89
Volatility increases subsequent to stock splits: An empirical aberration 0 2 12 301 2 7 32 580
Total Journal Articles 7 33 116 1,998 21 79 268 4,861


Statistics updated 2019-07-03