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 1 235
Ex Post Stockholder Unanimity: A Complete and Simplified Treatment 0 0 0 0 3 3 4 91
On the Theory of Forecast-Horizon in Equity Valuation 0 0 0 2 0 0 5 1,912
Revisiting the Basics of Return and Risk in Equilibrium 0 0 0 1 0 0 0 437
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 0 0 1 2 200
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression 0 0 0 1 1 2 2 334
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs 0 0 0 0 0 0 0 247
Total Working Papers 0 0 0 112 4 6 14 3,456

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 14 0 0 1 71
A Note on the Representation of Bounded Utility Functions Defined on [a, ∞) 0 0 0 4 0 0 0 16
Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View 0 0 1 64 0 1 2 147
Aggregate accounting earnings can explain most of security returns: The case of long return intervals 0 2 15 1,149 0 2 27 2,548
Dividend Policy Irrelevancy and the Construct of Earnings 0 0 0 15 0 0 0 47
Earnings, Earnings Growth and Value 0 0 7 172 0 3 17 348
Equilibrium in Stable Markets 0 0 0 20 0 0 0 65
Ex post stockholder unanimity: A Complete and Simplified Treatment 0 0 0 3 0 0 0 30
Introduction to the Special Section on Conservatism in Accounting 0 0 0 10 0 0 0 38
On Successful Research 0 0 2 52 0 0 2 146
On financial disclosure and the behavior of security prices 0 0 0 37 0 0 1 97
On the Theory of Residual Analyses and Abnormal Performance Metrics 0 0 0 13 0 0 1 44
Portfolio Selection in a Log-Stable Market 0 0 0 6 0 0 0 23
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function 0 0 0 20 1 2 3 69
Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite 0 0 0 2 0 0 0 15
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers 0 0 0 12 0 0 0 46
Risk-Aversion and the Martingale Property of Stock Prices: Comments 0 0 0 40 0 0 1 138
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 1 26 0 1 2 118
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression 0 0 2 115 1 1 5 414
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction 0 0 1 32 0 1 3 83
The Structure of Asset Prices and Socially Useless-Useful Information 0 0 0 4 0 0 0 43
Toward a Theory of Financial Accounting 0 0 0 26 0 0 0 78
Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model 0 1 2 68 0 1 4 193
Valuation of risky assets in arbitrage-free economies with transactions costs 0 0 1 48 0 0 4 122
Volatility increases subsequent to stock splits: An empirical aberration 0 0 4 366 2 6 13 706
Total Journal Articles 0 3 36 2,318 4 18 86 5,645

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Statistics updated 2025-03-03