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	0	2	10	101
On the Theory of Forecast-Horizon in Equity Valuation	0	0	0	2	1	2	7	1,921
Revisiting the Basics of Return and Risk in Equilibrium	0	0	0	1	1	1	10	448
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange	0	0	0	0	0	0	8	209
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression	0	0	0	1	0	0	11	345
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs	0	0	0	0	1	1	7	255
Total Working Papers	0	0	0	112	3	6	54	3,515

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	0	5	76
A Note on the Representation of Bounded Utility Functions Defined on [a, ∞)	0	0	0	4	0	0	5	22
Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View	0	1	3	68	0	2	15	163
Aggregate accounting earnings can explain most of security returns: The case of long return intervals	3	5	11	1,164	5	9	27	2,589
Dividend Policy Irrelevancy and the Construct of Earnings	0	0	0	15	0	0	4	51
Earnings, Earnings Growth and Value	1	4	13	188	3	14	58	422
Equilibrium in Stable Markets	0	0	0	20	0	0	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	1	2	41
On Successful Research	0	0	0	52	0	0	4	151
On financial disclosure and the behavior of security prices	0	0	0	37	3	3	8	105
On the Theory of Residual Analyses and Abnormal Performance Metrics	0	0	0	13	0	0	7	52
Portfolio Selection in a Log-Stable Market	0	0	0	6	0	0	4	27
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function	0	0	0	20	0	0	8	77
Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite	0	0	0	2	0	1	3	18
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers	0	0	0	12	0	0	7	54
Risk-Aversion and the Martingale Property of Stock Prices: Comments	0	0	0	40	0	1	6	144
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange	0	0	0	26	0	1	5	124
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression	0	0	0	116	0	1	13	430
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction	0	0	0	32	0	1	14	98
The Structure of Asset Prices and Socially Useless-Useful Information	0	1	1	5	0	1	5	48
Toward a Theory of Financial Accounting	0	0	0	26	0	0	4	82
Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model	0	0	0	68	1	2	7	204
Valuation of risky assets in arbitrage-free economies with transactions costs	0	0	1	49	1	1	7	129
Volatility increases subsequent to stock splits: An empirical aberration	0	1	2	372	1	3	13	725
Total Journal Articles	4	12	31	2,362	14	41	240	5,936

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Statistics updated 2026-09-10