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	1	1	236
Ex Post Stockholder Unanimity: A Complete and Simplified Treatment	0	0	0	0	0	4	4	95
On the Theory of Forecast-Horizon in Equity Valuation	0	0	0	2	0	3	6	1,918
Revisiting the Basics of Return and Risk in Equilibrium	0	0	0	1	1	5	8	445
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange	0	0	0	0	0	4	8	208
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression	0	0	0	1	0	5	7	341
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs	0	0	0	0	0	2	4	251
Total Working Papers	0	0	0	112	1	24	38	3,494

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	1	3	5	76
A Note on the Representation of Bounded Utility Functions Defined on [a, ∞)	0	0	0	4	1	3	4	20
Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View	0	0	3	67	1	6	10	157
Aggregate accounting earnings can explain most of security returns: The case of long return intervals	0	1	6	1,155	1	6	23	2,571
Dividend Policy Irrelevancy and the Construct of Earnings	0	0	0	15	0	2	2	49
Earnings, Earnings Growth and Value	1	3	9	181	4	16	39	387
Equilibrium in Stable Markets	0	0	0	20	0	2	3	68
Ex post stockholder unanimity: A Complete and Simplified Treatment	0	0	0	3	0	4	4	34
Introduction to the Special Section on Conservatism in Accounting	0	0	0	10	0	1	2	40
On Successful Research	0	0	0	52	1	3	5	151
On financial disclosure and the behavior of security prices	0	0	0	37	0	2	4	101
On the Theory of Residual Analyses and Abnormal Performance Metrics	0	0	0	13	1	6	7	51
Portfolio Selection in a Log-Stable Market	0	0	0	6	0	3	3	26
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function	0	0	0	20	0	5	5	74
Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite	0	0	0	2	0	1	1	16
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers	0	0	0	12	0	4	6	52
Risk-Aversion and the Martingale Property of Stock Prices: Comments	0	0	0	40	0	1	3	141
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange	0	0	0	26	0	3	5	123
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression	0	0	1	116	2	6	11	425
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction	0	0	0	32	0	6	9	92
The Structure of Asset Prices and Socially Useless-Useful Information	0	0	0	4	0	2	2	45
Toward a Theory of Financial Accounting	0	0	0	26	1	2	2	80
Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model	0	0	0	68	0	2	7	200
Valuation of risky assets in arbitrage-free economies with transactions costs	0	0	0	48	0	2	2	124
Volatility increases subsequent to stock splits: An empirical aberration	0	0	5	371	0	6	16	722
Total Journal Articles	1	4	24	2,342	13	97	180	5,825

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Statistics updated 2026-03-04