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 2 4 230
Ex Post Stockholder Unanimity: A Complete and Simplified Treatment 0 0 0 0 0 0 2 84
On the Theory of Forecast-Horizon in Equity Valuation 0 0 0 2 3 4 12 1,872
Revisiting the Basics of Return and Risk in Equilibrium 0 0 0 1 0 0 1 434
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 0 0 0 6 192
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression 0 0 0 1 0 1 4 323
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs 0 0 0 0 1 5 12 236
Total Working Papers 0 0 0 112 4 12 41 3,371


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 1 2 63
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 1 3 4 57 1 3 5 131
Aggregate accounting earnings can explain most of security returns: The case of long return intervals 1 4 24 1,071 8 16 76 2,365
Dividend Policy Irrelevancy and the Construct of Earnings 0 0 1 14 0 0 9 43
Earnings, Earnings Growth and Value 1 6 24 122 3 16 61 241
Equilibrium in Stable Markets 0 0 0 19 0 0 0 61
Ex post stockholder unanimity: A Complete and Simplified Treatment 0 0 0 3 0 0 0 22
Introduction to the Special Section on Conservatism in Accounting 0 0 0 10 0 0 0 36
On Successful Research 0 1 3 44 0 1 3 116
On financial disclosure and the behavior of security prices 0 0 1 36 0 1 4 91
On the Theory of Residual Analyses and Abnormal Performance Metrics 0 1 2 12 0 1 4 33
Portfolio Selection in a Log-Stable Market 0 0 0 5 0 0 3 20
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function 0 1 2 15 0 1 5 49
Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite 0 0 0 1 0 0 2 11
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers 0 0 0 11 1 1 2 42
Risk-Aversion and the Martingale Property of Stock Prices: Comments 0 0 0 37 0 0 2 131
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 23 0 0 3 106
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression 0 0 4 106 0 2 11 391
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction 0 0 0 29 0 0 3 72
The Structure of Asset Prices and Socially Useless-Useful Information 0 0 1 4 0 0 4 40
Toward a Theory of Financial Accounting 0 0 0 26 0 0 1 72
Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model 0 0 0 62 0 2 6 175
Valuation of risky assets in arbitrage-free economies with transactions costs 0 0 3 42 0 1 7 100
Volatility increases subsequent to stock splits: An empirical aberration 2 4 11 315 3 8 21 606
Total Journal Articles 5 20 80 2,081 16 54 234 5,033


Statistics updated 2020-11-03