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 0 2 81
On the Theory of Forecast-Horizon in Equity Valuation 0 0 0 2 0 1 17 1,859
Revisiting the Basics of Return and Risk in Equilibrium 0 0 0 1 0 0 3 433
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 0 0 0 6 185
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression 0 0 0 1 0 1 4 318
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs 0 0 0 0 0 0 2 223
Total Working Papers 0 0 0 112 0 2 34 3,325

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 0 4 0 0 1 16
Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View 0 0 3 53 0 0 3 126
Aggregate accounting earnings can explain most of security returns: The case of long return intervals 5 10 56 1,044 13 33 140 2,282
Dividend Policy Irrelevancy and the Construct of Earnings 0 0 0 13 0 0 1 34
Earnings, Earnings Growth and Value 3 6 13 97 4 8 30 174
Equilibrium in Stable Markets 0 0 1 19 0 0 2 61
Ex post stockholder unanimity: A Complete and Simplified Treatment 0 0 1 3 0 0 1 22
Introduction to the Special Section on Conservatism in Accounting 0 0 0 10 0 0 0 36
On Successful Research 0 1 3 41 0 1 8 113
On financial disclosure and the behavior of security prices 0 0 0 35 0 0 1 87
On the Theory of Residual Analyses and Abnormal Performance Metrics 0 0 2 10 1 1 5 29
Portfolio Selection in a Log-Stable Market 0 0 0 5 0 0 1 17
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function 0 0 0 12 0 0 1 43
Positive (Zero) NPV Projects and the Behavior of Residual Earnings 0 0 0 26 0 0 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 1 1 11 0 1 2 40
Risk-Aversion and the Martingale Property of Stock Prices: Comments 0 1 1 37 1 2 3 128
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 2 23 0 3 7 102
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression 0 0 1 102 0 0 6 378
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction 0 0 3 29 1 1 7 69
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 1 1 70
Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model 0 0 1 62 0 2 4 169
Valuation of risky assets in arbitrage-free economies with transactions costs 0 2 6 39 0 3 9 92
Volatility increases subsequent to stock splits: An empirical aberration 0 2 12 303 1 4 30 584
Total Journal Articles 8 23 106 2,021 21 60 268 4,921

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Statistics updated 2019-10-05