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 1 1 236
Ex Post Stockholder Unanimity: A Complete and Simplified Treatment 0 0 0 0 4 4 7 95
On the Theory of Forecast-Horizon in Equity Valuation 0 0 0 2 2 3 6 1,918
Revisiting the Basics of Return and Risk in Equilibrium 0 0 0 1 3 5 7 444
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 0 1 6 8 208
Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression 0 0 0 1 4 6 8 341
Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs 0 0 0 0 1 3 4 251
Total Working Papers 0 0 0 112 15 28 41 3,493

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 1 2 4 75
A Note on the Representation of Bounded Utility Functions Defined on [a, ∞) 0 0 0 4 2 2 3 19
Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View 0 1 3 67 2 6 9 156
Aggregate accounting earnings can explain most of security returns: The case of long return intervals 0 1 6 1,155 3 6 22 2,570
Dividend Policy Irrelevancy and the Construct of Earnings 0 0 0 15 1 2 2 49
Earnings, Earnings Growth and Value 1 3 8 180 3 14 35 383
Equilibrium in Stable Markets 0 0 0 20 0 3 3 68
Ex post stockholder unanimity: A Complete and Simplified Treatment 0 0 0 3 3 4 4 34
Introduction to the Special Section on Conservatism in Accounting 0 0 0 10 1 1 2 40
On Successful Research 0 0 0 52 2 2 4 150
On financial disclosure and the behavior of security prices 0 0 0 37 1 2 4 101
On the Theory of Residual Analyses and Abnormal Performance Metrics 0 0 0 13 4 5 6 50
Portfolio Selection in a Log-Stable Market 0 0 0 6 3 3 3 26
Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function 0 0 0 20 4 5 6 74
Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite 0 0 0 2 1 1 1 16
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers 0 0 0 12 2 5 6 52
Risk-Aversion and the Martingale Property of Stock Prices: Comments 0 0 0 40 1 1 3 141
Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange 0 0 0 26 3 4 5 123
Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression 0 0 1 116 3 4 10 423
The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction 0 0 0 32 4 8 9 92
The Structure of Asset Prices and Socially Useless-Useful Information 0 0 0 4 2 2 2 45
Toward a Theory of Financial Accounting 0 0 0 26 1 1 1 79
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 1 2 2 124
Volatility increases subsequent to stock splits: An empirical aberration 0 1 5 371 4 7 18 722
Total Journal Articles 1 6 23 2,341 52 94 171 5,812

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Statistics updated 2026-02-12