| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply |
0 |
0 |
0 |
87 |
0 |
3 |
9 |
242 |
| A Possible Explanation of the Small Firm Effect |
0 |
1 |
1 |
574 |
0 |
6 |
14 |
1,226 |
| A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market |
2 |
7 |
13 |
1,009 |
9 |
22 |
53 |
2,377 |
| A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory |
3 |
9 |
35 |
7,571 |
10 |
37 |
129 |
13,962 |
| A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency |
0 |
0 |
1 |
46 |
1 |
4 |
15 |
144 |
| A pure foreign exchange asset pricing model |
0 |
0 |
0 |
160 |
0 |
4 |
8 |
418 |
| A reply to Mayers and Rice (1979) |
0 |
0 |
0 |
60 |
0 |
4 |
12 |
176 |
| Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns |
0 |
0 |
0 |
4 |
0 |
3 |
8 |
37 |
| Ambiguity when Performance is Measured by the Securities Market Line |
0 |
0 |
1 |
351 |
0 |
1 |
15 |
899 |
| An Empirical Investigation of the Arbitrage Pricing Theory |
3 |
3 |
19 |
1,566 |
3 |
9 |
48 |
3,018 |
| An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969) |
0 |
0 |
0 |
39 |
0 |
2 |
2 |
118 |
| An analytic valuation formula for unprotected American call options on stocks with known dividends |
0 |
0 |
0 |
436 |
1 |
3 |
13 |
954 |
| An empirical study of risk under fixed and flexible exchange |
0 |
0 |
0 |
20 |
0 |
2 |
11 |
79 |
| An empirical survey of Indonesian equities 1985-1992 |
0 |
0 |
0 |
30 |
0 |
0 |
11 |
97 |
| An explanation of the forward premium ‘puzzle’ |
0 |
0 |
0 |
168 |
0 |
1 |
10 |
332 |
| Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory |
0 |
0 |
0 |
32 |
0 |
1 |
4 |
147 |
| Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
212 |
| Bias in Fitting the Sharpe Model to Time Series Data |
0 |
0 |
0 |
35 |
0 |
1 |
3 |
85 |
| Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital |
0 |
0 |
2 |
96 |
0 |
1 |
11 |
239 |
| Comments on qualitative results for investment proportions |
0 |
0 |
0 |
44 |
0 |
2 |
5 |
140 |
| Commonality in liquidity |
0 |
1 |
14 |
1,099 |
6 |
12 |
59 |
2,527 |
| Determinants of Daily Fluctuations in Liquidity and Trading Activity |
0 |
0 |
0 |
77 |
0 |
2 |
10 |
201 |
| East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis |
0 |
0 |
1 |
104 |
0 |
3 |
9 |
306 |
| Economic Forces and the Stock Market |
8 |
34 |
158 |
8,636 |
39 |
125 |
462 |
20,576 |
| Evidence on the "Growth-Optimum" Model |
0 |
0 |
0 |
40 |
0 |
1 |
9 |
106 |
| Evidence on the speed of convergence to market efficiency |
0 |
1 |
4 |
220 |
0 |
7 |
22 |
500 |
| Expectations and the Demand for Bonds: Comment |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
63 |
| Extracting Inflation from Stock Returns to Test Purchasing Power Parity |
0 |
0 |
0 |
117 |
1 |
3 |
12 |
457 |
| How employee stock options and executive equity ownership affect long-term IPO operating performance |
0 |
0 |
0 |
75 |
0 |
1 |
9 |
305 |
| Industrial Structure and the Comparative Behavior of International Stock Market Indices |
1 |
1 |
4 |
623 |
2 |
2 |
17 |
1,455 |
| Interest Rates on Monetary Assets and Commodity Price Index Changes |
0 |
0 |
0 |
54 |
0 |
2 |
5 |
138 |
| Interest-Rate Risk and the Term Structure of Interest Rates: Comment |
0 |
0 |
0 |
19 |
0 |
2 |
6 |
68 |
| Investment Diversification and Bond Maturity |
0 |
0 |
1 |
46 |
0 |
3 |
13 |
153 |
| Investor Evaluation of Accounting Information: Some Empirical Evidence |
0 |
0 |
3 |
397 |
0 |
2 |
10 |
1,070 |
| Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation |
0 |
0 |
0 |
6 |
0 |
3 |
7 |
76 |
| Is European M&A Regulation Protectionist? |
0 |
0 |
0 |
77 |
0 |
3 |
10 |
341 |
| Learning from others, reacting, and market quality1 |
0 |
0 |
0 |
18 |
0 |
2 |
9 |
90 |
| Liquidity and market efficiency |
5 |
6 |
24 |
681 |
8 |
16 |
78 |
1,647 |
| Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis |
0 |
1 |
1 |
159 |
0 |
2 |
9 |
424 |
| Market Response to European Regulation of Business Combinations |
0 |
0 |
0 |
61 |
0 |
2 |
11 |
228 |
| Mathematics and Computers in Soviet Economic Planning. John P. Hardt, Marvin Hoffenberg, Norman Kaplan, and Herbert S. Levine (editors and coordinators), New Haven: Yale University Press, 1967. 298 + xxii pages |
0 |
0 |
0 |
36 |
0 |
1 |
7 |
138 |
| On Valuing American Call Options with the Black-Scholes European Formula |
0 |
0 |
0 |
320 |
0 |
4 |
13 |
1,051 |
| On computing mean returns and the small firm premium |
0 |
0 |
0 |
374 |
0 |
1 |
6 |
880 |
| On some parity conditions encountered frequently in international economics |
0 |
0 |
0 |
32 |
0 |
1 |
7 |
105 |
| On the Cross-sectional Relation between Expected Returns and Betas |
0 |
0 |
0 |
372 |
0 |
0 |
13 |
919 |
| Orange Juice and Weather |
0 |
1 |
10 |
1,356 |
1 |
11 |
45 |
3,087 |
| Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange |
0 |
0 |
3 |
75 |
4 |
10 |
29 |
289 |
| Order imbalance, liquidity, and market returns |
1 |
4 |
20 |
449 |
11 |
30 |
83 |
1,315 |
| Orthogonal Portfolios |
0 |
0 |
0 |
63 |
1 |
6 |
14 |
232 |
| Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note |
0 |
0 |
0 |
158 |
0 |
0 |
6 |
511 |
| Rational Response to the Money Supply |
0 |
0 |
0 |
4 |
0 |
3 |
5 |
63 |
| Rational infinitely lived asset prices must be non-stationary |
0 |
0 |
0 |
42 |
0 |
0 |
4 |
106 |
| Remembering Mert |
0 |
0 |
0 |
6 |
0 |
2 |
3 |
52 |
| Stock return variances: The arrival of information and the reaction of traders |
3 |
6 |
13 |
2,595 |
8 |
30 |
63 |
5,219 |
| Strategies for Pairwise Competition in Markets and Organizations |
0 |
0 |
1 |
100 |
0 |
1 |
8 |
725 |
| Taxes and dividend clientele: Evidence from trading and ownership structure |
0 |
1 |
1 |
90 |
0 |
4 |
13 |
327 |
| The Fiscal and Monetary Linkage between Stock Returns and Inflation |
0 |
1 |
6 |
733 |
0 |
4 |
26 |
1,633 |
| The Hubris Hypothesis of Corporate Takeovers |
42 |
145 |
402 |
5,288 |
108 |
379 |
1,110 |
15,048 |
| Total Journal Articles |
68 |
222 |
738 |
36,974 |
213 |
786 |
2,609 |
87,333 |
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