| 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 |
0 |
9 |
243 |
| A Possible Explanation of the Small Firm Effect |
0 |
0 |
1 |
574 |
2 |
4 |
16 |
1,230 |
| A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market |
1 |
10 |
22 |
1,019 |
14 |
38 |
94 |
2,424 |
| A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory |
3 |
14 |
40 |
7,586 |
11 |
42 |
134 |
14,009 |
| A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency |
0 |
0 |
1 |
46 |
1 |
2 |
18 |
147 |
| A pure foreign exchange asset pricing model |
0 |
0 |
0 |
160 |
1 |
1 |
11 |
421 |
| A reply to Mayers and Rice (1979) |
0 |
0 |
0 |
60 |
1 |
2 |
13 |
178 |
| Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns |
0 |
0 |
0 |
4 |
2 |
2 |
8 |
39 |
| Ambiguity when Performance is Measured by the Securities Market Line |
0 |
0 |
1 |
351 |
1 |
3 |
15 |
902 |
| An Empirical Investigation of the Arbitrage Pricing Theory |
0 |
2 |
14 |
1,570 |
0 |
5 |
34 |
3,025 |
| 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 |
3 |
4 |
6 |
122 |
| An analytic valuation formula for unprotected American call options on stocks with known dividends |
0 |
2 |
4 |
440 |
1 |
7 |
22 |
965 |
| An empirical study of risk under fixed and flexible exchange |
0 |
0 |
0 |
20 |
3 |
3 |
11 |
82 |
| An empirical survey of Indonesian equities 1985-1992 |
0 |
0 |
0 |
30 |
1 |
2 |
13 |
99 |
| An explanation of the forward premium ‘puzzle’ |
0 |
0 |
0 |
168 |
2 |
3 |
12 |
335 |
| Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory |
0 |
0 |
0 |
32 |
1 |
1 |
6 |
149 |
| Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac |
0 |
0 |
0 |
38 |
1 |
1 |
3 |
213 |
| Bias in Fitting the Sharpe Model to Time Series Data |
0 |
0 |
0 |
35 |
2 |
4 |
7 |
89 |
| Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital |
0 |
0 |
0 |
96 |
0 |
0 |
8 |
240 |
| Comments on qualitative results for investment proportions |
0 |
0 |
0 |
44 |
1 |
2 |
6 |
142 |
| Commonality in liquidity |
0 |
2 |
9 |
1,101 |
6 |
14 |
68 |
2,550 |
| Determinants of Daily Fluctuations in Liquidity and Trading Activity |
0 |
0 |
0 |
77 |
3 |
4 |
12 |
205 |
| East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis |
0 |
0 |
0 |
104 |
6 |
7 |
17 |
315 |
| Economic Forces and the Stock Market |
14 |
33 |
140 |
8,675 |
45 |
108 |
452 |
20,698 |
| Evidence on the "Growth-Optimum" Model |
0 |
0 |
0 |
40 |
3 |
3 |
12 |
110 |
| Evidence on the speed of convergence to market efficiency |
0 |
0 |
3 |
220 |
14 |
20 |
41 |
523 |
| Expectations and the Demand for Bonds: Comment |
0 |
0 |
0 |
6 |
4 |
4 |
5 |
67 |
| Extracting Inflation from Stock Returns to Test Purchasing Power Parity |
0 |
0 |
0 |
117 |
2 |
4 |
16 |
463 |
| How employee stock options and executive equity ownership affect long-term IPO operating performance |
0 |
0 |
0 |
75 |
4 |
5 |
12 |
310 |
| Industrial Structure and the Comparative Behavior of International Stock Market Indices |
1 |
1 |
5 |
624 |
5 |
6 |
20 |
1,461 |
| Interest Rates on Monetary Assets and Commodity Price Index Changes |
0 |
0 |
0 |
54 |
1 |
1 |
5 |
139 |
| Interest-Rate Risk and the Term Structure of Interest Rates: Comment |
0 |
0 |
1 |
20 |
3 |
4 |
10 |
74 |
| Investment Diversification and Bond Maturity |
0 |
0 |
0 |
46 |
1 |
1 |
13 |
154 |
| Investor Evaluation of Accounting Information: Some Empirical Evidence |
0 |
0 |
1 |
397 |
1 |
3 |
9 |
1,073 |
| Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation |
0 |
0 |
0 |
6 |
6 |
7 |
14 |
84 |
| Is European M&A Regulation Protectionist? |
0 |
0 |
0 |
77 |
1 |
1 |
13 |
344 |
| Learning from others, reacting, and market quality1 |
0 |
0 |
0 |
18 |
3 |
3 |
11 |
94 |
| Liquidity and market efficiency |
0 |
3 |
26 |
685 |
7 |
18 |
85 |
1,667 |
| Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis |
0 |
1 |
2 |
160 |
1 |
3 |
13 |
429 |
| Market Response to European Regulation of Business Combinations |
0 |
0 |
0 |
61 |
1 |
3 |
14 |
232 |
| 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 |
3 |
3 |
9 |
141 |
| On Valuing American Call Options with the Black-Scholes European Formula |
0 |
0 |
0 |
320 |
0 |
0 |
12 |
1,051 |
| On computing mean returns and the small firm premium |
0 |
0 |
0 |
374 |
2 |
3 |
9 |
884 |
| On some parity conditions encountered frequently in international economics |
0 |
0 |
0 |
32 |
3 |
3 |
10 |
108 |
| On the Cross-sectional Relation between Expected Returns and Betas |
0 |
1 |
1 |
373 |
1 |
2 |
13 |
921 |
| Orange Juice and Weather |
0 |
2 |
10 |
1,358 |
3 |
7 |
47 |
3,098 |
| Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange |
1 |
1 |
4 |
76 |
4 |
7 |
34 |
296 |
| Order imbalance, liquidity, and market returns |
2 |
5 |
19 |
455 |
26 |
42 |
125 |
1,371 |
| Orthogonal Portfolios |
0 |
0 |
0 |
63 |
5 |
7 |
21 |
241 |
| Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note |
0 |
0 |
0 |
158 |
1 |
1 |
7 |
512 |
| Rational Response to the Money Supply |
0 |
0 |
0 |
4 |
3 |
3 |
8 |
66 |
| Rational infinitely lived asset prices must be non-stationary |
0 |
0 |
0 |
42 |
2 |
2 |
7 |
109 |
| Remembering Mert |
0 |
0 |
0 |
6 |
3 |
3 |
5 |
55 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
6 |
16 |
2,602 |
10 |
33 |
93 |
5,260 |
| Strategies for Pairwise Competition in Markets and Organizations |
0 |
0 |
1 |
100 |
1 |
1 |
8 |
726 |
| Taxes and dividend clientele: Evidence from trading and ownership structure |
0 |
1 |
2 |
91 |
1 |
3 |
17 |
331 |
| The Fiscal and Monetary Linkage between Stock Returns and Inflation |
0 |
0 |
2 |
733 |
1 |
3 |
21 |
1,637 |
| The Hubris Hypothesis of Corporate Takeovers |
25 |
62 |
406 |
5,374 |
65 |
177 |
1,113 |
15,279 |
| Total Journal Articles |
48 |
146 |
731 |
37,159 |
299 |
645 |
2,847 |
88,132 |
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