| 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 |
1 |
80 |
0 |
0 |
7 |
208 |
| A Possible Explanation of the Small Firm Effect |
3 |
5 |
13 |
523 |
3 |
7 |
27 |
1,097 |
| A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market |
3 |
12 |
33 |
913 |
16 |
42 |
132 |
2,031 |
| A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory |
21 |
53 |
302 |
6,701 |
38 |
112 |
711 |
11,912 |
| A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency |
1 |
1 |
1 |
41 |
1 |
2 |
5 |
115 |
| A pure foreign exchange asset pricing model |
0 |
0 |
3 |
150 |
0 |
0 |
7 |
382 |
| A reply to Mayers and Rice (1979) |
1 |
1 |
2 |
54 |
2 |
2 |
4 |
144 |
| Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
26 |
| Ambiguity when Performance is Measured by the Securities Market Line |
0 |
0 |
5 |
318 |
1 |
4 |
29 |
763 |
| An Empirical Investigation of the Arbitrage Pricing Theory |
1 |
4 |
19 |
1,440 |
4 |
11 |
45 |
2,723 |
| An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969) |
0 |
1 |
2 |
29 |
0 |
1 |
6 |
97 |
| An analytic valuation formula for unprotected American call options on stocks with known dividends |
0 |
2 |
6 |
408 |
0 |
4 |
13 |
881 |
| An empirical study of risk under fixed and flexible exchange |
0 |
0 |
0 |
20 |
0 |
0 |
4 |
62 |
| An empirical survey of Indonesian equities 1985-1992 |
0 |
0 |
1 |
30 |
0 |
0 |
5 |
80 |
| An explanation of the forward premium ‘puzzle’ |
1 |
1 |
3 |
159 |
1 |
1 |
9 |
291 |
| Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory |
0 |
0 |
1 |
29 |
0 |
1 |
6 |
135 |
| Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac |
0 |
1 |
2 |
35 |
0 |
3 |
5 |
171 |
| Bias in Fitting the Sharpe Model to Time Series Data |
0 |
0 |
1 |
34 |
2 |
2 |
4 |
72 |
| Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital |
0 |
0 |
2 |
76 |
1 |
2 |
11 |
190 |
| Comments on qualitative results for investment proportions |
0 |
0 |
1 |
42 |
0 |
2 |
5 |
129 |
| Commonality in liquidity |
2 |
6 |
46 |
993 |
4 |
21 |
113 |
2,183 |
| Determinants of Daily Fluctuations in Liquidity and Trading Activity |
1 |
3 |
6 |
64 |
2 |
4 |
18 |
169 |
| East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis |
0 |
1 |
3 |
98 |
0 |
2 |
12 |
279 |
| Economic Forces and the Stock Market |
13 |
44 |
228 |
7,301 |
40 |
126 |
626 |
17,261 |
| Evidence on the "Growth-Optimum" Model |
0 |
0 |
0 |
31 |
0 |
0 |
4 |
78 |
| Evidence on the speed of convergence to market efficiency |
0 |
3 |
13 |
175 |
2 |
8 |
36 |
373 |
| Expectations and the Demand for Bonds: Comment |
0 |
0 |
0 |
6 |
0 |
1 |
5 |
58 |
| Extracting Inflation from Stock Returns to Test Purchasing Power Parity |
0 |
0 |
1 |
117 |
2 |
2 |
18 |
428 |
| How employee stock options and executive equity ownership affect long-term IPO operating performance |
1 |
2 |
4 |
65 |
1 |
3 |
19 |
261 |
| Industrial Structure and the Comparative Behavior of International Stock Market Indices |
1 |
8 |
35 |
570 |
6 |
21 |
85 |
1,312 |
| Interest Rates on Monetary Assets and Commodity Price Index Changes |
0 |
0 |
4 |
41 |
0 |
1 |
9 |
106 |
| Interest-Rate Risk and the Term Structure of Interest Rates: Comment |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
53 |
| Investment Diversification and Bond Maturity |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
123 |
| Investor Evaluation of Accounting Information: Some Empirical Evidence |
0 |
2 |
14 |
364 |
3 |
10 |
39 |
940 |
| Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
62 |
| Is European M&A Regulation Protectionist? |
0 |
0 |
1 |
76 |
3 |
3 |
7 |
308 |
| Learning from others, reacting, and market quality1 |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
74 |
| Liquidity and market efficiency |
2 |
4 |
35 |
479 |
4 |
14 |
90 |
1,151 |
| Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis |
1 |
2 |
5 |
138 |
1 |
3 |
24 |
358 |
| Market Response to European Regulation of Business Combinations |
0 |
1 |
3 |
46 |
2 |
5 |
20 |
164 |
| 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 |
24 |
0 |
1 |
9 |
108 |
| On Valuing American Call Options with the Black-Scholes European Formula |
0 |
0 |
1 |
312 |
0 |
0 |
6 |
1,018 |
| On computing mean returns and the small firm premium |
0 |
0 |
2 |
367 |
1 |
2 |
12 |
848 |
| On some parity conditions encountered frequently in international economics |
1 |
2 |
2 |
26 |
1 |
2 |
3 |
87 |
| On the Cross-sectional Relation between Expected Returns and Betas |
0 |
1 |
6 |
340 |
1 |
4 |
30 |
806 |
| Orange Juice and Weather |
7 |
10 |
81 |
1,195 |
10 |
25 |
182 |
2,650 |
| Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange |
1 |
1 |
1 |
46 |
1 |
1 |
5 |
176 |
| Order imbalance, liquidity, and market returns |
0 |
1 |
25 |
319 |
2 |
7 |
62 |
915 |
| Orthogonal Portfolios |
0 |
2 |
5 |
45 |
0 |
3 |
16 |
132 |
| Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note |
0 |
0 |
3 |
141 |
0 |
0 |
5 |
477 |
| Rational Response to the Money Supply |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
53 |
| Rational infinitely lived asset prices must be non-stationary |
0 |
0 |
0 |
40 |
0 |
0 |
3 |
95 |
| Remembering Mert |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
44 |
| Stock return variances: The arrival of information and the reaction of traders |
2 |
12 |
105 |
2,415 |
8 |
32 |
225 |
4,786 |
| Strategies for Pairwise Competition in Markets and Organizations |
1 |
1 |
4 |
85 |
4 |
7 |
23 |
668 |
| Taxes and dividend clientele: Evidence from trading and ownership structure |
1 |
1 |
2 |
81 |
2 |
2 |
17 |
273 |
| The Fiscal and Monetary Linkage between Stock Returns and Inflation |
5 |
9 |
29 |
633 |
6 |
22 |
81 |
1,349 |
| The Hubris Hypothesis of Corporate Takeovers |
4 |
20 |
126 |
4,201 |
24 |
104 |
554 |
11,831 |
| Total Journal Articles |
74 |
217 |
1,189 |
32,001 |
199 |
634 |
3,410 |
73,566 |
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