| 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 |
1 |
9 |
243 |
| A Possible Explanation of the Small Firm Effect |
0 |
0 |
1 |
574 |
2 |
2 |
15 |
1,228 |
| A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market |
4 |
9 |
22 |
1,018 |
16 |
33 |
82 |
2,410 |
| A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory |
4 |
12 |
41 |
7,583 |
17 |
36 |
141 |
13,998 |
| A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency |
0 |
0 |
1 |
46 |
0 |
2 |
17 |
146 |
| A pure foreign exchange asset pricing model |
0 |
0 |
0 |
160 |
0 |
2 |
10 |
420 |
| A reply to Mayers and Rice (1979) |
0 |
0 |
0 |
60 |
0 |
1 |
12 |
177 |
| Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns |
0 |
0 |
0 |
4 |
0 |
0 |
7 |
37 |
| Ambiguity when Performance is Measured by the Securities Market Line |
0 |
0 |
1 |
351 |
1 |
2 |
14 |
901 |
| An Empirical Investigation of the Arbitrage Pricing Theory |
1 |
4 |
18 |
1,570 |
1 |
7 |
44 |
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 |
1 |
1 |
3 |
119 |
| An analytic valuation formula for unprotected American call options on stocks with known dividends |
1 |
4 |
4 |
440 |
4 |
10 |
21 |
964 |
| An empirical study of risk under fixed and flexible exchange |
0 |
0 |
0 |
20 |
0 |
0 |
11 |
79 |
| An empirical survey of Indonesian equities 1985-1992 |
0 |
0 |
0 |
30 |
0 |
1 |
12 |
98 |
| An explanation of the forward premium ‘puzzle’ |
0 |
0 |
0 |
168 |
0 |
1 |
11 |
333 |
| Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory |
0 |
0 |
0 |
32 |
0 |
1 |
5 |
148 |
| Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
212 |
| Bias in Fitting the Sharpe Model to Time Series Data |
0 |
0 |
0 |
35 |
2 |
2 |
5 |
87 |
| Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital |
0 |
0 |
2 |
96 |
0 |
1 |
11 |
240 |
| Comments on qualitative results for investment proportions |
0 |
0 |
0 |
44 |
1 |
1 |
5 |
141 |
| Commonality in liquidity |
0 |
2 |
10 |
1,101 |
5 |
17 |
67 |
2,544 |
| Determinants of Daily Fluctuations in Liquidity and Trading Activity |
0 |
0 |
0 |
77 |
1 |
1 |
10 |
202 |
| East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis |
0 |
0 |
0 |
104 |
1 |
3 |
11 |
309 |
| Economic Forces and the Stock Market |
9 |
25 |
139 |
8,661 |
40 |
77 |
448 |
20,653 |
| Evidence on the "Growth-Optimum" Model |
0 |
0 |
0 |
40 |
0 |
1 |
10 |
107 |
| Evidence on the speed of convergence to market efficiency |
0 |
0 |
3 |
220 |
3 |
9 |
27 |
509 |
| Expectations and the Demand for Bonds: Comment |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
63 |
| Extracting Inflation from Stock Returns to Test Purchasing Power Parity |
0 |
0 |
0 |
117 |
1 |
4 |
16 |
461 |
| How employee stock options and executive equity ownership affect long-term IPO operating performance |
0 |
0 |
0 |
75 |
0 |
1 |
9 |
306 |
| Industrial Structure and the Comparative Behavior of International Stock Market Indices |
0 |
0 |
4 |
623 |
0 |
1 |
15 |
1,456 |
| Interest Rates on Monetary Assets and Commodity Price Index Changes |
0 |
0 |
0 |
54 |
0 |
0 |
5 |
138 |
| Interest-Rate Risk and the Term Structure of Interest Rates: Comment |
0 |
1 |
1 |
20 |
1 |
3 |
9 |
71 |
| Investment Diversification and Bond Maturity |
0 |
0 |
1 |
46 |
0 |
0 |
13 |
153 |
| Investor Evaluation of Accounting Information: Some Empirical Evidence |
0 |
0 |
1 |
397 |
1 |
2 |
9 |
1,072 |
| Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation |
0 |
0 |
0 |
6 |
1 |
2 |
9 |
78 |
| Is European M&A Regulation Protectionist? |
0 |
0 |
0 |
77 |
0 |
2 |
12 |
343 |
| Learning from others, reacting, and market quality1 |
0 |
0 |
0 |
18 |
0 |
1 |
10 |
91 |
| Liquidity and market efficiency |
0 |
4 |
27 |
685 |
6 |
13 |
83 |
1,660 |
| Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis |
0 |
1 |
2 |
160 |
1 |
4 |
12 |
428 |
| Market Response to European Regulation of Business Combinations |
0 |
0 |
0 |
61 |
2 |
3 |
13 |
231 |
| 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 |
0 |
7 |
138 |
| On Valuing American Call Options with the Black-Scholes European Formula |
0 |
0 |
0 |
320 |
0 |
0 |
13 |
1,051 |
| On computing mean returns and the small firm premium |
0 |
0 |
0 |
374 |
1 |
2 |
8 |
882 |
| On some parity conditions encountered frequently in international economics |
0 |
0 |
0 |
32 |
0 |
0 |
7 |
105 |
| On the Cross-sectional Relation between Expected Returns and Betas |
1 |
1 |
1 |
373 |
1 |
1 |
13 |
920 |
| Orange Juice and Weather |
1 |
2 |
11 |
1,358 |
2 |
8 |
46 |
3,095 |
| Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange |
0 |
0 |
3 |
75 |
2 |
3 |
30 |
292 |
| Order imbalance, liquidity, and market returns |
3 |
4 |
19 |
453 |
9 |
30 |
107 |
1,345 |
| Orthogonal Portfolios |
0 |
0 |
0 |
63 |
1 |
4 |
16 |
236 |
| 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 |
0 |
5 |
63 |
| Rational infinitely lived asset prices must be non-stationary |
0 |
0 |
0 |
42 |
0 |
1 |
5 |
107 |
| Remembering Mert |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
52 |
| Stock return variances: The arrival of information and the reaction of traders |
3 |
6 |
16 |
2,601 |
11 |
31 |
86 |
5,250 |
| Strategies for Pairwise Competition in Markets and Organizations |
0 |
0 |
1 |
100 |
0 |
0 |
7 |
725 |
| Taxes and dividend clientele: Evidence from trading and ownership structure |
0 |
1 |
2 |
91 |
0 |
3 |
16 |
330 |
| The Fiscal and Monetary Linkage between Stock Returns and Inflation |
0 |
0 |
3 |
733 |
0 |
3 |
24 |
1,636 |
| The Hubris Hypothesis of Corporate Takeovers |
18 |
61 |
416 |
5,349 |
56 |
166 |
1,157 |
15,214 |
| Total Journal Articles |
45 |
137 |
750 |
37,111 |
191 |
500 |
2,783 |
87,833 |
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