| 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 |
82 |
1 |
1 |
7 |
220 |
| A Possible Explanation of the Small Firm Effect |
2 |
3 |
14 |
555 |
3 |
4 |
28 |
1,171 |
| A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market |
2 |
3 |
8 |
945 |
5 |
8 |
41 |
2,198 |
| A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory |
21 |
62 |
228 |
7,293 |
40 |
114 |
530 |
13,282 |
| A note on the geometry of Shanken's CSR T2 test for mean/variance efficiency |
0 |
0 |
1 |
43 |
0 |
0 |
2 |
122 |
| A pure foreign exchange asset pricing model |
0 |
1 |
4 |
157 |
1 |
2 |
7 |
401 |
| A reply to Mayers and Rice (1979) |
0 |
0 |
1 |
57 |
0 |
1 |
5 |
158 |
| Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
28 |
| Ambiguity when Performance is Measured by the Securities Market Line |
0 |
0 |
2 |
338 |
1 |
2 |
29 |
860 |
| An Empirical Investigation of the Arbitrage Pricing Theory |
0 |
2 |
18 |
1,488 |
4 |
8 |
43 |
2,864 |
| An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969) |
0 |
0 |
3 |
37 |
0 |
0 |
6 |
112 |
| An analytic valuation formula for unprotected American call options on stocks with known dividends |
2 |
3 |
6 |
422 |
4 |
5 |
12 |
911 |
| An empirical study of risk under fixed and flexible exchange |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
66 |
| An empirical survey of Indonesian equities 1985-1992 |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
84 |
| An explanation of the forward premium ‘puzzle’ |
0 |
0 |
2 |
165 |
1 |
1 |
5 |
307 |
| Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
138 |
| Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac |
2 |
2 |
3 |
38 |
4 |
6 |
18 |
205 |
| Bias in Fitting the Sharpe Model to Time Series Data |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
76 |
| Capital Budgeting of Risky Projects with "Imperfect" Markets for Physical Capital |
0 |
0 |
3 |
86 |
1 |
1 |
6 |
215 |
| Comments on qualitative results for investment proportions |
2 |
2 |
2 |
44 |
2 |
2 |
2 |
133 |
| Commonality in liquidity |
0 |
0 |
12 |
1,052 |
0 |
3 |
49 |
2,355 |
| Determinants of Daily Fluctuations in Liquidity and Trading Activity |
0 |
0 |
2 |
75 |
0 |
0 |
3 |
189 |
| East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis |
0 |
0 |
0 |
101 |
0 |
0 |
0 |
288 |
| Economic Forces and the Stock Market |
40 |
85 |
219 |
7,706 |
71 |
187 |
535 |
18,376 |
| Evidence on the "Growth-Optimum" Model |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
87 |
| Evidence on the speed of convergence to market efficiency |
0 |
2 |
12 |
204 |
1 |
5 |
21 |
444 |
| Expectations and the Demand for Bonds: Comment |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
59 |
| Extracting Inflation from Stock Returns to Test Purchasing Power Parity |
0 |
0 |
0 |
117 |
1 |
1 |
5 |
442 |
| How employee stock options and executive equity ownership affect long-term IPO operating performance |
1 |
1 |
1 |
69 |
1 |
1 |
2 |
278 |
| Industrial Structure and the Comparative Behavior of International Stock Market Indices |
0 |
0 |
13 |
603 |
2 |
4 |
31 |
1,400 |
| Interest Rates on Monetary Assets and Commodity Price Index Changes |
0 |
0 |
1 |
44 |
0 |
0 |
3 |
117 |
| Interest-Rate Risk and the Term Structure of Interest Rates: Comment |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
58 |
| Investment Diversification and Bond Maturity |
0 |
0 |
2 |
40 |
1 |
1 |
3 |
131 |
| Investor Evaluation of Accounting Information: Some Empirical Evidence |
2 |
2 |
6 |
386 |
2 |
2 |
13 |
1,037 |
| Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
66 |
| Is European M&A Regulation Protectionist? |
0 |
0 |
0 |
77 |
0 |
1 |
4 |
320 |
| Learning from others, reacting, and market quality1 |
1 |
1 |
1 |
16 |
1 |
1 |
1 |
75 |
| Liquidity and market efficiency |
6 |
12 |
42 |
572 |
10 |
22 |
84 |
1,366 |
| Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis |
0 |
1 |
3 |
149 |
0 |
1 |
8 |
393 |
| Market Response to European Regulation of Business Combinations |
0 |
0 |
4 |
52 |
1 |
2 |
8 |
190 |
| 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 |
1 |
33 |
0 |
0 |
3 |
124 |
| On Valuing American Call Options with the Black-Scholes European Formula |
0 |
0 |
0 |
312 |
0 |
0 |
3 |
1,027 |
| On computing mean returns and the small firm premium |
0 |
0 |
1 |
368 |
0 |
1 |
9 |
864 |
| On some parity conditions encountered frequently in international economics |
0 |
0 |
1 |
30 |
0 |
0 |
1 |
93 |
| On the Cross-sectional Relation between Expected Returns and Betas |
0 |
0 |
7 |
358 |
1 |
1 |
21 |
858 |
| Orange Juice and Weather |
5 |
8 |
39 |
1,293 |
11 |
16 |
81 |
2,900 |
| Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange |
0 |
0 |
4 |
57 |
2 |
4 |
18 |
219 |
| Order imbalance, liquidity, and market returns |
3 |
9 |
19 |
352 |
4 |
15 |
61 |
1,053 |
| Orthogonal Portfolios |
0 |
1 |
6 |
55 |
0 |
3 |
18 |
182 |
| Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note |
0 |
0 |
8 |
150 |
0 |
0 |
8 |
493 |
| Rational Response to the Money Supply |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
55 |
| Rational infinitely lived asset prices must be non-stationary |
0 |
0 |
2 |
42 |
0 |
0 |
2 |
100 |
| Remembering Mert |
0 |
0 |
2 |
6 |
0 |
0 |
2 |
47 |
| Stock return variances: The arrival of information and the reaction of traders |
5 |
6 |
27 |
2,513 |
7 |
16 |
68 |
5,013 |
| Strategies for Pairwise Competition in Markets and Organizations |
0 |
0 |
4 |
96 |
0 |
0 |
13 |
709 |
| Taxes and dividend clientele: Evidence from trading and ownership structure |
0 |
0 |
0 |
83 |
1 |
1 |
9 |
298 |
| The Fiscal and Monetary Linkage between Stock Returns and Inflation |
1 |
1 |
18 |
683 |
3 |
7 |
52 |
1,496 |
| The Hubris Hypothesis of Corporate Takeovers |
4 |
20 |
142 |
4,479 |
19 |
78 |
431 |
12,828 |
| Total Journal Articles |
99 |
227 |
897 |
34,107 |
207 |
531 |
2,323 |
79,581 |
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