| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian approach to testing portfolio efficiency |
0 |
0 |
0 |
92 |
0 |
2 |
7 |
205 |
| A Test of the Efficiency of a Given Portfolio |
9 |
21 |
89 |
1,773 |
24 |
62 |
290 |
4,189 |
| A skeptical appraisal of asset pricing tests |
4 |
15 |
72 |
510 |
13 |
51 |
263 |
1,392 |
| Another Look at the Cross-Section of Expected Stock Returns |
1 |
3 |
14 |
662 |
4 |
11 |
43 |
1,643 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis |
3 |
12 |
35 |
967 |
9 |
25 |
78 |
1,982 |
| Comparing Asset Pricing Models |
0 |
2 |
17 |
59 |
4 |
16 |
75 |
227 |
| Economic forces and the stock market revisited |
1 |
4 |
10 |
357 |
2 |
5 |
22 |
810 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
1 |
3 |
375 |
1 |
3 |
17 |
1,173 |
| FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
65 |
| IN DEFENSE OF BETA |
1 |
1 |
2 |
95 |
1 |
1 |
7 |
204 |
| Intertemporal asset pricing: An Empirical Investigation |
2 |
4 |
19 |
629 |
3 |
10 |
40 |
1,047 |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
1 |
6 |
18 |
274 |
4 |
15 |
44 |
697 |
| Model Comparison with Sharpe Ratios |
0 |
0 |
5 |
5 |
1 |
2 |
23 |
23 |
| Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] |
0 |
0 |
3 |
303 |
0 |
5 |
20 |
860 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique |
0 |
0 |
14 |
316 |
0 |
2 |
26 |
651 |
| Multivariate tests of the zero-beta CAPM |
0 |
0 |
3 |
445 |
1 |
5 |
29 |
1,301 |
| Mutual fund performance with learning across funds |
1 |
2 |
7 |
119 |
2 |
5 |
31 |
422 |
| Nonsynchronous Data and the Covariance-Factor Structure of Returns |
0 |
0 |
2 |
60 |
0 |
0 |
5 |
169 |
| On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
0 |
17 |
0 |
0 |
5 |
67 |
| On the Estimation of Beta-Pricing Models |
0 |
3 |
17 |
1,069 |
2 |
11 |
52 |
3,071 |
| Payout yield, risk, and mispricing: A Bayesian analysis |
0 |
0 |
2 |
34 |
0 |
1 |
6 |
124 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
0 |
0 |
2 |
50 |
0 |
2 |
21 |
274 |
| Problems in measuring portfolio performance An application to contrarian investment strategies |
0 |
0 |
7 |
478 |
4 |
5 |
22 |
1,347 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis |
0 |
1 |
13 |
424 |
1 |
5 |
36 |
978 |
| Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
100 |
| Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
0 |
0 |
0 |
74 |
0 |
0 |
5 |
323 |
| The Arbitrage Pricing Theory: Is It Testable? |
0 |
0 |
12 |
381 |
1 |
6 |
30 |
769 |
| The Current State of the Arbitrage Pricing Theory |
0 |
0 |
4 |
130 |
2 |
2 |
8 |
343 |
| Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
0 |
0 |
1 |
91 |
1 |
1 |
7 |
576 |
| Which Alpha? |
2 |
6 |
21 |
74 |
3 |
18 |
64 |
220 |
| Total Journal Articles |
25 |
81 |
392 |
9,903 |
83 |
272 |
1,280 |
25,252 |
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