Journal Article |
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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 |
2 |
5 |
10 |
196 |

A Test of the Efficiency of a Given Portfolio |
8 |
17 |
69 |
1,621 |
24 |
65 |
256 |
3,725 |

A skeptical appraisal of asset pricing tests |
5 |
12 |
30 |
388 |
12 |
29 |
76 |
993 |

Another Look at the Cross-Section of Expected Stock Returns |
1 |
6 |
26 |
644 |
7 |
17 |
70 |
1,569 |

Book-to-market, dividend yield, and expected market returns: A time-series analysis |
0 |
7 |
41 |
904 |
8 |
21 |
115 |
1,832 |

Comparing Asset Pricing Models |
1 |
4 |
19 |
31 |
5 |
25 |
69 |
105 |

Economic forces and the stock market revisited |
4 |
8 |
19 |
341 |
7 |
14 |
42 |
780 |

Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
1 |
3 |
7 |
368 |
2 |
8 |
38 |
1,146 |

FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
64 |

IN DEFENSE OF BETA |
0 |
0 |
4 |
93 |
2 |
2 |
9 |
195 |

Intertemporal asset pricing: An Empirical Investigation |
3 |
9 |
31 |
592 |
5 |
16 |
60 |
973 |

Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
0 |
2 |
16 |
241 |
5 |
13 |
45 |
606 |

Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] |
0 |
2 |
5 |
296 |
0 |
7 |
14 |
828 |

Multivariate proxies and asset pricing relations: Living with the Roll critique |
1 |
2 |
10 |
299 |
1 |
5 |
21 |
614 |

Multivariate tests of the zero-beta CAPM |
0 |
7 |
17 |
439 |
7 |
22 |
49 |
1,259 |

Mutual fund performance with learning across funds |
0 |
0 |
2 |
110 |
2 |
3 |
12 |
383 |

Nonsynchronous Data and the Covariance-Factor Structure of Returns |
0 |
0 |
1 |
58 |
1 |
1 |
3 |
162 |

On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
61 |

On the Estimation of Beta-Pricing Models |
1 |
2 |
10 |
1,045 |
3 |
7 |
30 |
2,996 |

Payout yield, risk, and mispricing: A Bayesian analysis |
0 |
2 |
3 |
29 |
2 |
4 |
9 |
113 |

Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
2 |
3 |
5 |
45 |
6 |
12 |
39 |
239 |

Problems in measuring portfolio performance An application to contrarian investment strategies |
0 |
1 |
15 |
458 |
7 |
15 |
53 |
1,303 |

Stock return variation and expected dividends: A time-series and cross-sectional analysis |
0 |
1 |
11 |
403 |
1 |
4 |
28 |
922 |

Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
0 |
0 |
21 |
0 |
2 |
5 |
96 |

Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
0 |
0 |
1 |
73 |
0 |
0 |
3 |
315 |

The Arbitrage Pricing Theory: Is It Testable? |
1 |
6 |
22 |
358 |
5 |
15 |
43 |
717 |

The Current State of the Arbitrage Pricing Theory |
0 |
0 |
0 |
126 |
0 |
0 |
0 |
334 |

Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
1 |
1 |
2 |
90 |
1 |
2 |
6 |
568 |

Which Alpha? |
1 |
5 |
18 |
39 |
5 |
16 |
48 |
119 |

Total Journal Articles |
30 |
100 |
384 |
9,240 |
121 |
332 |
1,156 |
23,213 |