| 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 |
1 |
96 |
0 |
0 |
2 |
214 |
| A Test of the Efficiency of a Given Portfolio |
1 |
1 |
9 |
1,986 |
3 |
5 |
46 |
4,809 |
| A skeptical appraisal of asset pricing tests |
0 |
3 |
9 |
652 |
2 |
9 |
29 |
1,780 |
| Another Look at the Cross-Section of Expected Stock Returns |
0 |
1 |
13 |
697 |
1 |
4 |
25 |
1,735 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis |
0 |
0 |
3 |
1,000 |
0 |
0 |
7 |
2,060 |
| Comparing Asset Pricing Models |
2 |
4 |
14 |
110 |
3 |
7 |
32 |
347 |
| Economic forces and the stock market revisited |
3 |
3 |
4 |
381 |
4 |
6 |
10 |
857 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
1 |
383 |
0 |
2 |
3 |
1,200 |
| FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
71 |
| IN DEFENSE OF BETA |
0 |
1 |
3 |
107 |
1 |
2 |
5 |
227 |
| Intertemporal asset pricing: An Empirical Investigation |
0 |
0 |
2 |
673 |
1 |
1 |
8 |
1,131 |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
0 |
1 |
4 |
322 |
0 |
1 |
11 |
794 |
| Model Comparison with Sharpe Ratios |
0 |
0 |
4 |
29 |
0 |
1 |
18 |
99 |
| 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 |
4 |
316 |
0 |
1 |
6 |
888 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique |
2 |
2 |
5 |
333 |
2 |
2 |
11 |
695 |
| Multivariate tests of the zero-beta CAPM |
0 |
1 |
1 |
457 |
0 |
1 |
9 |
1,341 |
| Mutual fund performance with learning across funds |
0 |
0 |
1 |
124 |
0 |
0 |
7 |
459 |
| Nonsynchronous Data and the Covariance-Factor Structure of Returns |
0 |
0 |
0 |
62 |
0 |
0 |
3 |
178 |
| On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
1 |
18 |
0 |
2 |
3 |
70 |
| On the Estimation of Beta-Pricing Models |
0 |
1 |
6 |
1,130 |
1 |
6 |
14 |
3,187 |
| Payout yield, risk, and mispricing: A Bayesian analysis |
0 |
1 |
1 |
38 |
0 |
1 |
3 |
140 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
1 |
1 |
2 |
59 |
2 |
3 |
14 |
329 |
| Problems in measuring portfolio performance An application to contrarian investment strategies |
0 |
1 |
3 |
492 |
1 |
2 |
4 |
1,387 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis |
1 |
1 |
3 |
444 |
1 |
2 |
15 |
1,039 |
| Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
0 |
1 |
22 |
0 |
0 |
3 |
104 |
| Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
0 |
0 |
0 |
76 |
0 |
1 |
1 |
329 |
| The Arbitrage Pricing Theory: Is It Testable? |
0 |
0 |
2 |
414 |
0 |
1 |
9 |
839 |
| The Current State of the Arbitrage Pricing Theory |
0 |
0 |
2 |
136 |
0 |
0 |
2 |
354 |
| Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
0 |
0 |
0 |
93 |
0 |
4 |
7 |
587 |
| Which Alpha? |
1 |
1 |
4 |
110 |
3 |
3 |
19 |
343 |
| Total Journal Articles |
11 |
23 |
103 |
10,781 |
25 |
68 |
328 |
27,593 |
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