| 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 |
92 |
2 |
2 |
5 |
188 |
| A Test of the Efficiency of a Given Portfolio |
1 |
15 |
66 |
1,591 |
15 |
63 |
252 |
3,627 |
| A skeptical appraisal of asset pricing tests |
2 |
3 |
16 |
368 |
5 |
11 |
61 |
953 |
| Another Look at the Cross-Section of Expected Stock Returns |
2 |
6 |
25 |
635 |
7 |
16 |
73 |
1,544 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis |
3 |
10 |
47 |
892 |
9 |
30 |
120 |
1,791 |
| Comparing Asset Pricing Models |
0 |
4 |
19 |
23 |
3 |
9 |
48 |
61 |
| Economic forces and the stock market revisited |
0 |
3 |
12 |
331 |
1 |
7 |
30 |
759 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
8 |
361 |
3 |
4 |
33 |
1,127 |
| FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
63 |
| IN DEFENSE OF BETA |
0 |
1 |
4 |
91 |
1 |
3 |
10 |
191 |
| Intertemporal asset pricing: An Empirical Investigation |
2 |
9 |
33 |
582 |
6 |
23 |
60 |
952 |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
1 |
1 |
16 |
232 |
2 |
3 |
35 |
577 |
| Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] |
0 |
1 |
3 |
294 |
0 |
3 |
11 |
819 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique |
0 |
0 |
6 |
293 |
2 |
3 |
11 |
601 |
| Multivariate tests of the zero-beta CAPM |
1 |
5 |
20 |
431 |
3 |
8 |
39 |
1,230 |
| Mutual fund performance with learning across funds |
0 |
0 |
7 |
110 |
1 |
1 |
16 |
378 |
| Nonsynchronous Data and the Covariance-Factor Structure of Returns |
1 |
1 |
1 |
58 |
1 |
1 |
3 |
161 |
| On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
60 |
| On the Estimation of Beta-Pricing Models |
2 |
4 |
11 |
1,043 |
3 |
6 |
25 |
2,983 |
| Payout yield, risk, and mispricing: A Bayesian analysis |
0 |
0 |
1 |
27 |
1 |
1 |
4 |
107 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
0 |
0 |
1 |
41 |
2 |
4 |
20 |
216 |
| Problems in measuring portfolio performance An application to contrarian investment strategies |
1 |
5 |
15 |
455 |
4 |
16 |
44 |
1,281 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis |
0 |
1 |
22 |
402 |
1 |
5 |
50 |
915 |
| Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
0 |
0 |
21 |
3 |
3 |
3 |
94 |
| Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
1 |
1 |
3 |
73 |
1 |
1 |
4 |
313 |
| The Arbitrage Pricing Theory: Is It Testable? |
0 |
2 |
19 |
347 |
1 |
6 |
39 |
696 |
| The Current State of the Arbitrage Pricing Theory |
0 |
0 |
2 |
126 |
0 |
0 |
4 |
334 |
| Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
0 |
0 |
0 |
88 |
0 |
0 |
2 |
563 |
| Which Alpha? |
1 |
2 |
15 |
30 |
2 |
10 |
41 |
91 |
| Total Journal Articles |
18 |
74 |
373 |
9,073 |
80 |
240 |
1,045 |
22,675 |
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