| 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 |
96 |
3 |
4 |
13 |
228 |
| A Test of the Efficiency of a Given Portfolio |
1 |
7 |
15 |
2,006 |
8 |
21 |
88 |
4,909 |
| A skeptical appraisal of asset pricing tests |
1 |
1 |
1 |
659 |
9 |
15 |
83 |
1,881 |
| Another Look at the Cross-Section of Expected Stock Returns |
0 |
0 |
6 |
707 |
2 |
6 |
29 |
1,772 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis |
0 |
0 |
2 |
1,002 |
0 |
1 |
28 |
2,089 |
| Comparing Asset Pricing Models |
0 |
0 |
3 |
118 |
4 |
8 |
35 |
399 |
| Economic forces and the stock market revisited |
0 |
1 |
2 |
384 |
5 |
6 |
17 |
878 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
0 |
383 |
0 |
0 |
24 |
1,226 |
| FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
0 |
21 |
0 |
1 |
8 |
80 |
| IN DEFENSE OF BETA |
0 |
0 |
0 |
107 |
0 |
0 |
7 |
234 |
| Intertemporal asset pricing: An Empirical Investigation |
1 |
1 |
1 |
676 |
3 |
3 |
18 |
1,155 |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
0 |
0 |
0 |
324 |
3 |
6 |
13 |
811 |
| Model Comparison with Sharpe Ratios |
0 |
2 |
4 |
33 |
0 |
2 |
20 |
120 |
| 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 |
1 |
317 |
1 |
1 |
8 |
896 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique |
0 |
0 |
2 |
337 |
0 |
0 |
15 |
712 |
| Multivariate tests of the zero-beta CAPM |
0 |
1 |
2 |
459 |
1 |
3 |
17 |
1,359 |
| Mutual fund performance with learning across funds |
0 |
0 |
0 |
124 |
1 |
3 |
10 |
478 |
| Nonsynchronous Data and the Covariance-Factor Structure of Returns |
0 |
0 |
0 |
62 |
0 |
0 |
5 |
184 |
| On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
0 |
18 |
0 |
1 |
8 |
78 |
| On the Estimation of Beta-Pricing Models |
4 |
8 |
14 |
1,144 |
6 |
20 |
63 |
3,255 |
| Payout yield, risk, and mispricing: A Bayesian analysis |
0 |
0 |
0 |
38 |
0 |
3 |
16 |
159 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
0 |
1 |
1 |
60 |
0 |
2 |
21 |
354 |
| Problems in measuring portfolio performance An application to contrarian investment strategies |
0 |
0 |
0 |
492 |
2 |
2 |
17 |
1,407 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis |
0 |
0 |
0 |
445 |
0 |
1 |
17 |
1,058 |
| Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
0 |
0 |
23 |
2 |
2 |
8 |
114 |
| Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
0 |
0 |
0 |
76 |
2 |
2 |
11 |
341 |
| The Arbitrage Pricing Theory: Is It Testable? |
2 |
2 |
4 |
422 |
4 |
4 |
15 |
860 |
| The Current State of the Arbitrage Pricing Theory |
0 |
0 |
0 |
136 |
0 |
1 |
10 |
364 |
| Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
0 |
0 |
0 |
93 |
0 |
3 |
9 |
598 |
| Which Alpha? |
1 |
1 |
5 |
118 |
4 |
8 |
49 |
407 |
| Total Journal Articles |
10 |
25 |
63 |
10,880 |
60 |
129 |
682 |
28,406 |
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