| 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 |
8 |
199 |
| A Test of the Efficiency of a Given Portfolio |
6 |
22 |
94 |
1,698 |
26 |
63 |
286 |
3,946 |
| A skeptical appraisal of asset pricing tests |
5 |
13 |
72 |
448 |
17 |
55 |
207 |
1,171 |
| Another Look at the Cross-Section of Expected Stock Returns |
1 |
4 |
13 |
651 |
2 |
8 |
53 |
1,605 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis |
1 |
3 |
37 |
934 |
6 |
21 |
105 |
1,916 |
| Comparing Asset Pricing Models |
2 |
4 |
19 |
46 |
7 |
19 |
87 |
167 |
| Economic forces and the stock market revisited |
0 |
1 |
14 |
347 |
0 |
2 |
23 |
789 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
7 |
372 |
0 |
1 |
19 |
1,157 |
| FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
64 |
| IN DEFENSE OF BETA |
0 |
0 |
0 |
93 |
0 |
0 |
4 |
197 |
| Intertemporal asset pricing: An Empirical Investigation |
2 |
3 |
29 |
612 |
2 |
8 |
56 |
1,013 |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
1 |
2 |
19 |
258 |
4 |
5 |
65 |
658 |
| Model Comparison with Sharpe Ratios |
1 |
1 |
1 |
1 |
6 |
8 |
8 |
8 |
| 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 |
6 |
300 |
1 |
2 |
20 |
841 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique |
0 |
2 |
7 |
304 |
1 |
4 |
19 |
628 |
| Multivariate tests of the zero-beta CAPM |
0 |
0 |
10 |
442 |
2 |
3 |
38 |
1,275 |
| Mutual fund performance with learning across funds |
0 |
0 |
2 |
112 |
3 |
8 |
17 |
397 |
| Nonsynchronous Data and the Covariance-Factor Structure of Returns |
0 |
1 |
1 |
59 |
0 |
1 |
4 |
165 |
| On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
63 |
| On the Estimation of Beta-Pricing Models |
2 |
3 |
11 |
1,054 |
5 |
14 |
39 |
3,028 |
| Payout yield, risk, and mispricing: A Bayesian analysis |
0 |
0 |
5 |
32 |
0 |
2 |
11 |
120 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
0 |
1 |
7 |
49 |
3 |
6 |
32 |
259 |
| Problems in measuring portfolio performance An application to contrarian investment strategies |
1 |
2 |
15 |
472 |
5 |
6 |
42 |
1,330 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis |
0 |
2 |
10 |
412 |
0 |
3 |
25 |
943 |
| Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
97 |
| Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
0 |
1 |
1 |
74 |
0 |
1 |
3 |
318 |
| The Arbitrage Pricing Theory: Is It Testable? |
2 |
6 |
22 |
374 |
3 |
10 |
45 |
747 |
| The Current State of the Arbitrage Pricing Theory |
1 |
1 |
1 |
127 |
1 |
1 |
2 |
336 |
| Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
0 |
0 |
1 |
90 |
1 |
2 |
5 |
571 |
| Which Alpha? |
1 |
5 |
20 |
54 |
3 |
14 |
58 |
161 |
| Total Journal Articles |
26 |
78 |
424 |
9,564 |
99 |
270 |
1,288 |
24,169 |
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