| 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 |
1 |
1 |
2 |
215 |
| A Test of the Efficiency of a Given Portfolio |
0 |
3 |
10 |
1,990 |
1 |
9 |
41 |
4,820 |
| A skeptical appraisal of asset pricing tests |
0 |
1 |
12 |
658 |
0 |
2 |
29 |
1,789 |
| Another Look at the Cross-Section of Expected Stock Returns |
1 |
2 |
7 |
700 |
3 |
6 |
18 |
1,742 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis |
0 |
0 |
0 |
1,000 |
0 |
0 |
4 |
2,061 |
| Comparing Asset Pricing Models |
0 |
4 |
15 |
115 |
2 |
11 |
35 |
361 |
| Economic forces and the stock market revisited |
0 |
0 |
4 |
382 |
2 |
2 |
10 |
861 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
0 |
383 |
1 |
1 |
3 |
1,201 |
| FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
71 |
| IN DEFENSE OF BETA |
0 |
0 |
3 |
107 |
0 |
0 |
4 |
227 |
| Intertemporal asset pricing: An Empirical Investigation |
0 |
1 |
2 |
675 |
0 |
3 |
9 |
1,137 |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
0 |
0 |
5 |
323 |
0 |
0 |
13 |
796 |
| Model Comparison with Sharpe Ratios |
0 |
0 |
3 |
29 |
0 |
0 |
14 |
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 |
2 |
316 |
0 |
0 |
4 |
888 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique |
0 |
0 |
5 |
334 |
0 |
0 |
7 |
696 |
| Multivariate tests of the zero-beta CAPM |
0 |
0 |
1 |
457 |
0 |
1 |
10 |
1,342 |
| Mutual fund performance with learning across funds |
0 |
0 |
1 |
124 |
1 |
4 |
8 |
464 |
| Nonsynchronous Data and the Covariance-Factor Structure of Returns |
0 |
0 |
0 |
62 |
0 |
1 |
3 |
179 |
| On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
70 |
| On the Estimation of Beta-Pricing Models |
0 |
0 |
4 |
1,130 |
1 |
2 |
14 |
3,190 |
| Payout yield, risk, and mispricing: A Bayesian analysis |
0 |
0 |
1 |
38 |
0 |
1 |
3 |
141 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
0 |
0 |
1 |
59 |
1 |
1 |
11 |
331 |
| Problems in measuring portfolio performance An application to contrarian investment strategies |
0 |
0 |
1 |
492 |
1 |
2 |
4 |
1,389 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis |
0 |
1 |
3 |
445 |
0 |
2 |
11 |
1,041 |
| Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
1 |
1 |
23 |
0 |
2 |
3 |
106 |
| Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
0 |
0 |
0 |
76 |
0 |
0 |
2 |
330 |
| The Arbitrage Pricing Theory: Is It Testable? |
0 |
2 |
4 |
416 |
1 |
4 |
11 |
843 |
| The Current State of the Arbitrage Pricing Theory |
0 |
0 |
0 |
136 |
0 |
0 |
0 |
354 |
| Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
0 |
0 |
0 |
93 |
1 |
2 |
8 |
589 |
| Which Alpha? |
0 |
2 |
4 |
113 |
3 |
10 |
24 |
357 |
| Total Journal Articles |
1 |
17 |
89 |
10,811 |
19 |
67 |
309 |
27,690 |
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