Journal Article |
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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 |