| 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 |
2 |
94 |
0 |
0 |
4 |
209 |
| A Test of the Efficiency of a Given Portfolio |
13 |
25 |
114 |
1,912 |
22 |
54 |
331 |
4,590 |
| A skeptical appraisal of asset pricing tests |
7 |
15 |
76 |
607 |
19 |
49 |
211 |
1,647 |
| Another Look at the Cross-Section of Expected Stock Returns |
2 |
2 |
9 |
671 |
3 |
5 |
26 |
1,674 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis |
0 |
2 |
18 |
986 |
1 |
6 |
38 |
2,025 |
| Comparing Asset Pricing Models |
1 |
2 |
20 |
82 |
5 |
9 |
46 |
283 |
| Economic forces and the stock market revisited |
0 |
3 |
11 |
369 |
3 |
6 |
19 |
832 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
0 |
0 |
3 |
381 |
0 |
1 |
11 |
1,191 |
| FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
66 |
| IN DEFENSE OF BETA |
0 |
0 |
0 |
97 |
0 |
0 |
4 |
210 |
| Intertemporal asset pricing: An Empirical Investigation |
1 |
2 |
20 |
651 |
1 |
2 |
29 |
1,081 |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
2 |
2 |
18 |
297 |
2 |
3 |
37 |
745 |
| Model Comparison with Sharpe Ratios |
0 |
0 |
2 |
7 |
3 |
5 |
20 |
46 |
| Multi-Beta CAPM or Equilibrium-APT? A Reply [An Empirical Investigation of the Arbitrage Pricing Theory] [The Arbitrage Pricing Theory: Is It Testable?] |
1 |
1 |
3 |
307 |
1 |
1 |
8 |
869 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique |
2 |
2 |
6 |
323 |
2 |
2 |
9 |
665 |
| Multivariate tests of the zero-beta CAPM |
0 |
0 |
5 |
451 |
0 |
0 |
13 |
1,317 |
| Mutual fund performance with learning across funds |
0 |
1 |
4 |
123 |
0 |
2 |
18 |
444 |
| Nonsynchronous Data and the Covariance-Factor Structure of Returns |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
173 |
| On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
67 |
| On the Estimation of Beta-Pricing Models |
1 |
2 |
21 |
1,096 |
2 |
6 |
44 |
3,127 |
| Payout yield, risk, and mispricing: A Bayesian analysis |
1 |
2 |
2 |
36 |
1 |
3 |
8 |
135 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
0 |
0 |
3 |
53 |
1 |
3 |
20 |
295 |
| Problems in measuring portfolio performance An application to contrarian investment strategies |
1 |
1 |
7 |
486 |
1 |
4 |
20 |
1,369 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis |
0 |
3 |
10 |
437 |
1 |
6 |
26 |
1,010 |
| Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
101 |
| Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
324 |
| The Arbitrage Pricing Theory: Is It Testable? |
2 |
4 |
13 |
394 |
4 |
6 |
28 |
798 |
| The Current State of the Arbitrage Pricing Theory |
1 |
1 |
3 |
133 |
1 |
2 |
6 |
349 |
| Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
0 |
0 |
1 |
92 |
0 |
0 |
3 |
579 |
| Which Alpha? |
0 |
7 |
19 |
94 |
4 |
17 |
52 |
280 |
| Total Journal Articles |
35 |
77 |
391 |
10,371 |
77 |
193 |
1,036 |
26,501 |
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