| 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 |
0 |
5 |
207 |
| A Test of the Efficiency of a Given Portfolio |
6 |
24 |
124 |
1,865 |
27 |
92 |
379 |
4,478 |
| A skeptical appraisal of asset pricing tests |
7 |
21 |
90 |
574 |
14 |
51 |
228 |
1,532 |
| Another Look at the Cross-Section of Expected Stock Returns |
0 |
2 |
8 |
666 |
3 |
7 |
33 |
1,662 |
| Book-to-market, dividend yield, and expected market returns: A time-series analysis |
2 |
7 |
31 |
980 |
3 |
13 |
60 |
2,009 |
| Comparing Asset Pricing Models |
1 |
7 |
18 |
74 |
4 |
15 |
58 |
265 |
| Economic forces and the stock market revisited |
0 |
1 |
11 |
362 |
0 |
6 |
22 |
822 |
| Estimating and testing beta pricing models: Alternative methods and their performance in simulations |
1 |
2 |
7 |
381 |
2 |
3 |
19 |
1,188 |
| FUNDAMENTALS LARGELY EXPLAIN STOCK PRICE VOLATILITY |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
66 |
| IN DEFENSE OF BETA |
0 |
0 |
3 |
97 |
0 |
2 |
6 |
209 |
| Intertemporal asset pricing: An Empirical Investigation |
2 |
7 |
23 |
644 |
2 |
10 |
42 |
1,071 |
| Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association |
1 |
6 |
24 |
289 |
3 |
10 |
51 |
727 |
| Model Comparison with Sharpe Ratios |
1 |
1 |
1 |
6 |
3 |
6 |
14 |
35 |
| 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 |
304 |
0 |
1 |
11 |
866 |
| Multivariate proxies and asset pricing relations: Living with the Roll critique |
0 |
1 |
4 |
318 |
0 |
1 |
15 |
660 |
| Multivariate tests of the zero-beta CAPM |
1 |
1 |
4 |
449 |
1 |
2 |
15 |
1,311 |
| Mutual fund performance with learning across funds |
1 |
1 |
4 |
121 |
5 |
5 |
24 |
440 |
| Nonsynchronous Data and the Covariance-Factor Structure of Returns |
0 |
0 |
0 |
60 |
0 |
0 |
4 |
173 |
| On Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio: An Extension |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
67 |
| On the Estimation of Beta-Pricing Models |
1 |
6 |
24 |
1,088 |
3 |
13 |
57 |
3,111 |
| Payout yield, risk, and mispricing: A Bayesian analysis |
0 |
0 |
0 |
34 |
0 |
1 |
8 |
131 |
| Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology |
0 |
0 |
1 |
51 |
2 |
4 |
13 |
283 |
| Problems in measuring portfolio performance An application to contrarian investment strategies |
1 |
2 |
6 |
482 |
2 |
6 |
19 |
1,359 |
| Stock return variation and expected dividends: A time-series and cross-sectional analysis |
0 |
1 |
6 |
429 |
0 |
5 |
22 |
995 |
| Subperiod aggregation and the power of multivariate tests of portfolio efficiency |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
101 |
| Testing Portfolio Efficiency When the Zero-Beta Rate Is Unknown: A Note |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
323 |
| The Arbitrage Pricing Theory: Is It Testable? |
2 |
2 |
7 |
386 |
3 |
6 |
30 |
788 |
| The Current State of the Arbitrage Pricing Theory |
0 |
0 |
1 |
131 |
0 |
0 |
4 |
345 |
| Time-series coefficient variation in value-relevance regressions: a discussion of Core, Guay, and Van Buskirk and new evidence |
0 |
0 |
1 |
92 |
0 |
1 |
4 |
579 |
| Which Alpha? |
0 |
3 |
19 |
83 |
5 |
11 |
57 |
251 |
| Total Journal Articles |
27 |
95 |
419 |
10,190 |
82 |
271 |
1,205 |
26,054 |
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