Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Donald B. Keim : Citation Profile


Are you Donald B. Keim?

University of Pennsylvania

18

H index

20

i10 index

1793

Citations

RESEARCH PRODUCTION:

16

Articles

50

Papers

RESEARCH ACTIVITY:

   33 years (1983 - 2016). See details.
   Cites by year: 54
   Journals where Donald B. Keim has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 1 (0.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke165
   Updated: 2018-02-17    RAS profile: 2009-10-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Donald B. Keim.

Is cited by:

Campbell, John (21)

Bikker, Jacob (14)

van der Sluis, Pieter (14)

Grinblatt, Mark (14)

Guidolin, Massimo (14)

Gallagher, David (13)

Wachter, Jessica (13)

Brooks, Chris (12)

Chakravarty, Sugato (11)

Ferson, Wayne (10)

Obizhaeva, Anna (10)

Cites to:

Madhavan, Ananth (5)

Campbell, John (4)

Jiang, Wei (4)

Calvet, Laurent (3)

Stoll, Hans (3)

Shleifer, Andrei (2)

Fama, Eugene (2)

French, Kenneth (2)

Christie, William (2)

Madrian, Brigitte (2)

Liskovich, Inessa (2)

Main data


Where Donald B. Keim has published?


Journals with more than one article published# docs
Journal of Financial Economics8
Journal of Finance5

Recent works citing Donald B. Keim (2018 and 2017)


YearTitle of citing document
2017Target P/E ratio determinants in the Turkish Stock Market: Earning volatility effect. (2017). Arslan, Halil ; Kayhan, Temur ; Iltas, Yuksel . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:65-74.

Full description at Econpapers || Download paper

2017Weekend Effect and Short Sales: Evidence from Hong Kong. (2017). Cai, Jinghan ; Zhai, Weili ; Xia, LE ; He, Jibao. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:8-18.

Full description at Econpapers || Download paper

2017Effective risk aversion in thin risk-sharing markets. (2017). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1707.05096.

Full description at Econpapers || Download paper

2017A simple model for forecasting conditional return distributions. (2017). Baruník, Jozef ; Anatolyev, Stanislav. In: Papers. RePEc:arx:papers:1711.05681.

Full description at Econpapers || Download paper

2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

Full description at Econpapers || Download paper

2017Is Market Fear Persistent? A Long-Memory Analysis. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6534.

Full description at Econpapers || Download paper

2017Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco . In: DNB Working Papers. RePEc:dnb:dnbwpp:561.

Full description at Econpapers || Download paper

2017Market Reaction to Cabinet Reshuffle: The Indonesian Evidence. (2017). Supramono, Supramono ; Utami, I ; Wilis, Widhiastuti. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-22.

Full description at Econpapers || Download paper

2017Thirty years of shareholder activism: A survey of empirical research. (2017). Denes, Matthew R ; McWilliams, Victoria B ; Karpoff, Jonathan M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:405-424.

Full description at Econpapers || Download paper

2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

Full description at Econpapers || Download paper

2017Firm size, economic risks, and the cross-section of international stock returns. (2017). Nitschka, Thomas ; Atanasov, Victoria . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:110-126.

Full description at Econpapers || Download paper

2017An intertemporal CAPM with higher-order moments. (2017). Jang, Jeewon ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:314-337.

Full description at Econpapers || Download paper

2017Noisy prices and the Fama–French five-factor asset pricing model in China. (2017). Lin, QI. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:141-163.

Full description at Econpapers || Download paper

2017Governance mechanisms and effective activism: Evidence from shareholder proposals on poison pills. (2017). Gine, Mireia ; Sedunov, John ; Moussawi, Rabih. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:185-202.

Full description at Econpapers || Download paper

2017Diversification benefits of commodities: A stochastic dominance efficiency approach. (2017). Daskalaki, Charoula ; Topaloglou, Nikolas ; Skiadopoulos, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:250-269.

Full description at Econpapers || Download paper

2017Predictability and diversification benefits of investing in commodity and currency futures. (2017). cotter, john ; Poti, Valerio ; Eyiah-Donkor, Emmanuel . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:52-66.

Full description at Econpapers || Download paper

2017Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

Full description at Econpapers || Download paper

2017Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?. (2017). Wagner, Niklas ; Hofstetter, Benedikt ; Kinateder, Harald. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:144-150.

Full description at Econpapers || Download paper

2017Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16.

Full description at Econpapers || Download paper

2017Currency volatility and bid-ask spreads of ADRs and local shares. (2017). Figueiredo, Antonio ; Parhizgari, A M. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:54-71.

Full description at Econpapers || Download paper

2017Corruption’s impact on foreign portfolio investment. (2017). Pagano, Michael S ; Kuvvet, Emre ; Jain, Pankaj K. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:23-35.

Full description at Econpapers || Download paper

2017On the robustness of week-day effect to error distributional assumption: International evidence. (2017). Nguyen, Duc Khuong ; Saadi, Samir ; Essaddam, Naceur ; Boubaker, Sabri . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:114-130.

Full description at Econpapers || Download paper

2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

Full description at Econpapers || Download paper

2017Style drift: Evidence from small-cap mutual funds. (2017). Velthuis, Raisa ; Cao, Charles ; Iliev, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:42-57.

Full description at Econpapers || Download paper

2017Starting on the wrong foot: Seasonality in mutual fund performance. (2017). Brown, Stephen ; Yao, Yaqiong ; Wang, Jiaguo ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:133-150.

Full description at Econpapers || Download paper

2017Limited disclosure and hidden orders in asset markets. (2017). Quintin, Erwan ; Monnet, Cyril. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:602-616.

Full description at Econpapers || Download paper

2017The term structure of credit spreads, firm fundamentals, and expected stock returns. (2017). Han, Bing ; Zhou, YI ; Subrahmanyam, Avanidhar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:147-171.

Full description at Econpapers || Download paper

2017Informed trading and price discovery before corporate events. (2017). Baruch, Shmuel ; Venkataraman, Kumar ; Panayides, Marios . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:561-588.

Full description at Econpapers || Download paper

2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

Full description at Econpapers || Download paper

2017The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:36-53.

Full description at Econpapers || Download paper

2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng . In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

Full description at Econpapers || Download paper

2017Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum. (2017). Devaney, Steven ; Xiao, Qin . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:132-151.

Full description at Econpapers || Download paper

2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

Full description at Econpapers || Download paper

2017Differences in herding: Individual vs. institutional investors. (2017). Rhee, Ghon ; Wang, Steven Shuye ; Li, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:174-185.

Full description at Econpapers || Download paper

2017Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

Full description at Econpapers || Download paper

2017Time-varying risk aversion and return predictability. (2017). Yoon, Sun-Joong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:327-339.

Full description at Econpapers || Download paper

2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

Full description at Econpapers || Download paper

2017Determinants of the long-term performance of initial public offerings (IPOs) in the port industry. (2017). Satta, Giovanni ; Persico, Luca ; Parola, Francesco ; Notteboom, Theo. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:103:y:2017:i:c:p:135-153.

Full description at Econpapers || Download paper

2017Information Inertia. (2015). Ganguli, Jayant ; Condie, Scott ; Illeditsch, Philipp Karl . In: Economics Discussion Papers. RePEc:esx:essedp:15615.

Full description at Econpapers || Download paper

2017Do Macro-Economic and Technical Indicators Matter?- a Principal Component Analysis Approach for Equity Risk Premium Prediction. (2017). Ul, Naveed ; Mushtaq, Maryam ; Aziz, Bilal . In: EJES European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:184.

Full description at Econpapers || Download paper

2017Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton . In: Working Papers IES. RePEc:fau:wpaper:wp2017_14.

Full description at Econpapers || Download paper

2017Análise do efeito tamanho na Bovespa. (2017). del Mar, Maria ; Gonalves, Luis Miguel ; Miralles-Quiros, Jose Luis. In: RAE - Revista de Administração de Empresas. RePEc:fgv:eaerae:v:57:y:2017:i:4:a:71356.

Full description at Econpapers || Download paper

2017International stock return predictability: Is the role of U.S. time-varying?. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-015-9313-3.

Full description at Econpapers || Download paper

2017Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

Full description at Econpapers || Download paper

2017Spillover Risks in REITs and other Asset Markets. (2017). Chiang, Ming-Chu ; Tsai, I-Chun ; I-Chun Tsai, ; Sing, Tien Foo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-015-9545-9.

Full description at Econpapers || Download paper

2018Testing Calendar Effects of International Equity and Real Estate Markets. (2018). , Eddie ; Kwan, KA. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:1:d:10.1007_s11146-016-9564-1.

Full description at Econpapers || Download paper

2017Fund Tradeoffs. (2017). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A. In: NBER Working Papers. RePEc:nbr:nberwo:23670.

Full description at Econpapers || Download paper

2017Fresh Air Eases Work – The Effect of Air Quality on Individual Investor Activity. (2017). Meyer, Steffen ; Pagel, Michaela. In: NBER Working Papers. RePEc:nbr:nberwo:24048.

Full description at Econpapers || Download paper

2017Brokers and Order Flow Leakage: Evidence from Fire Sales. (2017). Landier, Augustin ; Di Maggio, Marco ; Franzoni, Francesco ; Dimaggio, Marco ; Barbon, Andrea. In: NBER Working Papers. RePEc:nbr:nberwo:24089.

Full description at Econpapers || Download paper

2017Returns to Hedge Fund Activism: An International Study. (2017). Wagner, Hannes ; Grant, Jeremy ; Franks, Julian ; Becht, Marco . In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:9:p:2933-2971..

Full description at Econpapers || Download paper

2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki . In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04.

Full description at Econpapers || Download paper

2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki . In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-06.

Full description at Econpapers || Download paper

2017Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:76542.

Full description at Econpapers || Download paper

2017A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201747.

Full description at Econpapers || Download paper

2017DO SEASONAL ANOMALIES STILL EXIST IN CENTRAL AND EASTERN EUROPEAN COUNTRIES? A CONDITIONAL VARIANCE APPROACH. (2017). Andrieș, Alin Marius ; Sprincean, Nicu ; Ihnatov, Iulian . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:60-83.

Full description at Econpapers || Download paper

2017The evolution and cross-section of the day-of-the-week effect. (2017). Zilca, Shlomo. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0077-6.

Full description at Econpapers || Download paper

2017Day-of-the-week returns and mood: an exterior template approach. (2017). Zilca, Shlomo. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0079-4.

Full description at Econpapers || Download paper

2017Stock market anomalies: the day of the week effects, evidence from Borsa Istanbul. (2017). Cengiz, Hulya ; Damgaci, Gulizar ; Bilen, omer ; Buyuklu, Ali Hakan . In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:7:y:2017:i:1:d:10.1186_s40497-017-0062-6.

Full description at Econpapers || Download paper

2017The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective. (2017). Kurihara, Yutaka ; Fukushima, Akio . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:3:f:7_3_4.

Full description at Econpapers || Download paper

2017IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING. (2017). Allaj, Erindi . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500248.

Full description at Econpapers || Download paper

2017Determinants of Corporate Bond Trading: A Comprehensive Analysis. (2017). Hotchkiss, Edith ; Jostova, Gergana. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500033.

Full description at Econpapers || Download paper

Works by Donald B. Keim:


YearTitleTypeCited
1984 A Further Investigation of the Weekend Effect in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article136
1989 Earnings Yields, Market Values, and Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article67
1991 Returns and Volatility of Low-Grade Bonds: 1977-1989. In: Journal of Finance.
[Full Text][Citation analysis]
article25
1993 General Tests of Latent Variable Models and Mean-Variance Spanning. In: Journal of Finance.
[Full Text][Citation analysis]
article23
2000The Relation between Stock Market Movements and NYSE Seat Prices In: Journal of Finance.
[Full Text][Citation analysis]
article7
1992What Does the Stock Market Tell Us About Real Estate Returns? In: Real Estate Economics.
[Full Text][Citation analysis]
article96
2005Packaging Liquidity: Blind Auctions and Transaction Efficiencies In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article13
1983Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]
article51
1983Size-related anomalies and stock return seasonality : Further empirical evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]
article279
1985Dividend yields and stock returns: Implications of abnormal January returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article28
1985Dividend Yields and Stock Returns: Implications of Abnormal January Returns.(1985) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 28
paper
1986Predicting returns in the stock and bond markets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article460
1985Predicting Returns in the Stock and Bond Markets.(1985) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 460
paper
1989Trading patterns, bid-ask spreads, and estimated security returns : The case of common stocks at calendar turning points In: Journal of Financial Economics.
[Full Text][Citation analysis]
article27
1995Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics.
[Full Text][Citation analysis]
article110
1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics.
[Full Text][Citation analysis]
article130
1999An analysis of mutual fund design: the case of investing in small-cap stocks In: Journal of Financial Economics.
[Full Text][Citation analysis]
article20
1998An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 20
paper
1998An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 20
paper
1997The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings In: INSEAD.
[Citation analysis]
paper11
1997The Cross Section of Common Stock Returns : A Review of the Evidence and Some New Findings..(1997) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
1999The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings.(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1997The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings.(1997) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
1999The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings..(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
2001Tests of Asset Pricing Models with Changing Expectations In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper2
1991Tests of Asset Pricing Models with Changing Expectations.(1991) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1987Tests of Asset Pricing Models with Changing Expectations.(1987) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1990The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1990THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS..(1990) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS..(1990) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1998The Information Contained in Stock Exchange Seat Prices In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1998The Information Contained in Stock Exchange Seat Prices.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1989Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1989Risk and Return Characteristics of Lower-Grade Bonds 1977-1987.(1989) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1998The Cost of Institutional Equity Trades: An Overview In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper56
1998The Cost of Institutional Equity Trades.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 56
paper
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper7
1995Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94).(1995) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1992General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1994The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1992What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper70
1994Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1989The Valuation of Callable Bonds In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1989Volatility Patterns of Fixed Income Securities In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1991Risk and Returns of low-Grade Bonds: An Update. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1986Risk and Return Characteristics of Lower-Grade Bonds In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1987Risk and Return Characteristics of Lower Grade Bonds.(1987) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1984Risk and Return Characteristics of Lower-Grade Bonds.(1984) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1991What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper3
1993Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1993Direct Evidence of Non-Trading of NYSE and AMEX Stocks In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper7
1992The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1989Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper21
1994On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1992On the Predictability of Common Stock Returns: World-Wide Evidence. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper21
1990Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1994Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper1
1991The Myths and Reality of Low-Grade Bonds In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1991The Myths and Reality of Low-Grade Bonds..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1989Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1989Returns and Volatility of Low-Grade Bonds 1977-1988 In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1988Return Indexes for Lower Grade Bonds: 1977-1987 In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1989Return Indexes for Lower Grade Bonds In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
2016Simplifying Choices in Defined Contribution Retirement Plan Design In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2016Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Review of Financial Studies.
[Full Text][Citation analysis]
article111

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team