Donald B. Keim : Citation Profile


Are you Donald B. Keim?

University of Pennsylvania

18

H index

20

i10 index

1656

Citations

RESEARCH PRODUCTION:

16

Articles

48

Papers

RESEARCH ACTIVITY:

   22 years (1983 - 2005). See details.
   Cites by year: 75
   Journals where Donald B. Keim has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 1 (0.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke165
   Updated: 2017-04-29    RAS profile: 2009-10-02    
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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)

Guidolin, Massimo (14)

van der Sluis, Pieter (14)

Grinblatt, Mark (14)

Bikker, Jacob (14)

Wachter, Jessica (13)

Brooks, Chris (12)

Chakravarty, Sugato (11)

Santa-Clara, Pedro (10)

Obizhaeva, Anna (10)

Timmermann, Allan (10)

Cites to:

Madhavan, Ananth (5)

Stoll, Hans (3)

Christie, William (2)

Ritter, Jay (2)

Shleifer, Andrei (2)

Allen, Franklin (1)

French, Kenneth (1)

Goldstein, Michael (1)

Scharfstein, David (1)

Gale, Douglas (1)

Kyle, Albert (1)

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 (2017 and 2016)


YearTitle of citing document
2016Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis. (2016). Guidolin, Massimo ; Pra, Giulia Dal ; Vasile, Fabiola ; Pedio, Manuela . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1637.

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2016Efficient Market Hypothesis and Fundamental Analysis: An Empirical Test in the European Securities Market. (2016). Campanella, Francesco ; Dangelo, Eugenio ; Mustilli, Mario . In: Review of Economics & Finance. RePEc:bap:journl:160103.

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2016Microstructure Invariance in U.S. Stock Market Trades. (2016). Obizhaeva, Anna ; Tuzun, Tugkan ; Kyle, Albert S. In: Working Papers. RePEc:cfr:cefirw:w0230.

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2016Performance Evaluation of Some Index Funds-Indian Perspective. (2016). Mishra, Pranav ; Singh, Gulab . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:101-113.

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2016Performance Evaluation of Some Index Funds-Indian Perspective. (2016). Mishra, Pranav ; Singh, Gulab . In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:101-113.

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2016An Examination of the Month-of-the-year Effect at Damascus Securities Exchange. (2016). Mouselli, Sulaiman ; Al-Samman, Hazem . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-29.

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2016A Generalized Autoregressive Conditional Heteroscedastic Approach for the Assessment of Weak-form-efficiency and Seasonality Effect: Evidence from Mauritius. (2016). Fauzel, Sheereen . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-51.

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2016Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:89-106.

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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.

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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.

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2016Efficient estimation of integrated volatility incorporating trading information. (2016). Li, Yingying ; Zheng, Xinghua ; Xie, Shangyu . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:1:p:33-50.

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2016Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions. (2016). Yang, Ann Shawing . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:140-154.

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2016The short trading day anomaly. (2016). Kliger, Doron ; Qadan, Mahmoud . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:62-80.

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2016Explaining turn of the year order flow imbalance. (2016). Chelley-Steeley, Patricia L ; Lambertides, Neophytos . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:76-95.

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2016The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange. (2016). . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:191-201.

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2016Time-varying risk, mispricing attributes, and the accrual premium. (2016). Simlai, Prodosh E. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:150-161.

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2016New findings on repurchase anomaly — The first-month effect. (2016). Li, Lingxiang . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:331-349.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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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.

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2016Dissecting the bond profitability premium. (2016). Campbell, Colin T ; Petkevich, Alex ; Chichernea, Doina C. In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:102-131.

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2016Cross-sectional return dispersion and the equity premium. (2016). Maio, Paulo . In: Journal of Financial Markets. RePEc:eee:finmar:v:29:y:2016:i:c:p:87-109.

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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.

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2016US term structure and international stock market volatility: The role of the expectations factor and the maturity premium. (2016). Li, Matthew C. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:1-15.

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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.

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2016Getting the most out of macroeconomic information for predicting excess stock returns. (2016). van Dijk, Dick ; Akmakli, Cem . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:650-668.

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2016Testing for predictability in panels of any time series dimension. (2016). , Joakimwesterlund ; Narayan, Paresh ; Westerlund, Joakim . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1162-1177.

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2016A test of the linkage among money supply, liquidity and share prices in Asia. (2016). chung, tinfah ; Ariff, M. In: Japan and the World Economy. RePEc:eee:japwor:v:39:y:2016:i:c:p:48-61.

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2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

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2016Why do traders choose dark markets?. (2016). Garvey, Ryan ; Huang, Tao ; Wu, Fei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:12-28.

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2016Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds. (2016). Delisle, Jared R ; Smedema, Adam R ; McTier, Brian C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:118-136.

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2016Do traders strategically time their pledges during real-world Walrasian auctions?. (2016). Power, Gabriel ; Williams, Jeffrey ; Eaves, James . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:109-118.

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2016Momentum and downside risk. (2016). Min, Byoung-Kyu ; Kim, Tong Suk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s104-s118.

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

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2016State variables, macroeconomic activity, and the cross section of individual stocks. (2016). Boons, Martijn . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:489-511.

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2016A trend factor: Any economic gains from using information over investment horizons?. (2016). Han, Yufeng ; Zhu, Yingzi ; Zhou, Guofu . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:2:p:352-375.

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

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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.

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2016Scale economies in pension fund investments: A dissection of investment costs across asset classes. (2016). , Dirk ; Rijsbergen, David R ; van Oord, Arco . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:147-171.

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2016Does wage rigidity make firms riskier? Evidence from long-horizon return predictability. (2016). Lin, Xiaoji ; Favilukis, Jack . In: Journal of Monetary Economics. RePEc:eee:moneco:v:78:y:2016:i:c:p:80-95.

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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.

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2016Identifying the relative importance of stock characteristics. (2016). Li, Youwei ; French, Declan ; Wu, Yuliang . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:34:y:2016:i:c:p:80-91.

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2016Daily short covering activity and the weekend effect: Evidence from Taiwan. (2016). Zhao, Yan ; Cheng, Lee-Young ; Yan, Zhipeng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:166-184.

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2016Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange. (2016). Hung, Pi-Hsia . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:124-140.

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2016Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model. (2016). Rounaghi, Mohammad Mahdi ; Zadeh, Farzaneh Nassir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:10-21.

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2016Is the January effect rational? Insights from the accounting valuation model. (2016). Easterday, Kathryn E ; Sen, Pradyot K. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:168-185.

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2016Sin stock returns and investor sentiment. (2016). Liston, Daniel Perez . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:63-70.

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2016Does systematic distress risk drive the investment growth anomaly?. (2016). Su, Xuan-Qi . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:240-248.

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2016Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Sclip, Alex ; Dreassi, Alberto ; Paltrinieri, Andrea . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:34-44.

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2016Cant wait to celebrate: Holiday euphoria, impulsive behavior and time preference. (2016). Shavit, Tal ; Lahav, Eyal ; Benzion, Uri ; Ben Zion, Uri. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:65:y:2016:i:c:p:128-134.

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2016Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models. (2016). Xue, Wen-Jun ; Zhang, Li-Wen . In: Working Papers. RePEc:fiu:wpaper:1605.

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2016Debunking Two Myths of the Weekend Effect. (2016). . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:2:p:7-:d:67720.

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2016Debunking Two Myths of the Weekend Effect. (2016). . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:2:p:7:d:67720.

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2016Monetary Policy and Corporate Bond Returns. (2016). Kontonikas, Alexandros ; Maio, Paulo ; Zekaite, Zivile . In: Working Papers. RePEc:gla:glaewp:2016_05.

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2016Stock Return Predictability: Evaluation based on prediction intervals. (2016). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie . In: Working Papers. RePEc:hal:wpaper:hal-01295037.

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2016Does Property Transaction Matter in the Price Discovery of Real Estate Markets?. (2016). Cheung, William Mingyan ; Tsang, Desmond ; Lei, James Chicheong . In: International Real Estate Review. RePEc:ire:issued:v:19:n:01:2016:p:27-49.

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2016Explaining Size Effect for Indian Stock Market. (2016). Pandey, Asheesh ; Sehgal, Sanjay . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:1:d:10.1007_s10690-015-9208-0.

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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.

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2016Market Reactions to the First-Time Disclosure of Corporate Social Responsibility Reports: Evidence from China. (2016). Li, Dejia ; Wang, Kun Tracy . In: Journal of Business Ethics. RePEc:kap:jbuset:v:138:y:2016:i:4:d:10.1007_s10551-015-2775-1.

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2016Linkages between CDS, bond and stock markets: Evidence from Europe. (2016). Kajurova, Veronika ; Hvozdenska, Jana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:63_2016.

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2016ANALYSIS OF MONTHLY RATES OF RETURN IN APRIL ON THE EXAMPLE OF SELECTED WORLD STOCK EXCHANGE INDICES. (2016). Borowski, Krzysztof . In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:2:p:307-325.

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2016Stock Return Predictability: Evaluation based on Prediction Intervals. (2016). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier . In: MPRA Paper. RePEc:pra:mprapa:70143.

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2016Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”. (2016). Choo, Lawrence . In: MPRA Paper. RePEc:pra:mprapa:73408.

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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.

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2016Paper profits from value, size and momentum: evidence from the Polish market. (2016). Zaremba, Adam ; Konieczka, Przemysaw . In: e-Finanse. RePEc:rze:efinan:v:11:y:2016:i:3:p:58-69.

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2016The day-of-the-week effect is weak: Evidence from the European real estate sector. (2016). Panagiotidis, Theodore ; Fountas, Stilianos ; Bampinas, Georgios. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:40:y:2016:i:3:d:10.1007_s12197-015-9325-7.

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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.

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2016Great expectations? evidence from Colombia’s exchange rate survey. (2016). Villamizar-Villegas, mauricio ; Echavarria, Juan Jose . In: Latin American Economic Review. RePEc:spr:laecrv:v:25:y:2016:i:1:d:10.1007_s40503-016-0033-2.

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2016Structural properties of the price-to-earnings and price-to-book ratios. (2016). Nezlobin, Alexander ; Reichelstein, Stefan ; Rajan, Madhav V. In: Review of Accounting Studies. RePEc:spr:reaccs:v:21:y:2016:i:2:d:10.1007_s11142-016-9356-0.

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2016Explaining Stock Returns in Nepal: Application of Single and Multi-factor models. (2016). Karki, Dipesh ; Ghimire, Binam . In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:5:y:2016:i:3:f:5_3_3.

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2016The Long-Run Effects of the Fed’s Monetary Policy on the Dynamics among Major Asset Classes. (2016). Jia, Miao . In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:51:y:2016:i:1:p:9-19:n:2.

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2016Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk. (2016). Ferreira, Miguel A ; Brown, David P. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:01:p:1650002-01-1650002-59.

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Works by Donald B. Keim:


YearTitleTypeCited
1984 A Further Investigation of the Weekend Effect in Stock Returns. In: Journal of Finance.
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article124
1989 Earnings Yields, Market Values, and Stock Returns. In: Journal of Finance.
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article59
1991 Returns and Volatility of Low-Grade Bonds: 1977-1989. In: Journal of Finance.
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article20
1993 General Tests of Latent Variable Models and Mean-Variance Spanning. In: Journal of Finance.
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article21
2000The Relation between Stock Market Movements and NYSE Seat Prices In: Journal of Finance.
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article6
1992What Does the Stock Market Tell Us About Real Estate Returns? In: Real Estate Economics.
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article89
2005Packaging Liquidity: Blind Auctions and Transaction Efficiencies In: Journal of Financial and Quantitative Analysis.
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article13
1983Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence In: Journal of Financial Economics.
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article47
1983Size-related anomalies and stock return seasonality : Further empirical evidence In: Journal of Financial Economics.
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article246
1985Dividend yields and stock returns: Implications of abnormal January returns In: Journal of Financial Economics.
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article25
1985Dividend Yields and Stock Returns: Implications of Abnormal January Returns.(1985) In: Rodney L. White Center for Financial Research Working Papers.
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1986Predicting returns in the stock and bond markets In: Journal of Financial Economics.
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article442
1985Predicting Returns in the Stock and Bond Markets.(1985) In: Rodney L. White Center for Financial Research Working Papers.
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1989Trading patterns, bid-ask spreads, and estimated security returns : The case of common stocks at calendar turning points In: Journal of Financial Economics.
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article25
1995Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics.
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article105
1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics.
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article122
1999An analysis of mutual fund design: the case of investing in small-cap stocks In: Journal of Financial Economics.
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article18
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.
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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.
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1997The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings In: INSEAD.
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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.
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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.
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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.
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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.
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2001Tests of Asset Pricing Models with Changing Expectations In: Rodney L. White Center for Financial Research Working Papers.
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1991Tests of Asset Pricing Models with Changing Expectations.(1991) In: Rodney L. White Center for Financial Research Working Papers.
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1987Tests of Asset Pricing Models with Changing Expectations.(1987) In: Rodney L. White Center for Financial Research Working Papers.
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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.
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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.
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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.
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1998The Information Contained in Stock Exchange Seat Prices In: Rodney L. White Center for Financial Research Working Papers.
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1998The Information Contained in Stock Exchange Seat Prices.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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1989Risk and Return Characteristics of Lower-Grade Bonds 1977-1987 In: Rodney L. White Center for Financial Research Working Papers.
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1989Risk and Return Characteristics of Lower-Grade Bonds 1977-1987.(1989) In: Rodney L. White Center for Financial Research Working Papers.
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1998The Cost of Institutional Equity Trades: An Overview In: Rodney L. White Center for Financial Research Working Papers.
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paper52
1998The Cost of Institutional Equity Trades.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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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.
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paper6
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.
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1992General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) In: Rodney L. White Center for Financial Research Working Papers.
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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.
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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.
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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.
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1989The Valuation of Callable Bonds In: Rodney L. White Center for Financial Research Working Papers.
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1989Volatility Patterns of Fixed Income Securities In: Rodney L. White Center for Financial Research Working Papers.
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1991Risk and Returns of low-Grade Bonds: An Update. In: Rodney L. White Center for Financial Research Working Papers.
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1986Risk and Return Characteristics of Lower-Grade Bonds In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1987Risk and Return Characteristics of Lower Grade Bonds.(1987) In: Rodney L. White Center for Financial Research Working Papers.
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1984Risk and Return Characteristics of Lower-Grade Bonds.(1984) In: Rodney L. White Center for Financial Research Working Papers.
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1991What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92) In: Rodney L. White Center for Financial Research Working Papers.
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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.
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1993Direct Evidence of Non-Trading of NYSE and AMEX Stocks In: Rodney L. White Center for Financial Research Working Papers.
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1992The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Rodney L. White Center for Financial Research Working Papers.
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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.
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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.
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1992On the Predictability of Common Stock Returns: World-Wide Evidence. In: Rodney L. White Center for Financial Research Working Papers.
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1990Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005) In: Rodney L. White Center for Financial Research Working Papers.
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1994Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades. In: Rodney L. White Center for Financial Research Working Papers.
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1991The Myths and Reality of Low-Grade Bonds In: Rodney L. White Center for Financial Research Working Papers.
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1991The Myths and Reality of Low-Grade Bonds..(1991) In: Weiss Center Working Papers.
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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.
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1989Returns and Volatility of Low-Grade Bonds 1977-1988 In: Rodney L. White Center for Financial Research Working Papers.
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1988Return Indexes for Lower Grade Bonds: 1977-1987 In: Rodney L. White Center for Financial Research Working Papers.
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1989Return Indexes for Lower Grade Bonds In: Rodney L. White Center for Financial Research Working Papers.
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1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Review of Financial Studies.
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