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Malkiel, Burton G.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,044 |
Total
Citations
719 |
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1.
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Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
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Versions (3)
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Campbell, John Y.
Harvard University - Department of Economics Lettau, Martin
University of California - Haas School of Business Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Xu, Yexiao
University of Texas at Dallas - School of Management
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Posted:
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25 Feb 00
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Last Revised:
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17 Oct 10
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1,996
(2,826)
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475
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Campbell, John Y.
Harvard University - Department of Economics Lettau, Martin
University of California - Haas School of Business Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Xu, Yexiao
University of Texas at Dallas - School of Management
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Campbell, John Y.
Harvard University - Department of Economics Lettau, Martin
University of California - Haas School of Business Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Xu, Yexiao
University of Texas at Dallas - School of Management
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142
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475
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Campbell, John Y.
Harvard University - Department of Economics Lettau, Martin
University of California - Haas School of Business Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Xu, Yexiao
University of Texas at Dallas - School of Management
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1,854
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475
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2.
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Xu, Yexiao
University of Texas at Dallas - School of Management Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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1,612
(4,097)
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120
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APT, CAPM, Cross-sectional Regression, Imperfect Market Portfolio, Idiosyncratic Risk, Risk Premium
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3.
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Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Xu, Yexiao
University of Texas at Dallas - School of Management
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650
(17,735)
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2
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closed-end fund, cross-correlation, discount, excess volatility, investor sentiment, large stocks, persistence, small stocks, turnover
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4.
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Investigating the Behavior of Idiosyncratic Volatility
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Xu, Yexiao
University of Texas at Dallas - School of Management Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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Posted:
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20 Sep 01
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Last Revised:
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06 Feb 02
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598
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87
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Xu, Yexiao
University of Texas at Dallas - School of Management Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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0
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Earning growth, Factor model, Idiosyncratic volatility, Institutional ownership
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Xu, Yexiao
University of Texas at Dallas - School of Management Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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598
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87
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Earning growth; Factor model; Idiosyncratic volatility; Institutional ownership
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5.
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Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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66
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19
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Passive Investment Strategies, Efficient Markets
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6.
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Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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42
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8
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7.
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Cragg, John G.
University of British Columbia (UBC) - Department of Economics Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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37
(225,881)
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2
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8.
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Gordon, Roger H.
University of California, San Diego (UCSD) - Department of Economics Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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28
(248,492)
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9.
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Jun, Derek
affiliation not provided to SSRN Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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11
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6
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10.
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Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Mei, Jianping
New York University (NYU) - Department of Finance Yang, Rui
affiliation not provided to SSRN
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4
(327,614)
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11.
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Saha, Atanu
Compass Lexecon Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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Discounted Cash Flow (DCF) model, valuation, discount rate, probability of cessation
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12.
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Saha, Atanu
Compass Lexecon Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Grecu, Alex
Clemson University - John E. Walker Department of Economics
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11 Feb 09
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Last Revised:
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09 Jul 10
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Volatility clustering; duration analysis; portfolio strategy
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13.
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Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Saha, Atanu
Micronomics Inc.
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Alternative Investments, Hedge Fund Strategies, Portfolio Management, Hedgefund Strategies
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14.
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Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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Index funds, active portfolio management, mutual funds, market efficiency
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15.
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Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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Equity valuation and stock market predictability
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16.
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Malkiel, Burton G.
Princeton University - Bendheim Center for Finance
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17.
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Fluck, Zsuzsanna
Michigan State University - Department of Finance Malkiel, Burton G.
Princeton University - Bendheim Center for Finance Quandt, Richard
Princeton University
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