Selected Entire List   Lehmann, Bruce N.  SSRN Author Rank: 25,520 by Downloads  Professor   University of California, San Diego  9500 Gilman Drive  Mail Code 0502  La Jolla, CA 92093-0502  United States  858-534-0945 (Phone)  858-534-3939 (Fax)  email address   National Bureau of Economic Research (NBER)  1050 Massachusetts Avenue  Cambridge, MA 02138  United States  Visiting Professor of Finance   Massachusetts Institute of Technology (MIT)  E52-343B  Cambridge, MA 02139  United States  617-253-9459 (Phone)  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Lehmann, Bruce N.'s Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 803 Total Citations 403 Papers (15) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Fads, Martingales, and Market Efficiency | Show Abstract Hide Abstract | Download | NBER Working Paper No. w2533 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 23 Apr 04 231 (65,194) 172 2.   Mutual Fund Performance Evaluation: a Comparison of Benchmarks and Benchmark Comparisons | Show Abstract Hide Abstract | Download | NBER Working Paper No. w1721 Working Paper Series Lehmann, Bruce N. University of California, San Diego Modest, David Azimuth Alternative Assets Management LLLP Posted: 28 Dec 06 122 (117,780) 89 3.   Diversification and the Optimal Construction of Basis Portfolios | Show Abstract Hide Abstract | Download | NBER Working Paper No. w9461 Working Paper Series Lehmann, Bruce N. University of California, San Diego Modest, David Azimuth Alternative Assets Management LLLP Posted: 31 Jan 03 64 (179,649) 4 4.   The Empirical Foundations of the Arbitrage Pricing Theory I: the Empirical Tests | Show Abstract Hide Abstract | Download | NBER Working Paper No. w1725 Working Paper Series Lehmann, Bruce N. University of California, San Diego Modest, David M. affiliation not provided to SSRN Posted: 06 Apr 07 62 (182,646) 51 5.   The Empirical Foundations of the Arbitrage Pricing Theory Ii: the Optimal Construction of Basis Portfolios | Show Abstract Hide Abstract | Download | NBER Working Paper No. w1726 Working Paper Series Lehmann, Bruce N. University of California, San Diego Modest, David Azimuth Alternative Assets Management LLLP Posted: 11 Nov 00 61 (184,182) 33 6.   Residual Risk Revisited | Show Abstract Hide Abstract | Download | NBER Working Paper No. w1908 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 28 Jun 04 50 (202,523) 42 7.   Earnings, Dividend Policy, and Present Value Relations: Building Blocks of Dividend Policy Invariant Cash Flows | Show Abstract Hide Abstract | Download | NBER Working Paper No. w3676 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 23 Aug 00 50 (202,523) 4 8.   Notes for a Contingent Claims Theory of Limit Order Markets | Show Abstract Hide Abstract | Download | NBER Working Paper No. w11533 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 19 Sep 05 30 (245,749) 1 9.   Asset Pricing and Intrinsic Values: A Review Essay | Show Abstract Hide Abstract | Download | NBER Working Paper No. w3873 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 29 Dec 06 29 (248,537) 1 10.   Arbitrage-Free Limit Order Books and the Pricing of Order Flow Risk | Show Abstract Hide Abstract | Download | NBER Working Paper No. W13848 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 19 Mar 08 28 (251,435) 1 11.   High-Frequency Trading | Show Abstract Hide Abstract | Download | Johnson School Research Paper Series No. #20-2013 Working Paper Series Chordia, Tarun Emory University - Department of Finance Goyal, Amit University of Lausanne Lehmann, Bruce N. University of California, San Diego Saar, Gideon Cornell University - Samuel Curtis Johnson Graduate School of Management Posted: 13 Jun 13 26 (267,499)   12.   Empirical Testing of Asset Pricing Models | Show Abstract Hide Abstract | Download | NBER Working Paper No. w4043 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 21 Jul 10 22 (270,908) 1 13.   The Role of Beliefs in Inference for Rational Expectations Models | Show Abstract Hide Abstract | Download | NBER Working Paper No. w11758 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 06 Feb 06 16 (292,372) 1 14.   Notes on Dynamic Factor Pricing Models | Show Abstract Hide Abstract | Download | NBER Working Paper No. w3677 Working Paper Series Lehmann, Bruce N. University of California, San Diego Posted: 21 Jul 10 12 (306,626) 3 15.   Asset Allocation Dynamics and Pension Fund Performance | Show Abstract Hide Abstract | The Journal of Business, Vol. 72, No. 4, October 1999, Cass Business School Research Paper Accepted Paper Series Timmermann, Allan G. University of California, San Diego (UCSD) - Department of Economics Lehmann, Bruce N. University of California, San Diego Blake, David P. City University London - Cass Business School - The Pensions Institute Posted: 11 Feb 00   Records 1 - 15 of 15 matches [ 1 ]

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