Lawrence Fisher

Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

111 Washington Avenue

Newark, NJ 07102

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 1,219

SSRN RANKINGS

Top 1,219

in Total Papers Downloads

18,040

CITATIONS
Rank 1,743

SSRN RANKINGS

Top 1,743

in Total Papers Citations

318

Scholarly Papers (4)

1.

The Adjustment of Stock Prices to New Information

International Economic Review, Vol. 10, February 1969, STRATEGIC ISSUES IN FINANCE, Keith Wand, ed., Butterworth Heinemann, 1993, INVESTMENT MANAGEMENT: SOME READINGS, J. Lorie, R. Brealey, eds., Praeger Publishers, 1972
Number of pages: 28 Posted: 08 Feb 2003 Last Revised: 15 Feb 2011
University of Chicago - Finance, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Social Science Electronic Publishing (SSEP), Inc. and California Institute of Technology
Downloads 15,385 (102)
Citation 300

Abstract:

efficient markets, effect of information on stock prices, stock splits, dividend increases, market conditions, rate of return, effect of split(s) on return(s), residuals, average dividends, dividend increases, and dividend decreases

2.

The Derived Demand for Advertising: A Theoretical and Empirical Investigation

American Economic Review, Vol. 72, No. 3, pp. 366-388, June 1982
Number of pages: 24 Posted: 08 Feb 2007
Isaac Ehrlich and Lawrence Fisher
State University of New York at Buffalo - Department of Economics and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 441 (50,101)
Citation 8

Abstract:

3.

Removing Biases in Computed Returns

Number of pages: 33 Posted: 17 Jun 2009
Lawrence Fisher, Daniel G. Weaver and Gwendolyn P. Webb
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Rutgers Business School and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 160 (135,171)
Citation 7

Abstract:

Unbiased market index, Bias in computed returns, Jensen's inequality, Asset pricing, Index construction

4.

Removing Biases in Computed Returns: An Analysis of Bias in Equally-Weighted Return Indexes of REITs

Number of pages: 27 Posted: 19 Jun 2010
Lawrence Fisher, Daniel G. Weaver and Gwendolyn P. Webb
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Rutgers Business School and City University of New York (CUNY) - Baruch College - Zicklin School of Business
Downloads 65 (260,098)
Citation 3

Abstract: