Burton G. Malkiel

Princeton University - Bendheim Center for Finance

Professor

26 Prospect Avenue

Princeton, NJ 08540

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Princeton University - Bendheim Center for Finance

    • Email
    • Tel: 609-258-6445
    • Fax: 609-258-0771
SCHOLARLY PAPERS

19

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7,770

SSRN CITATIONS
Rank 818

SSRN RANKINGS

Top 818

in Total Papers Citations

404

CROSSREF CITATIONS

1,242

Scholarly Papers (19)

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1.

Idiosyncratic Risk and Security Returns

Number of pages: 57 Posted: 24 Jan 2001
Yexiao Xu and Burton G. Malkiel
University of Texas at Dallas - School of Management and Princeton University - Bendheim Center for Finance
Downloads 2,467 (9,721)
Citation 29

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APT, CAPM, Cross-sectional Regression, Imperfect Market Portfolio, Idiosyncratic Risk, Risk Premium

2.

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Downloads 2,386 (10,230)
Citation 733

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Number of pages: 59 Posted: 25 Feb 2000
John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
Downloads 2,138 (11,986)

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Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

NBER Working Paper No. w7590
Number of pages: 59 Posted: 11 Jul 2000 Last Revised: 29 Sep 2022
John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
Downloads 248 (204,717)
Citation 164

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Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Journal of Finance
Posted: 24 Aug 2000
John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management

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3.

The Persistence and Predictability of Closed-End Fund Discounts

Number of pages: 40 Posted: 21 Mar 2005
Burton G. Malkiel and Yexiao Xu
Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
Downloads 897 (44,682)
Citation 6

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closed-end fund, cross-correlation, discount, excess volatility, investor sentiment, large stocks, persistence, small stocks, turnover

4.

Investigating the Behavior of Idiosyncratic Volatility

Downloads 729 (59,232)
Citation 52

Investigating the Behavior of Idiosyncratic Volatility

Number of pages: 48 Posted: 20 Sep 2001
Yexiao Xu and Burton G. Malkiel
University of Texas at Dallas - School of Management and Princeton University - Bendheim Center for Finance
Downloads 729 (58,385)
Citation 52

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Earning growth; Factor model; Idiosyncratic volatility; Institutional ownership

Investigating the Behavior of Idiosyncratic Volatility

Posted: 10 Oct 2001
Yexiao Xu and Burton G. Malkiel
University of Texas at Dallas - School of Management and Princeton University - Bendheim Center for Finance

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Earning growth, Factor model, Idiosyncratic volatility, Institutional ownership

5.

DCF Valuation with Cash Flow Cessation Risk

Downloads 427 (114,854)

DCF Valuation with Cash Flow Cessation Risk

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 1, 2012
Number of pages: 11 Posted: 17 Nov 2015
Atanu Saha and Burton G. Malkiel
Compass Lexecon and Princeton University - Bendheim Center for Finance
Downloads 427 (113,695)
Citation 5

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DCF Valuation with Cash Flow Cessation Risk

Journal of Applied Finance, Spring/Summer 2012, Volume 22, Issue 1, pp. 175-185
Posted: 29 Jul 2012
Atanu Saha and Burton G. Malkiel
Compass Lexecon and Princeton University - Bendheim Center for Finance

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Discounted Cash Flow (DCF) model, valuation, discount rate, probability of cessation

6.

Idiosyncratic Equity Risk Two Decades Later

Downloads 262 (194,738)
Citation 1

Idiosyncratic Equity Risk Two Decades Later

Number of pages: 21 Posted: 21 Apr 2022
John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
Downloads 187 (267,390)

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Market Microstructure, Idiosyncratic Volatility, Industry Volatility, Market Volatility

Idiosyncratic Equity Risk Two Decades Later

NBER Working Paper No. w29916
Number of pages: 22 Posted: 11 Apr 2022 Last Revised: 30 Mar 2023
John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
Downloads 75 (527,749)
Citation 1

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7.

Has the VIX Been Manipulated?

Number of pages: 24 Posted: 27 Jun 2018
Atanu Saha, Burton G. Malkiel and Alex Rinaudo
Econ One Research, Princeton University - Bendheim Center for Finance and Data Science Partners
Downloads 257 (198,420)
Citation 2

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VIX, VIX Futures, Manipulation, VIX Options

8.

Risk and Return: A New Look

NBER Working Paper No. w0700
Number of pages: 45 Posted: 28 Jun 2004 Last Revised: 02 Dec 2022
Burton G. Malkiel
Princeton University - Bendheim Center for Finance
Downloads 126 (369,963)
Citation 8

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9.

Expectations and the Valuation of Shares

NBER Working Paper No. w0471
Number of pages: 70 Posted: 23 Apr 2004 Last Revised: 17 Apr 2022
John G. Cragg and Burton G. Malkiel
University of British Columbia (UBC) - Department of Economics and Princeton University - Bendheim Center for Finance
Downloads 85 (484,692)

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10.

Investment Strategies to Exploit Economic Growth in China

Journal of Investment Consulting, Vol. 7, No. 3, pp. 32-47, Winter 2005-2006
Number of pages: 16 Posted: 04 Nov 2010
Burton G. Malkiel, Jianping Mei and Rui Yang
Princeton University - Bendheim Center for Finance, Cheung Kong Graduate School of Business and affiliation not provided to SSRN
Downloads 70 (541,853)

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11.

Taxation and Corporation Finance

NBER Working Paper No. w0576
Number of pages: 130 Posted: 24 Jul 2001 Last Revised: 31 Jul 2022
Roger H. Gordon and Burton G. Malkiel
University of California, San Diego (UCSD) - Department of Economics and Princeton University - Bendheim Center for Finance
Downloads 64 (568,046)
Citation 2

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12.

Mutual Fund Returns and Their Characteristics: A Simple Approach to Selecting Better Performing Actively-Managed Funds

Posted: 19 Apr 2019 Last Revised: 14 Feb 2020
Burton G. Malkiel and Atanu Saha
Princeton University - Bendheim Center for Finance and Econ One Research

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Mutual Funds Returns, Fund Characteristics, Fund Selection

13.

Option Writing: Using VIX to Improve Returns

https://jod.pm-research.com/content/26/2/38
Posted: 20 Aug 2018
Burton G. Malkiel, Alex Rinaudo and Atanu Saha
Princeton University - Bendheim Center for Finance, Data Science Partners and Econ One Research

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Option Writing, VIX, volatility, Buy-Write

14.

The Clustering of Extreme Movements: Stock Prices and the Weather

Journal Of Investment Management (JOIM), First Quarter 2009
Posted: 11 Feb 2009 Last Revised: 09 Jul 2010
Atanu Saha, Burton G. Malkiel and Alex Grecu
Compass Lexecon, Princeton University - Bendheim Center for Finance and Clemson University - John E. Walker Department of Economics

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Volatility clustering; duration analysis; portfolio strategy

15.

Hedge Funds: Risk and Return

Financial Analysts Journal, Vol. 61, No. 6, pp. 80-88, November/December 2005
Posted: 30 Dec 2005
Burton G. Malkiel and Atanu Saha
Princeton University - Bendheim Center for Finance and Micronomics Inc.

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Alternative Investments, Hedge Fund Strategies, Portfolio Management, Hedgefund Strategies

16.

Reflections on the Efficient Market Hypothesis: 30 Years Later

Posted: 24 Nov 2004
Burton G. Malkiel
Princeton University - Bendheim Center for Finance

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Index funds, active portfolio management, mutual funds, market efficiency

17.

Models of Stock Market Predictability

Posted: 25 May 2004
Burton G. Malkiel
Princeton University - Bendheim Center for Finance

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Equity valuation and stock market predictability

18.

Returns from Investing in Equity Mutual Funds 1971-1991

Posted: 10 May 2000
Burton G. Malkiel
Princeton University - Bendheim Center for Finance

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19.

The Predictability of Stock Returns: A Cross-Sectional Simulation

Posted: 10 Oct 1998
Zsuzsanna Fluck, Burton G. Malkiel and Richard Quandt
Michigan State University - Department of Finance, Princeton University - Bendheim Center for Finance and Princeton University

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Other Papers (1)

Total Downloads: 92
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1.

Market Efficiency versus Behavioral Finance

Journal of Applied Corporate Finance
Number of pages: 11 Posted: 13 Jun 2019
Bruce Stangle, Burton G. Malkiel and Sendhil Mullainathan
Analysis Group, Inc., Princeton University - Bendheim Center for Finance and University of Chicago
Downloads 92

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