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

SCHOLARLY PAPERS

19

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Top 6,520

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6,163

CITATIONS
Rank 694

SSRN RANKINGS

Top 694

in Total Papers Citations

729

Scholarly Papers (19)

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 1,979 (6,336)
Citation 482

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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: 17 Oct 2010
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 169 (161,945)
Citation 482

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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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2.

Idiosyncratic Risk and Security Returns

AFA 2001 New Orleans Meetings
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 2,022 (6,260)
Citation 120

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

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 790 (27,465)
Citation 2

Abstract:

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

4.
Downloads 656 ( 35,359)
Citation 89

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 656 (34,844)
Citation 89

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Earning growth; Factor model; Idiosyncratic volatility; Institutional ownership

Investigating the Behavior of Idiosyncratic Volatility

Journal of Business, Forthcoming
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.

Has the VIX Been Manipulated?

Number of pages: 24 Posted: 27 Jun 2018
Atanu Saha, Burton G. Malkiel and Alex Rinaudo
Data Science Partners, Princeton University - Bendheim Center for Finance and Data Science Partners
Downloads 160 (174,403)

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VIX, VIX Futures, Manipulation, VIX Options

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 111 (229,295)

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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

7.

Risk and Return: A New Look

NBER Working Paper No. w0700
Number of pages: 45 Posted: 28 Jun 2004 Last Revised: 17 Apr 2008
Burton G. Malkiel
Princeton University - Bendheim Center for Finance
Downloads 73 (296,154)
Citation 8

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8.

Passive Investment Strategies and Efficient Markets

European Financial Management, Vol. 9, pp. 1-10, 2003
Number of pages: 10 Posted: 18 Mar 2003
Burton G. Malkiel
Princeton University - Bendheim Center for Finance
Downloads 67 (310,461)
Citation 19
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Passive Investment Strategies, Efficient Markets

9.

Expectations and Valuation of Shares

NBER Working Paper No. w0471
Number of pages: 70 Posted: 23 Apr 2004
John G. Cragg and Burton G. Malkiel
University of British Columbia (UBC) - Department of Economics and Princeton University - Bendheim Center for Finance
Downloads 57 (336,862)
Citation 2

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10.

Taxation and Corporation Finance

NBER Working Paper No. w0576
Number of pages: 130 Posted: 24 Jul 2001 Last Revised: 31 Jul 2010
Roger H. Gordon and Burton G. Malkiel
University of California, San Diego (UCSD) - Department of Economics and Princeton University - Bendheim Center for Finance
Downloads 40 (391,378)

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11.

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, New York University (NYU) - Department of Finance and affiliation not provided to SSRN
Downloads 24 (460,592)

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12.

New Paradigms in Stock Market Indexing

European Financial Management, Vol. 14, Issue 1, pp. 118-126, January 2008
Number of pages: 9 Posted: 29 Dec 2007
Derek Jun and Burton G. Malkiel
affiliation not provided to SSRN and Princeton University - Bendheim Center for Finance
Downloads 11 (531,031)
Citation 7
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13.

Option Writing: Using VIX to Improve Returns

Number of pages: 29 Posted: 20 Aug 2018
Burton G. Malkiel, Alex Rinaudo and Atanu Saha
Princeton University - Bendheim Center for Finance, Data Science Partners and Data Science Partners
Downloads 4

Abstract:

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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

Abstract:

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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

Financial Review, Vol. 40, No. 1, February 2005
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

Journal of Financial Research, Forthcoming
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

JOURNAL OF FINANCE, Vol 50 No 2, June 1995
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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