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Donald Keim
Donald Keim
John B. Neff Professor of Finance, Wharton School, Univ of Pennsylvania
Verified email at wharton.upenn.edu - Homepage
Title
Cited by
Cited by
Year
Size-related anomalies and stock return seasonality: Further empirical evidence
DB Keim
Journal of financial economics 12 (1), 13-32, 1983
33401983
Predicting returns in the stock and bond markets
DB Keim, RF Stambaugh
Journal of financial Economics 17 (2), 357-390, 1986
25111986
A further investigation of the weekend effect in stock returns
DB Keim, RF Stambaugh
The journal of finance 39 (3), 819-835, 1984
13241984
Passive investors, not passive owners
IR Appel, TA Gormley, DB Keim
Journal of Financial Economics 121 (1), 111-141, 2016
10602016
The upstairs market for large-block transactions: Analysis and measurement of price effects
DB Keim, A Madhavan
The Review of Financial Studies 9 (1), 1-36, 1996
9021996
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades
DB Keim, A Madhavan
Journal of Financial Economics 46 (3), 265-292, 1997
896*1997
Earnings yields, market values, and stock returns
J Jaffe, DB Keim, R Westerfield
The Journal of Finance 44 (1), 135-148, 1989
8651989
Anatomy of the trading process empirical evidence on the behavior of institutional traders
DB Keim, A Madhavan
Journal of Financial Economics 37 (3), 371-398, 1995
6781995
Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence
P Brown, DB Keim, AW Kleidon, TA Marsh
Journal of financial economics 12 (1), 105-127, 1983
6221983
What does the stock market tell us about real estate returns?
J Gyourko, DB Keim
Real Estate Economics 20 (3), 457-485, 1992
5931992
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades
DB Keim, A Madhavan
Journal of Financial Economics 46 (3), 265-292, 1997
5721997
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points
DB Keim
Journal of Financial Economics 25 (1), 75-97, 1989
4561989
The cost of institutional equity trades
DB Keim, A Madhavan
Financial Analysts Journal 54 (4), 50-69, 1998
3931998
Dividend yields and stock returns: Implications of abnormal January returns
DB Keim
Journal of Financial Economics 14 (3), 473-489, 1985
3711985
Returns and volatility of low‐grade bonds 1977–1989
ME Blume, DB Keim, SA Patel
The Journal of Finance 46 (1), 49-74, 1991
3161991
On the predictability of common stock returns: World-wide evidence
G Hawawini, DB Keim
Handbooks in operations research and management science 9, 497-544, 1995
2971995
Standing on the shoulders of giants: The effect of passive investors on activism
IR Appel, TA Gormley, DB Keim
The Review of Financial Studies 32 (7), 2720-2774, 2019
2732019
Institutional investors and stock market liquidity: trends and relationships
ME Blume, DB Keim
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2012
1992012
An analysis of mutual fund design: the case of investing in small-cap stocks
DB Keim
Journal of Financial Economics 51 (2), 173-194, 1999
1741999
The cross section of common stock returns: A review of the evidence and some new findings
G Hawawini, DB Keim
INSEAD, 1999
1721999
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