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1

Anatomy of the trading process empirical evidence on the behavior of institutional traders

Donald B. Keim, Ananth Madhavan

Journal:

Journal of Financial Economics

Year:

1995

Language:

english

File:

PDF, 1.71 MB

english, 1995

2

Earnings Yields, Market Values, and Stock Returns

Jeffrey Jaffe, Donald B. Keim and Randolph Westerfield

Journal:

The Journal of Finance

Year:

1989

Language:

english

File:

PDF, 376 KB

english, 1989

3

Size-related anomalies and stock return seasonality: Further empirical evidence

Journal:

Journal of Financial Economics

Year:

1983

Language:

english

File:

PDF, 1.26 MB

english, 1983

4

Predicting returns in the stock and bond markets

Donald B. Keim, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Year:

1986

Language:

english

File:

PDF, 2.24 MB

english, 1986

5

Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence

Philip Brown, Donald B. Keim, Allan W. Kleidon, Terry A. Marsh

Journal:

Journal of Financial Economics

Year:

1983

Language:

english

File:

PDF, 1.40 MB

english, 1983

6

Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points

Journal:

Journal of Financial Economics

Year:

1989

Language:

english

File:

PDF, 1.46 MB

english, 1989

7

An analysis of mutual fund design: the case of investing in small-cap stocks

Journal:

Journal of Financial Economics

Year:

1999

Language:

english

File:

PDF, 163 KB

english, 1999

8

First to “Read” the News: News Analytics and Algorithmic Trading

von Beschwitz, Bastian, Keim, Donald B, Massa, Massimo

Journal:

Review of Asset Pricing Studies

Year:

2019

Language:

english

File:

PDF, 601 KB

english, 2019

9

A New Look at the Effects of Firm Size and E/P Ratio on Stock Returns

Journal:

Financial Analysts Journal

Year:

1990

Language:

english

File:

PDF, 1.58 MB

english, 1990

10

Passive Investors, Not Passive Owners

Appel, Ian R., Gormley, Todd A., Keim, Donald B.

Journal:

Journal of Financial Economics

Year:

2016

Language:

english

File:

PDF, 2.03 MB

english, 2016

11

A Further Investigation of the Weekend Effect in Stock Returns

Keim, Donald B., Stambaugh, Robert F.

Journal:

The Journal of Finance

Year:

1984

Language:

english

File:

PDF, 412 KB

english, 1984

12

The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects

Donald B. Keim and Ananth Madhavan

Journal:

Review of Financial Studies

Year:

1996

Language:

english

File:

PDF, 933 KB

english, 1996

13

Transactions costs and investment style: an inter-exchange analysis of institutional equity trades

Donald B. Keim, Ananth Madhavan

Journal:

Journal of Financial Economics

Year:

1997

Language:

english

File:

PDF, 1.48 MB

english, 1997

14

Simplifying choices in defined contribution retirement plan design: a case study

KEIM, DONALD B., MITCHELL, OLIVIA S.

Journal:

Journal of Pension Economics and Finance

Year:

2017

Language:

english

File:

PDF, 224 KB

english, 2017

15

The CAPM and Equity Return Regularities

Journal:

Financial Analysts Journal

Year:

1986

Language:

english

File:

PDF, 2.47 MB

english, 1986

16

Dividend yields and the January effect

Journal:

The Journal of Portfolio Management

Year:

1986

Language:

english

File:

PDF, 600 KB

english, 1986

17

What Does the Stock Market Tell Us About Real Estate Returns?

Joseph Gyourko, Donald B. Keim

Journal:

Real Estate Economics

Year:

1992

File:

PDF, 1.97 MB

1992

18

Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism

Appel, Ian R, Gormley, Todd A, Keim, Donald B

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 680 KB

english, 2018

19

Daily returns and size-related premiums

Journal:

The Journal of Portfolio Management

Year:

1987

Language:

english

File:

PDF, 647 KB

english, 1987

20

Returns and Volatility of Low-Grade Bonds 1977-1989

Marshall E. Blume, Donald B. Keim and Sandeep A. Patel

Journal:

The Journal of Finance

Year:

1991

Language:

english

File:

PDF, 711 KB

english, 1991

21

Packaging Liquidity: Blind Auctions and Transaction Efficiencies

Kenneth A. Kavajecz and Donald B. Keim

Journal:

Journal of Financial and Quantitative Analysis

Year:

2005

Language:

english

File:

PDF, 3.18 MB

english, 2005

22

General Tests of Latent Variable Models and Mean-Variance Spanning

Wayne E. Ferson, Stephen R. Foerster and Donald B. Keim

Journal:

The Journal of Finance

Year:

1993

Language:

english

File:

PDF, 3.17 MB

english, 1993

23

Packaging Liquidity: Blind Auctions and Transaction Efficiencies

Kavajecz, Kenneth A., Keim, Donald B.

Journal:

Journal of Financial and Quantitative Analysis

Year:

2005

Language:

english

File:

PDF, 256 KB

english, 2005

24

Institutional Investors and Stock Market Liquidity: Trends and Relationships

Blume, Marshall E., Keim, Donald B.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 375 KB

english, 2012

25

A New Look at the Effects of Firm Size and E/P Ratio on Stock Returns

Keim, Donald B.

Journal:

Financial Analysts Journal

Year:

1990

File:

PDF, 1.67 MB

1990

26

The Cost of Institutional Equity Trades

Donald B. Keim and Ananth Madhavan

Journal:

Financial Analysts Journal

Year:

1998

Language:

english

File:

PDF, 4.22 MB

english, 1998

27

The Relation between Stock Market Movements and NYSE Seat Prices

Donald B. Keim and Ananth Madhavan

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 507 KB

english, 2000

28

Reactivities of Nonconjugated Dienes Used in Preparation of Terpolymers in Homogeneous Systems

Christman, Donald L., Keim, Gerald I.

Journal:

Year:

1968

Language:

english

File:

PDF, 614 KB

english, 1968

29

Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism

Appel, Ian, Gormley, Todd A., Keim, Donald B.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 2.47 MB

english, 2018

30

The Relation between Stock Market Movements and NYSE Seat Prices

Donald B. Keim, Ananth Madhavan

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 253 KB

english, 2000

31

Risk and Return in Real Estate: Evidence from a Real Estate Stock Index

Joseph Gyourko and Donald B. Keim

Journal:

Financial Analysts Journal

Year:

1993

Language:

english

File:

PDF, 1.40 MB

english, 1993

32

Dividend yields and stock returns: Implications of abnormal January returns

Journal:

Journal of Financial Economics

Year:

1985

Language:

english

File:

PDF, 1.04 MB

english, 1985

33

The Risk and Return of Low-Grade Bonds: An Update

Marshall E. Blume and Donald B. Keim

Journal:

Financial Analysts Journal

Year:

1991

Language:

english

File:

PDF, 892 KB

english, 1991

34

Realized Returns and Defaults on Low-Grade Bonds: The Cohort of 1977 and 1978

Marshall E. Blume and Donald B. Keim

Journal:

Financial Analysts Journal

Year:

1991

Language:

english

File:

PDF, 1.55 MB

english, 1991

35

Beliefs and practices of emergency medicine faculty and residents regarding professional interactions with the biomedical industry

Samuel M Keim, Arthur B Sanders, Donald B Witzke, Pamela Dyne, John W Fulginiti

Journal:

Annals of Emergency Medicine

Year:

1993

Language:

english

File:

PDF, 662 KB

english, 1993

36

Letters to the Editor

T. A. Larson, Robert A. Murray, Dennis J. Lutz, Paul T. DeVore, Mrs. Tom O'Bryan, Elmer A. Starch, Ralph E. Ward, Elizabeth C. Schnebly, Newell Gough, Jr., Custer Keim, Henry A. Hill, Donald M. Kalsta

Journal:

Montana: The Magazine of Western History

Year:

1976

Language:

english

File:

PDF, 292 KB

english, 1976

37

Is a Prehospital Treat and Release Protocol for Opioid Overdose Safe?

Kolinsky, Daniel, Keim, Samuel M., Cohn, Brian G., Schwarz, Evan S., Yealy, Donald M.

Journal:

The Journal of Emergency Medicine

Year:

2016

Language:

english

File:

PDF, 271 KB

english, 2016

38

Detection and Kinetic Behavior of Preproinsulin in Pancreatic Islets

Christoph Patzelt, Allen D. Labrecque, John R. Duguid, Raymond J. Carroll, Pamela S. Keim, Robert L. Heinrikson and Donald F. Steiner

Journal:

Proceedings of the National Academy of Sciences

Year:

1978

Language:

english

File:

PDF, 1.30 MB

english, 1978

39

Monomer-Polymer Interactions. Tracer Studies Involving Homogeneous Ziegler Catalysis

Keim, Gerald I, Christman, Donald L., Kangas, Leo R., Keahey, Shirley K

Journal:

Year:

1972

Language:

english

File:

PDF, 676 KB

english, 1972

40

Assessing characteristic scales using wavelets

Keim, Michael J., Percival, Donald B.

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

2015

Language:

english

File:

PDF, 1.00 MB

english, 2015

41

The rate of chromium transit through the gastrointestinal tract

Oberleas, Donald, Li, Yi-Ching, Stoecker, Barbara J., Henley, Sherry A., Keim, Kathy S., Smith, James C.

Journal:

Nutrition Research

Year:

1990

Language:

english

File:

PDF, 279 KB

english, 1990

42

Is Emergency Department Cardioversion of Recent-onset Atrial Fibrillation Safe and Effective?

Cohn, Brian G., Keim, Samuel M., Yealy, Donald M.

Journal:

The Journal of Emergency Medicine

Year:

2013

Language:

english

File:

PDF, 746 KB

english, 2013

43

The Changing Preferences of Institutional Investors for Common Stocks

Blume, Marshall E., Keim, Donald B.

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 428 KB

english, 2014

44

Validation of a new method for sampling human plasma in vivo

James A. Hill, Stephen G. Keim, Donald Dugger, John Shryock, Luiz Belardinelli

Journal:

Journal of the American College of Cardiology

Year:

1990

Language:

english

File:

PDF, 311 KB

english, 1990

45

The Cost of Institutional Equity Trades

Keim, Donald B., Madhavan, Ananth

Journal:

Financial Analysts Journal

Year:

1998

Language:

english

File:

PDF, 344 KB

english, 1998

46

Removal of Foreign Bodies (Two Teeth) by Fiberoptic. Bronchoscopy

Fieselmann, John F., Zavala, Donald C., Keim, Lon W.

Journal:

Year:

1977

Language:

english

File:

PDF, 2.17 MB

english, 1977

47

The Nitinol SMART Stent vs Wallstent for Suboptimal Iliac Artery Angioplasty: CRISP-US Trial Results

Ponec, Donald, Jaff, Michael R., Swischuk, James, Feiring, Andy, Laird, John, Mehra, Munish, Popma, Jeffrey J., Donohoe, Dennis, Firth, Brian, Keim, Emily, Snead, David

Journal:

Journal of Vascular and Interventional Radiology

Year:

2004

Language:

english

File:

PDF, 93 KB

english, 2004

48

Risk and Return in Real Estate: Evidence from a Real Estate Stock Index

Gyourko, Joseph, Keim, Donald B.

Journal:

Financial Analysts Journal

Year:

1993

File:

PDF, 1.49 MB

1993

49

The Changing Nature of Institutional Stock Investing

Blume, Marshall E., Keim, Donald B.

Journal:

Critical Finance Review

Year:

2017

Language:

english

File:

PDF, 740 KB

english, 2017

50

Passive Investors, Not Passive Owners

Appel, Ian, Gormley, Todd A., Keim, Donald B.

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.80 MB

english, 2014

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