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Donald B. Keim · Study
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Author
Donald B. Keim
38 works
· latest 2019
· 4 institutions
cluster: provisional
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36
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38
Citations
11,044
Works here
38
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Most cited in this library
Size-related anomalies and stock return seasonality
1983 · 1,800 citations
Predicting returns in the stock and bond markets
1986 · 1,715 citations
Passive investors, not passive owners
2016 · 975 citations
A Further Investigation of the Weekend Effect in Stock Returns
1984 · 896 citations
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
1996 · 601 citations
Works
38 shown
First to “Read” the News: News Analytics and Algorithmic Trading
The Review of Asset Pricing Studies
·
2019
·
3 authors
55
citations
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism
Review of Financial Studies
·
2018
·
3 authors
189
citations
Identification Using Russell 1000/2000 Index Assignments: A Discussion of Methodologies
Critical Finance Review
·
2018
·
3 authors
·
Open access
83
citations
The Changing Nature of Institutional Stock Investing
Critical Finance Review
·
2017
·
2 authors
58
citations
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism
National Bureau of Economic Research
·
2016
·
3 authors
·
report
·
Open access
52
citations
Passive investors, not passive owners
Journal of Financial Economics
·
2016
·
3 authors
·
Open access
975
citations
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
76
citations
Institutional Investors and Stock Market Liquidity: Trends and Relationships
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
118
citations
Valuable Information and Costly Liquidity: Evidence from Individual Mutual Fund Trades
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
53
citations
Packaging Liquidity: Blind Auctions and Transaction Efficiencies
Journal of Financial and Quantitative Analysis
·
2005
·
2 authors
·
Open access
53
citations
Security market imperfections in worldwide equity markets
·
2000
·
2 authors
40
citations
On the Predictability of Common Stock Returns: World-Wide Evidence
SSRN Electronic Journal
·
1999
·
2 authors
·
preprint
·
Open access
131
citations
An analysis of mutual fund design: the case of investing in small-cap stocks
Journal of Financial Economics
·
1999
·
1 author
·
Open access
126
citations
The Cost of Institutional Equity Trades
Financial Analysts Journal
·
1998
·
2 authors
260
citations
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades
SSRN Electronic Journal
·
1998
·
2 authors
·
preprint
·
Open access
32
citations
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades
Journal of Financial Economics
·
1997
·
2 authors
·
Open access
596
citations
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings
RePEc: Research Papers in Economics
·
1997
·
3 authors
·
preprint
·
Open access
68
citations
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
Review of Financial Studies
·
1996
·
2 authors
601
citations
Anatomy of the trading process empirical evidence on the behavior of institutional traders
Journal of Financial Economics
·
1995
·
2 authors
·
Open access
435
citations
Chapter 17 On the predictability of common stock returns: World-wide evidence
Handbooks in operations research and management science
·
1995
·
2 authors
·
chapter
·
Open access
56
citations
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders
ScholarlyCommons (University of Pennsylvania)
·
1994
·
2 authors
·
Open access
40
citations
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
SSRN Electronic Journal
·
1994
·
2 authors
·
preprint
·
Open access
39
citations
Risk and Return in Real Estate: Evidence from a Real Estate Stock Index
Financial Analysts Journal
·
1993
·
2 authors
36
citations
General Tests of Latent Variable Models and Mean-Variance Spanning
The Journal of Finance
·
1993
·
3 authors
100
citations
What Does the Stock Market Tell Us About Real Estate Returns?
Real Estate Economics
·
1992
·
2 authors
438
citations
Returns and Volatility of Low‐Grade Bonds 1977–1989
The Journal of Finance
·
1991
·
3 authors
186
citations
Returns and Volatility of Low-Grade Bonds 1977-1989
The Journal of Finance
·
1991
·
3 authors
40
citations
Realized Returns and Defaults on Low-Grade Bonds: The Cohort of 1977 and 1978
Financial Analysts Journal
·
1991
·
2 authors
38
citations
Trading patterns, bid-ask spreads, and estimated security returns
Journal of Financial Economics
·
1989
·
1 author
288
citations
Earnings Yields, Market Values, and Stock Returns
The Journal of Finance
·
1989
·
3 authors
497
citations
Lower-Grade Bonds: Their Risks and Returns
Financial Analysts Journal
·
1987
·
2 authors
49
citations
Predicting returns in the stock and bond markets
Journal of Financial Economics
·
1986
·
2 authors
·
Open access
1,715
citations
The CAPM and Equity Return Regularities
Financial Analysts Journal
·
1986
·
1 author
52
citations
Dividend yields and stock returns: Implications of abnormal January returns
Journal of Financial Economics
·
1985
·
1 author
195
citations
A Further Investigation of the Weekend Effect in Stock Returns
The Journal of Finance
·
1984
·
2 authors
896
citations
Size-related anomalies and stock return seasonality
Journal of Financial Economics
·
1983
·
1 author
1,800
citations
Stock return seasonalities and the tax-loss selling hypothesis
Journal of Financial Economics
·
1983
·
4 authors
259
citations
Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence
ScholarlyCommons (University of Pennsylvania)
·
1983
·
4 authors
·
Open access
319
citations