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Nicholas M. Kiefer · Study
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Author
Nicholas M. Kiefer
12 works
· latest 2008
· 3 institutions
cluster: provisional
ORCID 0009-0008-1454-4144
Works
12 shown
Default estimation for low-default portfolios
Journal of Empirical Finance
·
2008
·
1 author
·
Open access
63
citations
One Day in the Life of a Very Common Stock
Review of Financial Studies
·
1997
·
3 authors
634
citations
The information content of the trading process
Journal of Empirical Finance
·
1997
·
3 authors
·
Open access
364
citations
Liquidity, Information, and Infrequently Traded Stocks
The Journal of Finance
·
1996
·
4 authors
1,591
citations
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow
The Journal of Finance
·
1996
·
3 authors
537
citations
Empirical Labor Economics: The Search Approach.
Contemporary Sociology A Journal of Reviews
·
1992
·
3 authors
384
citations
Empirical Labor Economics
·
1991
·
2 authors
·
book
255
citations
Controlling a Stochastic Process with Unknown Parameters
Econometrica
·
1988
·
2 authors
267
citations
Earnings, Unemployment, and the Allocation of Time Over Time
The Review of Economic Studies
·
1984
·
4 authors
123
citations
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
Journal of Econometrics
·
1980
·
1 author
134
citations
An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis
Journal of Political Economy
·
1979
·
2 authors
272
citations
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
Econometrica
·
1978
·
1 author
257
citations