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Gordon J. Alexander · Study
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Author
Gordon J. Alexander
30 works
· latest 2010
· 1 institutions
cluster: provisional
ORCID 0000-0003-0335-0551
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30
Citations
4,624
Works here
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Most cited in this library
Research Notes. CORPORATE SOCIAL RESPONSIBILITY AND STOCK MARKET PERFORMANCE.
1978 · 711 citations
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model
2004 · 333 citations
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
2002 · 330 citations
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note
1987 · 325 citations
International Listings and Stock Returns: Some Empirical Evidence
1988 · 323 citations
Works
30 shown
Active portfolio management with benchmarking: A frontier based on alpha
Journal of Banking & Finance
·
2010
·
2 authors
·
Open access
57
citations
The genetics of economic risk preferences
Journal of Behavioral Decision Making
·
2009
·
4 authors
87
citations
The effect of price tests on trader behavior and market quality: An analysis of Reg SHO
Journal of Financial Markets
·
2007
·
2 authors
135
citations
Active portfolio management with benchmarking: Adding a value-at-risk constraint
Journal of Economic Dynamics and Control
·
2007
·
2 authors
·
Open access
81
citations
An analysis of trade-size clustering and its relation to stealth trading☆
Journal of Financial Economics
·
2007
·
2 authors
189
citations
Portfolio selection with a drawdown constraint
Journal of Banking & Finance
·
2006
·
2 authors
·
Open access
65
citations
Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds
Review of Financial Studies
·
2006
·
3 authors
·
Open access
311
citations
Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Journal of Monetary Economics
·
2006
·
2 authors
·
Open access
65
citations
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model
Management Science
·
2004
·
2 authors
·
Open access
333
citations
Portfolio Performance Evaluation Using Value at Risk
The Journal of Portfolio Management
·
2003
·
2 authors
·
Open access
74
citations
Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
Journal of Economic Dynamics and Control
·
2002
·
2 authors
·
Open access
330
citations
The determinants of trading volume of high-yield corporate bonds
Journal of Financial Markets
·
2000
·
3 authors
·
Open access
170
citations
On Back‐Testing “Zero‐Investment” Strategies
The Journal of Business
·
2000
·
1 author
29
citations
What Does Nasdaq's High-Yield Bond Market Reveal about Bondholder-Stockholder Conflicts?
Financial Management
·
2000
·
3 authors
57
citations
Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule
Journal of Financial Intermediation
·
1999
·
2 authors
·
Open access
53
citations
Mutual fund shareholders
Financial Services Review
·
1998
·
3 authors
·
Open access
141
citations
Investor self-selection: evidence from a mutual fund survey
Managerial and Decision Economics
·
1997
·
3 authors
27
citations
Reminiscences of a Stock Operator.
The Journal of Finance
·
1995
·
2 authors
69
citations
Investment Mathematics and Statistics.
The Journal of Finance
·
1994
·
5 authors
23
citations
The MIT Dictionary of Modern Economics.
The Journal of Finance
·
1993
·
2 authors
164
citations
Fundamentals of Investments
University of Maribor digital library (University of Maribor)
·
1989
·
3 authors
·
book
·
Open access
97
citations
International Listings and Stock Returns: Some Empirical Evidence
Journal of Financial and Quantitative Analysis
·
1988
·
3 authors
323
citations
Asset Pricing and Dual Listing on Foreign Capital Markets: A Note
The Journal of Finance
·
1987
·
3 authors
325
citations
Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs
The Journal of Finance
·
1984
·
2 authors
249
citations
Timing Decisions and the Behavior of Mutual Fund Systematic Risk
Journal of Financial and Quantitative Analysis
·
1982
·
2 authors
39
citations
More on Beta as a Random Coefficient
Journal of Financial and Quantitative Analysis
·
1982
·
1 author
57
citations
Applying the Market Model to Long-Term Corporate Bonds
Journal of Financial and Quantitative Analysis
·
1980
·
1 author
46
citations
On the Estimation and Stability of Beta
Journal of Financial and Quantitative Analysis
·
1980
·
2 authors
88
citations
Research Notes. CORPORATE SOCIAL RESPONSIBILITY AND STOCK MARKET PERFORMANCE.
Academy of Management Journal
·
1978
·
2 authors
711
citations
Corporate Social Responsibility and Stock Market Performance
Academy of Management Journal
·
1978
·
2 authors
229
citations