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Marshall E. Blume · Study
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Author
Marshall E. Blume
33 works
· latest 2017
· 2 institutions
cluster: provisional
Works
33 shown
The Changing Nature of Institutional Stock Investing
Critical Finance Review
·
2017
·
2 authors
58
citations
Institutional Investors and Stock Market Liquidity: Trends and Relationships
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
118
citations
Displayed and Effective Spreads By Market
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
47
citations
SHADOW FINANCIAL REGULATORY COMMITTEE
·
2006
·
10 authors
52
citations
S&P 500 Indexers, Tracking Error, and Liquidity
The Journal of Portfolio Management
·
2004
·
2 authors
86
citations
The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?
The Journal of Finance
·
1998
·
3 authors
741
citations
An Anatomy of Morningstar Ratings
Financial Analysts Journal
·
1998
·
1 author
63
citations
Quotes, Order Flow, and Price Discovery
The Journal of Finance
·
1997
·
2 authors
201
citations
Soft Dollars and the Brokerage Industry
Financial Analysts Journal
·
1993
·
1 author
92
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
The Theory of Security Pricing and Market Structure
RePEc: Research Papers in Economics
·
1991
·
2 authors
·
preprint
43
citations
Order Imbalances and Stock Price Movements on October 19 and 20, 1987
The Journal of Finance
·
1989
·
3 authors
177
citations
Lower-Grade Bonds: Their Risks and Returns
Financial Analysts Journal
·
1987
·
2 authors
49
citations
On the Optimality of Portfolio Insurance
The Journal of Finance
·
1985
·
2 authors
94
citations
Biases in computed returns
Journal of Financial Economics
·
1983
·
2 authors
771
citations
Stock Returns and Dividend Yields: Some More Evidence
The Review of Economics and Statistics
·
1980
·
1 author
215
citations
The Changing Role of the Individual Investor
Southern Economic Journal
·
1979
·
2 authors
106
citations
Betas and their Regression Tendencies: Some Further Evidence
The Journal of Finance
·
1979
·
1 author
49
citations
Two Tiers - But How Many Decisions?
The Journal of Portfolio Management
·
1976
·
1 author
47
citations
BETAS AND THEIR REGRESSION TENDENCIES
The Journal of Finance
·
1975
·
1 author
548
citations
The Asset Structure of Individual Portfolios and Some Implications for Utility Functions
The Journal of Finance
·
1975
·
2 authors
420
citations
THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS
The Journal of Finance
·
1975
·
3 authors
378
citations
Unbiased Estimators of Long-Run Expected Rates of Return
Journal of the American Statistical Association
·
1974
·
1 author
102
citations
Risk, Investment Strategy and the Long-Run Rates of Return
The Review of Economics and Statistics
·
1974
·
2 authors
64
citations
PRICE, BETA, AND EXCHANGE LISTING
The Journal of Finance
·
1973
·
2 authors
123
citations
A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL
The Journal of Finance
·
1973
·
2 authors
563
citations
Mutual Funds and Other Institutional Investors: A New Perspective.
The Journal of Finance
·
1971
·
3 authors
82
citations
ON THE ASSESSMENT OF RISK
The Journal of Finance
·
1971
·
1 author
721
citations
Measurement of Portfolio Performance Under Uncertainty
American Economic Review
·
1970
·
2 authors
390
citations
Portfolio Theory: A Step Toward Its Practical Application
The Journal of Business
·
1970
·
1 author
212
citations
Filter Rules and Stock-Market Trading
The Journal of Business
·
1966
·
2 authors
·
other
832
citations