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Donald B. Keim

Global rank #2808 96%

Institution: University of Pennsylvania

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1983

Most Recent: 2005

RePEc ID: pke165 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 15.92 1.01 0.00 32.84

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 17.00

Publications (14)

Year Article Journal Tier Authors
2005 Packaging Liquidity: Blind Auctions and Transaction Efficiencies Journal of Financial and Quantitative Analysis B 2
2000 The Relation between Stock Market Movements and NYSE Seat Prices Journal of Finance A 2
1999 An analysis of mutual fund design: the case of investing in small-cap stocks Journal of Financial Economics A 1
1997 Transactions costs and investment style: an inter-exchange analysis of institutional equity trades Journal of Financial Economics A 2
1996 The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. The Review of Financial Studies A 2
1995 Anatomy of the trading process Empirical evidence on the behavior of institutional traders Journal of Financial Economics A 2
1993 General Tests of Latent Variable Models and Mean-Variance Spanning. Journal of Finance A 3
1991 Returns and Volatility of Low-Grade Bonds: 1977-1989. Journal of Finance A 3
1989 Trading patterns, bid-ask spreads, and estimated security returns : The case of common stocks at calendar turning points Journal of Financial Economics A 1
1986 Predicting returns in the stock and bond markets Journal of Financial Economics A 2
1985 Dividend yields and stock returns: Implications of abnormal January returns Journal of Financial Economics A 1
1984 A Further Investigation of the Weekend Effect in Stock Returns. Journal of Finance A 2
1983 Size-related anomalies and stock return seasonality : Further empirical evidence Journal of Financial Economics A 1
1983 Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence Journal of Financial Economics A 4