Donald Keim

Q: What Schools Are Affiliated With Donald Keim

Donald Keim is affiliated with the following schools: University of Chicago, University of Pennsylvania

Donald Keim's AcademicInfluence.com Rankings

Donald Keim

Economics

#3414

World Rank

#3871

Historical Rank

economics Degrees

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Economics

Why Is Donald Keim Influential?

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According to Wikipedia, Donald B. Keim is an American economist, the John Neff Professor Emeritus of Finance and former Director of the R.L. White Center for Financial Research at Wharton School, University of Pennsylvania.

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Donald Keim's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY Further Empirical Evidence (1983) (2017)
Predicting returns in the stock and bond markets (1986) (1757)
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996) (645)
Passive Investors, Not Passive Owners (2016) (574)
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997) (562)
A Further Investigation of the Weekend Effect in Stock Returns (1984) (536)
Earnings Yields, Market Values, and Stock Returns (1989) (506)
Empirical evidence on the behavior of institutional traders (1995) (469)
What Does the Stock Market Tell Us About Real Estate Returns (1992) (454)
Stock return seasonalities and the tax-loss selling hypothesis: analysis of the arguments and Australian evidence (1983) (390)
Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points (1989) (325)
Dividend yields and stock returns: Implications of abnormal January returns (1985) (230)
Returns and Volatility of Low-Grade Bonds 1977–1989 (1991) (208)
Chapter 17 On the predictability of common stock returns: World-wide evidence (1999) (172)
Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism (2016) (136)
Institutional Investors and Stock Market Liquidity: Trends and Relationships (2012) (133)
The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings (1997) (108)
General Tests of Latent Variable Models and Mean-Variance Spanning (1993) (105)
An analysis of mutual fund design: the case of investing in small-cap stocks 1 1 I have benefited fr (1998) (77)
The Cost of Institutional Equity Trades: An Overview (1998) (62)
Security market imperfections in worldwide equity markets (2000) (60)
Valuable Information and Costly Liquidity: Evidence from Individual Mutual Fund Trades (2006) (60)
The CAPM and Equity Return Regularities (1986) (57)
The Changing Nature of Institutional Stock Investing (2017) (52)
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (1998) (49)
Lower-Grade Bonds: Their Risks and Returns (1987) (48)
Identification Using Russell 1000/2000 Index Assignments: A Discussion of Methodologies (2016) (48)
The Relation between Stock Market Movements and NYSE Seat Prices (2000) (32)
Daily returns and size-related premiums (1987) (31)
Dividend yields and the January effect (1986) (29)
The Cost of Trend Chasing and The Illusion of Momentum Profits (2003) (29)
A New Look at the Effects of Firm Size and E/P Ratio on Stock Returns (1990) (26)
Packaging Liquidity: Blind Auctions and Transaction Efficiencies (2005) (26)
Direct Evidence of Non-Trading of NYSE and Amex Stocks (1999) (25)
Media-Driven High Frequency Trading: Evidence from News Analytics (2013) (20)
Realized Returns and Defaults on Low-Grade Bonds: The Cohort of 1977 and 1978 (1991) (20)
First to “Read” the News: News Analytics and Algorithmic Trading (2020) (18)
First to 'Read' the News: News Analytics and High Frequency Trading (2015) (16)
Simplifying choices in defined contribution retirement plan design: a case study (2015) (14)
Intraday Spreads, Returns, and Variances: Tests of the Informed Trader Hypothesis (1990) (12)
The Risk and Return of Low-Grade Bonds: An Update (1991) (12)
Packaging Liquidity: Blind Auctions and Transaction Cost Efficiencies (2002) (9)
Changing Institutional Preferences for Stocks: Direct and Indirect Evidence (2011) (9)
Trends in Institutional Stock Ownership and Some Implications (2008) (9)
Stale or Sticky Prices? Non-Trading, Predictability and Mutual Fund Returns (2007) (9)
The Changing Preferences of Institutional Investors for Common Stocks (2014) (8)
The interrelation between dividend yields, equity values and stock returns : implications of abnormal January returns (1983) (7)
First to 'Read' the News: News Analytics and Institutional Trading (2015) (7)
The Risk And Return Characteristics Of Stock Market-Based Real Estate Indexes And Their Relation To Appraisal- Based Returns (1990) (5)
First to "Read" the News: New Analytics and Algorithmic Trading (2018) (4)
The Valuation of Callable Bonds (1988) (4)
Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds (2018) (4)
The Information Contained in Stock Exchange Seat Prices (1998) (2)
Social Capital and Innovation: Evidence from Connected Holdings (2017) (1)
Earnings Yield and Size Effects: Unconditional and Conditional Estimates (1989) (1)
The Myths and Reality of Low-Grade Bonds (1993) (1)
PREDICI’ING RETURNS IN THE STOCK AND BOND MARKETS* (2001) (0)
The CAPM and Equity Return (2016) (0)
Welcome Packaging Liquidity : Blind Auctions and Liquidity Provision (2002) (0)
Passive Investors , Not Passive Owners 1 (2015) (0)
Comments on Condoyanni, O’Hanlon and McLeay “An Investigation of Daily Seasonality in the Greek Equity Market” (1989) (0)

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Other Resources About Donald Keim

en.wikipedia.org

What Schools Are Affiliated With Donald Keim?

Donald Keim is affiliated with the following schools: