Marshall E. Blume | Academic Influence

Marshall E. Blume's AcademicInfluence.com Rankings

Marshall E. Blume

Economics

#2337

World Rank

#2671

Historical Rank

#867

USA Rank

economics Degrees

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Economics

Marshall E. Blume's Degrees

PhD Finance University of Chicago
Masters Economics University of Chicago
Bachelors Economics University of Pennsylvania

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Why Is Marshall E. Blume Influential?

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According to Wikipedia, Marshall Edward Blume was an American economist. Blume studied mathematics at Trinity College and pursued postgraduate study in finance at the University of Chicago, where he completed a master's degree and doctorate. Blume was chief editor of the Journal of Finance from 1977 to 1980, and also served as editor of the Journal of Financial Economics, The Journal of Portfolio Management, and The Journal of Fixed Income. He co-founded Prudent Management Associates in 1982. Blume taught at the Wharton School of the University of Pennsylvania for 44 years. While on the faculty, he created Wharton's Online Trading and Investment Simulator and the Wharton Securities Exchange. He was appointed Howard Butcher Professor of Finance, and granted emeritus status upon retirement in 2010. In 2011, the Rodney L. White Center for Financial Research, where Blume had served as director since 1986, began awarding the Marshall Blume Prizes in Financial Research in his honor. Blume died in Easton, Maryland, on 27 January 2019.

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Marshall E. Blume'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

The Demand for Risky Assets (1975) (1203)
Filter Rules and Stock-Market Trading (1966) (884)
BIASES IN COMPUTED RETURNS An Application to the Size Effect (1983) (820)
The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? (1998) (743)
BETAS AND THEIR REGRESSION TENDENCIES (1975) (546)
A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL (1973) (534)
The Asset Structure of Individual Portfolios and Some Implications for Utility Functions (1975) (495)
ON THE ASSESSMENT OF RISK (1971) (474)
Measurement of Portfolio Performance Under Uncertainty (1970) (395)
Portfolio Theory: A Step Toward Its Practical Application (1970) (244)
Stock Returns and Dividend Yields: Some More Evidence (1980) (243)
Quotes, Order Flow, and Price Discovery (1997) (210)
Returns and Volatility of Low-Grade Bonds 1977–1989 (1991) (208)
Order Imbalances and Stock Price Movements on October 19 and 20, 1987 (1989) (190)
Institutional Investors and Stock Market Liquidity: Trends and Relationships (2012) (133)
The changing role of the individual investor (1979) (131)
Mutual funds and other institutional investors;: A new perspective (1970) (127)
Price, Beta, and Exchange Listing (1973) (112)
On the Optimality of Portfolio Insurance (1985) (101)
Unbiased Estimators of Long-Run Expected Rates of Return (1974) (101)
S&P 500 Indexers, Tracking Error, and Liquidity (2004) (79)
Soft Dollars and the Brokerage Industry (1993) (74)
Risk, Investment Strategy and the Long-Run Rates of Return (1974) (67)
An Anatomy of Morningstar Ratings (1998) (65)
Displayed and Effective Spreads By Market (1992) (61)
Betas and their Regression Tendencies: Some Further Evidence (1979) (56)
The Changing Nature of Institutional Stock Investing (2017) (52)
Lower-Grade Bonds: Their Risks and Returns (1987) (48)
SHADOW FINANCIAL REGULATORY COMMITTEE (2006) (43)
On Replicating the S&P 500 Index (2002) (32)
Differences in Execution Prices Among the NYSE, the Regionals, and the NASD (1991) (30)
THE RELATIVE EFFICIENCY OF VARIOUS PORTFOLIOS: SOME FURTHER EVIDENCE (1980) (26)
Revolution on Wall Street: The Rise and Decline of the New York Stock Exchange (1993) (24)
The Structure of the Us Equity Markets (2000) (21)
Realized Returns and Defaults on Low-Grade Bonds: The Cohort of 1977 and 1978 (1991) (20)
Competition and Fragmentation in the Equity Markets: The Effect of Regulation Nms (2007) (18)
COMPETITIVE COMMISSIONS ON THE NEW YORK STOCK EXCHANGE (1973) (15)
S&P 500 Indexers, Delegation Costs, and Liquidity Mechanisms (2003) (14)
Two Tiers - But How Many Decisions? (1976) (13)
The Theory of Security Pricing and Market Structure (1991) (13)
Endowment spending in volatile markets: what should fiduciaries do? (2010) (12)
The Risk and Return of Low-Grade Bonds: An Update (1991) (12)
The use of “alphas” to improve performance* (1984) (11)
The Structure of the U.S. Equity Markets (2002) (10)
Changing Institutional Preferences for Stocks: Direct and Indirect Evidence (2011) (9)
Stale or Sticky Prices? Non-Trading, Predictability and Mutual Fund Returns (2007) (9)
Trends in Institutional Stock Ownership and Some Implications (2008) (9)
The Changing Preferences of Institutional Investors for Common Stocks (2014) (8)
The structure and reform of the U.S. tax system (1985) (4)
The Valuation of Callable Bonds (1988) (4)
The Complete Guide to Investment Opportunities (1984) (3)
BIASES IN C O M P U T E D RETURNS An Application to the Size Effect * (1983) (3)
Economic activity and finance (1982) (3)
The Controversy Over Executive Compensation (2004) (2)
On the Integration of the Us Equity Markets (1999) (2)
Risk and Returns of low-Grade Bonds: An Update (1991) (2)
The Rodney L. White Center for Financial Research Competition and Fragmentation in the Equity Markets: The Effects of Regulation NMS (2007) (2)
5. STIMULATION OF CAPITAL FORMATION: ENDS AND MEANS (1981) (2)
The Myths and Reality of Low-Grade Bonds (1993) (1)
Validating Return-Generating Models (2017) (1)
The pricing of capital assets in a multiperiod world (1983) (1)
Report of the Managing Editor of the Journal of Finance for 1979 (1980) (0)
SESSION TOPIC: THE ALLOCATION OF WEALTH TO RISKY ASSETS (1975) (0)
Some Contributions of the Institutional Investor Study: Discussion (1972) (0)
Discussion (2002) (0)
Statement of the Shadow Financial Regulatory Committee on Risks of Bank Concentration in Commercial Real Estate Lending (2006) (0)
Financial effects of capital tax reforms (1978) (0)
Report of the Managing Editor of the Journal of Finance for 1978 (1979) (0)
Report of the Managing Editor of the Journal of Finance For 1977 (1978) (0)

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