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Stale or sticky stock prices? : non-trading, predictability, and mutual fund returns
Blume, Marshall E. (contributor);  … - 2007 - Rev.
The observed predictability in indexes and domestic mutual funds has been attributed to stale prices. Market timing of mutual funds exploits this predictability. We show that there are few stale prices for stocks in the top few deciles of market value and that mutual funds concentrate their...
Persistent link: https://www.econbiz.de/10003726971
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The changing preferences of institutional investors for common stocks
Blume, Marshall E.; Keim, Donald B. - 2014 - This draft: March 11, 2014
Persistent link: https://www.econbiz.de/10010353313
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Biases in computed returns : an application to the size effect
Blume, Marshall E.; Stambaugh, Robert F. - In: Journal of financial economics 12 (1983) 3, pp. 387-404
Persistent link: https://www.econbiz.de/10001936709
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Session topic : empirical studies ; session chairperson: Marshall E. Blume
Blume, Marshall E.; Kraft, John; Kraft, Arthur - In: The journal of finance : the journal of the American … 32 (1977) 2, pp. 417-448
Persistent link: https://www.econbiz.de/10001937051
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Quotes, order flow, and price discovery
Blume, Marshall E. - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 221-244
Persistent link: https://www.econbiz.de/10001217799
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The theory of security pricing and market structure
Blume, Marshall E. - In: Financial markets, institutions & instruments 1 (1992) 3, pp. 1-57
Persistent link: https://www.econbiz.de/10001148439
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Quotes, order flow, and price discovery
Blume, Marshall E.; Goldstein, Michael A. - 1996 - Rev
Persistent link: https://www.econbiz.de/10000933819
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Differences in execution prices among the NYSE, the regionals and the NASD
Blume, Marshall E.; Goldstein, Michael A. - 1992
Persistent link: https://www.econbiz.de/10001396205
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Quotes, order flow, and price discovery
Blume, Marshall E.; Goldstein, Michael A. - 1995
Persistent link: https://www.econbiz.de/10000917606
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Order imbalances and stock price movements on October 19 and 20, 1987
Blume, Marshall E. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 827-848
Persistent link: https://www.econbiz.de/10001072862