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Marshall E. Blume

University of Pennsylvania

65

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7237

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Validating Return-Generating Models

2017
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The Changing Nature of Institutional Stock Investing

2017
- Marshall E. Blume
- Donald B. Keim
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Citations (33)
The Changing Preferences of Institutional Investors for Common Stocks

2014
- Marshall E. Blume
- Donald B. Keim
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Institutional Investors and Stock Market Liquidity: Trends and Relationships

2012
- Marshall E. Blume
- Donald B. Keim
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Changing Institutional Preferences for Stocks: Direct and Indirect Evidence

2011
- Marshall E. Blume
- Donald B. Keim
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Competition and Fragmentation in the Equity Markets: The Effect of Regulation Nms

2007
- Marshall E. Blume
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Citations (18)
Stale or Sticky Stock Prices? Non-Trading, Predictability, and Mutual Fund Returns

2007
- Marshall E. Blume
- Donald B. Keim
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Citations (5)
SHADOW FINANCIAL REGULATORY COMMITTEE

2006
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Citations (39)
Statement of the Shadow Financial Regulatory Committee on Risks of Bank Concentration in Commercial Real Estate Lending

2006
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S&P 500 Indexers, Tracking Error, and Liquidity

2004 The Journal of Portfolio Management
- Marshall E. Blume
- Roger M. Edelen
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Citations (90)