Concepedia
Statistics
Publications
17
Citations
2.4K
H-Index
14
Active since
1983
Affiliations
Stanford University(Current)
The University of Western Australia
Massachusetts Institute of Technology
Allan W. Kleidon is an author at Stanford University specializing in business, finance, and economics.
Top concepts
FinanceBusinessFinancial EconomicsEconomicsMarket MicrostructureAsset PricingAccountingFinancial CrisisEconomic AnalysisEmpirical Finance
Publications per year
1983–2019
Variance Bounds Tests and Stock Price Valuation Models
Allan W. Kleidon · Journal of Political Economy · 1986 · 490 citations
Empirical Finance, Economics, Volatility Modeling +14
Periodic market closure and trading volume
William A. Brock, Allan W. Kleidon · Journal of Economic Dynamics and Control · 1992 · 444 citations
Market Microstructure, Economics, Financial Economics +6
New evidence on the nature of size-related anomalies in stock prices
Philip Brown, Allan W. Kleidon, Terry A. Marsh · Journal of Financial Economics · 1983 · 344 citations · Full text
Market Microstructure, Financial Economics, Stock Prices +7
Stock return seasonalities and the tax-loss selling hypothesis
Philip Brown, Donald B. Keim, Allan W. Kleidon et al. · Journal of Financial Economics · 1983 · 270 citations
Financial Economics, Asset Pricing, Market Trend +4
U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration
Ingrid M. Werner, Allan W. Kleidon · Review of Financial Studies · 1996 · 267 citations
Market Microstructure, Financial Economics, International Finance +15
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