Concepedia

Allan W. Kleidon

AW

17

Publications

2.4K

Citations

14

H-Index

1983

Active since

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

Publications per year

1983–2019

17

Publications

17

Variance Bounds Tests and Stock Price Valuation Models

Allan W. Kleidon · Journal of Political Economy · 1986 · 490 citations

, , +14

Periodic market closure and trading volume

William A. Brock, Allan W. Kleidon · Journal of Economic Dynamics and Control · 1992 · 444 citations

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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

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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

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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

, , +15

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