Concepedia

David J. Fowler

DJ

8

Publications

586

Citations

8

H-Index

1978

Active since

Affiliations

York University(Current)

McGill University

University of Manitoba

David J. Fowler is an author at York University specializing in business, financial economics, and finance.

Top concepts

BusinessFinanceFinancial EconomicsAsset PricingEconomicsMarket MicrostructureManagementEmpirical FinanceHigh-frequency TradingLiquidity

Publications per year

1978–2000

8

Publications

8

Risk measurement when shares are subject to infrequent trading

David J. Fowler, C. Harvey Rorke · Journal of Financial Economics · 1983 · 244 citations

Financial Economics, Financial Risk Management, Risk Management +6

The capital asset pricing model and the liquidity effect: A theoretical approach

Gady Jacoby, David J. Fowler, Aron Gottesman · Journal of Financial Markets · 2000 · 201 citations

Empirical Finance, Liquidity Effect, Financial Economics +7

Heteroscedasticity, R2 and Thin Trading on the Toronto Stock Exchange

David J. Fowler, C. Harvey Rorke, Vijay M. Jog · The Journal of Finance · 1979 · 44 citations

Market Microstructure, Economics, Financial Economics +7

A BIAS‐CORRECTING PROCEDURE FOR BETA ESTIMATION IN THE PRESENCE OF THIN TRADING

David J. Fowler, C. Harvey Rorke, Vijay M. Jog · The Journal of Financial Research · 1989 · 26 citations

Empirical Finance, Economics, Volatility Modeling +15

Heteroscedasticity, R 2 and Thin Trading on the Toronto Stock Exchange

David J. Fowler, C. Harvey Rorke, Vijay M. Jog · The Journal of Finance · 1979 · 23 citations

Market Microstructure, Economics, Financial Economics +9

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