| Size-related anomalies and stock return seasonality: Further empirical evidence DB Keim Journal of financial economics 12 (1), 13-32, 1983 | 3399 | 1983 |
| Predicting returns in the stock and bond markets DB Keim, RF Stambaugh Journal of financial Economics 17 (2), 357-390, 1986 | 2546 | 1986 |
| A further investigation of the weekend effect in stock returns DB Keim, RF Stambaugh The journal of finance 39 (3), 819-835, 1984 | 1346 | 1984 |
| Passive investors, not passive owners IR Appel, TA Gormley, DB Keim Journal of Financial Economics 121 (1), 111-141, 2016 | 1156 | 2016 |
| The upstairs market for large-block transactions: Analysis and measurement of price effects DB Keim, A Madhavan The Review of Financial Studies 9 (1), 1-36, 1996 | 918 | 1996 |
| Transactions costs and investment style: an inter-exchange analysis of institutional equity trades DB Keim, A Madhavan Journal of Financial Economics 46 (3), 265-292, 1997 | 914* | 1997 |
| Earnings yields, market values, and stock returns J Jaffe, DB Keim, R Westerfield The Journal of Finance 44 (1), 135-148, 1989 | 893 | 1989 |
| Transactions costs and investment style: an inter-exchange analysis of institutional equity trades DB Keim, A Madhavan Journal of Financial Economics 46 (3), 265-292, 1997 | 823 | 1997 |
| Anatomy of the trading process empirical evidence on the behavior of institutional traders DB Keim, A Madhavan Journal of Financial Economics 37 (3), 371-398, 1995 | 696 | 1995 |
| Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence P Brown, DB Keim, AW Kleidon, TA Marsh Journal of financial economics 12 (1), 105-127, 1983 | 626 | 1983 |
| What does the stock market tell us about real estate returns? J Gyourko, DB Keim Real Estate Economics 20 (3), 457-485, 1992 | 598 | 1992 |
| Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points DB Keim Journal of Financial Economics 25 (1), 75-97, 1989 | 464 | 1989 |
| The cost of institutional equity trades DB Keim, A Madhavan Financial Analysts Journal 54 (4), 50-69, 1998 | 400 | 1998 |
| Dividend yields and stock returns: Implications of abnormal January returns DB Keim Journal of Financial Economics 14 (3), 473-489, 1985 | 376 | 1985 |
| Returns and volatility of low‐grade bonds 1977–1989 ME Blume, DB Keim, SA Patel The Journal of Finance 46 (1), 49-74, 1991 | 323 | 1991 |
| Standing on the shoulders of giants: The effect of passive investors on activism IR Appel, TA Gormley, DB Keim The Review of Financial Studies 32 (7), 2720-2774, 2019 | 300 | 2019 |
| On the predictability of common stock returns: World-wide evidence G Hawawini, DB Keim Handbooks in operations research and management science 9, 497-544, 1995 | 299 | 1995 |
| Institutional investors and stock market liquidity: trends and relationships ME Blume, DB Keim Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2012 | 209 | 2012 |
| The cross section of common stock returns: A review of the evidence and some new findings G Hawawini, DB Keim INSEAD, 1999 | 176 | 1999 |
| An analysis of mutual fund design: the case of investing in small-cap stocks DB Keim Journal of Financial Economics 51 (2), 173-194, 1999 | 174 | 1999 |
Robert F StambaughMiller Anderson & Sherrerd Professor of Finance, The Wharton School, University of PennsylvaniaVerified email at wharton.upenn.edu
