Details about James Ohlson

Access statistics for papers by James Ohlson.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: poh46

Working Papers

1997

1. On the Theory of Forecast-Horizon in Equity Valuation
   Working Papers, Columbia - Graduate School of Business View citations (3)
2. Revisiting the Basics of Return and Risk in Equilibrium
   Working Papers, Columbia - Graduate School of Business

1982

3. Ex Post Stockholder Unanimity: A Complete and Simplified Treatment
   Research Program in Finance Working Papers, University of California at Berkeley
   See also Journal Article Ex post stockholder unanimity: A Complete and Simplified Treatment, Journal of Banking & Finance, Elsevier (1985) View citations (1) (1985)

1981

4. Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange
   Research Program in Finance Working Papers, University of California at Berkeley View citations (3)
   See also Journal Article Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange, Journal of Finance, American Finance Association (1982) View citations (53) (1982)

1980

5. Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs
   Research Program in Finance Working Papers, University of California at Berkeley View citations (1)
   See also Journal Article Valuation of risky assets in arbitrage-free economies with transactions costs, Journal of Financial Economics, Elsevier (1981) View citations (19) (1981)

1979

6. A Dynamic Equilibrium for the Ross Arbitrage Model
   Research Program in Finance Working Papers, University of California at Berkeley
   See also Journal Article A Dynamic Equilibrium for the Ross Arbitrage Model, Journal of Finance, American Finance Association (1980) View citations (2) (1980)

1978

7. Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression
   Research Program in Finance Working Papers, University of California at Berkeley
   See also Journal Article Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression, The Journal of Business, University of Chicago Press (1982) View citations (30) (1982)

Journal Articles

2013

1. Dividend Policy Irrelevancy and the Construct of Earnings
   Journal of Business Finance & Accounting, 2013, 40, (5-6), 673-694 View citations (3)

2011

2. On Successful Research
   European Accounting Review, 2011, 20, (1), 7-26 View citations (1)

2007

3. Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View
   Journal of Applied Corporate Finance, 2007, 19, (2), 105-110

2006

4. Earnings, Earnings Growth and Value
   Foundations and Trends(R) in Accounting, 2006, 1, (1), 1-70 View citations (17)
5. Introduction to the Special Section on Conservatism in Accounting
   European Accounting Review, 2006, 15, (4), 507-509

1992

6. Aggregate accounting earnings can explain most of security returns: The case of long return intervals
   Journal of Accounting and Economics, 1992, 15, (2-3), 119-142 View citations (96)

1989

7. Ungarbled earnings and dividends: An analysis and extension of the Beaver, Lambert, and Morse valuation model
   Journal of Accounting and Economics, 1989, 11, (2-3), 109-115 View citations (6)

1985

8. Ex post stockholder unanimity: A Complete and Simplified Treatment
   Journal of Banking & Finance, 1985, 9, (3), 387-399 View citations (1)
   See also Working Paper Ex Post Stockholder Unanimity: A Complete and Simplified Treatment, Research Program in Finance Working Papers (1982) (1982)
9. Volatility increases subsequent to stock splits: An empirical aberration
   Journal of Financial Economics, 1985, 14, (2), 251-266 View citations (68)

1984

10. The Structure of Asset Prices and Socially Useless-Useful Information
    Journal of Finance, 1984, 39, (5), 1417-35 View citations (1)

1982

11. Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange
    Journal of Finance, 1982, 37, (5), 1169-81 View citations (53)
    See also Working Paper Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange, Research Program in Finance Working Papers (1981) View citations (3) (1981)
12. Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression
    The Journal of Business, 1982, 55, (1), 121-45 View citations (30)
    See also Working Paper Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression, Research Program in Finance Working Papers (1978) (1978)

1981

13. Valuation of risky assets in arbitrage-free economies with transactions costs
    Journal of Financial Economics, 1981, 9, (3), 271-280 View citations (19)
    See also Working Paper Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs, Research Program in Finance Working Papers (1980) View citations (1) (1980)

1980

14. A Dynamic Equilibrium for the Ross Arbitrage Model
    Journal of Finance, 1980, 35, (3), 675-84 View citations (2)
    See also Working Paper A Dynamic Equilibrium for the Ross Arbitrage Model, Research Program in Finance Working Papers (1979) (1979)
15. Toward a Theory of Financial Accounting
    Journal of Finance, 1980, 35, (2), 537-47

1979

16. On financial disclosure and the behavior of security prices
    Journal of Accounting and Economics, 1979, 1, (3), 211-232 View citations (9)
17. Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers
    Journal of Financial and Quantitative Analysis, 1979, 14, (2), 317-336 View citations (6)

1978

18. On the Theory of Residual Analyses and Abnormal Performance Metrics
    Australian Journal of Management, 1978, 3, (2), 175-193 View citations (3)

1977

19. Equilibrium in Stable Markets
    Journal of Political Economy, 1977, 85, (4), 859-64
20. Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite
    Management Science, 1977, 23, (6), 576-584 View citations (1)
21. Risk-Aversion and the Martingale Property of Stock Prices: Comments
    International Economic Review, 1977, 18, (1), 229-34 View citations (1)

1976

22. Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function
    Journal of Financial and Quantitative Analysis, 1976, 11, (1), 57-71 View citations (2)
23. The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction
    Journal of Financial and Quantitative Analysis, 1976, 11, (3), 393-402 View citations (7)

1975

24. A Note on the Representation of Bounded Utility Functions Defined on [a, ∞)
    Journal of Financial and Quantitative Analysis, 1975, 10, (2), 377-379 View citations (1)
25. Portfolio Selection in a Log-Stable Market
    Journal of Financial and Quantitative Analysis, 1975, 10, (2), 285-298