Publications

New ICD-10 version of the Charlson comorbidity index predicted in-hospital mortality

The Structure of Ownership and the Theory of the Firm

The social context of well–being

Large samples of data from the World Values Survey, the US Benchmark Survey and a comparable Canadian survey are used to estimate equations designed to explore the social contex...

Clinical findings in a group of patients infected with the 2019 novel coronavirus (SARS-Cov-2) outside of Wuhan, China: retrospective case series

Abstract Objective To study the clinical characteristics of patients in Zhejiang province, China, infected with the 2019 severe acute respiratory syndrome coronavirus 2 (SARS-Co...

Economies of scope and the scope of the enterprise

Power, Equity and Commitment in Exchange Networks

Exchange theory has the virtue of bringing both power and equity together in a single analytic framework. However, exchange theory has focused largely upon analysis of the dyad,...

The Social Control of Impersonal Trust

How do societies control trust relationships that are not embedded in structures of personal relations? This paper discusses the guardians of impersonal trust and discovers that...

Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

Is Social Capital Declining in the United States? A Multiple Indicator Assessment

Despite a great deal of interest in a possible decline of social capital in the United States, scholars have not reached a consensus on the trend. This article improves upon pre...

The Acquisition, Transfer, and Depreciation of Knowledge in Service Organizations: Productivity in Franchises

The paper examines the acquisition, depreciation and transfer of knowledge acquired through learning by doing in service organizations. The analysis is based on weekly data coll...

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1

Capital Market Equilibrium with Transaction Costs

A two-asset, intertemporal portfolio selection model is formulated incorporating proportional transaction costs. The demand for assets is shown to be sensitive to these costs. H...