James W Kolari
Biographic Data
| ID | 5850385 |
|---|---|
| NAME | James W Kolari |
| GIVEN NAMES | James W |
| FAMILY NAME | Kolari |
| SIGNATURE | KOLARI J W |
| AFFILIATIONS | Texas A&M University |
| ORCID | 0000-0003-3352-6976 |
| VERIFIED | Yes |
| TOTAL WORKS | 14 |
| TOTAL CITATIONS | 3 |
| AUTHOR COUNT | 14 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2008 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 1 |
The Momentum Mytery
Synopsis of Asset Pricing and the ZCAPM
Capital Asset Pricing Models
Empirical Form of the ZCAPM
Theoretical Form of the ZCAPM
Empirical Tests of the ZCAPM
Efficient Investment Portfolios
Asset Pricing Evolution
Stock Return Data and Empirical Methods
Cross-Sectional Tests of the ZCAPM
A New Model of Capital Asset Prices
Enjoying the Quiet Life under Deregulation? Evidence from Adjusted Lerner Indices for U.S. Banks
The quiet life hypothesis posits that firms with market power incur inefficiencies rather than reap monopolistic rents. We propose a simple adjustment to Lerner indices to account for the possibility of forgone rents to test this hypothesis. For a large sample of U.S. commercial banks, we find that adjusted Lerner indices are significantly larger than conventional Lerner indices and trending upward over time. Instrumental variable regressions rej…
Do all countries grow alike
Deriving weights from general pairwise comparison matrices
Deriving weights from general pairwise comparison matrices
Do all countries grow alike
Enjoying the Quiet Life under Deregulation? Evidence from Adjusted Lerner Indices for U.S. Banks
The quiet life hypothesis posits that firms with market power incur inefficiencies rather than reap monopolistic rents. We propose a simple adjustment to Lerner indices to account for the possibility of forgone rents to test this hypothesis. For a large sample of U.S. commercial banks, we find that adjusted Lerner indices are significantly larger than conventional Lerner indices and trending upward over time. Instrumental variable regressions rej…
The Momentum Mytery
Synopsis of Asset Pricing and the ZCAPM
Capital Asset Pricing Models
Empirical Form of the ZCAPM
Theoretical Form of the ZCAPM
Empirical Tests of the ZCAPM
Efficient Investment Portfolios
Asset Pricing Evolution
Stock Return Data and Empirical Methods
Cross-Sectional Tests of the ZCAPM
A New Model of Capital Asset Prices
Econometrics (13 works) · Economics (12 works) · Financial economics (10 works) · Financial Markets and Investment Strategies (10 works) · Capital asset pricing model (7 works) · Mathematics (7 works) · Statistics (6 works) · Stock (firearms) (6 works) · Financial Risk and Volatility Modeling (5 works) · Arbitrage pricing theory (4 works)