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- Publications
- Influence
On Asset Pricing and the Bid-Ask Spread
Amihud and Mendelsons (1986) ground-breaking model predicts an increasing and concave relation between expected return and relative spread, designated the clientele effect. In their… Expand
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Risk measurement when shares are subject to infrequent trading : Comment
- D. Fowler, C. H. Rorke
- Economics
- 1 August 1983
Abstract When securities are thinly traded OLS techniques yield biased beta estimates. Procedures for calculating consistent estimates are proposed by Scholes and Williams (1977) and by Dimson… Expand
The capital asset pricing model and the liquidity effect: A theoretical approach
- G. Jacoby, D. Fowler, A. Gottesman
- Economics
- 11 July 2000
In this paper we develop a CAPM-based model which incorporate liquidity costs. This model implies, that for markets with nontrivial liquidity costs, the measure of systematic risk is based on returns… Expand
The Effect of Thermal Radiation on Thermal Flying Height Control Sliders
- H. Zheng, Shuyu Zhang, Wentao Yan, L. Pust, D. Fowler, F. Talke
- Physics
- IEEE Transactions on Magnetics
- 20 May 2010
Thermal flying height control (TFC) technology has recently been applied in hard disk drives. In calculating the thermal deformation caused by the resistance heater, radiation as predicted by Plank's… Expand
Benevolent Patriot: The Life and Times of Henry Rutgers—Part Three: Back Home, 1783–1800
- D. Fowler
- Political Science
- 25 January 2017
After returning home to his despoiled property, Henry Rutgers cautiously rebuilt the family fortune during the economic malaise of the 1780s. He was initially swept into office on the wave of… Expand
INSIDER TRADING PROFITS ON THE TORONTO STOCK EXCHANGE, 1967–1977
It is commonly believed, within the investment community, that insiders (officers and directors of companies) make larger risk-adjusted profits when trading in their companies' shares than ordinary… Expand
Benevolent Patriot: The Life and Times of Henry Rutgers—Introduction
- D. Fowler
- History
- 6 July 2016
The life of Henry Rutgers has been the subject of a few brief biographical treatments. This essay introduces the articles narrating the story of Henry Rutgers in this issue and in the next issue… Expand
Heteroscedasticity, R2 and Thin Trading on the Toronto Stock Exchange
- D. Fowler, C. H. Rorke, V. Jog
- Economics
- 1 December 1979
IT IS FREQUENTLY REPORTED that the transactions on the Toronto Stock Exchange (TSE) are irregular and infrequent so the prices quoted as closing on the exchange are often unreliable. This has… Expand