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James Ohlson

Personal Details

First Name:James
Middle Name:
Last Name:Ohlson
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RePEc Short-ID:poh46
[This author has chosen not to make the email address public]

Affiliation

Cheung Kong Graduate School of Business

Beijing, China
http://www.ckgsb.edu.cn/
RePEc:edi:ckgsbcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ohlson, J.A. & Zhang, X.-J., 1997. "On the Theory of Forecast-Horizon in Equity Valuation," Papers 97-14, Columbia - Graduate School of Business.
  2. Ohlson, J.A., 1997. "Revisiting the Basics of Return and Risk in Equilibrium," Papers 97-23, Columbia - Graduate School of Business.
  3. James A. Ohlson., 1982. "Ex Post Stockholder Unanimity: A Complete and Simplified Treatment," Research Program in Finance Working Papers 133, University of California at Berkeley.
  4. Nils H. Hakansson & J. Gregory Kunkel & James A. Ohlson., 1981. "Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange," Research Program in Finance Working Papers 122, University of California at Berkeley.
  5. Mark B. Garman and James A. Ohlson., 1980. "Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs," Research Program in Finance Working Papers 103, University of California at Berkeley.
  6. James A. Ohlson and Mark B. Garman., 1979. "A Dynamic Equilibrium for the Ross Arbitrage Model," Research Program in Finance Working Papers 86, University of California at Berkeley.
  7. James Ohlson and Barr Rosenberg., 1978. "Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression," Research Program in Finance Working Papers 71, University of California at Berkeley.

Articles

  1. Zhan Gao & James A. Ohlson & Adam J. Ostaszewski, 2013. "Dividend Policy Irrelevancy and the Construct of Earnings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(5-6), pages 673-694, June.
  2. James Ohlson, 2011. "On Successful Research," European Accounting Review, Taylor & Francis Journals, vol. 20(1), pages 7-26.
  3. James A. Ohlson & Stephen H. Penman, 2007. "Accounting for Employee Stock Options and Other Contingent Equity Claims: Taking a Shareholder's View," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(2), pages 105-110, March.
  4. Ohlson, James & Gao, Zhan, 2006. "Earnings, Earnings Growth and Value," Foundations and Trends(R) in Accounting, now publishers, vol. 1(1), pages 1-70, August.
  5. James Ohlson & Laurence Van Lent, 2006. "Introduction to the Special Section on Conservatism in Accounting," European Accounting Review, Taylor & Francis Journals, vol. 15(4), pages 507-509.
  6. Easton, Peter D. & Harris, Trevor S. & Ohlson, James A., 1992. "Aggregate accounting earnings can explain most of security returns : The case of long return intervals," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 119-142, August.
  7. Ohlson, James A., 1989. "Ungarbled earnings and dividends : An analysis and extension of the Beaver, Lambert, and Morse valuation model," Journal of Accounting and Economics, Elsevier, vol. 11(2-3), pages 109-115, July.
  8. Ohlson, James A., 1985. "Ex post stockholder unanimity : A Complete and Simplified Treatment," Journal of Banking & Finance, Elsevier, vol. 9(3), pages 387-399, September.
  9. Ohlson, James A. & Penman, Stephen H., 1985. "Volatility increases subsequent to stock splits: An empirical aberration," Journal of Financial Economics, Elsevier, vol. 14(2), pages 251-266, June.
  10. Ohlson, James A, 1984. "The Structure of Asset Prices and Socially Useless-Useful Information," Journal of Finance, American Finance Association, vol. 39(5), pages 1417-1435, December.
  11. Hakansson, Nils H & Kunkel, J Gregory & Ohlson, James A, 1982. "Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange," Journal of Finance, American Finance Association, vol. 37(5), pages 1169-1181, December.
  12. Ohlson, James & Rosenberg, Barr, 1982. "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, vol. 55(1), pages 121-145, January.
  13. Garman, Mark B. & Ohlson, James A., 1981. "Valuation of risky assets in arbitrage-free economies with transactions costs," Journal of Financial Economics, Elsevier, vol. 9(3), pages 271-280, September.
  14. Ohlson, James A & Buckman, A Gregory, 1980. "Toward a Theory of Financial Accounting," Journal of Finance, American Finance Association, vol. 35(2), pages 537-547, May.
  15. Ohlson, James A & Garman, Mark B, 1980. "A Dynamic Equilibrium for the Ross Arbitrage Model," Journal of Finance, American Finance Association, vol. 35(3), pages 675-684, June.
  16. Ohlson, James A., 1979. "Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(2), pages 317-336, June.
  17. Ohlson, James A., 1979. "On financial disclosure and the behavior of security prices," Journal of Accounting and Economics, Elsevier, vol. 1(3), pages 211-232, December.
  18. James A. Ohlson, 1978. "On the Theory of Residual Analyses and Abnormal Performance Metrics," Australian Journal of Management, Australian School of Business, vol. 3(2), pages 175-193, October.
  19. Ohlson, James A, 1977. "Risk-Aversion and the Martingale Property of Stock Prices: Comments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 229-234, February.
  20. James A. Ohlson, 1977. "Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite," Management Science, INFORMS, vol. 23(6), pages 576-584, February.
  21. Ohlson, James A, 1977. "Equilibrium in Stable Markets," Journal of Political Economy, University of Chicago Press, vol. 85(4), pages 859-864, August.
  22. Rosenberg, Barr & Ohlson, James A., 1976. "The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(3), pages 393-402, September.
  23. Ohlson, J. A. & Ziemba, W. T., 1976. "Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(1), pages 57-71, March.
  24. Ohlson, James A. & Kallio, Markku, 1975. "A Note on the Representation of Bounded Utility Functions Defined on [a, ∞)," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(2), pages 377-379, June.
  25. Ohlson, James A., 1975. "Portfolio Selection in a Log-Stable Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(2), pages 285-298, June.

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