Donald B. Keim
Affiliations: | Finance | University of Pennsylvania, Philadelphia, PA, United States |
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"Donald Keim"
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Publications
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| Beschwitz Bv, Keim DB, Massa M. (2020) First to "Read" the News: New Analytics and Algorithmic Trading The Review of Asset Pricing Studies. 10: 122-178 |
| Appel IR, Gormley TA, Keim DB. (2019) Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism Review of Financial Studies. 32: 2720-2774 |
| KEIM DB, MITCHELL OS. (2017) Simplifying choices in defined contribution retirement plan design: a case study Journal of Pension Economics and Finance. 17: 363-384 |
| Appel IR, Gormley TA, Keim DB. (2016) Passive Investors, Not Passive Owners Journal of Financial Economics. 121: 111-141 |
| Keim DB, Mitchell OS. (2015) Simplifying Choices in Defined Contribution Retirement Plan Design National Bureau of Economic Research |
| Kavajecz KA, Keim DB. (2005) Packaging Liquidity: Blind Auctions and Transaction Efficiencies Journal of Financial and Quantitative Analysis. 40: 465-492 |
| Keim DB, Madhavan A. (2000) The Relation between Stock Market Movements and NYSE Seat Prices Journal of Finance. 55: 2817-2840 |
| Keim DB. (1999) An analysis of mutual fund design: the case of investing in small-cap stocks Journal of Financial Economics. 51: 173-194 |
| Keim DB, Madhavan A. (1997) Transactions costs and investment style: an inter-exchange analysis of institutional equity trades Journal of Financial Economics. 46: 265-292 |
| Keim DB, Madhavan A. (1996) The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects Review of Financial Studies. 9: 1-36 |