Keith Vorkink

Advertising, Visibility, and Stock Turnover

Glenn L. Christensen, Eric D. DeRosia, Grant R. Mcqueen, 2010 .

Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach

O. Linton, Keith Vorkink, Oliver B. Linton, 2000 .

Return Distributions and Improved Tests of Asset Pricing Models

Keith Vorkink, Keith Vorkink, Keith P. Vorkink, 2003 .

Investor Overconfidence and Trading Volume

Steven Thorley, M. Statman, Keith Vorkink, 2003 .

Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach

Oliver Linton, O. Linton, Keith Vorkink, 2002 .

Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach

Keith Vorkink, Douglas J. Hodgson, Keith Vorkink, 2006 .

Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach

Oliver Linton, O. Linton, Keith Vorkink, 2004 .