Photo of Donald B. Keim

Donald B. Keim

John B. Neff Professor of Finance

Research Interests: asset pricing, behavior of institutional traders, measurement of institutional investor trading costs, risks and returns of stock market based real estate investments

Links: CV, Personal Website


  • Marshall E. Blume, Donald B. Keim (Working), The Changing Preferences of Institutional Investors for Common Stocks.    Abstract
  • Bastian von Beschwitz, Donald B. Keim, Massimo Massa (Working), Media-Driven High Frequency Trading: Evidence from News Analytics.    Abstract
  • Susan E. K. Christoffersen, Donald B. Keim, David Musto (Working), Valuable Information and Costly Liquidity: Evidence from Individual Mutual Fund Trades.    Abstract
  • Marshall E. Blume, Donald B. Keim (Working), Stale or Sticky Stock Prices? Non-Trading, Predictability, and Mutual Fund Returns.    Abstract
  • Donald B. Keim (Working), The Cost of Trend Chasing and The Illusion of Momentum Profits.    Abstract
  • Marshall E. Blume, Donald B. Keim (Working), The Valuation of Callable Bonds.