Photo of Donald B. Keim

Donald B. Keim

John B. Neff Professor of Finance

Director, Rodney L. White Center for Financial Research

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, Rodney L White Center

  • Ian Appel, Todd A. Gormley, Donald B. Keim (Working), Standing on the Shoulders of Giants: The Effect of Passive Investors on Activism.  Abstract
  • Donald B. Keim, Olivia S. Mitchell (Working), Simplifying Choices in Defined Contribution Retirement Plan Design.  Abstract
  • Bastian von Beschwitz, Donald B. Keim, Massimo Massa (Working), First to "Read" the News: News Analytics and High Frequency Trading.  Abstract
  • Todd A. Gormley, Donald B. Keim, Ian Appel (Work In Progress), Identification Using Russell 1000/2000 Index Assignments: A Discussion of Methodologies.  Abstract
  • Marshall E. Blume, Donald B. Keim (Forthcoming), The Changing Nature of Institutional Stock Investing.    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.