Marshall E. Blume

8.8k total citations · 4 hit papers
67 papers, 6.1k citations indexed

About

Marshall E. Blume is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Marshall E. Blume has authored 67 papers receiving a total of 6.1k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Finance, 27 papers in Economics and Econometrics and 27 papers in Accounting. Recurrent topics in Marshall E. Blume's work include Financial Markets and Investment Strategies (36 papers), Corporate Finance and Governance (17 papers) and Housing Market and Economics (12 papers). Marshall E. Blume is often cited by papers focused on Financial Markets and Investment Strategies (36 papers), Corporate Finance and Governance (17 papers) and Housing Market and Economics (12 papers). Marshall E. Blume collaborates with scholars based in United States, Israel and Japan. Marshall E. Blume's co-authors include Irwin Friend, Robert F. Stambaugh, Eugene F. Fama, A. Craig MacKinlay, Donald B. Keim, Michael A. Goldstein, James Horne, Sandeep A. Patel, Roger M. Edelen and Simon Benninga and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics.

In The Last Decade

Marshall E. Blume

64 papers receiving 4.9k citations

Hit Papers

Biases in computed returns 1966 2026 1986 2006 1983 1966 1998 1971 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Biases in computed returns
    1983 646 citations Marshall E. Blume et al. profile →
  2. Filter Rules and Stock-Market Trading
    1966 585 citations Marshall E. Blume et al. profile →
  3. The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?
    1998 568 citations Marshall E. Blume, A. Craig MacKinlay et al. The Journal of Finance profile →
  4. ON THE ASSESSMENT OF RISK
    1971 495 citations Marshall E. Blume The Journal of Finance profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Marshall E. Blume 5.1k 2.9k 2.8k 885 828 67 6.1k
Robert A. Haugen 3.8k 0.7× 2.1k 0.7× 3.0k 1.1× 1.1k 1.3× 529 0.6× 77 5.1k
Lawrence Harris 6.7k 1.3× 3.8k 1.3× 3.3k 1.2× 556 0.6× 862 1.0× 46 7.5k
Alan Kraus 3.9k 0.8× 2.7k 1.0× 3.3k 1.2× 1.7k 1.9× 414 0.5× 44 6.2k
Joseph Chen 5.8k 1.1× 3.2k 1.1× 3.5k 1.3× 634 0.7× 435 0.5× 23 6.7k
Thomas E. Copeland 4.2k 0.8× 2.5k 0.9× 2.6k 0.9× 1.4k 1.6× 668 0.8× 63 5.7k
Louis K.C. Chan 5.2k 1.0× 2.7k 0.9× 4.4k 1.6× 1.6k 1.8× 768 0.9× 38 6.8k
Robert H. Litzenberger 6.6k 1.3× 4.5k 1.5× 4.9k 1.8× 2.2k 2.4× 773 0.9× 93 9.8k
Paul Pfleiderer 5.4k 1.1× 3.4k 1.2× 3.5k 1.3× 661 0.7× 824 1.0× 52 7.0k
Rolf W. Banz 3.8k 0.7× 1.9k 0.7× 2.3k 0.8× 874 1.0× 590 0.7× 9 4.3k
Russ Wermers 9.2k 1.8× 4.3k 1.5× 6.9k 2.5× 909 1.0× 893 1.1× 89 10.3k

Countries citing papers authored by Marshall E. Blume

Since Specialization
Citations

This map shows the geographic impact of Marshall E. Blume's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marshall E. Blume with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marshall E. Blume more than expected).

Fields of papers citing papers by Marshall E. Blume

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marshall E. Blume. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marshall E. Blume. The network helps show where Marshall E. Blume may publish in the future.

Co-authorship network of co-authors of Marshall E. Blume

This figure shows the co-authorship network connecting the top 25 collaborators of Marshall E. Blume. A scholar is included among the top collaborators of Marshall E. Blume based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marshall E. Blume. Marshall E. Blume is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Blume, Marshall E. & Donald B. Keim. (2011). Changing Institutional Preferences for Stocks: Direct and Indirect Evidence. SSRN Electronic Journal. 5 indexed citations
2.
Blume, Marshall E.. (2010). Endowment spending in volatile markets: what should fiduciaries do?. Review of Quantitative Finance and Accounting. 35(2). 163–178. 5 indexed citations
3.
Blume, Marshall E. & Donald B. Keim. (2007). Stale or Sticky Prices? Non-Trading, Predictability and Mutual Fund Returns. SSRN Electronic Journal. 4 indexed citations
4.
Blume, Marshall E. & Roger M. Edelen. (2004). S&P 500 Indexers, Tracking Error, and Liquidity. The Journal of Portfolio Management. 30(3). 37–46. 63 indexed citations
5.
Blume, Marshall E., et al.. (1998). The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. The Journal of Finance. 53(4). 1389–1413. 568 indexed citations breakdown →
6.
Blume, Marshall E.. (1993). Soft Dollars and the Brokerage Industry. Financial Analysts Journal. 49(2). 36–44. 79 indexed citations
7.
Blume, Marshall E. & Michael A. Goldstein. (1992). Displayed and Effective Spreads By Market. SSRN Electronic Journal. 44 indexed citations
8.
Blume, Marshall E., et al.. (1989). Order Imbalances and Stock Price Movements on October 19 and 20, 1987. The Journal of Finance. 44(4). 827–827. 23 indexed citations
9.
Blume, Marshall E.. (1983). The pricing of capital assets in a multiperiod world. Journal of Banking & Finance. 7(1). 31–44. 1 indexed citations
10.
Blume, Marshall E.. (1980). Stock Returns and Dividend Yields: Some More Evidence. The Review of Economics and Statistics. 62(4). 567–567. 150 indexed citations
11.
Goldberg, Michael A., Marshall E. Blume, & Irwin Friend. (1979). The Changing Role of the Individual Investor. Southern Economic Journal. 46(2). 662–662. 71 indexed citations
12.
Blume, Marshall E., et al.. (1978). Financial effects of capital tax reforms. RePEc: Research Papers in Economics. 1 indexed citations
13.
Blume, Marshall E.. (1976). Two Tiers - But How Many Decisions?. The Journal of Portfolio Management. 2(3). 5–12. 32 indexed citations
14.
Blume, Marshall E. & Irwin Friend. (1975). The Asset Structure of Individual Portfolios and Some Implications for Utility Functions. The Journal of Finance. 30(2). 585–585. 280 indexed citations
15.
Blume, Marshall E. & Irwin Friend. (1974). Risk, Investment Strategy and the Long-Run Rates of Return. The Review of Economics and Statistics. 56(3). 259–259. 46 indexed citations
16.
Friend, Irwin & Marshall E. Blume. (1973). Competitive Commissions on the New York Stock Exchange. The Journal of Finance. 28(4). 795–795. 3 indexed citations
17.
Blume, Marshall E., et al.. (1973). Price, Beta, and Exchange Listing. The Journal of Finance. 28(2). 283–283. 14 indexed citations
18.
Friend, Irwin & Marshall E. Blume. (1973). COMPETITIVE COMMISSIONS ON THE NEW YORK STOCK EXCHANGE. The Journal of Finance. 28(4). 795–819. 14 indexed citations
19.
Blume, Marshall E., et al.. (1973). PRICE, BETA, AND EXCHANGE LISTING. The Journal of Finance. 28(2). 283–299. 79 indexed citations
20.
Friend, Irwin & Marshall E. Blume. (1970). Measurement of Portfolio Performance Under Uncertainty. American Economic Review. 60(4). 561–575. 270 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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