Browse or search publications from Stanford GSB faculty.
Results for
Measuring Delivery Performance: A Case Study from the Semiconductor Industry
J. Michael Harrison, Charles A. Holloway, James M. Patell
Measures for Manufacturing Excellence
Harvard Business Press
March1990
Pages 309-352.
The Role of Statistics in Accounting, Marketing, Finance, and Production
Robert Hamada, James M. Patell, Richard Staelin, William E. Wecker
Journal of Business and Economic Statistics
1988
Vol. 6
Issue 2
Pages 261-272.
Adapting a Cost Accounting System to Just-In-Time Manufacturing
James M. Patell
Accounting and Management: Field Study Perspectives
1987
Pages 229-267.
Cost Accounting, Process Control, and Product Design
James M. Patell
Accounting Review
1987
Vol. 62
Issue 4
Pages 808-839.
Marketing/Manufacturing Interfaces
Warren H. Hausman, David Bruce Montgomery (1938–2025)
Issues: The PA Journal for Management
1985
Issue 4
Undiscounted Approximations of Discounted Regenerative Models
Evan L. Porteus
Operations Research Letters
1985
Vol. 3
Issue 6
Pages 293-300.
Decentralized Choice of Monitoring Systems
Joel S. Demski, James M. Patell, Mark A. Wolfson
Accounting Review
1984
Vol. 59
Issue 1
Pages 16-34.
The Experimental Design of Classification Models: An Application of Recursive Partitioning and Bootstrapping to Commercial Bank
M. Laurentius Marais, James M. Patell, Mark A. Wolfson
Journal of Accounting Research
1984
Vol. 22
Pages 87-114.
The Intraday Speed of Adjustment of Stock Prices to Earnings and Dividend Announcements
James M. Patell, Mark A. Wolfson
Journal of Financial Economics
1984
Vol. 13
Issue 2
Pages 223--252.
Accumulating Damages in Litigation: The Roles of Uncertainty and Interest Rates
James M. Patell, Roman L. Weil, Mark A. Wolfson
Journal of Legal Studies
1982
Vol. 11
Issue 2
Pages 341-364.
Good News, Bad News, and the Intraday Timing of Corporate Disclosures
James M. Patell, Mark A. Wolfson
Accounting Review
1982
Vol. 57
Issue 3
Pages 509-527.
Martingales and Stochastic Integrals in the Theory of Trading
J. Michael Harrison
Stochastic Processes
1981
Vol. 11
Issue 3
Pages 215–260.
The Ex Ante and Ex Post Price Effects of Quarterly Earnings Announcements Reflected in Option and Stock Prices
James M. Patell, Mark A. Wolfson
Journal of Accounting Research
1981
Vol. 19
Issue 2
Pages 434-458.
Dynamic Choice Theory and Dynamic Programming
David M. Kreps, Evan L. Porteus
Econometrica
January1979
Vol. 47
Issue 1
Pages 91–100.
Anticipated Information Releases Reflected in Call Option Prices
James M. Patell, Mark A. Wolfson
Journal of Accounting and Economics
1979
Vol. 1
Issue 2
Pages 117–140.
Martingales and Arbitrage in Multi-period Securities Markets
J. Michael Harrison, David M. Kreps
Journal of Economic Theory
1979
Vol. 20
Issue 3
Pages 381–408.
Temporal von Neumann-Morgenstern and Induced Preferences
David M. Kreps, Evan L. Porteus
Journal of Economic Theory
1979
Vol. 20
Pages 81-109.
The API and the Design of Experiments
James M. Patell
Journal of Accounting Research
1979
Vol. 17
Issue 2
Pages 528-549.
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
David M. Kreps, J. Michael Harrison
Quarterly Journal of Economics
1978
Vol. 92
Pages 323-336.
Temporal Resolution of Uncertainty and Dynamic Choice Theory
David M. Kreps, Evan L. Porteus
Econometrica
1978
Vol. 46
Issue 1
Pages 185–200.