Details about Murray Frank

Access statistics for papers by Murray Frank.

Last updated 2009-03-04. Update your information in the RePEc Author Service.

Short-id: pfr9

Working Papers

1997

1. Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
   Staff Report, Federal Reserve Bank of Minneapolis View citations
   See also Journal Article in Journal of Financial Economics (1998)

1995

2. Monopoly Pricing When Customers Queue
   Industrial Organization, EconWPA

1992

3. Equilibrium Dominance in Experimental Financial Market
   Working Papers, University of Guelph, Department of Economics View citations
   See also Journal Article in Review of Financial Studies (1998)
4. Market Conditions and Retirement of Physical Capital: Evidence fron Oil Tankers
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

1989

5. NEAREST NEIGHBOR FORECASTS OF PRECIOUS METEL RATES OF RETURN
   Working Papers, University of Guelph, Department of Economics

1988

6. Empirical Tests of Ricardian Equivalence
   Working Papers, Queen's University, Department of Economics
   See also Journal Article in Economic Inquiry (1991)

1982

7. Expected Inflation in Canada 1965-1979: How Rational are Business Forecasts?
   Working Papers, Queen's University, Department of Economics

Journal Articles

2004

1. The effect of market conditions on capital structure adjustment
   Finance Research Letters, 2004, 1, (1), 47-55 View citations

2003

2. Testing the pecking order theory of capital structure
   Journal of Financial Economics, 2003, 67, (2), 217-248 View citations

1998

3. Equilibrium Dominance in Experimental Financial Markets
   Review of Financial Studies, 1998, 11, (1), 189-232 View citations
   See also Working Paper (1992)
4. Markets as Predictors of Election Outcomes: Campaign Events and Judgement Bias in the 1993 UBC Election Stock Market
   Canadian Public Policy, 1998, 24, (3), 329-351
5. Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
   Journal of Financial Economics, 1998, 47, (2), 161-188 View citations
   See also Working Paper (1997)

1993

6. Evidence concerning non-linear structure in Canadian provincial unemployment rates
   Structural Change and Economic Dynamics, 1993, 4, (2), 333-343 View citations

1991

7. Experimental Tests of Ricardian Equivalence
   Economic Inquiry, 1991, 29, (4), 645-64 View citations
   See also Working Paper (1988)

1990

8. Pooling, Separating, and Semiseparating Equilibria in Financial Markets: Some Experimental Evidence
   Review of Financial Studies, 1990, 3, (3), 315-42 View citations

1989

9. Measuring the Strangeness of Gold and Silver Rates of Return
   Review of Economic Studies, 1989, 56, (4), 553-67 View citations

1988

10. An Intertemporal Model of Industrial Exit
    The Quarterly Journal of Economics, 1988, 103, (2), 333-44 View citations
11. Chaotic Dynamics in Economic Time-Series
    Journal of Economic Surveys, 1988, 2, (2), 103-33 View citations
12. International chaos?
    European Economic Review, 1988, 32, (8), 1569-1584 View citations
13. Some evidence concerning macroeconomic chaos
    Journal of Monetary Economics, 1988, 22, (3), 423-438 View citations
14. The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
    Economics Letters, 1988, 27, (1), 11-14 View citations