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Rodney L. White Center for Financial Research Working Papers

from Wharton School Rodney L. White Center for Financial Research
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16-87: Incomplete and the Endogeneity of Central Banking
Gary Gorton
16-74: The Inflationary Impact of Excess Demand in Agriculture
Susan Wachter
16-72: Dividend Policy Under Imperfect Capital Markets: Revised and Extended Results
Jean Crockett
16-75: The Value of Information in Impersonal and Personal Markets
Jeffrey F. Jaffe and Mark Rubinstein
16-89: On Cash-In-Advance Models of Money Demand and Asset Pricing (Reprint 007)
Henning Bohn
16-79: The Capital Asset Pricing Model and Inflation and the Investment Horizon: The Israeli Experience
Haim Levy
16-98: Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process? Downloads
Ron Kaniel and Hong Liu
16-92: Finite Bubbles with Short Sale Constraints and Asymmetric Information (Reprint 042)
Franklin Allen, Stephen Morris and Andrew Postlewaite
16-94: Are Target Managers Afraid of Section 16b? (Revised: 13-95)
Anup Agrawal and Jeffrey F. Jaffe
16-77: Implicit Consumer Valuations, Bankruptcy, the Value of the Firm and Dividend Policy
Simon Benninga
16-99: Comparing Asset Pricing Models: An Investment Perspective Downloads
Lubos Pastor and Robert Stambaugh
16-93: A Tale of Two Cities: Racial and Ethnic Geographic Disparities in Home Mortgage Lending in Boston and Philadelphia
Michael H. Schill and Susan Wachter
16-90: Trading Mechanisms in Securities Markets
Ananth Madhavan
16-84: On the Optimality of Portfolio Insurance
Simon Benninga and Marshall Blume
15-85: Predicting Returns in the Stock and Bond Markets
Donald Keim and Robert Stambaugh
15-92: Stock Markets and Resource Allocation (Reprint 036)
Franklin Allen
15-77: Regulation of Bank Capital and Portfolio Risk
Michael Koehn and Anthony M. Santomero
15-73: Notes on the Theory of Optimal Public Investment in Pollution Control
Robert H. Edelstein
15-75: Bank Liability Management and the Efficiency of Financial Intermediation
Paul Smith
15-83: A Note on 'Why do Companies Pay Dividends?'
Isik Inselbag
15-91: Risks and Returns of Low-Grade Bonds: An Update (Reprint 027)
Marshall E. Blume and Donald Keim
15-80: An Analysis of the Principal-Agent Problem
Sanford Grossman and Oliver Hart
15-98: A Theory of Dividends Based on Tax Clienteles Downloads
Franklin Allen, Antonio Bernardo and Ivo Welch
15-87: Announcement Effects of New Equity Issues and the use of Intraday Price Data
Michael J. Barclay and Robert Litzenberger
15-84: Government Debt, the Money Supply, and Inflation; Theory and Evidence for Seven Industrialized Economies
Aris Protopapadakis and Jeremy Siegel
15-95: Options, the Value of Capital, and Investment
Andrew Abel, Avinash Dixit, Janice Eberly and Robert Pindyck
15-99: Imperfect Market Monitoring and SOES Trading
Thierry Foucalt, Ailsa Roell and Patrik Sandas
15-96: Executive Compensation and the Optimality of Managerial Entrenchment
Gary Gorton and Bruce D. Grundy
15-79: Leasing, Borrowing and Financial Risk
Haim Levy and Marshall Sarnat
15-86: Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data
Andrew Lo
15-94: Corporate Financial Structure, Incentives and Optimal Contracting (Reprint 049)
Franklin Allen and Andrew Winton
15-72: The Valuation of Convertible Bonds: A Further Analysis
James Walter and Augustin Que
15-89: Volatility Patterns of Fixed Income Securities
Marshall E. Blume and Donald Keim
15-74: Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks
Hans Stoll
15-90: Intertemporal Price Discovery by Market Makers: Active versus Passive Learning
Chris J. Leach and Ananth Madhavan
15-82: The Social Costs of Unit Banking Restrictions
Mark Flannery
15-76: Valuation and the Risk of Ruin
Joseph D. Vinso
15-81: Insider Holdings and the Pricing of Initial Public Offerings
Jay Ritter
15-00: Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans Downloads
James Choi, David Laibson and Andrew Metrick
15-93: Multifactor Models Do Not Explain Deviations From the CAPM (Revised: 21-94)
Craig A. MacKinlay
15-88: Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model
Andrew Abel
14-86: The Role of Risk Aversion in the Determination of Equilibrium Stock Prices and their Variability
Y. Kim K.
14-79: Optimal Multi-Period Insurance Companies
Itzhak Venezia and Haim Levy
14-95: Testing Option Pricing Models
David S. Bates
14-91: Limited Market Participation and Volatility of Asset Prices (Revised: 2-92)
Franklin Allen and Douglas Gale
14-90: The Real Exchange in the Short, Medium and Long Run
Jack D. Glen
14-75: The Value of the Firm Under Regulation
Jeffrey F. Jaffe and Gershon Mandelker
14-88: Assessing Dynamic Efficiency: Theory and Evidence
Andrew Abel, N. Gregory Mankiw, Lawrence Summers and Richard Zeckhauser
14-72: Single Parameter Risk Measures and Multiple Sources of Risk: A Re-Examination of the Data Based on Changes in Determinants of Price and Beta Over Time (Revised)
Daniel Rie
14-74: The Two Tier Stock Market - Its Implications for Portfolio Management
Marshall E. Blume
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