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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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16-84: On the Optimality of Portfolio Insurance
Simon Benninga and Marshall Blume
16-92: Finite Bubbles with Short Sale Constraints and Asymmetric Information (Reprint 042)
Franklin Allen, Stephen Morris and Andrew Postlewaite
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
16-76: Capital Budgeting and Portfolio Theory
John S. Bildersee
16-95: Stock Market Efficiency and Economic Efficiency: Is There a Connection?
James Dow and Gary Gorton
16-79: The Capital Asset Pricing Model and Inflation and the Investment Horizon: The Israeli Experience
Haim Levy
16-90: Trading Mechanisms in Securities Markets
Ananth Madhavan
16-86: Optimal Contracts for Security Analysts and Portfolio Managers
Richard Kihlstom
16-72: Dividend Policy Under Imperfect Capital Markets: Revised and Extended Results
Jean Crockett
16-77: Implicit Consumer Valuations, Bankruptcy, the Value of the Firm and Dividend Policy
Simon Benninga
16-80: Heterogeneous Information and the Theory of the Business Cycle
Sanford Grossman and Laurence Weiss
16-81: Some Indirect Evidence on Effective Capital Gains Tax Rates
Aris Protopapadakis
16-73: A Generalized Theory of Velocity
John M. Mason
16-85: Deposit Deregulation and Monetary Policy
Anthony M. Santomero and Jeremy J. Siegel
15-90: Intertemporal Price Discovery by Market Makers: Active versus Passive Learning
Chris J. Leach and Ananth Madhavan
15-93: Multifactor Models Do Not Explain Deviations From the CAPM (Revised: 21-94)
Craig A. MacKinlay
15-92: Stock Markets and Resource Allocation (Reprint 036)
Franklin Allen
15-94: Corporate Financial Structure, Incentives and Optimal Contracting (Reprint 049)
Franklin Allen and Andrew Winton
15-84: Government Debt, the Money Supply, and Inflation; Theory and Evidence for Seven Industrialized Economies
Aris Protopapadakis and Jeremy Siegel
15-89: Volatility Patterns of Fixed Income Securities
Marshall E. Blume and Donald Keim
15-79: Leasing, Borrowing and Financial Risk
Haim Levy and Marshall Sarnat
15-00: Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans Downloads
James Choi, David Laibson and Andrew Metrick
15-98: A Theory of Dividends Based on Tax Clienteles Downloads
Franklin Allen, Antonio Bernardo and Ivo Welch
15-82: The Social Costs of Unit Banking Restrictions
Mark Flannery
15-96: Executive Compensation and the Optimality of Managerial Entrenchment
Gary Gorton and Bruce D. Grundy
15-85: Predicting Returns in the Stock and Bond Markets
Donald Keim and Robert Stambaugh
15-95: Options, the Value of Capital, and Investment
Andrew Abel, Avinash Dixit, Janice Eberly and Robert Pindyck
15-80: An Analysis of the Principal-Agent Problem
Sanford Grossman and Oliver Hart
15-76: Valuation and the Risk of Ruin
Joseph D. Vinso
15-74: Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks
Hans Stoll
15-99: Imperfect Market Monitoring and SOES Trading
Thierry Foucalt, Ailsa Roell and Patrik Sandas
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
15-81: Insider Holdings and the Pricing of Initial Public Offerings
Jay Ritter
15-72: The Valuation of Convertible Bonds: A Further Analysis
James Walter and Augustin Que
15-73: Notes on the Theory of Optimal Public Investment in Pollution Control
Robert H. Edelstein
15-77: Regulation of Bank Capital and Portfolio Risk
Michael Koehn and Anthony M. Santomero
15-86: Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data
Andrew Lo
15-91: Risks and Returns of Low-Grade Bonds: An Update (Reprint 027)
Marshall E. Blume and Donald Keim
15-88: Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model
Andrew Abel
15-87: Announcement Effects of New Equity Issues and the use of Intraday Price Data
Michael J. Barclay and Robert Litzenberger
14-82: The Use of 'Alphas' to Improve Investment Performance
Marshall E. Blume
14-87: Loan Sales, Recourse, and Reputation: An Analysis of Secondary Loan Participations
Gary Gorton and Joseph Haubrich
14-86: The Role of Risk Aversion in the Determination of Equilibrium Stock Prices and their Variability
Y. Kim K.
14-73: An Application of the Decomposition Principle to Financial Decision Models
James R. Morris
14-88: Assessing Dynamic Efficiency: Theory and Evidence
Andrew Abel, N. Gregory Mankiw, Lawrence Summers and Richard Zeckhauser
14-98: Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE Downloads
Michael Goldstein and Kenneth A. Kavajecz
14-92: Stocks are a Good Hedge for Inflation (In the Long Run)
Jacob Boudoukh and Matthew Richardson
14-76: Incomes' Policy and Tax Rate in the U.K
Norman A. Blackwell and Anthony M. Santomero
14-93: A Unified Model of Investment Under Uncertainty
Andrew Abel and Janice Eberly
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