Details about Peter Fortune

Access statistics for papers by Peter Fortune.

Last updated 2020-09-12. Update your information in the RePEc Author Service.

Short-id: pfo342

Working Papers

2005

1. Pension accounting and corporate earnings: the world according to GAAP
   Public Policy Discussion Paper, Federal Reserve Bank of Boston View citations (1)

1998

2. Weekends can be rough: revisiting the weekend effect in stock prices
   Working Papers, Federal Reserve Bank of Boston View citations (16)

1996

3. Tax-exempt bonds really do subsidize municipal capital!
   Working Papers, Federal Reserve Bank of Boston View citations (2)
   See also Journal Article Tax-Exempt Bonds Really Do Subsidize Municipal Capital!, National Tax Journal, National Tax Association (1998) View citations (3) (1998)

1995

4. Debt capacity, tax exemption, and the municipal cost of capital: a reassessment of the new view
   Working Papers, Federal Reserve Bank of Boston

Journal Articles

2004

1. Rules of the game: book review
   Regional Review, 2004, (Q 2 / Q 3), 6-11

2003

2. Margin requirements across equity-related instruments: how level is the playing field?
   New England Economic Review, 2003, 31-50 View citations (4)

2002

3. Security loans at banks and nonbanks: Regulation U
   New England Economic Review, 2002, (Q 4), 19-40 View citations (1)

2001

4. Is margin lending marginal?
   Regional Review, 2001, 11, (Q 3), 3 - 6 View citations (1)
5. Margin lending and stock market volatility
   New England Economic Review, 2001, 3-25 View citations (21)

2000

6. Financial planning engines: motoring toward a better future
   Regional Review, 2000, 10, (Q3), 25-31
7. Margin requirements, margin loans, and margin rates: practice and principles
   New England Economic Review, 2000, (Sep), 19-44 View citations (26)

1999

8. Are stock returns different over weekends? a jump diffusion analysis of the \"weekend effect\"
   New England Economic Review, 1999, (Sep), 3-19 View citations (22)

1998

9. Mutual fund myths
   Regional Review, 1998, 8, (Q 2), 5-7
10. Mutual funds, part II: fund flows and security returns
    New England Economic Review, 1998, (Jan), 3-22 View citations (21)
11. Primer on U.S. stock price indices
    New England Economic Review, 1998, (Nov), 25-40 View citations (3)
12. Tax-Exempt Bonds Really Do Subsidize Municipal Capital!
    National Tax Journal, 1998, 51, (1), 43-54 View citations (3)
    See also Working Paper Tax-exempt bonds really do subsidize municipal capital!, Working Papers (1996) View citations (2) (1996)

1997

13. Mutual funds, part I: reshaping the American financial system
    New England Economic Review, 1997, (Jul), 45-72 View citations (3)

1996

14. Anomalies in option pricing: the Black-Scholes model revisited
    New England Economic Review, 1996, (Mar), 17-40 View citations (11)
15. Do municipal bond yields forecast tax policy?
    New England Economic Review, 1996, (Sep), 29-48 View citations (24)

1995

16. Living with the d-word
    Regional Review, 1995, (Spr), 25
17. Municipal bonds and the distribution of income
    Regional Review, 1995, (Win), 25
18. Stocks, bonds, options, futures, and portfolio insurance: a rose by any other name
    New England Economic Review, 1995, (Jul), 25-46 View citations (2)

1993

19. Stock market crashes: what have we learned from October 1987?
    New England Economic Review, 1993, (Mar), 3-24 View citations (2)

1992

20. The municipal bond market, part II: problems and policies
    New England Economic Review, 1992, (May), 47-64 View citations (5)

1991

21. Stock market efficiency: an autopsy?
    New England Economic Review, 1991, (Mar), 17-40 View citations (21)
22. The municipal bond market, Part I: politics, taxes, and yields
    New England Economic Review, 1991, (Sep), 13-36 View citations (5)

1989

23. An assessment of financial market volatility: bills, bonds, and stocks
    New England Economic Review, 1989, (Nov), 13-28 View citations (5)

1988

24. Municipal Bond Yields: Whose Tax Rates Matter?
    National Tax Journal, 1988, 41, (2), 219-33 View citations (14)

1985

25. An application of the life-cycle linear expenditure system to the South Korean household sector, 1962-1976
    Journal of Development Economics, 1985, 18, (2-3), 361-379
26. The roles of relative prices, interest rates, and bequests in the consumption function
    Journal of Macroeconomics, 1985, 7, (3), 381-400 View citations (2)

1984

27. Tax Exemption and Resource Allocation: Implications for Prices, Production, and Factor Choice
    Public Finance Review, 1984, 12, (3), 347-364 View citations (4)

1976

28. The Effect of FHLB Bond Operations on Savings Inflows at Savings and Loan Associations: Comment
    Journal of Finance, 1976, 31, (3), 963-72 View citations (1)

1975

29. Optimal Life Insurance: Reply
    Journal of Finance, 1975, 30, (3), 909-10 View citations (1)
30. The Effectiveness of Recent Policies to Maintain Thrift-Deposit Flows
    Journal of Money, Credit and Banking, 1975, 7, (3), 297-315

1973

31. A Theory of Optimal Life Insurance: Development and Tests
    Journal of Finance, 1973, 28, (3), 587-600 View citations (38)

Chapters

1977

1. Forward Commitment Decisions of Life Insurance Companies for Investments in Bonds and Mortgages
   A chapter in Explorations in Economic Research, Volume 4, number 5, 1977, pp 595-644 View citations (1)