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Details about Merton H. Miller

This author is deceased (2000-06-03).

Access statistics for papers by Merton H. Miller.

Last updated 2020-03-17. Update your information in the RePEc Author Service.

Short-id: pmi18


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Working Papers

1993

  1. Swaps and systemic risk in interbank markets
    Proceedings, Federal Reserve Bank of Chicago

1991

  1. Autobiography
    Nobel Prize in Economics documents, Nobel Prize Committee Downloads

1990

  1. Leverage
    Nobel Prize in Economics documents, Nobel Prize Committee Downloads
    See also Journal Article in Journal of Applied Corporate Finance (2005)

1989

  1. COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS
    Working Papers, Columbia - Center for Futures Markets View citations (14)

1988

  1. LIQUIDITY AND MARKET STRUCTURE
    Working Papers, Princeton, Department of Economics - Financial Research Center View citations (381)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1988) Downloads View citations (203)
  2. Margins and the future of the markets
    Proceedings, Federal Reserve Bank of Chicago

1985

  1. Monetary stabilization policy in an open economy
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)

1966

  1. Decision and horizon rules for stochastic planning problems: A linear example
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (4)

Undated

  1. The Future of Futures
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (1)
    See also Journal Article in Pacific-Basin Finance Journal (1997)

Journal Articles

2012

  1. Financial Markets and Economic Growth
    Journal of Applied Corporate Finance, 2012, 24, (1), 8-13 Downloads
    Also in Journal of Applied Corporate Finance, 1998, 11, (3), 8-15 (1998) Downloads View citations (56)

2005

  1. Leverage
    Journal of Applied Corporate Finance, 2005, 17, (1), 106-111 Downloads
    Also in Journal of Finance, 1991, 46, (2), 479-88 (1991) Downloads View citations (4)
    Journal of Applied Corporate Finance, 1991, 4, (2), 6-13 (1991) Downloads

    See also Working Paper (1990)

2004

  1. Challenges to demand management
    Fiscal Studies, 2004, 25, (3), 47-57

2000

  1. Exchange Rate Policy Options for Southeast Asia
    International Review of Finance, 2000, 1, (1), 3-8 Downloads View citations (1)
  2. Reflections of a retiring Keynote Speaker
    Pacific-Basin Finance Journal, 2000, 8, (3-4), 277-283 Downloads View citations (2)
  3. THE HISTORY OF FINANCE: AN EYEWITNESS ACCOUNT
    Journal of Applied Corporate Finance, 2000, 13, (2), 8-14 Downloads View citations (7)

1999

  1. THE CASE FOR AN INDONESIAN CURRENCY BOARD
    Journal of Applied Corporate Finance, 1999, 11, (4), 57-65 Downloads View citations (7)

1998

  1. Asian financial crisis
    Japan and the World Economy, 1998, 10, (3), 355-358 Downloads View citations (37)
  2. SOME REFLECTIONS ON RECENT MONETARY TURMOIL IN EASTERN EUROPE
    Journal of Applied Corporate Finance, 1998, 11, (3), 49-54 Downloads
  3. The M&M Propositions 40 Years Later
    European Financial Management, 1998, 4, (2), 113-120 Downloads
  4. The current Southeast Asia financial crisis1
    Pacific-Basin Finance Journal, 1998, 6, (3-4), 225-233 Downloads View citations (14)
  5. VALUE AT RISK: USES AND ABUSES
    Journal of Applied Corporate Finance, 1998, 10, (4), 26-38 Downloads View citations (4)

1997

  1. Clustering and Competition in Asset Markets
    Journal of Law and Economics, 1997, 40, (1), 23-60 Downloads View citations (39)
  2. The future of futures
    Pacific-Basin Finance Journal, 1997, 5, (2), 131-142 Downloads View citations (2)
    See also Working Paper

1996

  1. The social costs of some recent derivatives disasters
    Pacific-Basin Finance Journal, 1996, 4, (2-3), 113-127 Downloads View citations (4)

1995

  1. Do the M & M propositions apply to banks?
    Journal of Banking & Finance, 1995, 19, (3-4), 483-489 Downloads View citations (68)
  2. Do we really need more regulation of financial derivatives?
    Pacific-Basin Finance Journal, 1995, 3, (2-3), 147-158 Downloads View citations (2)
  3. Functional regulation
    Pacific-Basin Finance Journal, 1995, 3, (1), 139-139 Downloads
    Also in Pacific-Basin Finance Journal, 1994, 2, (2-3), 91-106 (1994) Downloads View citations (3)
  4. HEDGING IN THE THEORY OF CORPORATE FINANCE: A REPLY TO OUR CRITICS
    Journal of Applied Corporate Finance, 1995, 8, (1), 121-128 Downloads View citations (7)
  5. METALLGESELLSCHAFT AND THE ECONOMICS OF SYNTHETIC STORAGE
    Journal of Applied Corporate Finance, 1995, 7, (4), 62-76 Downloads View citations (33)

1994

  1. IS AMERICAN CORPORATE GOVERNANCE FATALLY FLAWED?
    Journal of Applied Corporate Finance, 1994, 6, (4), 32-39 Downloads View citations (5)
  2. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?
    Journal of Finance, 1994, 49, (2), 479-513 Downloads View citations (47)
  3. THE CASE FOR EXPENSING STOCK OPTIONS AGAINST EARNINGS
    Journal of Applied Corporate Finance, 1994, 7, (2), 88-90 Downloads

1993

  1. Are the Discounts on Closed-End Funds a Sentiment Index?
    Journal of Finance, 1993, 48, (2), 795-800 Downloads View citations (39)
  2. Are the Discounts on Closed-End Funds a Sentiment Index? A Rejoinder
    Journal of Finance, 1993, 48, (2), 809-10 Downloads View citations (24)
  3. THE NEW DISCLOSURES OF EXECUTIVE PAY
    Journal of Applied Corporate Finance, 1993, 5, (4), 62-75 Downloads View citations (2)
  4. The Regulation of Financial Markets
    Hitotsubashi Journal of commerce and management, 1993, 28, (1), 1-14 Downloads View citations (1)

1992

  1. FINANCIAL INNOVATION: ACHIEVEMENTS AND PROSPECTS
    Journal of Applied Corporate Finance, 1992, 4, (4), 4-11 Downloads View citations (28)

1991

  1. INTERNATIONAL COMPETITIVENESS OF U.S. FUTURES EXCHANGES*
    Journal of Applied Corporate Finance, 1991, 3, (4), 6-19 Downloads View citations (1)
  2. TAX OBSTACLES TO VOLUNTARY CORPORATE RESTRUCTURING
    Journal of Applied Corporate Finance, 1991, 4, (3), 20-23 Downloads View citations (5)

1990

  1. Margin Regulation and Stock Market Volatility
    Journal of Finance, 1990, 45, (1), 3-29 Downloads View citations (57)

1989

  1. STOCK INDEX FUTURES AND THE CRASH OF '87
    Journal of Applied Corporate Finance, 1989, 1, (4), 6-17 Downloads
  2. The Modigliani‐Miller Propositions After Thirty Years
    Journal of Applied Corporate Finance, 1989, 2, (1), 6-18 Downloads
    Also in Journal of Economic Perspectives, 1988, 2, (4), 99-120 (1988) Downloads View citations (70)

1986

  1. Behavioral Rationality in Finance: The Case of Dividends
    The Journal of Business, 1986, 59, (4), S451-68 Downloads View citations (7)
  2. Economic costs and benefits of the proposed one—minute time bracketing regulation
    Journal of Futures Markets, 1986, 6, (1), 141-166 Downloads View citations (5)
  3. Financial Innovation: The Last Twenty Years and the Next
    Journal of Financial and Quantitative Analysis, 1986, 21, (4), 459-471 Downloads View citations (114)

1985

  1. A Test of the Hotelling Valuation Principle
    Journal of Political Economy, 1985, 93, (1), 1-25 Downloads View citations (67)
  2. Dividend Policy under Asymmetric Information
    Journal of Finance, 1985, 40, (4), 1031-51 Downloads View citations (684)
  3. The Pricing of Oil and Gas: Some Further Results
    Journal of Finance, 1985, 40, (3), 1009-18 Downloads View citations (25)

1982

  1. Dividends and Taxes: Some Empirical Evidence
    Journal of Political Economy, 1982, 90, (6), 1118-41 Downloads View citations (127)

1978

  1. An Approach to the Regulation of Bank Holding Companies
    The Journal of Business, 1978, 51, (3), 379-412 Downloads View citations (48)
  2. Dividends and taxes
    Journal of Financial Economics, 1978, 6, (4), 333-364 Downloads View citations (119)
  3. Prices for State-contingent Claims: Some Estimates and Applications
    The Journal of Business, 1978, 51, (4), 653-72 Downloads View citations (68)
  4. The stochastic properties of velocity and the quantity theory of money
    Journal of Monetary Economics, 1978, 4, (2), 229-248 Downloads View citations (2)

1977

  1. Debt and Taxes
    Journal of Finance, 1977, 32, (2), 261-75 Downloads View citations (615)

1976

  1. Leasing, Buying, and the Cost of Capital Services
    Journal of Finance, 1976, 31, (3), 761-86 Downloads View citations (45)

1972

  1. Money and Stock Prices: The Channels of Influence: Discussion
    Journal of Finance, 1972, 27, (2), 294-98 Downloads

1969

  1. A Comment on the Modigliani-Miller Cost of Capital Thesis: Reply
    American Economic Review, 1969, 59, (4), 592-95 Downloads

1968

  1. THE DEMAND FOR MONEY BY FIRMS: EXTENSIONS OF ANALYTIC RESULTS
    Journal of Finance, 1968, 23, (5), 735-759 Downloads View citations (13)

1966

  1. A Model of the Demand for Money by Firms
    The Quarterly Journal of Economics, 1966, 80, (3), 413-435 Downloads View citations (158)

1963

  1. DISCUSSION
    Journal of Finance, 1963, 18, (2), 311-318 Downloads

1962

  1. Dividend Policy and Market Valuation: A Reply
    The Journal of Business, 1962, 36, 116 Downloads
  2. Further Comment
    The Quarterly Journal of Economics, 1962, 76, (3), 480-488 Downloads

1961

  1. Dividend Policy, Growth, and the Valuation of Shares
    The Journal of Business, 1961, 34, 411 Downloads View citations (955)

1960

  1. The Carnegie Tech Management Game
    The Journal of Business, 1960, 33, 303 Downloads View citations (2)

1957

  1. Part II — Analysis
    Naval Research Logistics Quarterly, 1957, 4, (3), 243-252 Downloads

1956

  1. A Model for the Optimal Programming of Railway Freight Train Movements
    Management Science, 1956, 3, (1), 74-92 Downloads View citations (1)

Books

2002

  1. Selected Works of Merton H. Miller: A Celebration of Markets
    University of Chicago Press Economics Books, University of Chicago Press

1986

  1. Macroeconomics
    University of Chicago Press Economics Books, University of Chicago Press View citations (27)

Chapters

1967

  1. Estimates of the Cost of Capital Relevant for Investment Decisions Under Uncertainty
    A chapter in Determinants of Investment Behavior, 1967, pp 179-213 Downloads
 
Page updated 2020-10-27