Details about James Pesando

This author is deceased (2021-03-08).

Access statistics for papers by James Pesando.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: ppe278

Working Papers

1996

1. Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong
   Working Papers, York University, Department of Economics

1987

2. The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article The response of interest rates to the Federal Reserve's weekly money announcements: The 'puzzle' of anticipated money, Journal of Monetary Economics, Elsevier (1987) View citations (7) (1987)

1986

3. Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists, Economic Inquiry, Western Economic Association International (1987) View citations (1) (1987)
4. The October 1979 Change in the Monetary Regime: Its Impact on the "Forecastability" of Interest Rates
   NBER Working Papers, National Bureau of Economic Research, Inc

1985

5. The Usefulness of the Wind-Up Measure of Pension Liabilities: A LabourMarket Perspective
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective, Journal of Finance, American Finance Association (1985) View citations (3) (1985)

1982

6. Retirement Annuity Design in an Inflationary Climate
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
   See also Chapter Retirement Annuity Design in an Inflationary Climate, NBER Chapters, National Bureau of Economic Research, Inc (1983) View citations (12) (1983)
7. Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons, Canadian Journal of Economics, Canadian Economics Association (1984) View citations (3) (1984)

1981

8. Employee Valuation of Pension Claims and the Impact of Indexing Initiatives
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   See also Journal Article Employee Evaluation of Pension Claims and the Impact of Indexing Initiatives, Economic Inquiry, Western Economic Association International (1984) View citations (2) (1984)

1980

9. On Expectations, Term Premiums and the Volatility of Long-Term Interest Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   See also Journal Article On expectations, term premiums and the volatility of long-term interest rates, Journal of Monetary Economics, Elsevier (1983) View citations (1) (1983)

1979

10. On Forecasting Interest Rates: An Efficient Markets Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article On forecasting interest rates: An efficient markets perspective, Journal of Monetary Economics, Elsevier (1981) View citations (9) (1981)

Undated

11. The Government's Role in Insuring Pensions
    Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania View citations (4)

Journal Articles

2008

1. Risky Assumptions: A closer Look at the Bearing of Investment Risk in Defined-Benefit Pension Plans
   C.D. Howe Institute Commentary, 2008, (266) View citations (4)
2. THE AUCTION MARKET FOR MODERN PRINTS: CONFIRMATIONS, CONTRADICTIONS, AND NEW PUZZLES
   Economic Inquiry, 2008, 46, (2), 149-159 View citations (27)

2007

3. The law of one price, noise and “irrational exuberance”: the auction market for Picasso prints
   Journal of Cultural Economics, 2007, 31, (4), 263-277 View citations (13)

1999

4. The Returns to Picasso's Prints and to Traditional Financial Assets, 1977 to 1996
   Journal of Cultural Economics, 1999, 23, (3), 181-190 View citations (26)

1998

5. Book Review: Income and Social Security and Substandard Working Conditions: The Uncertain Retirement: Securing Pension Promises in a World of Risk
   ILR Review, 1998, 51, (2), 330-331

1993

6. Art as an Investment: The Market for Modern Prints
   American Economic Review, 1993, 83, (5), 1075-89 View citations (189)

1992

7. Monitoring Price Behaviour in the Resale Housing Market: A Note on Measurement and Implications for Policy
   Canadian Public Policy, 1992, 18, (1), 57-61 View citations (3)
8. Wage-Pension Trade-offs in Collective Agreements
   ILR Review, 1992, 46, (1), 146-160 View citations (5)

1991

9. Pension Benefits and Male-Female Wage Differentials
   Canadian Journal of Economics, 1991, 24, (3), 536-50 View citations (2)
10. Wealth Taxation in Canada: An Introduction
    Canadian Public Policy, 1991, 17, (3), 227-236

1988

11. Retirement Incentives Contained in Occupational Pension Plans and Their Implications for the Mandatory Retirement Debate
    Canadian Journal of Economics, 1988, 21, (2), 244-64 View citations (12)
12. The Case for Allowing Mandatory Retirement
    Canadian Public Policy, 1988, 14, (1), 32-39 View citations (2)

1987

13. Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists
    Economic Inquiry, 1987, 25, (2), 215-38 View citations (1)
    See also Working Paper Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists, NBER Working Papers (1986) View citations (1) (1986)
14. The response of interest rates to the Federal Reserve's weekly money announcements: The 'puzzle' of anticipated money
    Journal of Monetary Economics, 1987, 19, (3), 393-404 View citations (7)
    See also Working Paper The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money, NBER Working Papers (1987) View citations (7) (1987)

1985

15. Mortgage Rate Insurance and the Canadian Mortgage Market: Some Further Reflections
    Canadian Public Policy, 1985, 11, (1), 115-117 View citations (1)
16. The Usefulness of the Wind-Up Measure of Pension Liabilities: A Labor Market Perspective
    Journal of Finance, 1985, 40, (3), 927-40 View citations (3)
    See also Working Paper The Usefulness of the Wind-Up Measure of Pension Liabilities: A LabourMarket Perspective, NBER Working Papers (1985) View citations (3) (1985)

1984

17. Employee Evaluation of Pension Claims and the Impact of Indexing Initiatives
    Economic Inquiry, 1984, 22, (1), 1-17 View citations (2)
    See also Working Paper Employee Valuation of Pension Claims and the Impact of Indexing Initiatives, NBER Working Papers (1981) View citations (6) (1981)
18. Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons
    Canadian Journal of Economics, 1984, 17, (3), 569-87 View citations (3)
    See also Working Paper Valuing Pensions (Annuities) with Different Types of Inflation Protection in Total Compensation Comparisons, NBER Working Papers (1982) View citations (1) (1982)

1983

19. On expectations, term premiums and the volatility of long-term interest rates
    Journal of Monetary Economics, 1983, 12, (3), 467-474 View citations (1)
    See also Working Paper On Expectations, Term Premiums and the Volatility of Long-Term Interest Rates, NBER Working Papers (1980) View citations (2) (1980)

1982

20. Investment Risk, Bankruptcy Risk, and Pension Reform in Canada
    Journal of Finance, 1982, 37, (3), 741-49 View citations (6)

1981

21. On forecasting interest rates: An efficient markets perspective
    Journal of Monetary Economics, 1981, 8, (3), 305-318 View citations (9)
    See also Working Paper On Forecasting Interest Rates: An Efficient Markets Perspective, NBER Working Papers (1979) View citations (3) (1979)

1980

22. Comment on The Determination of Long-Term Interest Rates: Implications for Monetary and Fiscal Policies and The Role of Commercial Banks' Portfolio Behavior in the Determination of Security Treasury Yields
    Journal of Money, Credit and Banking, 1980, 12, (2), 373-76
23. Eliminating Mandatory Retirement: Economics and Human Rights
    Canadian Public Policy, 1980, 6, (2), 352-360 View citations (3)
24. On Forecasting Long-Term Interest Rates: Is the Success of the No-Change Prediction Surprising?
    Journal of Finance, 1980, 35, (4), 1045-47 View citations (4)

1979

25. Indexing of Private Pensions: An Exchange [The Indexing of Private Pensions: An Economist's Perspective on the Current Debate]
    Canadian Public Policy, 1979, 5, (3), 425-429
26. On the Random Walk Characteristics of Short- and Long-Term Interest Rates in an Efficient Market
    Journal of Money, Credit and Banking, 1979, 11, (4), 457-66 View citations (31)
27. The Indexing of Private Pensions: An Economist's Perspective on the Current Debate
    Canadian Public Policy, 1979, 5, (1), 80-89

1978

28. On the Efficiency of the Bond Market: Some Canadian Evidence
    Journal of Political Economy, 1978, 86, (6), 1057-76 View citations (11)

1977

29. Real versus Nominal Interest Rates and the Demand for Consumer Durables in Canada
    Journal of Money, Credit and Banking, 1977, 9, (3), 428-36 View citations (1)

1976

30. Inflation and Guaranteed Formula Pension Plans: An Additional Issue
    Canadian Journal of Economics, 1976, 9, (3), 529-31
31. Tax Effects, Price Expectations and the Nominal Rate of Interest
    Economic Inquiry, 1976, 14, (2), 259-69 View citations (5)
32. The Alternative Models of the Determination of Nominal Interest Rates: The Canadian Evidence
    Journal of Money, Credit and Banking, 1976, 8, (2), 209-18

1975

33. A Note on the Rationality of the Livingston Price Expectations
    Journal of Political Economy, 1975, 83, (4), 849-58 View citations (43)
34. Determinants of Term Premiums in the Market for United States Treasury Bills
    Journal of Finance, 1975, 30, (5), 1317-27 View citations (13)
35. On the Accuracy and Formation of Life Insurance Company Cash Flow Forecasts
    The Journal of Business, 1975, 48, (1), 20-26
36. The Impact of the Conversion Loan on the Term Structure of Interest Rates in Canada: Some Additional Evidence
    Canadian Journal of Economics, 1975, 8, (2), 281-88 View citations (1)

1974

37. The Interest Sensitivity of the Flow of Funds through Life Insurance Companies: An Econometric Analysis
    Journal of Finance, 1974, 29, (4), 1105-21 View citations (12)
38. The Supply of Money and Common Stock Prices: Further Observations on the Econometric Evidence
    Journal of Finance, 1974, 29, (3), 909-21 View citations (11)

1971

39. The Interest Sensitivity of Canadian Mortgage Flows: A Comment
    Canadian Journal of Economics, 1971, 4, (3), 401-04

Chapters

2001

1. The Canada Pension Plan: Looking Back at the Recent Reforms
   A chapter in The State of Economics in Canada: Festschrift in Honour of David Slater, 2001, pp 137-150 View citations (1)

1983

2. Retirement Annuity Design in an Inflationary Climate
   A chapter in Financial Aspects of the United States Pension System, 1983, pp 291-324 View citations (12)
   See also Working Paper Retirement Annuity Design in an Inflationary Climate, National Bureau of Economic Research, Inc (1982) View citations (10) (1982)