University of California at Los Angeles, Anderson Graduate School of Management

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1992: Do Bond Holders Lose From Junk Bond Covenant Changes?

Marcel Kahan and Bruce Tuckman

1992: The Cyclical Behavior of Interest Rates

Antonio Roma and Walter N. Torous

1992: Market Mechanism Choice and Real Estate Disposition: Negotiated Sale Versus Action

George W. Gau and Daniel C. Quan

1992: Unit Roots and the Estimation of Interest Rate Dynamics

Clifford A. Ball and Walter N. Torous

1992: Exchange Risk Management and Corporate Capital Structure

Bhagwan Chowdhry

1992: Market-Based Estimates of Value Gains from Takeovers: An Intervention Approach

Sanjai Bhagat and David Hirshleifer

1992: Overreaction, Delayed Reaction, and Contrarian Profits

Narasimhan Jegadeesh and Sheridan Titman

1991: International Debt Crisis and the Prices of Options of Bank Stocks

Bhagwan Chowdhry

1991: A Reconsideration of Monetary Velocity: The Effects of the Housing and Stock Markets

Maurice Levi, Itzhak Venezia and Yimin Zhang

1991: Contributing Shares

Michael Brennan and Ian Dunlop

1991: Defaults and Interest Rates in International Lending

Bhagwan Chowdhry

1991: The Characteristics of Leveraged Buyout Firms

Tim Opler and Sheridan Titman

1991: Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns

Mark Grinblatt and Sheridan Titman

1991: The LIFO/FIFO Choice as a Signal of Future Costs

Sasson Bar-Yosef, Patricia J. Hughes and Itzhak Venezia

1991: Common Stock Returns and the Business Cycle

Kent Daniel and Walter Torous

1990: Preferred Stocks and Taxes

A. Ofer, S.A. Ravid and I. Venezia

1990: Non-disclosure and Adverse Disclosure as Signals of Firm Value

Siew Hong Teoh and Chuan Yang Hwang

1990: Short Horizon Reversals and the Bid-Ask Spread

Narasimhan Jegadeesh and Sheridan Titman

1990: Local Market and National Components in House Price Appreciation

Joseph Gyourko and Richard Voith

1990: Resolution Preference and Project Choice

David Hirschleifer and Tarun Chordia

1990: Loan Commitments and Credit Demand Uncertainty

Stuart Greenbaum, George Kanatas and Itzhak Venezia

1990: Speculative Trading and Stock Market Volatility

Johnathan D. Jones, J. Harold Mulherin and Sheridan Titman

1989: Facilitation of Competing Bids and the Price of a Takeover Target

David Hirshleifer

1989: Price Volatility, International Market Links and their Implications for Regulatory Policies

Avanidhar Subrahmanyam

1989: Financial Policy and a Firm's Reputation for Product Quality

Vojislav Maksimovic and Sheridan Titman

1989: A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns, formerly titled; The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns

Mark Grinblatt

1989: Time Preference and the 'Equity Premium Puzzle

Simon Benninga and Aris Protopapadakis

1988: On Evaluating Speculative Efficiency in Forward Markets

E. Levy and Bob Nobay

1987: Managing Risk in Thrift Institutions: Beyond the Duration Cap

Richard Roll

1987: Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing

Robert Geske and Walter Torous

1987: A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83)

Nai-fu Chen, Thomas E. Copeland and David Mayers

1986: An Explanation of Seemingly Anomalous Time Premium Behavior for American Put Options

Robert Geske and Kuldeep Shastri

1986: Economic Valuation of Remuneration from Patents and Technology Transfers

Yael Ilan and Dan Galai

1986: Common Factors in the Serial Correlation of Stock Returns

Eugene F. Fama and Kenneth French

1986: The Release of Propreitary Information as a Means of Reducing Competitive Costs

Brett Trueman

1986: Controlling Interest Rate Risk and Return with Futures

Robert Geske and Dan Pieptea

1986: A Theoretical Investigation into the Relative Accuracy of Management and Analyst Earnings Forecasts

Brett Trueman

1986: Pricing Interest Rate Swaps: Theory and Empirical Evidence

Bradford Cornell

1985: A Comment on 'The Equity Premium. A Puzzle'

Peter Bossaerts

1985: The Pricing of Sovereign Risk: An Application of Option Theory

Peter Bossaerts

1985: Wealth Distribution Across Nations and the Risk Premium in the Foreign Exchange Market

Peter Bossaerts

1985: The Information Efficiency of Market Prices

Peter Bossaerts

1985: On Tests of the Existence of Time Variable Risk Premia in the Forward Foreign Exchange Market

Peter Bossaerts

1985: On Estimating the Expected Real Return on the Market in a General Equilibrium Framework

Peter Bossaerts

1985: Options on Stock Indices, Precious Metals Debt, and Foreign Currency: Tests of Boundary Conditions and Pricing Models

Warren Bailey

1984: Inflation Measurement and Tests of Asset Pricing Models

Brandford Cornell

1984: The International Debt Crisis and Bank Stock Prices

Bradford Cornell and Alan C. Shapiro

1984: A New Look at the Theory of Financial Intermediation

Michael Crouhy and Dan Galai

1984: The Informational Impact of Auditor Choice

Sheridan Titman and Brett Trueman

1984: The Information Conveyed by a Takeover Bid

Ivan Png

1984: Estimating the Risk Premium on the Market, and Discriminating between the CAPM and APT

Richard J. Sweeney and Arthur D. Warga

1984: The Pricing of Unanticipated Changes in Expected Inflation: Evidence from the Stock Market

Richard J. Sweeney and Arthur D. Warga

1984: On Robust Tests for Heteroskedasticity in the Market Model

Bruce Lehmann and Arthur Warga

1984: The Jensen Measure and Errors in Variables: A Note

Mark Grinblatt and Sheridan Titman

1983: Stock Issues and Investment Policy When Firms Have Information That Investors Do not Have: A Note

Eduardo F. Lemgruber

1983: The Role of Capital Expenditures in Signalling Firm Value

Brett Titman

1983: A Model of Hedging and Futures Price Bias

David Hirshleifer

1983: The Efficiency of Search Strategies: A Numerical and Analytical Comparison of Strategies Assuming no or Restricted Knowledge of the Underlying Distributions

Wolfgang H. Janko

1982: Sunk Costs and Competitive Bidding

Kenneth French and Robert McCormick

1982: Risk and Performance Measures in Investment Portfolios

Michael D. Stokie

1982: Necessary and Sufficient Conditions for Achieving Stockholder Unanimity over the Production of Information

Brett Titman

1982: The Impact on Firm Value of Capital Structure Change, Some Estimates

Ronald Masulis

1982: Why Corporations Should (or Should Not) Purchase Insurance

David Mayers and Clifford W. Smith

1980: Taxes and the Pricing of Treasury Bill Futures Contracts

Brandford Cornell

1980: The Arbitrage Pricing Theory: Estimation and Applications

Nai-Fu Chen

1980: Progressive Taxation and the Inequality of After-Tax Income

Richard Roll and Stephen Ross

1980: Changes in Credit Policy: Reconciliation and Extensions

J. Fred Weston and Pham D. Tuan

1979: A Note on Capital Budgeting and the Three R's

J. Fred Weston and Nai-fu Chen

1979: On Leasing, Borrowing and Financial Risk

Haim Levy and Marchall Sarnat

1979: The Impact of Enhanced Risk on Capital Budgeting Decisions

Marshall Sarnat