Rodney L. White Center for Financial Research Working Papers

From Wharton School Rodney L. White Center for Financial Research
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9-99: Organizational Design Choices in Retail Banking

Venky Nagar

9-98: Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium

Suleyman Basak and Michael Gallmeyer

9-97: Going Public with Asymmetric Information, Agency Costs and Dynamic Trading

Armando Gomes

9-96: Managerial Compensation and the Threat of Takeover (Revision of 28-94) (Revised: 6-97)

Anup Agrawal Charles R. Knoeber

9-95: Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94)

Donald Keim and Ananth Madhavan

9-94: An Index-Contingent Trading Mechanism: Economic Implications

Avi Wohl and Shmuel Kandel

9-93: Futures and Forward Prices with Markovian Interest Rate Processes

Simon Benninga and Aris Protopapadakis

9-92: Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle

Andrew Abel

9-91: The Real Rate of Interest from 1800-1990: A Study of the U.S. and U.K. (Reprint 028)

Jeremy J. Siegel

9-90: Endogenous Government Spending and Ricardian Equivalence (Revision of 13-88)

Henning Bohn

9-89: Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium

Andrew Abel

9-88: Seasonality, Size Premium and the Relationship Between the Risk and the Return of French Common Stocks

Gabriel Hawawini and Claude Viallet

9-87: Operative Gift and Bequest Motives

Andrew Abel

9-86: Financial Intermediation: Delegated Monitoring and Long-Term Relationships

Joseph Haubrich

9-85: Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term

Stanley Fischer and George Pennacchi

9-84: Inflation, Inventory Accounting Methods and Stock Returns

Chi-Wen Jevons Lee

9-83: Resource Distribution Effects of New York City Rent Control Programs

Peter Linneman

9-82: Non-Linear Pricing Systems in Finance

Simon Benninga

9-81: The Lender of Last Resort Function in an International Context

Jack Guttentag and Richard Herring

9-80: Expectations, Exchange Rates and Monetary Theory - The Case of the German Hyperinflation

Aris Protopapadakis

9-79: Regulation of Bank Capital and Portfolio Risk

Michae Koehen and Anthony M. Santomero

9-78: Betas and Their Regression Tendencies: Some Further Evidence

Marshall E. Blume

9-77: Recent Developments in Finance

Irwin Friend

9-76: The Equity of the Real Estate Property Tax: An Empirical Examination of the City of Philadelphia

Robert H. Edelstein

9-75: Taxation and Financial Management: Theory vs. Fact

James E. Walter

9-74: Differential Effects of Inflation

James E. Walter

9-73: Uncertainty Resolution and Multi-Period Investment Decisions

Randolph Westerfield and John R. Percival

9-72: Price, Beta and Exchange Listing

Marshall E. Blume and Frank Husic

9-00: The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks

Andrew Abel

8-99: The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings

Gabriel Hawawini and Donald Keim

8-98: The Cost of Institutional Equity Trades

Donald Keim and Ananth Madhavan

8-97: Costs of Equity from Factor-Based Models (Revised 4-98)

Lubos Pastor and Robert Stambaugh

8-96: Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)

Anup Agrawal and Charles R. Knoeber

8-95: An Intertemporal Model of Segmentation (Reprint 056)

Suleyman Basak

8-94: Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)

Suleyman Basak

8-93: Dynamic Wealth Redistribution, Trade, and Asset Pricing

Simon Benninga and Joram Mayshar

8-92: A Test of the Cox, Ingersoll, and Ross Model of the Term Structure

Michael R. Gibbons and Krishna Ramaswamy

8-91: Bayesian Inference and Portfolio Efficiency (Revised: 4-93)

Shmuel Kandel, Robert McCulloch and Robert Stambaugh

8-90: Time Consistency of Monetary Policy in the Open Economy (Revision of 33-88) (Reprint 010)

Henning Bohn

8-89: Risk and Return Characteristics of Lower-Grade Bonds 1977-1987

Marshall E. Blume and Donald Keim

8-88: Market Efficiency and Equity Pricing: International Evidence and Implications for Global Investing

Gabriel Hawawini

8-87: Asset Pricing in a Macroeconomic Context

Henning Bohn

8-86: Bank Deregulation, Credit Markets and the Control of Capital

Gary Gorton and Joseph Haubrich

8-85: The Policy Options for Stimulating National Saving

Irwin Friend

8-84: Stochastic Properties of Cross-Sectional Financial Data

Chi-Wen Jevons Lee

8-83: An Empitical Analysis of the Determinants of Intrajurisdictional Property Tax Payment Inequities

Dong Hoon Chun and Peter Linneman

8-82: The Aggregation of Consumer Preferences Over Firm Investment and Financial Decisions in Imperfect Markets

Simon Benninga and Meir I. Schneller

8-81: Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?

Richard Startz

8-80: Financial Management in an Inflation Economy

Moshe Ben-Horim and Haim Levy

8-79: The Role of Price Level Uncertainty in Determining the Opportunity Cost of Holding Money

Jeremy J. Siegel