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Rodney L. White Center for Financial Research Working Papers

From Wharton School Rodney L. White Center for Financial Research
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8-74: Working Capital, Risk, Growth and Diversification
John S. Bildersee
8-94: Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)
Suleyman Basak
08-95: An Intertemporal Model of Segmentation (Reprint 056)
Suleyman Basak
08-89: Risk and Return Characteristics of Lower-Grade Bonds 1977-1987
Marshall E. Blume and Donald Keim
8-81: Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?
Richard Startz
08-75: Inflation and the Holding Period Returns on Bonds
Jeffrey F. Jaffe and Gershon Mandelker
08-91: Bayesian Inference and Portfolio Efficiency (Revised: 4-93)
Shmuel Kandel, Robert McCulloch and Robert Stambaugh
08-98: The Cost of Institutional Equity Trades
Donald Keim and Ananth Madhavan
08-80: Financial Management in an Inflation Economy
Moshe Ben-Horim and Haim Levy
08-92: A Test of the Cox, Ingersoll, and Ross Model of the Term Structure
Michael R. Gibbons and Krishna Ramaswamy
08-94: Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)
Suleyman Basak
08-83: An Empitical Analysis of the Determinants of Intrajurisdictional Property Tax Payment Inequities
Dong Hoon Chun and Peter Linneman
8-00: Predictable Changes in NAV: The wildcard option in transacting mutual fund shares Downloads
John M.R. Chalmers, Roger M. Edelen and Gregory B. Kadlec
8-91: Bayesian Inference and Portfolio Efficiency (Revised: 4-93)
Shmuel Kandel, Robert McCulloch and Robert Stambaugh
8-77: Dynamic Estimation of Portfolio Betas
David A. Umstead and Gary L. Bergstrom
8-87: Asset Pricing in a Macroeconomic Context
Henning Bohn
8-83: An Empitical Analysis of the Determinants of Intrajurisdictional Property Tax Payment Inequities
Dong Hoon Chun and Peter Linneman
8-88: Market Efficiency and Equity Pricing: International Evidence and Implications for Global Investing
Gabriel Hawawini
8-96: Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)
Anup Agrawal and Charles R. Knoeber
08-86: Bank Deregulation, Credit Markets and the Control of Capital
Gary Gorton and Joseph Haubrich
08-72: Deposit Mix at Commercial Banks and Monetary Policy
Paul F. Smith and Robert C. Jones
8-92: A Test of the Cox, Ingersoll, and Ross Model of the Term Structure
Michael R. Gibbons and Krishna Ramaswamy
8-90: Time Consistency of Monetary Policy in the Open Economy (Revision of 33-88) (Reprint 010)
Henning Bohn
8-86: Bank Deregulation, Credit Markets and the Control of Capital
Gary Gorton and Joseph Haubrich
08-76: Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
Stephen Ross
08-87: Asset Pricing in a Macroeconomic Context
Henning Bohn
08-85: The Policy Options for Stimulating National Saving
Irwin Friend
8-97: Costs of Equity from Factor-Based Models (Revised 4-98)
Lubos Pastor and Robert Stambaugh
08-00: Predictable Changes in NAV: The wildcard option in transacting mutual fund shares Downloads
John M.R. Chalmers, Roger M. Edelen and Gregory B. Kadlec
08-99: The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings Downloads
Gabriel Hawawini and Donald Keim
8-78: Bank Regulation and Macroeconomic Stability
Anthony M. Santomero and Jeremy J. Siegel
8-75: Inflation and the Holding Period Returns on Bonds
Jeffrey F. Jaffe and Gershon Mandelker
8-82: The Aggregation of Consumer Preferences Over Firm Investment and Financial Decisions in Imperfect Markets
Simon Benninga and Meir I. Schneller
08-74: Working Capital, Risk, Growth and Diversification
John S. Bildersee
8-79: The Role of Price Level Uncertainty in Determining the Opportunity Cost of Holding Money
Jeremy J. Siegel
08-77: Dynamic Estimation of Portfolio Betas
David A. Umstead and Gary L. Bergstrom
8-98: The Cost of Institutional Equity Trades
Donald Keim and Ananth Madhavan
08-79: The Role of Price Level Uncertainty in Determining the Opportunity Cost of Holding Money
Jeremy J. Siegel
8-76: Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
Stephen Ross
08-82: The Aggregation of Consumer Preferences Over Firm Investment and Financial Decisions in Imperfect Markets
Simon Benninga and Meir I. Schneller
08-81: Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?
Richard Startz
08-84: Stochastic Properties of Cross-Sectional Financial Data
Chi-Wen Jevons Lee
8-73: The Association Between a Market-Determined Measure of Risk and Alternative Measures or Risk
John S. Bildersee
08-96: Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)
Anup Agrawal and Charles R. Knoeber
08-90: 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
8-95: An Intertemporal Model of Segmentation (Reprint 056)
Suleyman Basak
07-96: Model Error in Contingent Claim Models (Dynamic Evaluation)
Eric Jacquier and Robert Jarrow
7-95: Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062)
Suleyman Basak
07-88: Two-Person Dynamic Equilibrium: Trading in the Capital Market
Bernard Dumas
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