Economics at your fingertips  

Rodney L. White Center for Financial Research Working Papers

From Wharton School Rodney L. White Center for Financial Research
Contact information at EDIRC.

Bibliographic data for series maintained by Thomas Krichel ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

12-84: The Pricing of Treasury Bond Futures: The Quality Variation
Simon Benninga and Michael Smirlock
12-83: Bank Dividend Policy and the Prediction of Future Bank Accounting Returns
Michael Smirlock and William Marshall
12-82: The Contribution of Arbitrage Pricing Theory to Capital Asset Pricing
Phoebus Dhrymes, Irwin Friend and N. Gultekin
12-81: Notes on Taxation and Risk Taking
Richard Kihlstrom and Jean-Jacques Laffont
12-80: Unemployment and Real Interest Rates: Econometric Testing of Inflation Neutrality
Richard Startz
12-79: Competition and Interest Rate Ceilings in Commerical Banking
Richard Startz
12-78: Public Disclosure Rules, Private Information-Production Decisions and Captial Market Equilibrium
Nicholas J. Gonedes
12-77: Bank Credit Rationing and the Customer Relation
Norman R. Blackwell and Anthony M. Santomero
12-76: Price Level Variation and the Impact on Floating Exchange Rates
Richard J. Rogalski and Joseph D. Vinso
12-75: The Supply Curve of Housing
John M. Mason
12-74: Stock Ownership: Characteristics and Trends
Marshall E. Blume, Jean Crockett and Irwin Friend
12-73: The Determinants of Value in the Philadelphia Housing Market: A Case Study of the Main Line, 1967-1969
Robert H. Edelstein
12-72: Portfolio and Capital Market Theory with Arbitrary Preferences and Distributions: The General Validity of the Mean-Variance Approach in Large Markets
Stephen Ross
12-00: Stock-Return Predictability and Model Uncertainty Downloads
Doron Avramov
11-99: Mutual Fund Returns and Market Microstructure Downloads
Mark Carhart, Ron Kaniel, David K. Musto and Adam Reed
11-98: Management Turnover and Corporate Governance Changes Following the Revelation of Fraud
Anup Agrawal, Jeffrey J. Jaffe and Jonathan Karpoff
11-97: An Examination of Changes in Specialists' Posted Price Schedules
Kenneth A. Kavajecz and Elizabeth R. Odders-White
11-96: The Analysis of VAR, Deltas and State Prices: A New Approach
Bruce D. Grundy and Zvi Wiener
11-95: Theory of Rational Option Pricing: II (Revised: 1-96)
Yaacov Z. Bergman, Bruce D. Grundy and Zvi Wiener
11-94: Systematic Risk and Diversification in the Equity REIT Market
Joseph Gyourko and Edward Nelling
11-93: Implementing Numerical Option Pricing Models
Simon Benninga, Raz Steinmetz and John Stroughair
11-92: What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030)
Joseph Gyourko and Donald Keim
11-91: Option Prices and the Underlying Asset's Return Distribution (Reprint 012)
Bruce D. Grundy
11-90: The Origins of Banking Panics: Models, Facts, and Bank Regulation
Charles Calomiris and Gary Gorton
11-89: Incomplete Markets and Incentives to Set Up An Options Exchange
Franklin Allen and Douglas Gale
11-88: Managerial Incentives in an Entrepreneurial Stock Market Model
Richard E. Kihlstrom and Steven Matthews
11-87: Capital Structure and Imperfect Competition in Product Markets (Revision of 20-85, 24-84)
Franklin Allen
11-86: Two-Person Dynamic Equilibrium: Trading in the Capital Market
Bernard Dumas
11-85: Logit Versus Discriminant Analysis: A Specification Test
Andrew Lo
11-84: New Tests of the APT and their Implications
Phoebus Dhrymes, Irwin Friend, Bulent Gultekin and Mustafa Gultekin
11-83: Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)
Marshall Blume and Robert Stambaugh
11-82: The Theory and Practice of Second-Best Commercial Policy: Domestic Factor Market Distortions and International Market Power
Howard Kaufold
11-81: Effect of Inflation on Saving, Investment and Capital Markets
Irwin Friend
11-80: Exchange-Rate Unions and the Volatility of the Dollar
Richard C. Marston
11-79: The NOW Account Experiment and the Demand for Money
Joanna H. Frodin and Richard Startz
11-78: When is Corporate Financial Policy Relevant?
Simon Benninga
11-77: Consumption and Saving in Economic Development
Jean Crockett and Irwin Friend
11-76: Simultaneous Equation Market Models: A New Approach to the Problem of Multicollin
Chung Few Lee and Joseph D. Vinso
11-75: The Choice Between Spending and Saving
Jean Crockett
11-74: Price Spreads, Performance and the Seasoning of New Bond Issues
John S. Bildersee
11-73: Discounts and Premiums on Shares of Diversified Closed-End Investment Funds
Hans Stoll
11-72: The Theory of Insurance Reconsidered for Urban Analysis: An Expected Utility Approach (Revised)
Robert H. Edelstein
11-00: The Equity Premium and Structural Breaks Downloads
Lubos Pastor and Robert Stambaugh
10-99: Quantitative Asset Pricing Implications of Endogenous Solvency Constraints Downloads
Fernando Alvarez and Urban Jermann
10-98: On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis
Suleyman Basak
10-97: Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources (Reprint 069)
Tullio Jappelli, Jorn-Steffen Pischke and Nicholas Souleles
10-96: Balanced Budget Rules and Public Deficits: Evidence from the U.S. States (Reprint 060)
Henning Bohn and Robert P. Inman
10-95: Rational Expectations, Inflation and the Nominal Interest Rate
Jean A. Crockett
10-94: The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92)
Donald Keim and Ananth Madhavan
10-93: Quote Changes and Order Imbalances
Marshall E. Blume and Yun K. Wong
Page updated 2022-09-25
Sorted by handle, numeric part