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Rodney L. White Center for Financial Research Working Papers

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

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6-83: The Pricing of Call and Put Options on Foreign Exchange
Orlin J. Grabbe
6-89: Trading Volume and Changes in Heterogeneous Expectations
Larry Lang and Robert H. Litzenberger
6-93: Arbitrage Chains
James Dow and Gary Gorton
6-76: Price-Quantity Adjustments in a Macro-Disequilibrium Model
Henry R. Lorie
6-74: Short-Run Asset Effects on Household Saying and Consumption
Irwin Friend and Charles Lieberman
6-88: The Implications of Insurance for the Efficacy of Fiscal Policy
Andrew Abel
6-75: The Demand for Risky Assets Under Uncertain Inflation
Irwin Friend and Yoram Landskroner
6-73: The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
Randolph Westerfield
6-97: Managerial Compensation and the Threat of Takeover (Revision of 9-96)
Anup Agrawal and Charles R. Knoeber
6-00: Nested Information and Manipulation in Financial Markets Downloads
Archishman Chakraborty and Bilge Yilmaz
06-79: Accounting Techniques and Firms' Equilibrium Values: Tax Methods and the Lifo/Fifo Choice
Nicholas J. Gonedes
5-89: The Sources and Nature of Long-Term Memory in the Business Cycle
Joseph Haubrich and Andrew Lo
5-91: The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview (Revised: 13-91)
Jeremy J. Siegel
05-75: An Empirical Investigation of the Corporate Debt Maturity Structure
James R. Morris
05-81: Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates
Stephen Meyer and Richard Startz
5-94: A Transaction Cost Theory of Corporate Finance, with Applications to Security, Bankruptcy, and the Nature of Economic Organization
Bruce D. Johnsen
5-77: The Cost of Equity Capital: A Reconsideration
M. J. Gordon and L. I. Gould
05-85: On the Optimality of Portfolio Insurance
Simon Benninga and Marshall Blume
05-89: The Sources and Nature of Long-Term Memory in the Business Cycle
Joseph Haubrich and Andrew Lo
5-84: Lifetime Portfolio Selection and Information
Jerome De Temple
5-87: Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)
Andrew Lo and Craig A. MacKinlay
05-87: Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)
Andrew Lo and Craig A. MacKinlay
05-74: The Behavior of Risk and Return: An Econometric Study
Marshall E. Blume
05-83: Market Evidence on the Effective Maturity of Bank Assets and Liabilities
Mark Flannery and Christopher James
5-99: Multiple Large Shareholders in Corporate Governance Downloads
Armando Gomes
05-90: The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns
Joseph Gyourko and Donald Keim
05-93: Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing (Reprint 052)
James Dow and Gary Gorton
05-82: Are Forward Exchange Rates Really Useful Predictors of Future Spot Rates? Some Evidence from Daily Dollar-DM Data
Orlin J. Grabbe
5-96: Analyzing Investments Whose Histories Differ in Length
Robert Stambaugh
m5-73: An Empirical Analysis of Risk Measurement in Corporate Bonds
Jane C. Tripp
05-88: Tax Clienteles and the Miller Model with Incomplete Markets (Revision of 4-87)
Franklin Allen and Jeffrey Jaffe
5-78: Financial Forecasting Using Economic Indictators
Joseph Vinso
5-80: Optimal Claims in Automobile Insurance
Itzahk Venezia and Haim Levy
5-95: Financial Markets, Intermediaries, and Intertemporal Smoothing (Revised 14-96)
Franklin Allen and Douglas Gale
5-81: Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates
Stephen Meyer and Richard Startz
5-73: An Analysis of Devaluation
Wilfred Ethier
5-97: Learning To Be Overconfident
Simon Gervais and Terrance Odean
05-77: The Cost of Equity Capital: A Reconsideration
M.J. Gordon and L.I. Gould
05-99: Multiple Large Shareholders in Corporate Governance Downloads
Armando Gomes
5-88: Tax Clienteles and the Miller Model with Incomplete Markets (Revision of 4-87)
Franklin Allen and Jeffrey Jaffe
5-85: On the Optimality of Portfolio Insurance
Simon Benninga and Marshall Blume
5-00: Strategic Voting and Proxy Contests Downloads
Bilge Yilmaz
5-92: Reserve Requirements and the Indicator Properties of Monetary Aggregates
Jeremy J. Siegel
5-75: An Empirical Investigation of the Corporate Debt Maturity Structure
James R. Morris
05-91: The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview (Revised: 13-91)
Jeremy J. Siegel
5-83: Market Evidence on the Effective Maturity of Bank Assets and Liabilities
Mark Flannery and Christopher James
5-93: Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing (Reprint 052)
James Dow and Gary Gorton
05-76: Further Evidence on the Capitalization of Property Taxes: A Case Study of Upper Dublin Township
Moshe Cohen
05-94: A Transaction Cost Theory of Corporate Finance, with Applications to Security, Bankruptcy, and the Nature of Economic Organization
Bruce D. Johnsen
05-71: The Economic Consequences of the Stock Market
Irwin Friend
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