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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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10-92: General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031)
Wayne Ferson, Stephen R. Foerster and Donald Keim
10-91: Historical Returns: The Case for Equity
Jeremy J. Siegel
10-90: Fiscal Policy with Impure Intergenerational Altruism (Reprint 011)
Andrew Abel and B. Douglas Bernheim
10-89: Arbitrage, Short Sales and Financial Innovation
Franklin Allen and Douglas Gale
10-88: A Look at the Validity of the CAPM in Light of Equity Market Anomalies: The Case of Belgian Common Stocks
Gabriel Hawawini, Pierre Michel and Albert Corhay
10-87: An Analysis of Fiscal Policy Under Operative and Inoperative Bequest Motives
Andrew Abel
10-86: The Cost of Capital to Corporations in Japan and the USA
Irwin Friend and I. Tokutsu
10-85: Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84)
Andrew Lo
10-83: Inflation and Miller's Model of Capital Structure
Jeffrey Jaffe
10-82: Stock Market Seasonality and End of the Tax Year Effect
Mustafa N. Gultekin and Bulent N. Gultekin
10-81: The Impact of Market Interest Rates on Small Commercial Banks
Mark Flannery
10-80: The CAPM and Mean-Variance Efficient Portfolios
Irwin Friend, Randolph Westerfield and Joao Ferreira
10-79: Co-Skewness and Capital Asset Pricing
Irwin Friend and Randolph Westerfield
10-78: Pension Funds and the Use of International Markets
Marshall E. Blume
10-77: A Note on the Modigliani-Miller Theorem and Bankruptcy
Simon Benninga
10-76: Spectral Analysis of Security Market Prices and Yields in Fundamental Time
John R. Percival
10-75: Measuring Capital Asset Returns and the Stable Probability Laws
James Pickands and Randolph Westerfield
10-74: The Asset Structure of Individual Portfolios and Some Implications for Utility Functions
Marshall E. Blume and Irwin Friend
10-73: Risky Corporate Debt in a Market Model Context
John R. Percival
10-72: The Investment Performance of all Institutional Investors: An Initial Appraisal
Marshall E. Blume and Irwin Friend
10-00: Evaluating and Investing in Equity Mutual Funds Downloads
Lubos Pastor and Robert Stambaugh
1-99: The High Volume Return Premium Downloads
Simon Gervais, Ron Kaniel and Dan Mingelgrin
1-98: Executive Compensation & the Boundary of the Firm: The Case of Short-Lived Projects Downloads
Gary Gorton and Bruce D. Grundy
1-97: An Equilibrium Model with Restricted Stock Market Participation (Reprint 066)
Suleyman Basak and Domenico Cuoco
1-96: General Properties of Option Prices (Revision of 11-95) (Reprint 058)
Yaacov Z. Bergman, Bruce D. Grundy and Zvi Wiener
1-95: On the Integration of the US Equity Markets (Revised: 18-95)
Marshall E. Blume and Michael Goldstein
1-94: A General Equilibrium Model of Portfolio Insurance (Reprint 053)
Suleyman Basak
1-93: The Design of Bank Loan Contracts, Collateral, and Renegotiation (Revised: 2-96)
Gary Gorton and James Kahn
1-92: Security Prices and Market Transparency (Revision of 12-90)
Ananth Madhavan
1-91: Tests of Asset Pricing Models with Changing Expectations
Wayne Ferson, Stephen R. Foerster and Donald Keim
1-90: Asset Prices Under Habit Formation and Catching Up With the Jones
Andrew Abel
1-89: Signalling and the Pricing of Unseasoned New Issues
Mark Grinblatt and Chuan Yang Hwang
m1-89: Return Indexes for Lower Grade Bonds
Marshall E. Blume and Donald Keim
1-88: Investment Earnings and the Initial Dividend Decision
Douglas P. McCann
m1-88: Return Indexes for Lower Grade Bonds: 1977-1987
Blume M.e and Donald Keim
1-87: Seasonality, Cost Shocks and the Production Smoothing Model of Inventories
Jeffrey Miron and Stephen Zeldes
1-86: Stock Return Anomalies and the Asset Pricing Tests: The Case of the Arbitrage Pricing Theory
M. Gultekin and B. Gultekin
m1-86: M.E. Blume and Irwin Friend
Recent, Prospective Trends in Institutional Ownership, Trading of Exchange and Stocks Otc
1-85: A Residuals-Based Wald Test for the Linear Simultaneous Equation
Andrew Lo and Whitney Newey
m1-84: Factors Affecting Capital Formation
Marshall Blume, Irwin Friend and Randolph Westerfield
m1-83: A Survey Study of the Leveraged Buyout Market: Entrepreneur-Senior Lender Relationships
Bulent N. Gultekin and Joel Hasbrouck
1-83: Bond Indexation and Exhaustible Resources and Depletion
Howard Kaufold
1-82: Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency
Robert Stambaugh
1-81: Comment on Inflation and the Stock Market
Irwin Friend and Joel Hasbrouck
1-80: On Dealer Markets Under Competition
Thomas Ho and Hans Stoll
1-79: Stock Returns and Dividend Yields: Some More Evidence
Marshall E. Blume
1-78: Advantages and Limitations of International Portfolio Diversification
Irwin Friend and Etienne Losq
1-77: Implications of Growing Institutionalization of the Stock Market
Irwin Friend
1-76: Mutual Fund Separation in Financial Theory - The Separating Distributions
Stephen Ross
1-75: The Incorporation of Inventory Expectations into Econometric Models
Marshall E. Blume and Irwin Friend
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