Rodney L. White Center for Financial Research Working Papers

From Wharton School Rodney L. White Center for Financial Research
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1-75: The Incorporation of Inventory Expectations into Econometric Models

Marshall E. Blume and Irwin Friend

m1-74: The Role and Viability of Mutual Banks

Lawrence D. Jones and Richardson R. Pettit

1-74: The Demand for Risky Assets

Irwin Friend and Marshall E. Blume

1-73: Mythodology in Finance

Irwin Friend

m1-73: An Analysis of Spending Rules for the University's Endowment

Marshall E. Blume

m1-72: The Consequences of Competitive Commissions on the New York Stock Exchange

Marshall E. Blume and Irwin Friend

1-72: The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised)

Hans Stoll

1-71: A New Look at the Capital Asset Pricing Model

Marshall E. Blume and Irwin Friend

1-00: Liquidity Provision during Circuit Breakers and Extreme Market Movements

Michael Goldstein and Kenneth A. Kavajecz

09-99: Organizational Design Choices in Retail Banking

Venky Nagar

09-98: Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium

Suleyman Basak and Michael Gallmeyer

09-97: Going Public with Asymmetric Information, Agency Costs and Dynamic Trading

Armando Gomes

09-96: Managerial Compensation and the Threat of Takeover (Revision of 28-94) (Revised: 6-97)

Anup Agrawal Charles R. Knoeber

09-95: Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94)

Donald Keim and Ananth Madhavan

09-94: An Index-Contingent Trading Mechanism: Economic Implications

Avi Wohl and Shmuel Kandel

09-93: Futures and Forward Prices with Markovian Interest Rate Processes

Simon Benninga and Aris Protopapadakis

09-92: Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle

Andrew Abel

09-91: The Real Rate of Interest from 1800-1990: A Study of the U.S. and U.K. (Reprint 028)

Jeremy J. Siegel

09-90: Endogenous Government Spending and Ricardian Equivalence (Revision of 13-88)

Henning Bohn

09-89: Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium

Andrew Abel

09-88: Seasonality, Size Premium and the Relationship Between the Risk and the Return of French Common Stocks

Gabriel Hawawini and Claude Viallet

09-87: Operative Gift and Bequest Motives

Andrew Abel

09-86: Financial Intermediation: Delegated Monitoring and Long-Term Relationships

Joseph Haubrich

09-85: Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term

Stanley Fischer and George Pennacchi

09-84: Inflation, Inventory Accounting Methods and Stock Returns

Chi-Wen Jevons Lee

09-83: Resource Distribution Effects of New York City Rent Control Programs

Peter Linneman

09-82: Non-Linear Pricing Systems in Finance

Simon Benninga

09-81: The Lender of Last Resort Function in an International Context

Jack Guttentag and Richard Herring

09-80: Expectations, Exchange Rates and Monetary Theory - The Case of the German Hyperinflation

Aris Protopapadakis

09-79: Regulation of Bank Capital and Portfolio Risk

Michae Koehen and Anthony M. Santomero

09-78: Betas and Their Regression Tendencies: Some Further Evidence

Marshall E. Blume

09-77: Recent Developments in Finance

Irwin Friend

09-76: The Equity of the Real Estate Property Tax: An Empirical Examination of the City of Philadelphia

Robert H. Edelstein

09-75: Taxation and Financial Management: Theory vs. Fact

James E. Walter

09-74: Differential Effects of Inflation

James E. Walter

09-73: Uncertainty Resolution and Multi-Period Investment Decisions

Randolph Westerfield and John R. Percival

09-72: Price, Beta and Exchange Listing

Marshall E. Blume and Frank Husic

09-00: The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks

Andrew Abel

08-99: The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings

Gabriel Hawawini and Donald Keim

08-98: The Cost of Institutional Equity Trades

Donald Keim and Ananth Madhavan

08-97: Costs of Equity from Factor-Based Models (Revised 4-98)

Lubos Pastor and Robert Stambaugh

08-96: Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)

Anup Agrawal and Charles R. Knoeber

08-95: An Intertemporal Model of Segmentation (Reprint 056)

Suleyman Basak

08-94: Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)

Suleyman Basak

08-93: Dynamic Wealth Redistribution, Trade, and Asset Pricing

Simon Benninga and Joram Mayshar

08-92: A Test of the Cox, Ingersoll, and Ross Model of the Term Structure

Michael R. Gibbons and Krishna Ramaswamy

08-91: Bayesian Inference and Portfolio Efficiency (Revised: 4-93)

Shmuel Kandel, Robert McCulloch and Robert Stambaugh

08-90: Time Consistency of Monetary Policy in the Open Economy (Revision of 33-88) (Reprint 010)

Henning Bohn

08-89: Risk and Return Characteristics of Lower-Grade Bonds 1977-1987

Marshall E. Blume and Donald Keim

08-88: Market Efficiency and Equity Pricing: International Evidence and Implications for Global Investing

Gabriel Hawawini