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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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08-87: Asset Pricing in a Macroeconomic Context
Henning Bohn
08-86: Bank Deregulation, Credit Markets and the Control of Capital
Gary Gorton and Joseph Haubrich
08-85: The Policy Options for Stimulating National Saving
Irwin Friend
08-84: Stochastic Properties of Cross-Sectional Financial Data
Chi-Wen Jevons Lee
08-83: An Empitical Analysis of the Determinants of Intrajurisdictional Property Tax Payment Inequities
Dong Hoon Chun and Peter Linneman
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
08-80: Financial Management in an Inflation Economy
Moshe Ben-Horim and Haim Levy
08-79: The Role of Price Level Uncertainty in Determining the Opportunity Cost of Holding Money
Jeremy J. Siegel
08-78: Bank Regulation and Macroeconomic Stability
Anthony M. Santomero and Jeremy J. Siegel
08-77: Dynamic Estimation of Portfolio Betas
David A. Umstead and Gary L. Bergstrom
08-76: Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
Stephen Ross
08-75: Inflation and the Holding Period Returns on Bonds
Jeffrey F. Jaffe and Gershon Mandelker
08-74: Working Capital, Risk, Growth and Diversification
John S. Bildersee
08-73: The Association Between a Market-Determined Measure of Risk and Alternative Measures or Risk
John S. Bildersee
08-72: Deposit Mix at Commercial Banks and Monetary Policy
Paul F. Smith and Robert C. Jones
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
07-99: Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices Downloads
Suleyman Basak and Benjamin Croitoru
07-98: The Information Contained in Stock Exchange Seat Prices Downloads
Donald Keim and Ananth Madhavan
07-97: The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings
Gabriel Hawawini and Donald Keim
07-96: Model Error in Contingent Claim Models (Dynamic Evaluation)
Eric Jacquier and Robert Jarrow
07-95: Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062)
Suleyman Basak
07-94: Whose Market Is It Anyway? Intermediaries' or Investors' (Reprint 044)
Morris Mendelson and Junius Peake
07-93: Backwardation in Oil Futures Markets: Theory and Empirical Evidence
Robert H. Litzenberger and Nir Rabinowitz
07-92: Flexible (S,s) Bands, Uncertainty, and Aggregate Consumer Durables
Janice Eberly
07-91: Rational Expectations and Stock Market Bubbles
Franklin Allen and Andrew Postlewaite
07-90: Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009)
Shmuel Kandel and Robert Stambaugh
07-89: Empirical Tests of the Consumption-Oriented CAPM
Douglas T. Breeden, Michael R Gibbons and Robert H. Litzenberger
07-88: Two-Person Dynamic Equilibrium: Trading in the Capital Market
Bernard Dumas
07-87: Loan Sales and the Cost of Bank Capital
George Pennacchi
07-86: Determinants of Capital Structure (Revision of 13-85)
I. Friend and J. Hasbrouck
07-85: Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions
George Pennacchi
07-84: The Information Content of Financial Columns
Chi-Wen Jevons Lee and Alfredo Moreno
07-83: Why do Companies Pay Dividends?: Comment
Joel Hasbrouck and Irwin Friend
07-82: Economic and Equity Aspects of Securities Regulation
Irwin Friend
07-81: A Framework for the Analysis of Financial Disorder (discontinued from series - contact authors for copies)
Jack Guttentag and Richard Herring
07-80: Corporate Hedging in Future Markets when Short Sales are Restricted
Simon Benninga
07-79: The Financial Markets in the United Kingdom
Marshall E. Blume
07-78: Majority Choice and the Objective Function of the Firm Under Uncertainty
Simon Benninga and Eitan Muller
07-77: The Growth-Optimal General Equilibrium Market Model: A Reduced Form Expression for the Capital Market Line
David A. Umstead
07-76: Indexation, Expectations, and Stability
Bulent Gultekin and Anthony M. Santomero
07-75: Stock Returns, Money Supply and the Direction of Causality
Richard J. Rogalski and Joseph D. Vinso
07-74: The Monetary Sector in an Open Economy: An Empirical Analysis for Canada and Germany
Richard J. Herring
07-73: Some New Bond Indexes
John S. Bildersee
07-72: Some Contributions of the Institutional Investor Study (with "Discussion" by Marshall E. Blume)
Lawrence D. Jones
07-00: Informed Manipulation Downloads
Archishman Chakraborty and Bilge Yilmaz
06-99: Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices Downloads
Suleyman Basak and Alex Shapiro
06-98: Capital Market Equilibrium with Mispricing and Arbitrage Activity
Suleyman Basak and Benjamin Croitoru
06-97: Managerial Compensation and the Threat of Takeover (Revision of 9-96)
Anup Agrawal and Charles R. Knoeber
06-96: The Pre-Acquisition Performance of Target Firms: A Re-examination of the Inefficient Management Hypothesis (Revision of 23-95)
Anup Agrawal and Jeffrey F. Jaffe
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