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

John M.R. Chalmers, Roger M. Edelen and Gregory B. Kadlec

07-99: Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices

Suleyman Basak and Benjamin Croitoru

07-98: The Information Contained in Stock Exchange Seat Prices

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

Archishman Chakraborty and Bilge Yilmaz

06-99: Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

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