Rodney L. White Center for Financial Research Working Papers

From Wharton School Rodney L. White Center for Financial Research
Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

05-72: The Simultaneity of Systematic Stock Price Movements (Revised)

Jack Clark Francis

05-71: The Economic Consequences of the Stock Market

Irwin Friend

05-00: Strategic Voting and Proxy Contests

Bilge Yilmaz

04-99: Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading

Armando Gomes

04-98: Costs of Equity Capital and Model Mispricing

Lubos Pastor and Robert Stambaugh

04-97: A Specialist's Quoted Depth and the Limit Order Book

Kenneth A. Kavajecz

04-96: Optimal Consumption Choices for a "Large" Investor

Domenico Cuoco and Jaksa Cvitanic

04-95: Optimal Consumption and Equilibrium Prices with Portfolio Cone Constraints and Stochastic Labor Income

Domenico Cuoco

04-94: Evidence on the Objectives of Bank Managers

Joseph Hughes and Loretta Mester

04-93: Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)

Shmuel Kandel, Robert McCulloch and Robert Stambaugh

04-92: Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92)

Marshall E. Blume and Michael Goldstein

04-91: The Evolution of Mortgage Yield Concepts

Jack M. Guttentag

04-90: Equity Risk Premia and Corporate Profit Forecasts Around the Stock Crash of October 1987

Jeremy J. Siegel

04-89: When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001)

Andrew Lo and Craig A. Mackinlay

04-88: Dividend Policy in Perspective: Can Theory Explain Behavior? (Revision of 30-86)

Jean Crockett and Irwin Friend

04-87: A Note on Clienteles and the Miller Model (Revised: 5-88)

Franklin Allen and Jeffrey A. Jaffe

04-86: A Game Theoretic Approach to the Capital Structure and Investment Decision Problems of a Levered Firm

S. Ryu

04-85: Effects of Taxation on Financial Markets

Irwin Friend

04-84: Risk and the Optimal Debt Level

Jeffrey Jaffe and Randolph Westerfield

04-83: Can Money Matter ?

Richard Startz

04-82: Effect of Inflation on the Profitability and Valuation of U.S. Corporations

Irwin Friend and Joel Hasbrouck

04-81: Testing Rational Expectations by the Use of Overidentifying Restrictions

Richard Startz

04-80: Risk Aversion with Initial Wealth

Richard E. Kihlstom, David Romer and Steve Williams

04-79: Implicit Interest on Demand Deposits

Richard Startz

04-78: Financial Consequences of Natural Disasters

Joseph Vinso

04-77: Inflation-Induced Distortions in Government and Private Saving Statistics

Jeremy J. Siegel

04-76: The Preferences of Financial Institutions for Construction and Permanent Mortgage

John M. Mason and Frederick H. Leaffer

04-75: Economic Foundations of Stock Market Regulation

Irwin Friend

04-74: On Corporate Debt Maturity Strategies

James A. Morris

04-73: Performance of New Mining Issues

James E. Walter

04-72: Should the Two Parameter Capital Market Theories be Extended to Higher Order Moments? (Revised)

Jack Clark Francis

04-71: Efficiency of Corporate Investment

Irwin Friend and Frank Husic

04-00: Two-Class Voting: A Mechanism for Conflict Resolution?

Ernst Maug and Bilge Yilmaz

03-99: The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation

Andrew Abel

03-98: The Declining Credit Quality of US Corporate Debt: Myth or Reality?

Marshall E. Blume, Felix Lim and A. Craig MacKinlay

03-97: Free Cash Flow, Optimal Contracting, and Takeovers

Eitan Goldman, Christopher Jones and Ron Kaniel

03-96: Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)

Marshall E. Blume and Michael Goldstein

03-95: Precautionary Saving and Social Insurance

Robert Hubbard, Jonathan Skinner and Stephen Zeldes

03-94: Consumer Behavior and the Stickiness of CreditCard Interest Rates

Paul S. Calem and Loretta Mester

03-93: Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94)

Shmuel Kandel and Robert Stambaugh

03-92: The Monotonicity of the Term Premium: Another Look (Reprint 026)

Matthew Richardson, Paul Richardson and Tom Smith

03-91: Budget Balance Through Revenue or Spending Adjustments ? Some Historical Evidence for the United States (Reprint 013)

Henning Bohn

03-90: Self-Generating Trade and Rational Fads: The Response of Price to New Information

James Dow and Gary Gorton

03-89: Market Discipline and the Valuation of Bank Subordinated Debt

Gary Gorton and Anthony Santomero

03-88: Devaluations in an Overlapping Generations Economy

Jack D. Glen

03-87: Specification of the Joy of Giving: Insights from Altruism

Andrew Abel and Mark Warshawsky

03-86: Decision Intervals and Portfolio Strategy

S. Benninga and M. E. Blume

03-85: The Week-End Effect in Common Stock Returns: The International Evidence

Jeffrey Jaffe and R. Westerfield

03-84: Blume, Marshall E./Friend, Irwin = The Effect of a Reduction in Corporate Taxes on Investments in Riskfree and Risky Assets

Riskfree and Risky Assets

03-83: An Information Theory of Asset Price Distributions

Orlin J. Grabbe