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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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03-82: Saving and After-Tax Rates of Return
Irwin Friend and Joel Hasbrouck
03-81: Effect of Inflation on the Profitability and Valuation of U.S. Corporations
Irwin Friend and Joel Hasbrouck
03-80: Evidence on the 'Tax Effects' of Inflation Under Historical Cost Accounting Methods
Nicholas J. Gonedes
03-79: Optimal Stabilization in a General Equilibrium Financial Model
Jeremy J. Siegel
03-78: Portfolio Diversification of NYSE Specialist Units
Hans Stoll
03-77: Stimulating Indexation
Nariman Behavesh and Athony M. Santomero
03-76: The Pricing of Capital Assets in a Multi-Period World
Marshall E. Blume
03-75: A Study of Credit Rationing in Japan
Yukio Rimbara and Anthony M. Santomero
03-74: Options and Efficiency
Stephen Ross
03-73: The Error Learning Hypothesis and the Term Structure of Interest Rates in Eurodollars
Anthony M. Santomero
03-72: Some Aspects of the Performance of Non-Convertible Preferred Stocks
John Bildersee
03-71: Price Impacts of Block Trading on the NYSE
Alan Kraus and Hans Stoll
03-00: A Theory of Takeover Bidding Downloads
Bilge Yilmaz
02-99: Is the Abnormal Return Following Equity Issuances Anomalous? Downloads
Alon Brav, Christopher Geczy and Paul Gompers
02-98: Customer-Controlled Firms: The Case of Stock-Exchanges Downloads
Carmine Di Noia
02-97: A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk
Suleyman Basak
02-96: The Design of Bank Loan Contracts, Collateral, and Renegotiation (Revision of 1-93)
Gary Gorton and James Kahn
02-95: Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis
Shmuel Kandel, Aharon R. Ofer, Sarig and Oded
02-94: Efficiency of Banks in the Third Federal Reserve District
Loretta Mester
02-93: Corporate Control, Portfolio Choice, and the Decline of Banking
Gary Gorton and Richard Rosen
02-92: Limited Market Participation and Volatility of Asset Prices (Revision of 14-91) (Reprint 043)
Franklin Allen, Franklin and Douglas Gale
02-91: A Bayesian Model of Intraday Specialist Pricing
Ananth Madhavan and Seymour Smidt
02-90: Financing Losers in Competitive Markets
Andrew Abel and George Mailath
02-89: Welfare Improving Nominal Contracts
Henning Bohn and Gary Gorton
02-88: Black-Markets for Foreign Currency
Jack D. Glen
02-87: Optimal Monetary Growth
Andrew Abel
02-86: The Sources of the Movements in Interest Rates: An Empirical Investigation
A. Penati
02-85: Investment Banking, Reputation and the Underpricing of Initial Public Offerings
Randolph P. Beatty and Jay Ritter
02-84: Capital Budgeting Under Uncertainty: The Issue of Optimal Timing
Chi-Wen Jevons Lee and Christopher R. Petruzzi
02-82: Arbitrage Pricing with Heterogeneous Information
Robert Stambaugh
02-81: Stochastic Dominance with a Riskless Asset: The Continuous Case
Yoram Kroll and Haim Levy
02-80: A Competitive Entrepreneurial Model of a Stock Market
Richard E. Kihlstrom and Jean-Jacques Laffont
02-79: Partial Adjustment in the Deman for Money Theory and Empirics
Anthony M. Santomero and John Seater
02-78: The Supply of Dealer Services in Securities Markets
Hans Stoll
02-77: Market Discrimination, Credit Rationing and the Customer Relationship at Commercial Banks
John M. Mason
02-76: Alternative Investment Performance Fee Arrangements and Implication for SEC Regulatory Policy: A Comment
William Margrabe
02-75: The Pricing of Options for Jump Processes
John C. Cox and Stephen Ross
02-74: Some New Bond Indexes
John S. Bildersee
02-73: The Arbitrage Theory of Capital Asset Pricing
Stephen Ross
02-72: A Model of Capital Asset Risk (revised)
Richardson R. Pettit and Randolph Westerfield
02-71: Dividend Announcements, Security Performance, and Capital Market Efficiency
Richardson R. Pettit
02-00: Bookbuilding and Strategic Allocation Downloads
Francesca Cornelli and David Goldreich
01-99: The High Volume Return Premium Downloads
Simon Gervais, Ron Kaniel and Dan Mingelgrin
01-98: Executive Compensation & the Boundary of the Firm: The Case of Short-Lived Projects Downloads
Gary Gorton and Bruce D. Grundy
01-97: An Equilibrium Model with Restricted Stock Market Participation (Reprint 066)
Suleyman Basak and Domenico Cuoco
01-96: General Properties of Option Prices (Revision of 11-95) (Reprint 058)
Yaacov Z. Bergman, Bruce D. Grundy and Zvi Wiener
01-95: On the Integration of the US Equity Markets (Revised: 18-95)
Marshall E. Blume and Michael Goldstein
01-94: A General Equilibrium Model of Portfolio Insurance (Reprint 053)
Suleyman Basak
01-93: The Design of Bank Loan Contracts, Collateral, and Renegotiation (Revised: 2-96)
Gary Gorton and James Kahn
01-92: Security Prices and Market Transparency (Revision of 12-90)
Ananth Madhavan
01-91: Tests of Asset Pricing Models with Changing Expectations
Wayne Ferson, Stephen R. Foerster and Donald Keim
01-90: Asset Prices Under Habit Formation and Catching Up With the Jones
Andrew Abel
01-89: Signalling and the Pricing of Unseasoned New Issues
Mark Grinblatt and Chuan Yang Hwang
01-88: Investment Earnings and the Initial Dividend Decision
Douglas P. McCann
01-87: Seasonality, Cost Shocks and the Production Smoothing Model of Inventories
Jeffrey Miron and Stephen Zeldes
01-86: Stock Return Anomalies and the Asset Pricing Tests: The Case of the Arbitrage Pricing Theory
M. Gultekin and B. Gultekin
01-85: A Residuals-Based Wald Test for the Linear Simultaneous Equation
Andrew Lo and Whitney Newey
01-83: Bond Indexation and Exhaustible Resources and Depletion
Howard Kaufold
01-82: Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency
Robert Stambaugh
01-81: Comment on Inflation and the Stock Market
Irwin Friend and Joel Hasbrouck
01-80: On Dealer Markets Under Competition
Thomas Ho and Hans Stoll
m01-80: Impediments to Capital Formation
Marshall E. Blume, Irwin Friend and Randolph Westerfield
01-79: Stock Returns and Dividend Yields: Some More Evidence
Marshall E. Blume
m01-78: Financial Effects of Capital Tax Reforms
Marshall E. Blume, Jean Crockett and Irwin Friend
01-78: Advantages and Limitations of International Portfolio Diversification
Irwin Friend and Etienne Losq
01-77: Implications of Growing Institutionalization of the Stock Market
Irwin Friend
01-76: Mutual Fund Separation in Financial Theory - The Separating Distributions
Stephen Ross
01-75: The Incorporation of Inventory Expectations into Econometric Models
Marshall E. Blume and Irwin Friend
01-74: The Demand for Risky Assets
Irwin Friend and Marshall E. Blume
01-73: Mythodology in Finance
Irwin Friend
01-72: The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised)
Hans Stoll
01-71: A New Look at the Capital Asset Pricing Model
Marshall E. Blume and Irwin Friend
01-00: Liquidity Provision during Circuit Breakers and Extreme Market Movements Downloads
Michael Goldstein and Kenneth A. Kavajecz
Page updated 2022-10-04
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