Economics at your fingertips  

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.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

6-85: The Effects of Different Taxes on Risky and Riskfree Investment and on the Cost of Capital
Yu Zhu and Irwin Friend
6-84: Choice of Inventory Accounting Methods: A Ricardian Model
Chi-Wen Jevons Lee and David Hsieh
6-83: The Pricing of Call and Put Options on Foreign Exchange
Orlin J. Grabbe
6-82: Optimal Survey Aggregation Application to Inflation, Stock Returns and Economic Activity
Joel Hasbrouck
6-81: Toward Efficiency Analysis of Diversifiable Assets
Yoram Kroll
6-80: The Allocational Role of Takeover Bids in Situations of Asymmetric Information
Sanford Grossman and Oliver Hart
6-79: Accounting Techniques and Firms' Equilibrium Values: Tax Methods and the Lifo/Fifo Choice
Nicholas J. Gonedes
6-78: Asset Management for Regulated Enterprise Under Conditions of Uncertain Price Change: The Case of the Property-Casualty Company
James E. Walter
6-77: Expectations, Commercial Bank Adjustment, and the Performance of Monetary Aggregates
John Mason, Richard Rogalski and Joseph D. Vinso
6-76: Price-Quantity Adjustments in a Macro-Disequilibrium Model
Henry R. Lorie
6-75: The Demand for Risky Assets Under Uncertain Inflation
Irwin Friend and Yoram Landskroner
6-74: Short-Run Asset Effects on Household Saying and Consumption
Irwin Friend and Charles Lieberman
6-73: The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
Randolph Westerfield
6-72: The Value of Information for Investment Decisions
Jim Morris
6-00: Nested Information and Manipulation in Financial Markets Downloads
Archishman Chakraborty and Bilge Yilmaz
5-99: Multiple Large Shareholders in Corporate Governance Downloads
Armando Gomes
5-98: An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks
Donald Keim
5-97: Learning To Be Overconfident
Simon Gervais and Terrance Odean
5-96: Analyzing Investments Whose Histories Differ in Length
Robert Stambaugh
5-95: Financial Markets, Intermediaries, and Intertemporal Smoothing (Revised 14-96)
Franklin Allen and Douglas Gale
5-94: A Transaction Cost Theory of Corporate Finance, with Applications to Security, Bankruptcy, and the Nature of Economic Organization
Bruce D. Johnsen
5-93: Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing (Reprint 052)
James Dow and Gary Gorton
5-92: Reserve Requirements and the Indicator Properties of Monetary Aggregates
Jeremy J. Siegel
5-91: The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview (Revised: 13-91)
Jeremy J. Siegel
5-90: The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns
Joseph Gyourko and Donald Keim
5-89: The Sources and Nature of Long-Term Memory in the Business Cycle
Joseph Haubrich and Andrew Lo
5-88: Tax Clienteles and the Miller Model with Incomplete Markets (Revision of 4-87)
Franklin Allen and Jeffrey Jaffe
5-87: Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)
Andrew Lo and Craig A. MacKinlay
5-86: Monopolistic Competition and the Theory of Private Money
Joseph Haubrich
5-85: On the Optimality of Portfolio Insurance
Simon Benninga and Marshall Blume
5-84: Lifetime Portfolio Selection and Information
Jerome De Temple
5-83: Market Evidence on the Effective Maturity of Bank Assets and Liabilities
Mark Flannery and Christopher James
5-82: Are Forward Exchange Rates Really Useful Predictors of Future Spot Rates? Some Evidence from Daily Dollar-DM Data
Orlin J. Grabbe
5-81: Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates
Stephen Meyer and Richard Startz
5-80: Optimal Claims in Automobile Insurance
Itzahk Venezia and Haim Levy
5-79: Risk and Capital Asset Pricing
Irwin Friend and Randolph Westerfield
5-78: Financial Forecasting Using Economic Indictators
Joseph Vinso
5-77: The Cost of Equity Capital: A Reconsideration
M. J. Gordon and L. I. Gould
5-76: Further Evidence on the Capitalization of Property Taxes: A Case Study of Upper Dublin Township
Moshe Cohen
5-75: An Empirical Investigation of the Corporate Debt Maturity Structure
James R. Morris
5-74: The Behavior of Risk and Return: An Econometric Study
Marshall E. Blume
m5-73: An Empirical Analysis of Risk Measurement in Corporate Bonds
Jane C. Tripp
5-73: An Analysis of Devaluation
Wilfred Ethier
5-72: The Simultaneity of Systematic Stock Price Movements (Revised)
Jack Clark Francis
5-71: The Economic Consequences of the Stock Market
Irwin Friend
5-00: Strategic Voting and Proxy Contests Downloads
Bilge Yilmaz
44-88: Perishable Investment and Hysteresis in Capital Formation
Bernard Dumas
43-88: Super Contact and Related Optimality Conditions: A Supplement to Avinash Dixit's: "A Simplified Exposition of Some Results Concerning Regulated Brownian Motion" (Reprint 020)
Bernard Dumas
42-88: Modeling Expected Stock Returns for Long and Short Horizons
Shmuel Kandel and Robert Stambaugh
41-89: An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019)
Bernard Dumas and Elisa Luciano
Page updated 2022-09-25
Sorted by handle, numeric part