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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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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
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