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

Archishman Chakraborty and Bilge Yilmaz

5-99: Multiple Large Shareholders in Corporate Governance

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

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