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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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41-88: Rational Finite Bubbles
Franklin Allen and Gary Gorton
40-89: Self-Generating Trade and Rational Fads: The Response of Price to New Information
James Dow and Gary Gorton
40-88: Risky Business: The Clearance and Settlement of Financial Transactions
Ananth Madhavan, Morris Mendelson and Junius Peake
4-99: Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading Downloads
Armando Gomes
4-98: Costs of Equity Capital and Model Mispricing
Lubos Pastor and Robert Stambaugh
4-97: A Specialist's Quoted Depth and the Limit Order Book
Kenneth A. Kavajecz
4-96: Optimal Consumption Choices for a "Large" Investor
Domenico Cuoco and Jaksa Cvitanic
4-95: Optimal Consumption and Equilibrium Prices with Portfolio Cone Constraints and Stochastic Labor Income
Domenico Cuoco
4-94: Evidence on the Objectives of Bank Managers
Joseph Hughes and Loretta Mester
4-93: Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)
Shmuel Kandel, Robert McCulloch and Robert Stambaugh
4-92: Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92)
Marshall E. Blume and Michael Goldstein
4-91: The Evolution of Mortgage Yield Concepts
Jack M. Guttentag
4-90: Equity Risk Premia and Corporate Profit Forecasts Around the Stock Crash of October 1987
Jeremy J. Siegel
4-89: When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001)
Andrew Lo and Craig A. Mackinlay
4-88: Dividend Policy in Perspective: Can Theory Explain Behavior? (Revision of 30-86)
Jean Crockett and Irwin Friend
4-87: A Note on Clienteles and the Miller Model (Revised: 5-88)
Franklin Allen and Jeffrey A. Jaffe
4-86: A Game Theoretic Approach to the Capital Structure and Investment Decision Problems of a Levered Firm
S. Ryu
4-85: Effects of Taxation on Financial Markets
Irwin Friend
4-84: Risk and the Optimal Debt Level
Jeffrey Jaffe and Randolph Westerfield
4-83: Can Money Matter ?
Richard Startz
4-82: Effect of Inflation on the Profitability and Valuation of U.S. Corporations
Irwin Friend and Joel Hasbrouck
4-81: Testing Rational Expectations by the Use of Overidentifying Restrictions
Richard Startz
4-80: Risk Aversion with Initial Wealth
Richard E. Kihlstom, David Romer and Steve Williams
4-79: Implicit Interest on Demand Deposits
Richard Startz
4-78: Financial Consequences of Natural Disasters
Joseph Vinso
4-77: Inflation-Induced Distortions in Government and Private Saving Statistics
Jeremy J. Siegel
4-76: The Preferences of Financial Institutions for Construction and Permanent Mortgage
John M. Mason and Frederick H. Leaffer
4-75: Economic Foundations of Stock Market Regulation
Irwin Friend
4-74: On Corporate Debt Maturity Strategies
James A. Morris
4-73: Performance of New Mining Issues
James E. Walter
m4-73: Immediate, Short and Longer Run Performance of New Issues
Craig A. Simmons
4-72: Should the Two Parameter Capital Market Theories be Extended to Higher Order Moments? (Revised)
Jack Clark Francis
4-71: Efficiency of Corporate Investment
Irwin Friend and Frank Husic
4-00: Two-Class Voting: A Mechanism for Conflict Resolution? Downloads
Ernst Maug and Bilge Yilmaz
39-89: Developments in the Theory of Security Pricing and Market Structure (Revised: 20-91, 6-92)
Marshall E. Blume and Jeremy J. Siegel
39-88: Order Imbalances and Stock Price Movements on October 19 and 20 (Revision of 20-88)
Marshall E. Blume, Craig A. MacKinlay and Bruce Terker
38-89: Returns and Volatility of Low-Grade Bonds 1977-1988
Marshall E. Blume, Donald Keim and Sandeep A. Patel
38-88: Private Information, Trading Volume, and Stock Return Variances
Michael J. Barclay, Robert H. Litzenberger and Jerold B. Warner
37-89: Exchange Rate Uncertainty, Forward Contracts and the Performance of Global Equity Portfolios
Jack D. Glen
37-88: Pricing Options Under Jump-Diffusion Processes
David S. Bates
36-89: Optimal Dynamic Trading with Leverage Constraints
Sanford Grossman and Jean-Juc Vila
36-88: The Cash Premium: Option Pricing Under Asymmetric Processes, with Applications to Options on Deutschemark Futures
David S. Bates
35-89: The Changing Nature of Debt and Equity: A Financial Perspective
Franklin Allen
35-88: The Loan Sales Market
Gary Gorton and Joseph Haubrich
34-89: The Money and Bond Markets in France: Segmentation vs. Integration
Bernard Dumas and Bertrand Jacquillat
34-88: Transaction Contracts
Gary Gorton and George Pennacchi
33-89: An Economic Analysis of Dual Trading
Sanford Grossman
33-88: Time Consistency of Monetary Policy in the Open Economy (Revised: 8-90)
Henning Bohn
32-89: The Valuation of Corporate Fixed Income Securities
In Joon Kim, Krishna Ramaswamy and Suresh Sundaresan
32-88: Real Exchange Rates: Heteroscedasticity and Reversion Toward PPP
Jack D. Glen
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