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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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31-89: Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006)
Marshall E. Blume and Donald Keim
31-88: Linear Transformation of Asset Returns and the APT
Jevons C. Lee and Taychang Wang
31-87: Mechanisms, Multi-Lateral Incentive Compatibility, and the Core
Joseph Haubrich
30-91: Estimating Divisional Cost of Capital for Insurance Companies (Reprint 037)
Franklin Allen
30-89: Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003)
Daniel B. Nelson and Krishna Ramaswamy
30-88: Asymptotic Arbitrage Opportunities in Various Modes of Convergence and the Approximate Linear Pricing Relation in Asset Market
Jevons C. Lee and Taychang Wang
30-87: Program Trading and the Behavior of Stock Index Futures Prices
Craig A. MacKinlay and Krishna Ramaswamy
30-86: Corporate Dividend Payout Policy (Revised: 4-88)
Jean Crockett and Irwin Friend
3-99: The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation Downloads
Andrew Abel
3-98: The Declining Credit Quality of US Corporate Debt: Myth or Reality?
Marshall E. Blume, Felix Lim and A. Craig MacKinlay
3-97: Free Cash Flow, Optimal Contracting, and Takeovers
Eitan Goldman, Christopher Jones and Ron Kaniel
3-96: Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)
Marshall E. Blume and Michael Goldstein
3-95: Precautionary Saving and Social Insurance
Robert Hubbard, Jonathan Skinner and Stephen Zeldes
3-94: Consumer Behavior and the Stickiness of CreditCard Interest Rates
Paul S. Calem and Loretta Mester
3-93: Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94)
Shmuel Kandel and Robert Stambaugh
3-92: The Monotonicity of the Term Premium: Another Look (Reprint 026)
Matthew Richardson, Paul Richardson and Tom Smith
3-91: Budget Balance Through Revenue or Spending Adjustments ? Some Historical Evidence for the United States (Reprint 013)
Henning Bohn
3-90: Self-Generating Trade and Rational Fads: The Response of Price to New Information
James Dow and Gary Gorton
3-89: Market Discipline and the Valuation of Bank Subordinated Debt
Gary Gorton and Anthony Santomero
3-88: Devaluations in an Overlapping Generations Economy
Jack D. Glen
3-87: Specification of the Joy of Giving: Insights from Altruism
Andrew Abel and Mark Warshawsky
3-86: Decision Intervals and Portfolio Strategy
S. Benninga and M. E. Blume
3-85: The Week-End Effect in Common Stock Returns: The International Evidence
Jeffrey Jaffe and R. Westerfield
3-84: Blume, Marshall E./Friend, Irwin = The Effect of a Reduction in Corporate Taxes on Investments in Riskfree and Risky Assets
Riskfree and Risky Assets
3-83: An Information Theory of Asset Price Distributions
Orlin J. Grabbe
3-82: Saving and After-Tax Rates of Return
Irwin Friend and Joel Hasbrouck
3-81: Effect of Inflation on the Profitability and Valuation of U.S. Corporations
Irwin Friend and Joel Hasbrouck
3-80: Evidence on the 'Tax Effects' of Inflation Under Historical Cost Accounting Methods
Nicholas J. Gonedes
3-79: Optimal Stabilization in a General Equilibrium Financial Model
Jeremy J. Siegel
3-78: Portfolio Diversification of NYSE Specialist Units
Hans Stoll
3-77: Stimulating Indexation
Nariman Behavesh and Athony M. Santomero
3-76: The Pricing of Capital Assets in a Multi-Period World
Marshall E. Blume
3-75: A Study of Credit Rationing in Japan
Yukio Rimbara and Anthony M. Santomero
3-74: Options and Efficiency
Stephen Ross
3-73: The Error Learning Hypothesis and the Term Structure of Interest Rates in Eurodollars
Anthony M. Santomero
m3-73: Financing the Needs of the Farm Credit System: Part I: Summary and Recommendations
Paul F. Smith
3-72: Some Aspects of the Performance of Non-Convertible Preferred Stocks
John Bildersee
3-71: Price Impacts of Block Trading on the NYSE
Alan Kraus and Hans Stoll
3-00: A Theory of Takeover Bidding Downloads
Bilge Yilmaz
29-99: An Empirical Analysis of Limit Order Markets Downloads
Burton Hollifield, Robert A. Miller and Patrik Sandas
29-94: Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders
Anup Agrawal and Charles R. Knoeber
29-91: Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041)
David Babbel and Larry Eisenberg
29-89: Security Baskets and Index-Linked Securities
George Pennacchi and Gary Gorton
29-88: A General Theory of Arbitrage Pricing: When the Idiosyncratic Risks are Dependent and their Second Moments Do Not Exist
Jevons C. Lee and Taychang Wang
29-87: Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87)
Andrew Lo and Craig A. MacKinlay
29-86: Determinants of Capital Structure for Closely-Held Versus Publicly-Held Corporations
Irwin Friend and Larry Lang
29-73: Security Valuation Formulae: Their Relationship to Estimates of the Risk-Return Trade-off
Daniel Rie
28-99: Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry Downloads
Christopher Geczy, Bernadette A. Minton and Catherine Schrand
28-94: Managerial Compensation and the Threat of Takeover
Anup Agrawal and Charles R. Knoeber
28-92: Testing Inequality Restrictions Implied by Conditional Asset Pricing Models
Jacob Boudoukh, Matthew Richardson and Tom Smith
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