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.

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
Page updated 2022-09-25
Sorted by handle, numeric part