Rodney L. White Center for Financial Research Working Papers

From Wharton School Rodney L. White Center for Financial Research
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24-86: Semiparametric Upper Bounds for Option Prices

AndrewW. Lo

24-85: Consumption and Liquidity Constraints: An Empirical Investigation

Stephen Zeldes

24-84: Capital Structure and Imperfect Competition in Product Markets (Revised: 20-85 and 11-87)

Franklin Allen

24-79: Multiperiod Stochastic Dominance with Riskless Assets

Haim Levy and Azriel Levy

24-73: The Comparative Performance and Yields of Seasoned U.S. Government and Government Agency Securities

John S. Bildersee

23-99: Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

Alon Brav, George Constantinides and Christopher Geczy

23-95: The Pre-Acquisition Performance of Target Firms: A Re-Examination of the Inefficient Management Hypothesis (Revised: 6-96)

Anup Agrawal and Jeffrey F. Jaffe

23-94: On the Use of Implied Stock Volatilities in the Prediction of Successful Corporate Takeovers

Giovanni Barone-Adesi, Keith C. Brown and W. V. Harlow

23-92: On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94)

Gabriel Hawawini and Donald Keim

23-91: Generalized Put-Call Parity (Reprint 040)

David Babbel and Larry Eisenberg

23-90: The Consumption of Stockholders and Non-Stockholders (Reprint 015)

N. Gregory Mankiw and Stephen Zeldes

23-89: Takeover Attempts, Economic Welfare, and the Role of Outside Directors

Jean A. Crockett

23-88: Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

Mark Grinblatt and Sheridan Titman

23-87: Managerial Incentives and Capital Structure: A Geometric Note

Larry Lang

23-86: Aggregate Savings in the Presence of Private and Social Insurance

Andrew Abel

23-85: Government Spending and the Real Exchange Rate

Alessandro Penati

23-84: The Social Value of Asymmetric Information

Franklin Allen

23-79: Disclosure Laws and Takeover Bids

Sanford Grossman and Oliver Hart

23-73: Rates of Return on Bonds and Stocks, the Market Price of Risk and the Cost of Capital

Irwin Friend

22-99: On the Formation and Structure of International Exchanges

Matthew J. Clayton, Bjørn Jørgensen and Kenneth A. Kavajecz

22-98: Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach

Ayelet Balsam, Shmuel Kandel and Ori Levy

22-95: Capital Structure, Call Policies and Flotation Costs: A Dog Chasing Its Tail (Revision of 12-95)

Francisco A. Delgado and Giovanni Barone-Adesi

22-94: On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054)

Gabriel Hawawini and Donald Keim

22-92: An Analysis of Daily Changes in Specialist Inventories and Quotations

Ananth Madhavan and Seymour Smidt

22-91: Adjustment of Consumers' Durables Stocks: Evidence from Automobile Purchases

Janice Eberly

22-90: The Informational Role of Upstairs and Downstairs Trading

Sanford Grossman

22-89: Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008)

Donald Keim

22-88: Portfolio Performance Evaluation: Old Issues and New Insights

Mark Grinblatt and Sheridan Titman

22-87: The Optimal Non-Linear Bank

Joseph Haubrich

22-86: The Failure of Ricardian Equivalence Under Progressive Wealth Taxation

Andrew Abel

22-85: Games of Survival in the Newspaper Industry

Randolph Bucklin, Richard Caves and Andrew Lo

22-84: On the Quality of Accounting Services Under Alternative Market Structures

Nicholas Gonedes and Richard Kihlstorm

22-83: General Equilibrium Properties of the Term Structure of Interest Rates

Simon Benninga and Aris Protopapadakis

22-79: Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey

Sanford Grossman

22-73: Consumption and Saving in Economic Development

Jean Crockett and Irwin Friend

21-99: A Theory of Negotiations and Formation of Coalitions

Armando Gomes

21-98: The Equity Premium and Structural Breaks

Lubos Pastor and Robert Stambaugh

21-95: The Effects of Irreversibility and Uncertainty on Capital Accumulation

Andrew Abel and Janice Eberly

21-94: Multifactor Models Do Not Explain Deviations from the CAPM (Revision of 15-93)

Craig A. MacKinlay

21-92: The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94)

Donald Keim and Ananth Madhavan

21-91: Stock Price Manipulation, Market Microstructure and Asymmetric Information (Reprint 024)

Franklin Allen and Gary Gorton

21-90: How Rational is the Market? Testing Alternative Hypotheses on Financial Market Equilibrium

Larry Lang, Robert H. Litzenberger and Vicente Madrigal

21-89: Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002)

Andrew Lo and Craig A. MacKinlay

21-88: Adverse Risk Incentives and the Design of Performance-Based Contracts

Mark Grinblatt and Sheridan Titman

21-87: Capital Controls and International Capital markets Segmentation: The Evidence from the Japanese and American Stock markets

Mustafa N. Gultekin, Bulent N. Gultekin and Alessandro Penati

21-86: Risk Aversion in the Not-So-Small: Beyond Mean and Variance

George Szpiro

21-85: The Valuation of Floating Rate Instruments - Theory and Evidence

Krishna Ramaswamy and Suresh Sundaresan

21-84: Value Maximization and Earnings Management Via Accounting Techniques

Nicholas Gonedes and Meier Schneller

21-82: The CAPM and Mean-Variance Efficient Portfolios Ex Ante and Ex Post Data

Irwin Friend, Randolph Westerfield and Joao Ferreira

21-80: The Interpretation of One-Parameter Performance Measures

Marshall E. Blume