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Rodney L. White Center for Financial Research Working Papers

From Wharton School Rodney L. White Center for Financial Research
Contact information at EDIRC.

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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 Downloads
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 Downloads
Matthew J. Clayton, Bjørn Jørgensen and Kenneth A. Kavajecz
22-98: Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach Downloads
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 Downloads
Armando Gomes
21-98: The Equity Premium and Structural Breaks Downloads
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
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