Rodney L. White Center for Financial Research Working Papers

From Wharton School Rodney L. White Center for Financial Research
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21-79: Corporate Financial Structure and Managerial Incentives

Sanford Grossman and Oliver Hart

21-77: New Evidence on the Capital Asset Pricing Model

Irwin Friend, Randolph Westerfield and Michael Granito

21-73: Use of Survey Data to Check Behavioral Parameters in Econometric Models

Irwin Friend

21-72: Competitive Commissions on the New York Stock Exchange

Marshall E. Blume and Irwin Friend

20-99: Institutional Investors and Equity Prices

Paul Gompers and Andrew Metrick

20-98: Optimal Consumption of a Divisible Durable Good

Domenico Cuoco and Hong Liu

20-95: Using Genetic Algorithms to Find Technical Trading Rules (Revision of 20-93)

Franklin Allen and Risto Karjalainen

20-94: Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks

Ananth Madhavan, Matthew Richardson and Mark Roomans

20-93: Using Genetic Algorithms to Find Technical Trading Rules (Revised: 20-95)

Franklin Allen and Risto Karjalainen

20-92: Price Experimentation and Security Market Structure

Chris J. Leach and Ananth Madhavan

20-91: The Theory of Security Pricing and Market Structure (Revision of 39-89, Revised: 6-92)

Marshall E. Blume and Jeremy J. Spiegel

20-90: Monetary Contracting between Central Banks and the Design of Sustainable Exchange-Rate Zones (Reprint 035)

Francisco Delgado and Bernard Dumas

20-89: Consumption and Fractional Differencing: Old and New Anomalies

Joseph Haubrich

20-88: Order Imbalances and Stock Price Movements on October 19 and 20 (Revised: 39-88)

Marshall E. Blume, Craig A. MacKinlay and Bruce Terker

20-87: Production, Sales and the Change in Inventories: An Identity that Doesn't Add Up

Jeffrey Miron and Stephen Zeldes

20-86: Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence

Stephen Zeldes

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

Franklin Allen

20-84: Monetary Targets, Real Exchange Rates and Macroeconomic Stability

Alessandro Penati

20-83: The Speed of Adjustment of Financial Ratios: An Error-in-Variable Problem

Chi-Wen Jevons Lee

20-82: An Economic Analysis of the Homeownership Decision

Peter Linneman

20-80: Aftermarket Price Performance of 1978 New Issues

J. Mackowski

20-79: A Model of the Parallel Team Strategy in Product Development

Fred D. Arditti and Levy Haim

20-77: Financial Planning for the Multinational Corporation with Multiple Goals

Joseph D. Vinso

20-74: Required Disclosure and the Stock Market: Comment

Irwin Friend and Randolph Westerfield

20-73: Portfolio Turnpike Theorems for Constant Policies

Stephen Ross

20-72: Investment for the Long Run

Harry Markowitz

2-99: Is the Abnormal Return Following Equity Issuances Anomalous?

Alon Brav, Christopher Geczy and Paul Gompers

2-98: Customer-Controlled Firms: The Case of Stock-Exchanges

Carmine Di Noia

2-97: A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk

Suleyman Basak

2-96: The Design of Bank Loan Contracts, Collateral, and Renegotiation (Revision of 1-93)

Gary Gorton and James Kahn

2-95: Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

Shmuel Kandel, Aharon R. Ofer and Oded Sarig

2-94: Efficiency of Banks in the Third Federal Reserve District

Loretta Mester

2-93: Corporate Control, Portfolio Choice, and the Decline of Banking

Gary Gorton and Richard Rosen

2-92: Limited Market Participation and Volatility of Asset Prices (Revision of 14-91) (Reprint 043)

Franklin Allen and Douglas Gale

2-91: A Bayesian Model of Intraday Specialist Pricing

Ananth Madhavan and Seymour Smidt

2-90: Financing Losers in Competitive Markets

Andrew Abel and George Mailath

2-89: Welfare Improving Nominal Contracts

Henning Bohn and Gary Gorton

2-88: Black-Markets for Foreign Currency

Jack D. Glen

m2-88: Portfolio Management

M. E Blume

2-87: Optimal Monetary Growth

Andrew Abel

2-86: The Sources of the Movements in Interest Rates: An Empirical Investigation

A. Penati

2-85: Investment Banking, Reputation and the Underpricing of Initial Public Offerings

Randolph P. Beatty and Jay Ritter

2-84: Capital Budgeting Under Uncertainty: The Issue of Optimal Timing

Chi-Wen Jevons Lee and Christopher R. Petruzzi

m2-84: Risk and Return Characteristics of Lower-Grade Bonds

Marshall Blume and Donald Keim

2-82: Arbitrage Pricing with Heterogeneous Information

Robert Stambaugh

2-81: Stochastic Dominance with a Riskless Asset: The Continuous Case

Yoram Kroll and Haim Levy

2-80: A Competitive Entrepreneurial Model of a Stock Market

Richard E. Kihlstrom and Jean-Jacques Laffont

2-79: Partial Adjustment in the Deman for Money Theory and Empirics

Anthony M. Santomero and John Seater

2-78: The Supply of Dealer Services in Securities Markets

Hans Stoll

2-77: Market Discrimination, Credit Rationing and the Customer Relationship at Commercial Banks

John M. Mason