EconPapers    
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.


2-76: Alternative Investment Performance Fee Arrangements and Implication for SEC Regulatory Policy: A Comment
William Margrabe
2-75: The Pricing of Options for Jump Processes
John C. Cox and Stephen Ross
2-74: Some New Bond Indexes
John S. Bildersee
2-73: The Arbitrage Theory of Capital Asset Pricing
Stephen Ross
m2-73: Performance of Bank Managers of Trust Funds
William G. Burns and Richard H. Klemm
2-72: A Model of Capital Asset Risk (revised)
Richardson R. Pettit and Randolph Westerfield
2-71: Dividend Announcements, Security Performance, and Capital Market Efficiency
Richardson R. Pettit
2-00: Bookbuilding and Strategic Allocation Downloads
Francesca Cornelli and David Goldreich
19-99: Estimating the Returns to Insider Trading Downloads
Leslie A. Jeng, Andrew Metrick and Richard Zeckhauser
19-98: Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
A. Craig MacKinlay and Lubos Pastor
19-95: Stochastic Volatility: Univariate and Multivariate Extensions
Eric Jacquier, Nicholas G. Polson and Peter Rossi
19-94: Noise Trading, Delegated Portfolio Management, and Economic Welfare
James Dow and Gary Gorton
19-93: Direct Evidence of Non-Trading of NYSE and AMEX Stocks
Stephen R. Foerster and Donald Keim
19-92: The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis
Shmuel Kandel, Aharon R. Ofer and Oded Sarig
19-91: On Testing Sustainability of Government Deficits in a Stochastic Environment
Henning Bohn
19-90: The Enforceability of Private Money Contracts, Market Efficiency, and Technological Change
Gary Gorton
19-89: An Econometric Analysis of Nonsyschronous-Trading
Andrew Lo and Craig A. MacKinlay
19-88: A Positive Theory of Foreign Currency Debt
Henning Bohn
19-87: The Social Value of Asymmetric Information
Franklin Allen
19-86: The Effect of Implicit Deposit Insurance on Banks Portfolio Choices with an Application to International 'Overexposure'
George Penati and Aris Protopapadakis
19-85: A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage
Andrew Lo
19-84: Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85)
Andrew Lo
19-83: Market Model Stationarity and Timing of Structural Change
Chi-Wen Jevons Lee
19-82: Some Indirect Evidence on Effective Capital Gains Tax Rates
Aris Protopapadakis
19-81: Private Discrimination and Social Intervention in Competitive Labor Markets
Richard Startz and Shelly Lundberg
19-80: The Endogeneity of Money During the German Hyperinflation: A Reappraisal
Aris Protopapadakis
19-79: Indexation Dynamics: A Walrasian View
Bulent Gultekin and Anthony M. Santomero
19-77: Sterilization Policy: The Trade-Off Between Monetary Autonomy and International Reserve Stability
Richard Herring and Richard Marston
19-76: Comparison of Forecasting Models for Interest Rates
Jean Crockett
19-74: Optimal Speculation Against a Market-Maker
Jeffrey Jaffe and Robert Winkler
19-73: Creating a New Financial Instrument: The Case of Reverse Mortgages
Jack M. Guttentag
19-72: Unbiased Estimators of Long-Run Expected Rates of Return
Marshall E. Blume
18-99: Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation Downloads
Klaas Baks, Andrew Metrick and Jessica Wachter
18-98: Revenue Efficiency and Change of Control: The Case of Bankruptcy
Francesca Cornelli and Leonardo Felli
18-95: Quotes, Order Flow, and Price Discovery (Revision of 1-95) (Revised: 3-96)
Marshall E. Blume and Michael Goldstein
18-94: How Far Apart Can Two Riskless Interest Rates (One Moves, the Other One Does Not)
Francisco Delgado and Bernard Dumas
18-93: Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94)
Donald Keim and Ananth Madhavan
18-92: A Test of Multivariate Normality in Stock Returns (Reprint 033)
Mathew Richardson and Tom Smith
18-91: What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92)
Joseph Gyourko and Donald Keim
18-90: Evaluating the Performance of Foreign Exchange Hedges
Jack D. Glen
18-89: Saving in the Twenty First Century
Jean Crockett
18-88: Are Loan Sales Really Off-Balance Sheet
Gary Gorton and George Pennacchi
18-87: Performance of Currency Portfolios Chosen by a Bayesian Technique: 1967-1985
Bernard Dumas and Betrand Jacquillat
18-86: Rational Ponzi Games
Stephen O'Connell and Stephen Zeldes
18-85: Valuation of Currency Denomination in Long-Term Debt Financing and Debt Refinancing: A Portfolio Model
Laurent Jacque and Pascal Lang
18-84: Optimal Financial Structure in Exchange Economies
Joseph Haubrich
18-83: A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
Phoebus Dhrymes, Irwin Friend and Bulent Gultekin
18-82: The Neutrality of the Real Equilibrium Alternative Financing of Government Expenditures
Simon Benninga and Aris Protopapadakis
18-81: Aggregate Versus Disaggregate Models or Account Numbers: Empirical Results
Nicholas J. Gonedes and John Twombly
18-80: The Determinants of the Variability of Stock Market Price
Sanford Grossman and Robert Shiller
Page updated 2022-10-04
Sorted by handle, numeric part