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.


18-79: Bank Reserves and Macroeconomic Stability
Jeremy J. Siegel
18-77: Diversification and Asset Valuation in an International Capital Market
Etienne Losq
18-76: A Determination of the Risk of Ruin
Joseph D. Vinso
18-74: The Micro Foundations of Equilibrium in a Monetary Economy: a Transactions Cost Approach
Anthony Santomero
18-73: Security Analysis in Efficiency Markets
Daniel Rie
18-72: Risk, Investment Strategy and the Long-Run Rates of Return
Marshall E. Blume and Irwin Friend
17-99: Equilibrium Mispricing in a Capital Market with Portfolio Constraints Downloads
Suleyman Basak and Benjamin Croitoru
17-98: Risk Arbitrage in Takeovers Downloads
Francesca Cornelli and David D. Li
17-95: Bank Capital Regulation in General Equilibrium
Gary Gorton and Andrew Winton
17-94: Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model
Zvi Wiener, Simon Benninga and Aris Protopapadakis
17-93: Estimating Conditional Expectations When Volatility Fluctuates
Robert Stambaugh
17-92: A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Information Flow Throughout the Day
Mathew Richardson and Tom Smith
17-91: The Sustainability of Budget Deficits in a Stochastic Economy (Revision of 6-90) (Reprint 014)
Henning Bohn
17-90: The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation
Henning Bohn
17-89: Trading Technology and Financial Market Stability
Sanford Grossman
17-88: An Empirical Investigation of Bond Prices and Inflation
George Pennacchi
17-87: Risk and Return Characteristics of Lower Grade Bonds
Marshall E. Blume and Donald Keim
17-86: Risk and Return Characteristics of Lower-Grade Bonds
Marshall E. Blume and Donald Keim
17-85: Budget Deficit, External Official Borrowing, and Sterilized Intervention Policy in Foreign Exchange Markets
Alessandro Penati
17-84: Partial Deposit, Bank Runs and Private Deposit Insurance
George Pennacchi
17-83: Stock Market Seasonality: Internal Evidence
Mustafa Gultekin and Bulent Gultekin
17-82: Spot and Futures Prices and the Law of One Price
Aris Protopapadakis and Hans Stoll
17-81: The Insolvency of Financial Institutions: Assessment and Regulatory Disposition
Jack Guttentag and Richard Herring
17-80: Corporate Financial Policy in Markets with Short Sale Restrictions
Simon Benninga
17-79: Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium
Hans Stoll
17-77: General Equilibrium with Financial Markets: Existence, Uniqueness and the Implications for for Corporate Finance
Simon Benninga
17-76: Transactions and Costs in the Agency Bond Market
John S. Bildersee
17-74: The Forward Market and Interest Rates in the Eurocurrency and National Money Markets
Richard J. Herring and Richard C. Marston
17-73: Return, Risk and Arbitrage
Stephen Ross
17-72: Improving the Selection of Credit Risks: An Analysis of a Commercial Bank Minority Lending Program
Robert H. Edelstein
16-99: Comparing Asset Pricing Models: An Investment Perspective Downloads
Lubos Pastor and Robert Stambaugh
16-98: Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process? Downloads
Ron Kaniel and Hong Liu
16-95: Stock Market Efficiency and Economic Efficiency: Is There a Connection?
James Dow and Gary Gorton
16-94: Are Target Managers Afraid of Section 16b? (Revised: 13-95)
Anup Agrawal and Jeffrey F. Jaffe
16-93: A Tale of Two Cities: Racial and Ethnic Geographic Disparities in Home Mortgage Lending in Boston and Philadelphia
Michael H. Schill and Susan Wachter
16-92: Finite Bubbles with Short Sale Constraints and Asymmetric Information (Reprint 042)
Franklin Allen, Stephen Morris and Andrew Postlewaite
16-91: Optimal State-Contingent Capital Taxation: When is there and Indeterminancy?
Henning Bohn
16-90: Trading Mechanisms in Securities Markets
Ananth Madhavan
16-89: On Cash-In-Advance Models of Money Demand and Asset Pricing (Reprint 007)
Henning Bohn
16-88: Consumption and Liquidity Constraints: An Empirical Investigation
Stephen Zeldes
16-87: Incomplete and the Endogeneity of Central Banking
Gary Gorton
16-86: Optimal Contracts for Security Analysts and Portfolio Managers
Richard Kihlstom
16-85: Deposit Deregulation and Monetary Policy
Anthony M. Santomero and Jeremy J. Siegel
16-84: On the Optimality of Portfolio Insurance
Simon Benninga and Marshall Blume
16-82: Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests
Wayne Ferson
16-81: Some Indirect Evidence on Effective Capital Gains Tax Rates
Aris Protopapadakis
16-80: Heterogeneous Information and the Theory of the Business Cycle
Sanford Grossman and Laurence Weiss
16-79: The Capital Asset Pricing Model and Inflation and the Investment Horizon: The Israeli Experience
Haim Levy
16-77: Implicit Consumer Valuations, Bankruptcy, the Value of the Firm and Dividend Policy
Simon Benninga
16-76: Capital Budgeting and Portfolio Theory
John S. Bildersee
Page updated 2022-10-04
Sorted by handle, numeric part