Working Papers

From Princeton, Department of Economics - Financial Research Center
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142: Financial Market Interpretations of Civil War News

Timothy Guinnane, Harvey Rosen and K.L. Willard

141: Intertemporal Risk and Prudence Premia

G. Burge

140: Habit Formation, "Catching up with the Joneses" and the Time Series for Asset Returns

G. Burge

139: The Predictability of Stock Returns and the Efficient Market Hypothesis

Z. Fluck, B.G. Malkiel and R.E. Quandt

138: Takeovers, Cash Compensation Policy and the Ownership Structure of Corporations: A Theory of Corporate Control

Z. Fluck

137: Testing for Imperfect Competition at the Fulton Fish Market

Kathryn Graddy

136: The Kornai Effect with Partial Bailouts and Taxes

K.L. Magee and R.E. Quandt

135: Second Price Auctions in Neighboring Jurisdictions

K. Eastman-Perl

134: First Price Auctions in Neighboring Jurisdictions

K. Eastman-Perl

133: Testing for Largest Disagreement in a Group of Judges

R.E. Quandt

131: Nonlinearities in Asset Prices and Infrequent Noise Trading

Pierluigi Balduzzi, Giuseppe Bertola and S. Foresi

130: Uncertaibty, Bailouts, and the Kornai Effect

S.M. Goldfeld and R.E. Quandt

129: Entrepreneurial Decisions and Liquidity Constraints

D. Holtz-Eakin, David Joulfaian and Harvey Rosen

128: Testing for Price Anomalies in real Estate Auctions

Orley Ashenfelter and David Genesove

127: What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns

John Campbell and J. Ammer

126: Portfolio Insurance And Asset Prices

R.G. Donaldson and Harald Uhlig

125: Recent Economic Developments in Eastern Europe

R.E. Quandt

124: Effects of Bailouts, Taxes, And Risk-Aversion On The Enterprise

S.M. Goldfeld and R.E. Quandt

123: The Revolution of 1989

R.E. Quandt

122: MANIPULATING FUTURES MARKETS AND COMMODITY PRICES BY CORNER AND SQUEEZE

David Cooper and R.G. Donaldson

121: THE IMPACT OF FUTURES MARKET MANIPULATIONS ON OPTIMAL CASH POSITIONS, OPTIMAL FUTURES POSITIONS, AND TRADERS' EXPECTED UTILITY

R.G. Donaldson

120: MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT

Marco Bonomo and René Garcia

118: AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS

J.Y. Cambell and L. Hentschel

117: A MEASURE OF HYSTERESIS IN UNEMPLOYMENT RATES

A. Jaeger and M. Parkinson

116: INTERNATIONAL EVIDENCE ON PSYCHOLOGICAL BARRIERS IN ASSET PRICES AND THE EFFICIENT MARKET HYPOTHESIS

R.G. Donaldson

115: MULTI-UNIT, MULTI-PERIOD AUCTIONS. SUPPLY UNCERTAINCY OF SYMETRIC EQUILIBRIA

J. Swinkels

114: PSYCHOLOGICAL BARRIERS IN ASSET PRICES, RATIONALITY AND THE EFFICIENT MARKET HYPOTHESIS

R.G. Donaldson

113: RATIONING, DEFECTIVE INPUTS AND BAYESIAN UPDATES UNDER CENTRAL PLANNING

S.M. Goldfeld and R.E. Quandt

112: ON THE DISTRIBUTION OF HORSE QUALITIES AT RACETRACKS: AN ANALYSIS OF COURNOT-NASH EQUILIBRIA

R.E. Quandt

111: COLLUSION IN FINITELY-REPEATED OLIGOPOLIES

Kaushik Basu

110: MONEY MOGULS, MARKET CORNERS AND CASH COLLUSION DURING PANICS

R.G. Donalson

109: DO WE HAVE TO KNOW BETA? AN AUTOREGRESSIVE APPROACH TO THE TEST OF THE APT

Jianping Mei

108: WAITING TO LEND TO BORROWERS WITH LIMITED LIABILITY

Leonardo Bartolini

107: VARIABLE-EXPECTED-RETURNS AND THE PRESENT VALUE MODEL: A PANEL STUDY

Jianping Mei

106: EFFECTS OF THE INTERNATIONAL ECONOMY ON THE DOMESTIC INDUSTRIES: TESTS USING FINANCIAL DATA

Gordon Bodnar and William Gentry

105: EQUILIBRIUM PUBLIC INFORMATION IN ASSET MARKETS

Giovanna Nicodano

104: EXPECTED STOCK RETURNS AND REAL INTEREST RATES IN EQUILIBRIUM

D.C. Hardy

103: OUTPUT TARGETS, THE SOFT BUDGET CONSTRAINT AND THE FIRM UNDER CENTRAL PLANNING

S.M. Goldfeld and R.E. Quandt

102: INPUT RATIONING AND BAILOUTS UNDER CENTRAL PLANNING

S.M. Goldfeld and R.E. Quandt

101: WAITING LISTS AND DISEQUILIBRIUM MODELLING OF THE HOUSING MARKET IN POLAND, 1955-1986

Wojciech Charemza and R.E. Quandt

100: PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION

John Campbell and Y. Hamao

99: OUTPUT TARGETS, INPUT RATIONNING AND INVENTORES

S.M. Goldfeld and R.E. Quandt

98: EXPECTED STOCK RETURNS AND INTERNATIONAL DIVERSIFICATION

D.C. Hardy

97: IS THE STOCK MARKET EFFICIENT?

B.G. Malkiel

96: BETTING BIAS IN THE DAILY DOUBLE

P. Asch and R.E. Quandt

95: SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR

John Campbell and Albert Kyle

94: PORTFOLIO INSURANCE IN COMPLETE MARKETS: A NOTE

Sanford Grossman and J-L. Vila

93: OPTIMAL DYNAMIC HEDGING

Sanford Grossman and J-L. Vila

92: THE BRADY COMMISSION REPORT

B.G. Malkiel

91: ENTRY AND EXIT DECISIONS UNDER UNCERTAINTY

Avinash Dixit

90: BETTING BIAS IN EXOTIC BETS

P. Asch and R.E. Quandt

89: MANUAL FOR GOG

W.T. Bogart, R.E. Quandt and C. Shapiro

88: LIQUIDITY AND MARKET STRUCTURE

Sanford Grossman and Merton Miller

85: BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK

D.E. Sichel