University of California at Berkeley

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Postal: IBER, F502 Haas Building, University of California at Berkeley, Berkeley CA 94720-1922
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Pricing information: Single copies are free to academics (limit of 3); fee for corporations and nonacademics is $5.00 (U.S.A.) and $7.50 international.
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:ucb:calbrf

2000

• RPF-295 On Adaptive Tail Index Estimation for Financial Return Models
  by Niklas Wagner and Terry Marsh. [Downloadable!]
• RPF-294 Rational Markets: Yes or No? The Affirmative Case
  by Mark Rubinstein. [Downloadable!]
• RPF-293 Return-Volume Dependence and Extremes in International Equity Markets
  by Terry A. Marsh and Niklas Wagner. [Downloadable!]
• RPF-292 On the Relation Between Binomial and Trinomial Option Pricing Models
  by Mark Rubinstein. [Downloadable!]
• RPF-291 Corporate Diversification and Agency
  by Benjamin E. Hermalin and Michael L. Katz. [Downloadable!]
• RPF-256-Rev How Do Firms Choose Their Lenders? An Empirical Investigation
  by Miguel Cantillo and Julian Wright. [Downloadable!]

• RPF-289 Credit Derivatives in Banking: Useful Tools for Managing Risk?
  by Gregory R. Duffee and Chunsheng Zhou. [Downloadable!]
• RPF-288 Order Flow and Exchange Rate Dynamics
  by Martin D. D. Evans and Richard K. Lyons. [Downloadable!]
• RPF-287 The Role of a Corporate Bond Market in an Economy - and in Avoiding Crises
  by Nils H. Hakansson [Downloadable!]
• RPF-286 Housing Return and Construction Cycles
  by Matthew Spiegel. [Downloadable!]

• RPF-285 Search Costs: The Neglected Spread Component
  by Mark D. Flood Ronald Huisman Kees G. Koedijk and Richard Lyons. [Downloadable!]
• RPF-284 Valuation and Return Dynamics of New Ventures
  by Jonathan B. Berk Richard C. Green and Vasant Naik. [Downloadable!]
• RPF-283 Predicting Excess Returns with Public and Insider Information: The Case of Thrift Conversions
  by James A. Wilcox and Zane D. Williams. [Downloadable!]
• RPF-282 The "Credit Crunch" and the Availability of Credit to Small Business
  by Diana Hancock and James A. Wilcox.
• RPF-281 Dynamic Optimal Risk Management and Dividend Policy under Optimal Capital Structure and Maturity
  by Michael P. Ross. [Downloadable!]
• RPF-280 Corporate Hedging: What, Why and How?
  by Michael P. Ross. [Downloadable!]
• RPF-279 Pricing Derivatives the Martingale Way
  by Pierre Collin Dufresne William Keirstead and Michael P. Ross. [Downloadable!]
• RPF-278 Agency Costs, Risk Management, and Capital Structure
  by Hayne E. Leland. [Downloadable!]
• RPF-277 Applying the Grinblatt-Titman and the Conditional (Ferson-Schadt) Performance Measures: The Case of Industry Rotation Via the Dynamic Investment Model
  by Robert R. Grauer and Nils H. Hakansson. [Downloadable!]

• RPF-276 Closed-End Fund Discounts in a Rational Agent Economy
  by Matthew Spiegel. [Downloadable!]
• RPF-275 Edgeworth Binomial Trees
  by Mark Rubinstein. [Downloadable!]
• RPF-274-Rev Derivatives Performance Attribution
  by Mark Rubinstein. [Downloadable!]
• RPF-273 Profits and Position Control: A Week of FX Dealing
  by Richard K. Lyons. [Downloadable!]
• RPF-272 Bank Risk Management: Theory
  by David H. Pyle. [Downloadable!]
• RPF-271 International Portfolio Investment Flows
  by Michael J. Brennan. and H. Henry Cao. [Downloadable!]
• RPF-270 Is There Private Information in the FX Market? The Tokyo Experiment
  by Takatoshi Ito Richard K. Lyons and Michael T. Melvin. [Downloadable!]

• RPF-269 Are Investors Reluctant to Realize Their Losses?
  by Terrance Odean. [Downloadable!]
• RPF-268 A Theory of Corporate Capital Structure and Investment
  by Miguel Cantillo Simon. [Downloadable!]
• RPF-267 Options and Expectations
  by Hayne E. Leland.
• RPF-266 Volume, Volatility, Price and Profit When All Trader Are Above Average
  by Terrance Odean. [Downloadable!]
• RPF-265 Recovering Risk Aversion from Option Prices and Realized Returns
  by Jens Carsten Jackwerth. [Downloadable!]
• RPF-264 Generalized Binomial Trees
  by Jens Carsten Jackwerth. [Downloadable!]
• RPF-263-rev Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies
  by Hayne E. Leland. [Downloadable!]
• RPF-262 Implied Binomial Trees: Generalizations and Empirical Tests
  by Jens Carsten Jackwerth. [Downloadable!]
• RPF-261 Optimal Asset Rebalancing in the Presence of Transactions Costs
  by Hayne Leland. [Downloadable!]
• RPF-260 Stock Price Volatility in a Multiple Security Overlapping Generations Model
  by Matthew Spiegel. [Downloadable!]

• RPF-259 Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
  by Hayne E. Leland and Klaus Bjerre Toft.
• RPF-258 Imperfect Competition in Securities Markets with Diversely Informed Traders
  by H. Henry Cao.
• RPF-257 The Efficacy of Insider Trading Regulation
  by Matthew Spiegel and Avanidhar Subrahmanyam.
• RPF-255 A Theory of Corporate Capital Structure and Investment
  by Miguel Cantillo.
• RPF-254-Rev The Rise and Fall of Bank Control in the United States: 1890-1920
  by Miguel Cantillo. [Downloadable!]
• RPF-253 A Spatial Model of Housing Returns and Neighborhood Substitutability
  by William N. Goetzmann and Matthew Spiegel. [Downloadable!]
• RPF-252 Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
  by Jacob Boudoukh Matthew Richardson Richard Stanton and Robert F. Whitelaw. [Downloadable!]
• RPF-251 Mortgage Choice: What's the Point?
  by Richard Stanton and Nancy Wallace.
• RPF-250 Implied Probability Distributions: Empirical Analysis
  by Jens Carsten Jackwerth and Mark Rubinstein.
• RPF-249 A Variable Reduction Technique for Pricing Average-Rate Options
  by Hua He and Akihiko Takahashi.
• RPF-248 Double Lookbacks
  by Hua He William P. Keirstead and Joachim Rebholz.
• RPF-247 Anatomy of an ARM: Index Dynamics and Adjustable Rate Mortgage Valuation
  by Richard Stanton and Nancy Wallace. [Downloadable!]
• RPF-246 Effects of Competition on Bidder Returns
  by Sankar De Mark Fedenia and Alexander J. Triantis.
• RPF-245 On Revelation of Private Information in Stock Market Economies
  by Marcus Berliant and Sankar De.
• RPF-244 Optimal Cash Management for Investment Funds
  by Hayne Leland and Gregory Connor.
• RPF-243 Foreign Exchange Volume: Sound and Fury Signifying Nothing?
  by Richard K. Lyons.
• RPF-242 Explaining Forward Exchange Bias...Intraday
  by Richard K. Lyons and Andrew K. Rose.

• RPF-241 On the Accounting Valuation of Employee Stock Options
  by Mark Rubinstein.
• RPF-240 Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk
  by Hayne Leland.
• RPF-239 Gains from Diversifying into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model
  by Robert R. Grauer and Nils H. Hakansson.
• RPF-238 Options on Leveraged Equity with Default Risk
  by Klaus Bjerre Toft.
• RPF-237 Exact Formulas for Expected Hedging Error and Transactions Costs in Option Replication
  by Klaus Bjerre Toft.
• RPF-236 Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets
  by Domenico Cuoco and Hua HŠ.
• RPF-235 Market Structure and Liquidity on the Tokyo Stock Exchange
  by Bruce N. Lehmann and David M. Modest.
• RPF-234 Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View
  by Bruce N. Lehmann and David M. Modest.
• RPF-233 Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
  by Hayne E. Leland.
• RPF-232 Implied Binomial Trees
  by Mark Rubinstein. [Downloadable!]

• RPF-231 Optimal Transparency in a Dealership Market with an Application to Foreign Exchange
  by Richard K. Lyons.
• RPF-230 Tests of Microstructural Hypotheses in the Foreign Exchange Market
  by Richard K. Lyons.
• RPF-229 The Economic Functions of Derivatives: An Academician's Point of View
  by David Pyle.
• RPF-228 Differential Information and Dynamic Behavior of Stock Trading Volume
  by Hua He and Jiang Wang.
• RPF-227 The U.S. Savings and Loan Crisis
  by David H. Pyle.
• RPF-226 Long-Term Debt Value, Bond Covenants, and Optimal Capital Structure
  by Hayne Leland.
• RPF-225 Liquidation Costs and Risk- Based Bank Capital
  by Helena M. Mullins and David H. Pyle.

• RPF-224 The Strategic Timing of Corporate Disclosures
  by Gerard Gennotte and Brett Trueman.
• RPF-223 Market Frictions and Consumption-Based Asset Pricing
  by Hua He and David M. Modest.
• RPF-222 Further Evidence on Performance Evaluation: Portfolio Holdings, Recommendations, and Turnover Costs
  by Gonzalo Rubio.

• RPF-221 Equilibrium Asset Price Processes
  by Hua He and Hayne Leland.
• RPF-220 Exotic Options
  by Mark Rubinstein.
• RPF-219 Continuous Equilibrium in Speculative Markets with Heterogeneous Information
  by Lewis X. Lu.
• RPF-218 Optimal Continuous Speculation with Information Extracted from Price History
  by Lewis X. Lu.
• RPF-217 Portfolio Policies with Transactions Costs: Discrete Time Model
  by Alan Jung.
• RPF-216 Commissions and Asset Allocation
  by Gerard Gennotte and Alan Jung.
• RPF-215 Efficient Consumption-Portfolio Policies
  by Hua He and Chi-fu Huang.
• RPF-214 Supershares
  by Nils Hakansson.
• RPF-213 Investment Strategies under Transaction Costs: The Finite Horizon Case
  by Gerard Gennotte and Alan Jung.
• RPF-212 Welfare Economics of Financial Markets
  by Nils H. Hakansson.
• RPF-211 Low Margins, Derivative Securities, and Volatility
  by Gerard Gennotte and Hayne Leland.
• RPF-210 Variations in Economic Uncertainty and Risk Premiums on Capital Assets
  by Gerard Gennotte and Terry A. Marsh.
• RPF-209 Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models
  by Hua He.
• RPF-208 The Prepayment Uncertainty of Collateralized Mortgage Obligations
  by Steven E. Plaut.
• RPF-207 Reinsurance and Securitization of Deposit Insurance; A Workable Proposal for Risk-Based Pricing
  by Steven E. Plaut.
• RPF-206 On the Use of Mean-Variance and Quadratic Approximations in Implementing Dynamic Investment Strategies: A Comparison of Returns and Investment Policies
  by Robert R. Grauer and Nils H. Hakansson. [Downloadable!]
• RPF-205 Continuously Rebalanced Investment Strategies
  by Mark Rubinstein.
• RPF-201 Industry vs. Other Factors in Risk Prediction
  by Jivendra K. Kale Nils H. Hakansson and Gerald W. Platt.

• RPF-203 Black Monday in New York, Blue Tuesday in Tokyo: The October 1987 Crash in Japan
  by Ulrike Schaede.
• RPF-202 Specialist vs. Saitori: Market Making in New York and Tokyo
  by Richard R. Lindsey and Ulrike Schaede.
• RPF-200 Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints
  by Hua He and Henri F. PagŠs.
• RPF-199 Convergence from Discrete to Continuous Time Contingent Claims Prices
  by Hua He.
• RPF-198 Pitfalls in Fisher Model Building: Interest Rates and Inflation in the Interwar Period
  by Joe Peek and James A. Wilcox.
• RPF-197. Capital Controls and Bank Risk
  by Gerard Gennotte & David Pyle
• RPF-196 The Relationship Between Non- Arbitrage and Recursive Competitive Equilibrium Pricing
  by Richard Breen and Gregory Connor.
• RPF-195 Insider Trading: Should It Be Prohibited?
  by Hayne E. Leland.
• RPF-194 Stein and CAPM Estimators of the Means in Portfolio Choice: A Case of Unsuccess
  by Robert R. Grauer and Nils H. Hakansson. [Downloadable!]
• RPF-193 Moment Approximation and Estimation of Diffusion Models of Asset Prices
  by Hua He.
• RPF-04 Market Makers, Asymmetric Information and Price Information
  by Richard R. Lindsey.

• RPF-192 Market Liquidity, Hedging and Crashes
  by Gerard Gennotte and Hayne Leland.
• RPF-191 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case
  by Hua He and Neil D. Pearson.
• RPF-190 Convergence from Discrete to Continuous Time Financial Model
  by Hua He.
• RPF-189 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case
  by Hua He and Neil D. Pearson.
• RPF-188 Industry Rotation in the U.S. Stock Market: 1934-1986 Returns on Passive, Semi-passive, and Active Strategies
  by Robert R. Grauer Nils H. Hakansson and Frederick C. Shen.
• RPF-187 Market Basket Alternatives
  by Mark Rubinstein.
• RPF-186 Competitive Pricing of Demand Deposits
  by David H. Pyle and Avinash K. Verma.
• RPF-185 LBOs and Taxes: No One to Blame But Ourselves?
  by Hayne E. Leland.
• RPF-184 Market Liquidity, Hedging and Crashes
  by Gerard Gennotte and Hayne Leland.

• RPF-183 The Arbitrage Pricing Theory: A State-Preference Analysis
  by Mark Latham.
• 182 Money and Off-Balance-Sheet Liquidity: An Empirical Analysis
  by Reuven Glick and Steven E. Plaut.
• 181 The Attributes, Behavior and Performance of U.S. Mutual Funds
  by Gregory Connor and Robert A. Korajczyk.

• 180 Debt and Market Incompleteness
  by Ehud I. Ronn and Lemma W. Senbet.
• 179 Stock Prices, Risk Premia, Inflation, and Uncertainty
  by Yoon Dokko and Robert H. Edelstein.
• 178 Off-Balance-Sheet Liquidity and Monetary Control
  by Reuven Glick and Steven E. Plaut.
• 177 Ex-Ante Characterization of an Efficient Portfolio
  by Richard C. Grinold.
• 176 An Intertemporal Equilibrium Beta Pricing Model
  by Gregory Connor and Robert Korajczyk.
• 175 New Cross-Sectional Regression Tests of Beta Pricing Models
  by Gregory Connor and Robert T. Uhlaner.
• 174 Risk and Return in an Equilibrium APT
  by Gregory Connor and Robert Korajczyk.
• 173 Estimating Pervasive Economic Factors with Missing Observations
  by Gregory Connor and Robert A. Korajczyk.
• 172 The Pricing of Bank Loans with Contingent Assets and Liabilities
  by Steven E. Plaut and Arie L. Melnik.
• 171 A New Option Spread Arbitrage Condition: Theory, Tests and Investment Strategies
  by Aimee G. Ronn and Ehud I. Ronn. [Downloadable!]
• 170 Non-Additive Preferences and the Marginal Propensity to Consume
  by Ehud I. Ronn.
• 169 A Multi-Attribute Comparative Evaluation of a Relative Risk for a Sample of Banks
  by Ehud I. Ronn and Avinash K. Verma.
• 168 Gains from International Diversification: l968-85 Returns on Portfolios of Stocks and Bonds
  by Robert R. Grauer and Nils H. Hakansson. [Downloadable!]
• 167 Stock Splits, Volatility Increases and Implied Volatilities
  by Aamir Sheikh.
• 166 Multiple Factor Risk Models and Exact Factor Pricing
  by Richard C. Grinold.

• 165 Inflation Futures and a Riskless Real Interest Rate
  by Bjorn Flesaker and Ehud I. Ronn.
• 164 Informational Efficiency and the Private Value of Information
  by Mark Latham.
• 163 Dividend Behavior for the Aggregate Stock Market
  by Terry A. Marsh and Robert C. Merton.
• 162 Empirical Assessment of Present Value Relations
  by Joe Mattey and Richard Meese.
• 161 On the Rationality of Common Stock Return Volatility
  by Ehud I. Ronn.
• 160 The Determination of Capital Adequacy Standards for Banks
  by Ehud I. Ronn and Avinash K. Verma.
• 159 A New Linear Programming Approach to Bond Portfolio Management
  by Ehud I. Ronn. [Downloadable!]
• 158 Financial Deregulation
  by David H. Pyle.

• 157 Stock Market Returns and Inflation: The Effects of Economic Uncertainty
  by Yoon Dokko and Robert H. Edelstein.
• 156 Aspects of Optimal Multiperiod Life Insurance
  by David F. Babbel and Eisaku Ohtsuka.
• 155 The Brennan and Schwartz Two Factor Model of the Term Structure of Interest; Empirical Extension
  by David F. Babble.
• 154 Optimal Insurance of the Common Form Under Moral Hazard
  by David F. Babbel and Jaime Cuevas Dermody.
• 153 A Half-Century of Returns on Levered and Unlevered Portfolios of Stocks, Bonds, and Bills, With and Without Small Stocks
  by Robert R. Grauer and Nils Hakansson.
• 152 Pricing Risk-Adjusted Deposit Insurance
  by Ehud I. Ronn and Avinash K. Verma. [Downloadable!]
• 151 A Utility-Based Model of Common Stock Price Movements
  by Robert H. Litzenberger and Ehud I. Ronn.
• 150 Defining Capital-Market Efficiency
  by Mark Latham. [Downloadable!]
• 149 International Arbitrage Pricing Theory: An Empirical Investigation
  by D. Chinhyung Cho Cheol S. Eun and Lemma W. Senbet.
• 148 Tax Effects of Production and Finance
  by Robert M. Dammon and Lemma W. Senbet.
• 146 Taxable and Tax-Exempt Interest Rates: The Role of Personal and Corporate Tax Rates
  by Joe Peek and James A. Wilcox.
• 145 Short-Term Movements of Long-Term Interest Rates: Evidence from the U.K. Indexed Market
  by James A. Wilcox.

• 147 Portfolio Choice in Research and Development
  by Sudipto Bhattacharya and Dilip Mookherhee.
• 144 Option Pricing and Replication with Transactions Costs
  by Hayne E. Leland.
• 143 Dealerships, Trading Externalities, and General Equilibrium
  by Sudipto Bhattacharya and Kathleen Hagerty.

• 142 Pricing Deposit Insurance: The Effects of Mismeasurement
  by David H. Pyle.
• 141 Default Risk, Liquidity and Loan Commitments
  by David H. Pyle and Jeffrey Skelton.
• 140 Are Asset-Demand Functions Determined by CAPM?
  by Jeffrey A. Frankel and William T. Dickens.
• 139 Hedging With Stock Index Futures: Theory and Application in a New Market
  by Stephen Figlewski.
• 138 Why Are Prices for Stock Index Futures So Low?
  by Stephen Figlewski.
• 137 Market Timing and Mutual Fund Performance: An Empirical Investigation
  by Roy D. Henriksson. [Downloadable!]
• 136 Portfolio Strategies Using Treasury Bond Options and Futures
  by James W. Hoag and Dennis Draper.
• 135 Bank Income Taxes and Interest Rate Risk Management
  by Eitan Gurel and David Pyle. [Downloadable!]

• 134 Risk Adjusted Discounting
  by Sasson Bar-Yosef and Hayne Leland.
• 133 Ex Post Stockholder Unanimity: A Complete and Simplified Treatment
  by James A. Ohlson.
• 132 International Portfolio Choice and Corporation Finance: A Survey
  by Michael Adler and Bernard Dumas.
• 131 On the Doubling Strategy Paradox and the Definition of Arbitrage
  by Avi Bick.
• 130 The Efficiency of the Forward Exchange Market: A Conditional Nonparametric Test of Forecasting Ability
  by Roy D. Henriksson and Donald R. Lessard.
• 129 The Postwar Stability of the Fisher Effect
  by Joe Peek and James A. Wilcox.
• 128 Excess Reserves in the Great Depression
  by James A. Wilcox.
• 127 On the Positive Role of Financial Intermediation in Allocation of Venture Capital in a Market with Imperfect Information
  by Yuk-Shee Chan.
• 126 Optimal Duration of Growth Investments -- A Bayesian Approach
  by Itzhak Venezia.
• 125 Comments on the Valuation of Derivative Assets
  by Avi Bick.
• 124 To Pay or Not to Pay Dividends
  by Nils H. Hakansson.

• 123 Changes in the Financial Market: Welfare and Price Effects and the Basic Theorems of Value Conservation
  by Nils H. Hakansson.
• 122 Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange
  by Nils H. Hakansson & J. Gregory Kunkel & James A. Ohlson.
• 121 The Impact of the Government on Financial Equilibrium and Corporate Financial Decisions
  by Sasson Bar-Yosef and Yoram Landskroner.
• 120 The Stability of UK Risk Measures and the Problem of Thin Trading
  by Elroy Dimson and Paul Marsh.
• 119 A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period
  by Mark Rubinstein. [Downloadable!]
• 118 Displaced Diffusion Option Pricing
  by Mark Rubinstein. [Downloadable!]
• 117 Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, l976 through August 31, l978
  by Mark Rubinstein. [Downloadable!]
• 116 Information Production, Market Signalling, and the Theory of Financial Intermediation: A Comment
  by Yuk-Shee Chan.
• 114 Interest Rates, Expected Inflation, and Supply Shocks or Why Real Interest Rates Were So Low in the l970s
  by James A. Wilcox.
• 113 A Characterization of Self-Financing Portfolio Strategies
  by Yaacov Z. Bergman.
• 111 An Analytical Model and Evaluation of a Modern Market Clearing System
  by Jivendra Kale.
• 109 Option Pricing with Different Interest Rates for Borrowing and for Lending
  by Yaacov Z. Bergman.

• 107 Deregulation and Monetary Control: Historical Perspective and Impact of the l980 Act
  by Thomas F. Cargill and Gillian G. Garcia.
• 106 On the Feasibility of Automated Market Making by a Programmed Specialist
  by Nils H. Hakansson Avraham Beja and Jivendra Kale.
• 105 Time Dominance Efficiency Analysis
  by Steinar Ekern.
• 104 Market Value Maximization and Markov Dynamic Programming
  by Richard C. Grinold.
• 103 Valuation of Risky Assets in Arbitrage-Free Economies with Transactions Costs
  by Mark B. Garman and James A. Ohlson.
• 102 Deposit Costs and Mortgage Rates
  by David H. Pyle.
• 101 The Works of Paul H. Cootner: A Review Essay
  by David H. Pyle.
• 100 A Comparison of Growth Optimal and Mean Variance Investment Policies
  by Robert R. Grauer.
• 99 Macro and Micro Tests of the Mean Variance and Linear Risk Tolerance Capital Asset Pricing Models
  by Robert R. Grauer.
• 98 A Synthesis of the Pure Theory of Arbitrage
  by Mark B. Garman.

• 97 Toward Measures of Real Estate Value, Return, and Risk
  by James W. Hoag.
• 96 Signaling and the Valuation of Unseasoned New Issues
  by David H. Downes and Robert Heinkel.
• 95 Who Should Buy Portfolio Insurance?
  by Hayne E. Leland.
• 94 The Option Value of Reserves of Natural Resources
  by Octavio A. F. Tourinho.
• 93 Credit Cards in an Interdisciplinary Survey: Toward a General Theory of Consumer Behavior
  by Gillian Garcia.
• 92 Repurchase Agreements: Bias and Inconsistency in the Estimation of the Money-Demand Function
  by Gillian Garcia and Simon Pak.
• 91 Welfare Comparisons of Financial Markets and the Basic Theorems of Value Conservation
  by Nils H. Hakansson.

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This page was last updated on 2009-6-20.