Printed from https://ideas.repec.org/s/fth/pennfi.html
Content
Undated material is presented at the end, although it may be more recent than other items
Undated
- 44-88 Perishable Investment and Hysteresis in Capital Formation
by Bernard Dumas - 43-88 Super Contact and Related Optimality Conditions: A Supplement to Avinash Dixit's: "A Simplified Exposition of Some Results Concerning Regulated Brownian Motion" (Reprint 020)
by Bernard Dumas - 42-88 Modeling Expected Stock Returns for Long and Short Horizons
by Shmuel Kandel & Robert F. Stambaugh - 41-89 An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019)
by Bernard Dumas & Elisa Luciano - 41-88 Rational Finite Bubbles
by Franklin Allen & Gary B. Gorton - 40-89 Self-Generating Trade and Rational Fads: The Response of Price to New Information
by James Dow & Gary Gorton - 40-88 Risky Business: The Clearance and Settlement of Financial Transactions
by Ananth Madhavan & Morris Mendelson & Junius W. Peake - 39-89 Developments in the Theory of Security Pricing and Market Structure (Revised: 20-91, 6-92)
by Marshall E. Blume & Jeremy J. Siegel - 39-88 Order Imbalances and Stock Price Movements on October 19 and 20 (Revision of 20-88)
by Marshall E. Blume & Craig A. MacKinlay & Bruce Terker - 38-89 Returns and Volatility of Low-Grade Bonds 1977-1988
by Marshall E. Blume & Donald B. Keim & Sandeep A. Patel - 38-88 Private Information, Trading Volume, and Stock Return Variances
by Michael J. Barclay & Robert H. Litzenberger & Jerold B. Warner - 37-89 Exchange Rate Uncertainty, Forward Contracts and the Performance of Global Equity Portfolios
by Jack D. Glen - 37-88 Pricing Options Under Jump-Diffusion Processes
by David S. Bates - 36-89 Optimal Dynamic Trading with Leverage Constraints
by Sanford J. Grossman & Jean-Juc Vila - 36-88 The Cash Premium: Option Pricing Under Asymmetric Processes, with Applications to Options on Deutschemark Futures
by David S. Bates - 35-89 The Changing Nature of Debt and Equity: A Financial Perspective
by Franklin Allen - 35-88 The Loan Sales Market
by Gary B. Gorton & Joseph G. Haubrich - 34-89 The Money and Bond Markets in France: Segmentation vs. Integration
by Bernard Dumas & Bertrand Jacquillat - 34-88 Transaction Contracts
by Gary B. Gorton & George Pennacchi - 33-89 An Economic Analysis of Dual Trading
by Sanford J. Grossman - 33-88 Time Consistency of Monetary Policy in the Open Economy (Revised: 8-90)
by Henning Bohn - 32-89 The Valuation of Corporate Fixed Income Securities
by In Joon Kim & Krishna Ramaswamy & Suresh Sundaresan - 32-88 Real Exchange Rates: Heteroscedasticity and Reversion Toward PPP
by Jack D. Glen - 31-89 Realized Returns and Defaults on Lower-Grade Bonds: The Cohort of 1977 and 1978 (Reprint 006)
by Marshall E. Blume & Donald B. Keim - 31-88 Linear Transformation of Asset Returns and the APT
by Jevons C. Lee & Taychang Wang - 31-87 Mechanisms, Multi-Lateral Incentive Compatibility, and the Core
by Joseph G. Haubrich - 30-91 Estimating Divisional Cost of Capital for Insurance Companies (Reprint 037)
by Franklin Allen - 30-89 Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003)
by Daniel B. Nelson & Krishna Ramaswamy - 30-88 Asymptotic Arbitrage Opportunities in Various Modes of Convergence and the Approximate Linear Pricing Relation in Asset Market
by Jevons C. Lee & Taychang Wang - 30-87 Program Trading and the Behavior of Stock Index Futures Prices
by Craig A. MacKinlay & Krishna Ramaswamy - 30-86 Corporate Dividend Payout Policy (Revised: 4-88)
by Jean Crockett & Irwin Friend - 29-99 An Empirical Analysis of Limit Order Markets
by Burton Hollifield & Robert A. Miller & patrik Sandas - 29-94 Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders
by Anup Agrawal & Charles R. Knoeber - 29-91 Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041)
by David F. Babbel & Laurence K. Eisenberg - 29-89 Security Baskets and Index-Linked Securities
by George Pennacchi & Gary Gorton - 29-88 A General Theory of Arbitrage Pricing: When the Idiosyncratic Risks are Dependent and their Second Moments Do Not Exist
by Jevons C. Lee & Taychang Wang - 29-87 Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87)
by Andrew W. Lo & Craig A. MacKinlay - 29-86 Determinants of Capital Structure for Closely-Held Versus Publicly-Held Corporations
by Irwin Friend & Larry Lang - 29-73 Security Valuation Formulae: Their Relationship to Estimates of the Risk-Return Trade-off
by Daniel Rie - 28-99 Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry
by Christopher C. Geczy & Bernadette A. Minton & Catherine Schrand - 28-94 Managerial Compensation and the Threat of Takeover
by Anup Agrawal & Charles R. Knoeber - 28-92 Testing Inequality Restrictions Implied by Conditional Asset Pricing Models
by Jacob Boudoukh & Matthew Richardson & Tom Smith - 28-91 Budget Deficits and Government Accounting
by Henning Bohn - 28-90 The Crash of '87: Was it Expected? The Evidence from Options Markets
by David S. Bates - 28-89 Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States
by Henning Bohn - 28-88 Asymptotic Arbitrage Opportunities and Asset Market Equilibrium
by Jevons C. Lee & Taychang Wang - 28-87 The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation
by Andrew W. Lo & Craig A. MacKinlay - 28-86 The Interaction of Corporate and Government Financing in General Equilibrium
by Simon Benninga & Eli Talmor - 28-73 How Diversification Reduces Risk: Some Empirical Evidence
by Randolph W. Westerfield - 27-99 Mutual fund trading costs
by John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec - 27-94 On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057)
by Shmuel Kandel & Robert F. Stambaugh - 27-92 Displayed and Effective Spreads by Market (Revision of 4-92)
by Marshall E. Blume & Michael A. Goldstein - 27-91 The Myths and Reality of Low-Grade Bonds
by Marshall E. Blume & Donald B. Keim - 27-90 Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051)
by Gary Gorton & George Pennacchi - 27-89 Variance Ratio Tests of a Random Walk in Real Exchange Rates
by Jack D. Glen - 27-88 Tax Smoothing with Financial Instruments (Reprint 004)
by Henning Bohn - 27-87 Tests of Asset Pricing Models with Changing Expectations
by Wayne Ferson & Stephen Foerster & Donald Keim - 27-86 Announcement Effects of New Equity Issues and the Use of Intraday Price Data
by Michael J. Barclay & Robert H. Litzenberger - 27-79 Optimal Dealer Pricing Under Transactions and Return Uncertainty
by Thomas Ho & Hans Stoll - 27-73 Rating Changes and Information in the Bond Market
by John R. Percival - 26-99 Aggregate Prixe Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns
by Roger M. Edelen & Jerold B. Warner - 26-94 Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95)
by Donald B. Keim & Ananth Madhavan - 26-92 Efficiency in the Savings and Loan Industry
by Loretta J. Mester - 26-91 An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029)
by Jerry A. Hausman & Andrew W. Lo & Craig A. MacKinlay - 26-90 Measurement Distortion and Missing Contingencies in Optimal Contracts (Reprint 018)
by Franklin Allen & Douglas Gale - 26-89 Consumption and Fractional Differencing: Old and New Anomalies
by Joseph G. Haubrich - 26-88 Changing Risk, Changing Risk Premiums, and Dividend Yield Effects
by Nai-Fu Chen & Bruce Grundy & Robert F Stambaugh - 26-87 Optimal Security Design
by Franklin Allen & Douglas Gale - 26-86 Financial Innovation in an Incomplete Market: An Empirical Study of Stripped Government Bonds
by Hiromitsu Kanemasu & Robert H. Litzenberger & Jacques Rolfo - 26-85 Monetary Versus Real Exchange Rate Targets when Capital Mobility is Limited
by Alessandro Penati - 26-79 The Relative Efficiency of Various Portfolios: Some Further Evidence
by Marshall E. Blume - 26-73 Managing the Corporate Financial Structure
by James E. Walter & Michael R. Milken - 25-99 The wildcard option in transaction mutual-fund shares
by John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec - 25-94 Numerical Evaluation of the Critical Price and American Options
by Walter Allegretto & Giovanni Barone-Adesi & Robert J. Elliott - 25-92 A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the "Too-Big-To-Fail" Doctrine
by Joseph P. Hughes & Loretta J. Mester - 25-91 Equity Risk Premia, Corporate Profit Forecasts, and Investor Sentiment Around the Stock Crash of October 1987
by Jeremy J. Siegel - 25-90 Some Issues Associated with Business Debt
by L. R. Klein & N. B. Gultekin & M. N. Gultekin & Q. Mohiuddin - 25-89 Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates
by Bernard Dumas - 25-88 A Mean-Variance Framework for Tests for Asset Pricing Models
by Shumel Kandel & Robert F. Stambaugh - 25-87 Impact of Management and Non-Managerial Principal Stockholders on Capital Structure of Closely-Held and Publicly-Held Corporations?
by Irwin Friend & Larry Lang - 25-86 Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime
by Alessandro Penati & George Pennacchi - 25-85 On Multivariate Tests of the CAPM
by Craig A. MacKinlay - 25-79 Valuation of Loan Guarantees
by Philip E. Jones & Scott P. Mason - 25-73 Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues
by Stephen A. Ross - 24-99 Household Securities Purchases, Transactions Costs, and Hedging Motives
by Nicholas S. Souleles - 24-94 ALM in Banks (Revised 8-96)
by Giovanni Barone-Adesi - 24-92 Churning Bubbles (Reprint 039)
by Franklin Allen & Gary Gorton - 24-91 Quantity-Adjusting Options and Forward Contracts (Revised: 29-91)
by David F. Babbel & Laurence K. Eisenberg - 24-90 Returns and Volatility of Low-Grade Bonds 1977-1989 (Reprint 005)
by Marshall E. Blume & Donald B. Keim & Sandeep A. Patel - 24-89 On the Econometrics of Predicting Inflation from the Nominal Interest Rate
by Jean A. Crockett - 24-88 The Stock Market Crash of 1987: A Macro-Finance Perspective
by Jeremy J. Siegel - 24-87 The Size Effect on Stock Returns: It is a Simply a Risk Effect not Adequately Reflected by the Usual Measures?
by Irwin Friend & Larry Lang - 24-86 Semiparametric Upper Bounds for Option Prices
by AndrewW. Lo - 24-85 Consumption and Liquidity Constraints: An Empirical Investigation
by Stephen Zeldes - 24-84 Capital Structure and Imperfect Competition in Product Markets (Revised: 20-85 and 11-87)
by Franklin Allen - 24-79 Multiperiod Stochastic Dominance with Riskless Assets
by Haim Levy & Azriel Levy - 24-73 The Comparative Performance and Yields of Seasoned U.S. Government and Government Agency Securities
by John S. Bildersee - 23-99 Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
by Alon Brav & George M. Constantinides & Christopher C. Geczy - 23-95 The Pre-Acquisition Performance of Target Firms: A Re-Examination of the Inefficient Management Hypothesis (Revised: 6-96)
by Anup Agrawal & Jeffrey F. Jaffe - 23-94 On the Use of Implied Stock Volatilities in the Prediction of Successful Corporate Takeovers
by Giovanni Barone-Adesi & Keith C. Brown & W. V. Harlow - 23-92 On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94)
by Gabriel Hawawini & Donald B. Keim - 23-91 Generalized Put-Call Parity (Reprint 040)
by David F. Babbel & Laurence K. Eisenberg - 23-90 The Consumption of Stockholders and Non-Stockholders (Reprint 015)
by Gregory N. Mankiw & Stephen P. Zeldes - 23-89 Takeover Attempts, Economic Welfare, and the Role of Outside Directors
by Jean A. Crockett - 23-88 Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
by Mark Grinblatt & Sheridan Titman - 23-87 Managerial Incentives and Capital Structure: A Geometric Note
by Larry Lang - 23-86 Aggregate Savings in the Presence of Private and Social Insurance
by Andrew Abel - 23-85 Government Spending and the Real Exchange Rate
by Alessandro Penati - 23-84 The Social Value of Asymmetric Information
by Franklin Allen - 23-79 Disclosure Laws and Takeover Bids
by Sanford Grossman & Oliver Hart - 23-73 Rates of Return on Bonds and Stocks, the Market Price of Risk and the Cost of Capital
by Irwin Friend - 22-99 On the Formation and Structure of International Exchanges
by Matthew J. Clayton & Bjorn N. Jorgensen & Kenneth A. Kavajecz - 22-98 Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach
by Ayelet Balsam & Shmuel Kandel & Ori Levy - 22-95 Capital Structure, Call Policies and Flotation Costs: A Dog Chasing Its Tail (Revision of 12-95)
by Francisco A. Delgado & Giovanni Barone-Adesi - 22-94 On the Predictability of Common Stock Returns: World-Wide Evidence (Revision of 23-92) (Reprint 054)
by Gabriel Hawawini & Donald B. Keim - 22-92 An Analysis of Daily Changes in Specialist Inventories and Quotations
by Ananth Madhavan & Seymour Smidt - 22-91 Adjustment of Consumers' Durables Stocks: Evidence from Automobile Purchases
by Janice C. Eberly - 22-90 The Informational Role of Upstairs and Downstairs Trading
by Sanford J. Grossman - 22-89 Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008)
by Donald B. Keim - 22-88 Portfolio Performance Evaluation: Old Issues and New Insights
by Mark Grinblatt & Sheridan Titman - 22-87 The Optimal Non-Linear Bank
by Joseph G. Haubrich - 22-86 The Failure of Ricardian Equivalence Under Progressive Wealth Taxation
by Andrew Abel - 22-85 Games of Survival in the Newspaper Industry
by Randolph Bucklin & Richard Caves & Andrew Lo - 22-84 On the Quality of Accounting Services Under Alternative Market Structures
by Nicholas Gonedes & Richard Kihlstorm - 22-83 General Equilibrium Properties of the Term Structure of Interest Rates
by Simon Benninga & Aris Protopapadakis - 22-79 Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey
by Sanford Grossman - 22-73 Consumption and Saving in Economic Development
by Jean Crockett & Irwin Friend - 21-99 A Theory of Negotiations and Formation of Coalitions
by Armando Gomes - 21-98 The Equity Premium and Structural Breaks
by Lubos Pástor & Robert F. Stambaugh - 21-95 The Effects of Irreversibility and Uncertainty on Capital Accumulation
by Andrew B. Abel & Janice B. Eberly - 21-94 Multifactor Models Do Not Explain Deviations from the CAPM (Revision of 15-93)
by Craig A. MacKinlay - 21-92 The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94)
by Donald B. Keim & Ananth Madhavan - 21-91 Stock Price Manipulation, Market Microstructure and Asymmetric Information (Reprint 024)
by Franklin Allen & Gary Gorton - 21-90 How Rational is the Market? Testing Alternative Hypotheses on Financial Market Equilibrium
by Larry H.P. Lang & Robert H. Litzenberger & Vicente Madrigal - 21-89 Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002)
by Andrew W. Lo & Craig A. MacKinlay - 21-88 Adverse Risk Incentives and the Design of Performance-Based Contracts
by Mark Grinblatt & Sheridan Titman - 21-87 Capital Controls and International Capital markets Segmentation: The Evidence from the Japanese and American Stock markets
by Mustafa N. Gultekin & Bulent N. Gultekin & Alessandro Penati - 21-86 Risk Aversion in the Not-So-Small: Beyond Mean and Variance
by George Szpiro - 21-85 The Valuation of Floating Rate Instruments - Theory and Evidence
by Krishna Ramaswamy & Suresh Sundaresan - 21-84 Value Maximization and Earnings Management Via Accounting Techniques
by Nicholas Gonedes & Meier Schneller - 21-82 The CAPM and Mean-Variance Efficient Portfolios Ex Ante and Ex Post Data
by Irwin Friend & Randolph Westerfield & Joao Ferreira - 21-80 The Interpretation of One-Parameter Performance Measures
by Marshall E. Blume - 21-79 Corporate Financial Structure and Managerial Incentives
by Sanford Grossman & Oliver Hart - 21-77 New Evidence on the Capital Asset Pricing Model
by Irwin Friend & Randolph Westerfield & Michael Granito - 21-73 Use of Survey Data to Check Behavioral Parameters in Econometric Models
by Irwin Friend - 21-72 Competitive Commissions on the New York Stock Exchange
by Marshall E. Blume & Irwin Friend - 20-99 Institutional Investors and Equity Prices
by Paul A. Gompers & Andrew Metrick - 20-98 Optimal Consumption of a Divisible Durable Good
by Domenico Cuoco & Hong Liu - 20-95 Using Genetic Algorithms to Find Technical Trading Rules (Revision of 20-93)
by Franklin Allen & Risto Karjalainen - 20-94 Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
by Ananth Madhavan & Matthew Richardson & Mark Roomans - 20-93 Using Genetic Algorithms to Find Technical Trading Rules (Revised: 20-95)
by Franklin Allen & Risto Karjalainen - 20-92 Price Experimentation and Security Market Structure
by Chris J. Leach & Ananth N. Madhavan - 20-91 The Theory of Security Pricing and Market Structure (Revision of 39-89, Revised: 6-92)
by Marshall E. Blume & Jeremy J. Spiegel - 20-90 Monetary Contracting between Central Banks and the Design of Sustainable Exchange-Rate Zones (Reprint 035)
by Francisco Delgado & Bernard Dumas - 20-89 Consumption and Fractional Differencing: Old and New Anomalies
by Joseph G. Haubrich - 20-88 Order Imbalances and Stock Price Movements on October 19 and 20 (Revised: 39-88)
by Marshall E. Blume & Craig A. MacKinlay & Bruce Terker - 20-87 Production, Sales and the Change in Inventories: An Identity that Doesn't Add Up
by Jeffrey A. Miron & Stephen P. Zeldes - 20-86 Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence
by Stephen Zeldes - 20-85 Capital Structure and Imperfect Competition in Product Markets (Revision of 24-84; Revised: 11-87)
by Franklin Allen - 20-84 Monetary Targets, Real Exchange Rates and Macroeconomic Stability
by Alessandro Penati - 20-83 The Speed of Adjustment of Financial Ratios: An Error-in-Variable Problem
by Chi-Wen Jevons Lee - 20-82 An Economic Analysis of the Homeownership Decision
by Peter Linneman - 20-80 Aftermarket Price Performance of 1978 New Issues
by J. Mackowski - 20-79 A Model of the Parallel Team Strategy in Product Development
by Fred D. Arditti & Levy Haim - 20-77 Financial Planning for the Multinational Corporation with Multiple Goals
by Joseph D. Vinso - 20-74 Required Disclosure and the Stock Market: Comment
by Irwin Friend & Randolph Westerfield - 20-73 Portfolio Turnpike Theorems for Constant Policies
by Stephen A. Ross - 20-72 Investment for the Long Run
by Harry M. Markowitz - 19-99 Estimating the Returns to Insider Trading
by Leslie A. Jeng & Andrew Metrick & Richard Zeckhauser - 19-98 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
by A. Craig MacKinlay & Lubos Pástor - 19-95 Stochastic Volatility: Univariate and Multivariate Extensions
by Eric Jacquier & Nicholas G. Polson & Peter Rossi - 19-94 Noise Trading, Delegated Portfolio Management, and Economic Welfare
by James Dow & Gary Gorton - 19-93 Direct Evidence of Non-Trading of NYSE and AMEX Stocks
by Stephen R. Foerster & Donald B. Keim - 19-92 The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis
by Shmuel Kandel & Aharon R. Ofer & Oded Sarig - 19-91 On Testing Sustainability of Government Deficits in a Stochastic Environment
by Henning Bohn - 19-90 The Enforceability of Private Money Contracts, Market Efficiency, and Technological Change
by Gary Gorton - 19-89 An Econometric Analysis of Nonsyschronous-Trading
by Andrew W. Lo & Craig A. MacKinlay - 19-88 A Positive Theory of Foreign Currency Debt
by Henning Bohn - 19-87 The Social Value of Asymmetric Information
by Franklin Allen - 19-86 The Effect of Implicit Deposit Insurance on Banks Portfolio Choices with an Application to International 'Overexposure'
by George Penati & Aris Protopapadakis - 19-85 A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage
by Andrew W. Lo - 19-84 Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85)
by Andrew W. Lo - 19-83 Market Model Stationarity and Timing of Structural Change
by Chi-Wen Jevons Lee - 19-82 Some Indirect Evidence on Effective Capital Gains Tax Rates
by Aris Protopapadakis - 19-81 Private Discrimination and Social Intervention in Competitive Labor Markets
by Richard Startz & Lundberg - 19-80 The Endogeneity of Money During the German Hyperinflation: A Reappraisal
by Aris Protopapadakis - 19-79 Indexation Dynamics: A Walrasian View
by Bulent Gultekin & Anthony M. Santomero - 19-77 Sterilization Policy: The Trade-Off Between Monetary Autonomy and International Reserve Stability
by Richard Herring & Richard Marston - 19-76 Comparison of Forecasting Models for Interest Rates
by Jean Crockett - 19-74 Optimal Speculation Against a Market-Maker
by Jeffrey Jaffe & Robert Winkler - 19-73 Creating a New Financial Instrument: The Case of Reverse Mortgages
by Jack M. Guttentag - 19-72 Unbiased Estimators of Long-Run Expected Rates of Return
by Marshall E. Blume - 18-99 Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
by Klaas Baks & Andrew Metrick & Jessica Wachter - 18-98 Revenue Efficiency and Change of Control: The Case of Bankruptcy
by Francesca Cornelli & Leonardo Felli - 18-95 Quotes, Order Flow, and Price Discovery (Revision of 1-95) (Revised: 3-96)
by Marshall E. Blume & Michael A. Goldstein - 18-94 How Far Apart Can Two Riskless Interest Rates (One Moves, the Other One Does Not)
by Francisco Delgado & Bernard Dumas - 18-93 Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94)
by Donald B. Keim & Ananth Madhavan - 18-92 A Test of Multivariate Normality in Stock Returns (Reprint 033)
by Mathew Richardson & Tom Smith - 18-91 What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92)
by Joseph Gyourko & Donald B. Keim