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Content
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- 11-76 Simultaneous Equation Market Models: A New Approach to the Problem of Multicollin
by Chung Few Lee & Joseph D. Vinso
- 11-75 The Choice Between Spending and Saving
by Jean Crockett
- 11-74 Price Spreads, Performance and the Seasoning of New Bond Issues
by John S. Bildersee
- 11-73 Discounts and Premiums on Shares of Diversified Closed-End Investment Funds
by Hans R. Stoll
- 11-72 The Theory of Insurance Reconsidered for Urban Analysis: An Expected Utility Approach (Revised)
by Robert H. Edelstein
- 11-00 The Equity Premium and Structural Breaks
by Lubos Pastor & Robert F. Stambaugh
- 10-99 Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
by Fernando Alvarez & Urban J. Jermann
- 10-98 On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis
by Süleyman Basak
- 10-97 Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources (Reprint 069)
by Tullio Jappelli & Joern-Steffen Pischke & Nicholas S. Souleles
- 10-96 Balanced Budget Rules and Public Deficits: Evidence from the U.S. States (Reprint 060)
by Henning Bohn & Robert P. Inman
- 10-95 Rational Expectations, Inflation and the Nominal Interest Rate
by Jean A. Crockett
- 10-94 The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92)
by Donald B. Keim & Ananth Madhavan
- 10-93 Quote Changes and Order Imbalances
by Marshall E. Blume & Yun K. Wong
- 10-92 General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031)
by Wayne E. Ferson & Stephen R. Foerster & Donald B. Keim
- 10-91 Historical Returns: The Case for Equity
by Jeremy J. Siegel
- 10-90 Fiscal Policy with Impure Intergenerational Altruism (Reprint 011)
by Andrew B. Abel & B. Douglas Bernheim
- 10-89 Arbitrage, Short Sales and Financial Innovation
by Franklin Allen & Douglas Gale
- 10-88 A Look at the Validity of the CAPM in Light of Equity Market Anomalies: The Case of Belgian Common Stocks
by Gabriel Hawawini & Pierre Michel & Albert Corhay
- 10-87 An Analysis of Fiscal Policy Under Operative and Inoperative Bequest Motives
by Andrew B. Abel
- 10-86 The Cost of Capital to Corporations in Japan and the USA
by Irwin Friend & I. Tokutsu
- 10-85 Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84)
by Andrew W. Lo
- 10-83 Inflation and Miller's Model of Capital Structure
by Jeffrey Jaffe
- 10-82 Stock Market Seasonality and End of the Tax Year Effect
by Mustafa N. Gultekin & Bulent N. Gultekin
- 10-81 The Impact of Market Interest Rates on Small Commercial Banks
by Mark Flannery
- 10-80 The CAPM and Mean-Variance Efficient Portfolios
by Irwin Friend & Randolph Westerfield & Joao Ferreira
- 10-79 Co-Skewness and Capital Asset Pricing
by Irwin Friend & Randolph Westerfield
- 10-78 Pension Funds and the Use of International Markets
by Marshall E. Blume
- 10-77 A Note on the Modigliani-Miller Theorem and Bankruptcy
by Simon Benninga
- 10-76 Spectral Analysis of Security Market Prices and Yields in Fundamental Time
by John R. Percival
- 10-75 Measuring Capital Asset Returns and the Stable Probability Laws
by James Pickands & Randolph Westerfield
- 10-74 The Asset Structure of Individual Portfolios and Some Implications for Utility Functions
by Marshall E. Blume & Irwin Friend
- 10-73 Risky Corporate Debt in a Market Model Context
by John R. Percival
- 10-72 The Investment Performance of all Institutional Investors: An Initial Appraisal
by Marshall E. Blume & Irwin Friend
- 10-00 Evaluating and Investing in Equity Mutual Funds
by Lubos Pastor & Robert F. Stambaugh
- 9-99 Organizational Design Choices in Retail Banking
by Venky Nagar
- 09-99 Organizational Design Choices in Retail Banking
by Venky Nagar
- 09-98 Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium
by Süleyman Basak & Mike Gallmeyer
- 9-98 Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium
by Süleyman Basak & Mike Gallmeyer
- 09-97 Going Public with Asymmetric Information, Agency Costs and Dynamic Trading
by Armando Gomes
- 9-97 Going Public with Asymmetric Information, Agency Costs and Dynamic Trading
by Armando Gomes
- 9-96 Managerial Compensation and the Threat of Takeover (Revision of 28-94) (Revised: 6-97)
by Anup Agrawal Charles R. Knoeber
- 09-96 Managerial Compensation and the Threat of Takeover (Revision of 28-94) (Revised: 6-97)
by Anup Agrawal Charles R. Knoeber
- 09-95 Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94)
by Donald B. Keim & Ananth Madhavan
- 9-95 Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94)
by Donald B. Keim & Ananth Madhavan
- 09-94 An Index-Contingent Trading Mechanism: Economic Implications
by Avi Wohl & Shmuel Kandel
- 9-94 An Index-Contingent Trading Mechanism: Economic Implications
by Avi Wohl & Shmuel Kandel
- 09-93 Futures and Forward Prices with Markovian Interest Rate Processes
by Simon Benninga & Aris Protopapadakis
- 9-93 Futures and Forward Prices with Markovian Interest Rate Processes
by Simon Benninga & Aris Protopapadakis
- 09-92 Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle
by Andrew B. Abel
- 9-92 Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle
by Andrew B. Abel
- 9-91 The Real Rate of Interest from 1800-1990: A Study of the U.S. and U.K. (Reprint 028)
by Jeremy J. Siegel
- 09-91 The Real Rate of Interest from 1800-1990: A Study of the U.S. and U.K. (Reprint 028)
by Jeremy J. Siegel
- 9-90 Endogenous Government Spending and Ricardian Equivalence (Revision of 13-88)
by Henning Bohn
- 09-90 Endogenous Government Spending and Ricardian Equivalence (Revision of 13-88)
by Henning Bohn
- 9-89 Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium
by Andrew B. Abel
- 09-89 Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium
by Andrew B. Abel
- 9-88 Seasonality, Size Premium and the Relationship Between the Risk and the Return of French Common Stocks
by Gabriel Hawawini & Claude Viallet
- 09-88 Seasonality, Size Premium and the Relationship Between the Risk and the Return of French Common Stocks
by Gabriel Hawawini & Claude Viallet
- 9-87 Operative Gift and Bequest Motives
by Andrew B. Abel
- 09-87 Operative Gift and Bequest Motives
by Andrew B. Abel
- 09-86 Financial Intermediation: Delegated Monitoring and Long-Term Relationships
by J.G. Haubrich
- 9-86 Financial Intermediation: Delegated Monitoring and Long-Term Relationships
by J. G. Haubrich
- 09-85 Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term
by Stanley Fischer & George G. Pennacchi
- 9-85 Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term
by Stanley Fischer & George G. Pennacchi
- 09-84 Inflation, Inventory Accounting Methods and Stock Returns
by Chi-Wen Jevons Lee
- 9-84 Inflation, Inventory Accounting Methods and Stock Returns
by Chi-Wen Jevons Lee
- 09-83 Resource Distribution Effects of New York City Rent Control Programs
by Peter Linneman
- 9-83 Resource Distribution Effects of New York City Rent Control Programs
by Peter Linneman
- 9-82 Non-Linear Pricing Systems in Finance
by Simon Benninga
- 09-82 Non-Linear Pricing Systems in Finance
by Simon Benninga
- 9-81 The Lender of Last Resort Function in an International Context
by Jack Guttentag & Richard Herring
- 09-81 The Lender of Last Resort Function in an International Context
by Jack Guttentag & Richard Herring
- 09-80 Expectations, Exchange Rates and Monetary Theory - The Case of the German Hyperinflation
by Aris Protopapadakis
- 9-80 Expectations, Exchange Rates and Monetary Theory - The Case of the German Hyperinflation
by Aris Protopapadakis
- 09-79 Regulation of Bank Capital and Portfolio Risk
by Michae Koehen & Anthony M. Santomero
- 9-79 Regulation of Bank Capital and Portfolio Risk
by Michae Koehen & Anthony M. Santomero
- 09-78 Betas and Their Regression Tendencies: Some Further Evidence
by Marshall E. Blume
- 9-78 Betas and Their Regression Tendencies: Some Further Evidence
by Marshall E. Blume
- 9-77 Recent Developments in Finance
by Irwin Friend
- 09-77 Recent Developments in Finance
by Irwin Friend
- 09-76 The Equity of the Real Estate Property Tax: An Empirical Examination of the City of Philadelphia
by Robert H. Edelstein
- 9-76 The Equity of the Real Estate Property Tax: An Empirical Examination of the City of Philadelphia
by Robert H. Edelstein
- 9-75 Taxation and Financial Management: Theory vs. Fact
by James E. Walter
- 09-75 Taxation and Financial Management: Theory vs. Fact
by James E. Walter
- 9-74 Differential Effects of Inflation
by James E. Walter
- 09-74 Differential Effects of Inflation
by James E. Walter
- 9-73 Uncertainty Resolution and Multi-Period Investment Decisions
by Randolph Westerfield & John R. Percival
- 09-73 Uncertainty Resolution and Multi-Period Investment Decisions
by Randolph Westerfield & John R. Percival
- 9-72 Price, Beta and Exchange Listing
by Marshall E. Blume & Frank Husic
- 09-72 Price, Beta and Exchange Listing
by Marshall E. Blume & Frank Husic
- 9-00 The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks
by Andrew B. Abel
- 09-00 The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks
by Andrew B. Abel
- 08-99 The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings
by Gabriel Hawawini & Donald B. Keim
- 8-99 The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings
by Gabriel Hawawini & Donald B. Keim
- 08-98 The Cost of Institutional Equity Trades
by Donald B. Keim & Ananth Madhavan
- 8-98 The Cost of Institutional Equity Trades
by Donald B. Keim & Ananth Madhavan
- 8-97 Costs of Equity from Factor-Based Models (Revised 4-98)
by Lubos Pastor & Robert F. Stambaugh
- 08-97 Costs of Equity from Factor-Based Models (Revised 4-98)
by Lubos Pastor & Robert F. Stambaugh
- 8-96 Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)
by Anup Agrawal & Charles R. Knoeber
- 08-96 Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)
by Anup Agrawal & Charles R. Knoeber
- 8-95 An Intertemporal Model of Segmentation (Reprint 056)
by Süleyman Basak
- 08-95 An Intertemporal Model of Segmentation (Reprint 056)
by Süleyman Basak
- 8-94 Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)
by Süleyman Basak
- 08-94 Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)
by Süleyman Basak
- 8-93 Dynamic Wealth Redistribution, Trade, and Asset Pricing
by Simon Benninga & Joram Mayshar
- 08-93 Dynamic Wealth Redistribution, Trade, and Asset Pricing
by Simon Benninga & Joram Mayshar
- 08-92 A Test of the Cox, Ingersoll, and Ross Model of the Term Structure
by Michael R. Gibbons & Krishna Ramaswamy
- 8-92 A Test of the Cox, Ingersoll, and Ross Model of the Term Structure
by Michael R. Gibbons & Krishna Ramaswamy
- 8-91 Bayesian Inference and Portfolio Efficiency (Revised: 4-93)
by Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh
- 08-91 Bayesian Inference and Portfolio Efficiency (Revised: 4-93)
by Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh
- 8-90 Time Consistency of Monetary Policy in the Open Economy (Revision of 33-88) (Reprint 010)
by Henning Bohn
- 08-90 Time Consistency of Monetary Policy in the Open Economy (Revision of 33-88) (Reprint 010)
by Henning Bohn
- 8-89 Risk and Return Characteristics of Lower-Grade Bonds 1977-1987
by Marshall E. Blume & Donald B. Keim
- 08-89 Risk and Return Characteristics of Lower-Grade Bonds 1977-1987
by Marshall E. Blume & Donald B. Keim
- 08-88 Market Efficiency and Equity Pricing: International Evidence and Implications for Global Investing
by Gabriel Hawawini
- 8-88 Market Efficiency and Equity Pricing: International Evidence and Implications for Global Investing
by Gabriel Hawawini
- 08-87 Asset Pricing in a Macroeconomic Context
by Henning Bohn
- 8-87 Asset Pricing in a Macroeconomic Context
by Henning Bohn
- 8-86 Bank Deregulation, Credit Markets and the Control of Capital
by G. B. Gorton & J. G. Haubrich
- 08-86 Bank Deregulation, Credit Markets and the Control of Capital
by G.B. Gorton & J.G. Haubrich
- 8-85 The Policy Options for Stimulating National Saving
by Irwin Friend
- 08-85 The Policy Options for Stimulating National Saving
by Irwin Friend
- 08-84 Stochastic Properties of Cross-Sectional Financial Data
by Chi-Wen Jevons Lee
- 8-84 Stochastic Properties of Cross-Sectional Financial Data
by Chi-Wen Jevons Lee
- 08-83 An Empitical Analysis of the Determinants of Intrajurisdictional Property Tax Payment Inequities
by Dong Hoon Chun & Peter Linneman
- 8-83 An Empitical Analysis of the Determinants of Intrajurisdictional Property Tax Payment Inequities
by Dong Hoon Chun & Peter Linneman
- 8-82 The Aggregation of Consumer Preferences Over Firm Investment and Financial Decisions in Imperfect Markets
by Simon Benninga & Meir I. Schneller
- 08-82 The Aggregation of Consumer Preferences Over Firm Investment and Financial Decisions in Imperfect Markets
by Simon Benninga & Meir I. Schneller
- 08-81 Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?
by Richard Startz
- 8-81 Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?
by Richard Startz
- 8-80 Financial Management in an Inflation Economy
by Moshe Ben-Horim & Haim Levy
- 08-80 Financial Management in an Inflation Economy
by Moshe Ben-Horim & Haim Levy
- 08-79 The Role of Price Level Uncertainty in Determining the Opportunity Cost of Holding Money
by Jeremy J. Siegel
- 8-79 The Role of Price Level Uncertainty in Determining the Opportunity Cost of Holding Money
by Jeremy J. Siegel
- 8-78 Bank Regulation and Macroeconomic Stability
by Anthony M. Santomero & Jeremy J. Siegel
- 08-78 Bank Regulation and Macroeconomic Stability
by Anthony M. Santomero & Jeremy J. Siegel
- 8-77 Dynamic Estimation of Portfolio Betas
by David A. Umstead & Gary L. Bergstrom
- 08-77 Dynamic Estimation of Portfolio Betas
by David A. Umstead & Gary L. Bergstrom
- 08-76 Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
by Stephen A. Ross
- 8-76 Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
by Stephen A. Ross
- 8-75 Inflation and the Holding Period Returns on Bonds
by Jeffrey F. Jaffe & Gershon Mandelker
- 08-75 Inflation and the Holding Period Returns on Bonds
by Jeffrey F. Jaffe & Gershon Mandelker
- 8-74 Working Capital, Risk, Growth and Diversification
by John S. Bildersee
- 08-74 Working Capital, Risk, Growth and Diversification
by John S. Bildersee
- 8-73 The Association Between a Market-Determined Measure of Risk and Alternative Measures or Risk
by John S. Bildersee
- 08-73 The Association Between a Market-Determined Measure of Risk and Alternative Measures or Risk
by John S. Bildersee
- 8-72 Deposit Mix at Commercial Banks and Monetary Policy
by Paul F. Smith & Robert C. Jones
- 08-72 Deposit Mix at Commercial Banks and Monetary Policy
by Paul F. Smith & Robert C. Jones
- 8-00 Predictable Changes in NAV: The wildcard option in transacting mutual fund shares
by John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec
- 08-00 Predictable Changes in NAV: The wildcard option in transacting mutual fund shares
by John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec
- 7-99 Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices
by Suleyman Basak & Benjamin Croitoru
- 07-99 Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices
by Suleyman Basak & Benjamin Croitoru
- 07-98 The Information Contained in Stock Exchange Seat Prices
by Donald B. Keim & Ananth Madhavan
- 7-98 The Information Contained in Stock Exchange Seat Prices
by Donald B. Keim & Ananth Madhavan
- 07-97 The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings
by Gabriel Hawawini & Donald B. Keim
- 7-97 The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings
by Gabriel Hawawini & Donald B. Keim
- 07-96 Model Error in Contingent Claim Models (Dynamic Evaluation)
by Eric Jacquier & Robert Jarrow
- 7-96 Model Error in Contingent Claim Models (Dynamic Evaluation)
by Eric Jacquier & Robert Jarrow
- 07-95 Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062)
by Süleyman Basak
- 7-95 Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062)
by Süleyman Basak
- 07-94 Whose Market Is It Anyway? Intermediaries' or Investors' (Reprint 044)
by Morris Mendelson & Junius W. Peake
- 7-94 Whose Market Is It Anyway? Intermediaries' or Investors' (Reprint 044)
by Morris Mendelson & Junius W. Peake
- 7-93 Backwardation in Oil Futures Markets: Theory and Empirical Evidence
by Robert H. Litzenberger & Nir Rabinowitz
- 07-93 Backwardation in Oil Futures Markets: Theory and Empirical Evidence
by Robert H. Litzenberger & Nir Rabinowitz
- 7-92 Flexible (S,s) Bands, Uncertainty, and Aggregate Consumer Durables
by Janice C. Eberly
- 07-92 Flexible (S,s) Bands, Uncertainty, and Aggregate Consumer Durables
by Janice C. Eberly
- 07-91 Rational Expectations and Stock Market Bubbles
by Franklin Allen & Andrew Postlewaite
- 7-91 Rational Expectations and Stock Market Bubbles
by Franklin Allen & Andrew Postlewaite
- 7-90 Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009)
by Shmuel Kandel & Robert F. Stambaugh
- 07-90 Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009)
by Shmuel Kandel & Robert F. Stambaugh
- 07-89 Empirical Tests of the Consumption-Oriented CAPM
by Douglas T. Breeden & Michael R Gibbons & Robert H. Litzenberger
- 7-89 Empirical Tests of the Consumption-Oriented CAPM
by Douglas T. Breeden & Michael R Gibbons & Robert H. Litzenberger
- 07-88 Two-Person Dynamic Equilibrium: Trading in the Capital Market
by Bernard Dumas
- 7-88 Two-Person Dynamic Equilibrium: Trading in the Capital Market
by Bernard Dumas
- 7-87 Loan Sales and the Cost of Bank Capital
by George Pennacchi
- 07-87 Loan Sales and the Cost of Bank Capital
by George Pennacchi
- 07-86 Determinants of Capital Structure (Revision of 13-85)
by I. Friend & J. Hasbrouck
- 7-86 Determinants of Capital Structure (Revision of 13-85)
by I. Friend & J. Hasbrouck
- 7-85 Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions
by George G. Pennacchi
- 07-85 Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions
by George G. Pennacchi
- 7-84 The Information Content of Financial Columns
by Chi-Wen Jevons Lee & Alfredo Moreno
- 07-84 The Information Content of Financial Columns
by Chi-Wen Jevons Lee & Alfredo Moreno
- 7-83 Why do Companies Pay Dividends?: Comment
by Joel Hasbrouck & Irwin Friend
- 07-83 Why do Companies Pay Dividends?: Comment
by Joel Hasbrouck & Irwin Friend
- 07-82 Economic and Equity Aspects of Securities Regulation
by Irwin Friend
- 7-82 Economic and Equity Aspects of Securities Regulation
by Irwin Friend
- 7-81 A Framework for the Analysis of Financial Disorder (discontinued from series - contact authors for copies)
by Jack Guttentag & Richard Herring
- 07-81 A Framework for the Analysis of Financial Disorder (discontinued from series - contact authors for copies)
by Jack Guttentag & Richard Herring
- 7-80 Corporate Hedging in Future Markets when Short Sales are Restricted
by Simon Benninga
- 07-80 Corporate Hedging in Future Markets when Short Sales are Restricted
by Simon Benninga
- 7-79 The Financial Markets in the United Kingdom
by Marshall E. Blume
- 07-79 The Financial Markets in the United Kingdom
by Marshall E. Blume
- 7-78 Majority Choice and the Objective Function of the Firm Under Uncertainty
by Simon Benninga & Eitan Muller
- 07-78 Majority Choice and the Objective Function of the Firm Under Uncertainty
by Simon Benninga & Eitan Muller
- 07-77 The Growth-Optimal General Equilibrium Market Model: A Reduced Form Expression for the Capital Market Line
by David A. Umstead
- 7-77 The Growth-Optimal General Equilibrium Market Model: A Reduced Form Expression for the Capital Market Line
by David A. Umstead
- 7-76 Indexation, Expectations, and Stability
by Bulent Gultekin & Anthony M. Santomero
- 07-76 Indexation, Expectations, and Stability
by Bulent Gultekin & Anthony M. Santomero
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