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- 07-75 Stock Returns, Money Supply and the Direction of Causality
by Richard J. Rogalski & Joseph D. Vinso
- 7-75 Stock Returns, Money Supply and the Direction of Causality
by Richard J. Rogalski & Joseph D. Vinso
- 07-74 The Monetary Sector in an Open Economy: An Empirical Analysis for Canada and Germany
by Richard J. Herring
- 7-74 The Monetary Sector in an Open Economy: An Empirical Analysis for Canada and Germany
by Richard J. Herring
- 07-73 Some New Bond Indexes
by John S. Bildersee
- 7-73 Some New Bond Indexes
by John S. Bildersee
- 07-72 Some Contributions of the Institutional Investor Study (with "Discussion" by Marshall E. Blume)
by Lawrence D. Jones
- 7-72 Some Contributions of the Institutional Investor Study (with "Discussion" by Marshall E. Blume)
by Lawrence D. Jones
- 07-00 Informed Manipulation
by Archishman Chakraborty & Bilge Yilmaz
- 7-00 Informed Manipulation
by Archishman Chakraborty & Bilge Yilmaz
- 06-99 Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
by Suleyman Basak & Alex Shapiro
- 6-99 Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
by Suleyman Basak & Alex Shapiro
- 06-98 Capital Market Equilibrium with Mispricing and Arbitrage Activity
by Süleyman Basak & Benjamin Croitoru
- 6-98 Capital Market Equilibrium with Mispricing and Arbitrage Activity
by Süleyman Basak & Benjamin Croitoru
- 6-97 Managerial Compensation and the Threat of Takeover (Revision of 9-96)
by Anup Agrawal & Charles R. Knoeber
- 06-97 Managerial Compensation and the Threat of Takeover (Revision of 9-96)
by Anup Agrawal & Charles R. Knoeber
- 06-96 The Pre-Acquisition Performance of Target Firms: A Re-examination of the Inefficient Management Hypothesis (Revision of 23-95)
by Anup Agrawal & Jeffrey F. Jaffe
- 6-96 The Pre-Acquisition Performance of Target Firms: A Re-examination of the Inefficient Management Hypothesis (Revision of 23-95)
by Anup Agrawal & Jeffrey F. Jaffe
- 06-95 Banks and Derivatives
by Gary Gorton & Richard Rosen
- 6-95 Banks and Derivatives
by Gary Gorton & Richard Rosen
- 06-94 Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93)
by Shmuel Kandel & Robert F. Stambaugh
- 6-94 Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93)
by Shmuel Kandel & Robert F. Stambaugh
- 06-93 Arbitrage Chains
by James Dow & Gary Gorton
- 6-93 Arbitrage Chains
by James Dow & Gary Gorton
- 6-92 The Theory of Security Pricing and Market Structure (Revision of 20-91). Forward by Paul A. Samuelson
by Marshall E. Blume & Jeremy J. Siegel
- 06-92 The Theory of Security Pricing and Market Structure (Revision of 20-91). Forward by Paul A. Samuelson
by Marshall E. Blume & Jeremy J. Siegel
- 6-91 Effects of Bid-Ask Spreads and Price Discreteness on Stock Returns
by Ajay R. Dravid
- 06-91 Effects of Bid-Ask Spreads and Price Discreteness on Stock Returns
by Ajay R. Dravid
- 06-90 The Sustainability of Budget Deficits in a Stochastic Economy (Revised: 17-91)
by Henning Bohn
- 6-90 The Sustainability of Budget Deficits in a Stochastic Economy (Revised: 17-91)
by Henning Bohn
- 6-89 Trading Volume and Changes in Heterogeneous Expectations
by Larry H.P. Lang & Robert H. Litzenberger
- 06-89 Trading Volume and Changes in Heterogeneous Expectations
by Larry H.P. Lang & Robert H. Litzenberger
- 06-88 The Implications of Insurance for the Efficacy of Fiscal Policy
by Andrew B. Abel
- 6-88 The Implications of Insurance for the Efficacy of Fiscal Policy
by Andrew B. Abel
- 6-87 Contracts to Sell Information (Revision of 12-85)
by Franklin Allen
- 06-87 Contracts to Sell Information (Revision of 12-85)
by Franklin Allen
- 6-85 The Effects of Different Taxes on Risky and Riskfree Investment and on the Cost of Capital
by Yu Zhu & Irwin Friend
- 06-85 The Effects of Different Taxes on Risky and Riskfree Investment and on the Cost of Capital
by Yu Zhu & Irwin Friend
- 6-84 Choice of Inventory Accounting Methods: A Ricardian Model
by Chi-Wen Jevons Lee & David Hsieh
- 06-84 Choice of Inventory Accounting Methods: A Ricardian Model
by Chi-Wen Jevons Lee & David Hsieh
- 06-83 The Pricing of Call and Put Options on Foreign Exchange
by Orlin J. Grabbe
- 6-83 The Pricing of Call and Put Options on Foreign Exchange
by Orlin J. Grabbe
- 6-82 Optimal Survey Aggregation Application to Inflation, Stock Returns and Economic Activity
by Joel Hasbrouck
- 06-82 Optimal Survey Aggregation Application to Inflation, Stock Returns and Economic Activity
by Joel Hasbrouck
- 06-81 Toward Efficiency Analysis of Diversifiable Assets
by Yoram Kroll
- 6-81 Toward Efficiency Analysis of Diversifiable Assets
by Yoram Kroll
- 6-80 The Allocational Role of Takeover Bids in Situations of Asymmetric Information
by Sanford J. Grossman & Oliver D. Hart
- 06-80 The Allocational Role of Takeover Bids in Situations of Asymmetric Information
by Sanford J. Grossman & Oliver D. Hart
- 06-79 Accounting Techniques and Firms' Equilibrium Values: Tax Methods and the Lifo/Fifo Choice
by Nicholas J. Gonedes
- 6-79 Accounting Techniques and Firms' Equilibrium Values: Tax Methods and the Lifo/Fifo Choice
by Nicholas J. Gonedes
- 6-78 Asset Management for Regulated Enterprise Under Conditions of Uncertain Price Change: The Case of the Property-Casualty Company
by James E. Walter
- 06-78 Asset Management for Regulated Enterprise Under Conditions of Uncertain Price Change: The Case of the Property-Casualty Company
by James E. Walter
- 6-77 Expectations, Commercial Bank Adjustment, and the Performance of Monetary Aggregates
by John Mason & Richard Rogalski & Joseph D. Vinso
- 06-77 Expectations, Commercial Bank Adjustment, and the Performance of Monetary Aggregates
by John Mason & Richard Rogalski & Joseph D. Vinso
- 06-76 Price-Quantity Adjustments in a Macro-Disequilibrium Model
by Henry R. Lorie
- 6-76 Price-Quantity Adjustments in a Macro-Disequilibrium Model
by Henry R. Lorie
- 6-75 The Demand for Risky Assets Under Uncertain Inflation
by Irwin Friend & Yoram Landskroner
- 06-75 The Demand for Risky Assets Under Uncertain Inflation
by Irwin Friend & Yoram Landskroner
- 06-74 Short-Run Asset Effects on Household Saying and Consumption
by Irwin Friend & Charles Lieberman
- 6-74 Short-Run Asset Effects on Household Saying and Consumption
by Irwin Friend & Charles Lieberman
- 6-73 The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
by Randolph Westerfield
- 06-73 The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
by Randolph Westerfield
- 6-72 The Value of Information for Investment Decisions
by Jim Morris
- 06-72 The Value of Information for Investment Decisions
by Jim Morris
- 6-00 Nested Information and Manipulation in Financial Markets
by Archishman Chakraborty & Bilge Yilmaz
- 06-00 Nested Information and Manipulation in Financial Markets
by Archishman Chakraborty & Bilge Yilmaz
- 5-99 Multiple Large Shareholders in Corporate Governance
by Armando Gomes
- 05-99 Multiple Large Shareholders in Corporate Governance
by Armando Gomes
- 05-98 An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks
by Donald B. Keim
- 5-98 An Analysis of Mutual Fund Design: The Case of Investing in Small-Cap Stocks
by Donald B. Keim
- 05-97 Learning To Be Overconfident
by Simon Gervais & Terrance Odean
- 5-97 Learning To Be Overconfident
by Simon Gervais & Terrance Odean
- 05-96 Analyzing Investments Whose Histories Differ in Length
by Robert F. Stambaugh
- 5-96 Analyzing Investments Whose Histories Differ in Length
by Robert F. Stambaugh
- 05-95 Financial Markets, Intermediaries, and Intertemporal Smoothing (Revised 14-96)
by Franklin Allen & Douglas Gale
- 5-95 Financial Markets, Intermediaries, and Intertemporal Smoothing (Revised 14-96)
by Franklin Allen & Douglas Gale
- 05-94 A Transaction Cost Theory of Corporate Finance, with Applications to Security, Bankruptcy, and the Nature of Economic Organization
by Bruce D. Johnsen
- 5-94 A Transaction Cost Theory of Corporate Finance, with Applications to Security, Bankruptcy, and the Nature of Economic Organization
by Bruce D. Johnsen
- 5-93 Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing (Reprint 052)
by James Dow & Gary Gorton
- 05-93 Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing (Reprint 052)
by James Dow & Gary Gorton
- 05-92 Reserve Requirements and the Indicator Properties of Monetary Aggregates
by Jeremy J. Siegel
- 5-92 Reserve Requirements and the Indicator Properties of Monetary Aggregates
by Jeremy J. Siegel
- 5-91 The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview (Revised: 13-91)
by Jeremy J. Siegel
- 05-91 The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview (Revised: 13-91)
by Jeremy J. Siegel
- 5-90 The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns
by Joseph Gyourko & Donald B. Keim
- 05-90 The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns
by Joseph Gyourko & Donald B. Keim
- 5-89 The Sources and Nature of Long-Term Memory in the Business Cycle
by Joseph G. Haubrich & Andrew W. Lo
- 05-89 The Sources and Nature of Long-Term Memory in the Business Cycle
by Joseph G. Haubrich & Andrew W. Lo
- 05-88 Tax Clienteles and the Miller Model with Incomplete Markets (Revision of 4-87)
by Franklin Allen & Jeffrey Jaffe
- 5-88 Tax Clienteles and the Miller Model with Incomplete Markets (Revision of 4-87)
by Franklin Allen & Jeffrey Jaffe
- 5-87 Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)
by Andrew W. Lo & Craig A. MacKinlay
- 05-87 Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)
by Andrew W. Lo & Craig A. MacKinlay
- 05-86 Monopolistic Competition and the Theory of Private Money
by J.G. Haubrich
- 5-86 Monopolistic Competition and the Theory of Private Money
by J. G. Haubrich
- 5-85 On the Optimality of Portfolio Insurance
by Simon Benninga & Marshall Blume
- 05-85 On the Optimality of Portfolio Insurance
by Simon Benninga & Marshall Blume
- 5-84 Lifetime Portfolio Selection and Information
by Jerome De Temple
- 05-84 Lifetime Portfolio Selection and Information
by Jerome De Temple
- 5-83 Market Evidence on the Effective Maturity of Bank Assets and Liabilities
by Mark Flannery & Christopher James
- 05-83 Market Evidence on the Effective Maturity of Bank Assets and Liabilities
by Mark Flannery & Christopher James
- 5-82 Are Forward Exchange Rates Really Useful Predictors of Future Spot Rates? Some Evidence from Daily Dollar-DM Data
by Orlin J. Grabbe
- 05-82 Are Forward Exchange Rates Really Useful Predictors of Future Spot Rates? Some Evidence from Daily Dollar-DM Data
by Orlin J. Grabbe
- 5-81 Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates
by Stephen Meyer & Richard Startz
- 05-81 Real Versus Nominal Forecast Errors in the Prediction of Foreign Exchange Rates
by Stephen Meyer & Richard Startz
- 5-80 Optimal Claims in Automobile Insurance
by Itzahk Venezia & Haim Levy
- 05-80 Optimal Claims in Automobile Insurance
by Itzahk Venezia & Haim Levy
- 5-79 Risk and Capital Asset Pricing
by Irwin Friend & Randolph Westerfield
- 05-79 Risk and Capital Asset Pricing
by Irwin Friend & Randolph Westerfield
- 5-78 Financial Forecasting Using Economic Indictators
by Joseph Vinso
- 5-77 The Cost of Equity Capital: A Reconsideration
by M. J. Gordon & L. I. Gould
- 05-77 The Cost of Equity Capital: A Reconsideration
by M.J. Gordon & L.I. Gould
- 05-76 Further Evidence on the Capitalization of Property Taxes: A Case Study of Upper Dublin Township
by Moshe Cohen
- 5-76 Further Evidence on the Capitalization of Property Taxes: A Case Study of Upper Dublin Township
by Moshe Cohen
- 5-75 An Empirical Investigation of the Corporate Debt Maturity Structure
by James R. Morris
- 05-75 An Empirical Investigation of the Corporate Debt Maturity Structure
by James R. Morris
- 05-74 The Behavior of Risk and Return: An Econometric Study
by Marshall E. Blume
- 5-74 The Behavior of Risk and Return: An Econometric Study
by Marshall E. Blume
- m5-73 An Empirical Analysis of Risk Measurement in Corporate Bonds
by Jane C. Tripp
- 05-73 An Analysis of Devaluation
by Wilfred & J. Ethier
- 5-73 An Analysis of Devaluation
by J. Ethier Wilfred
- 05-72 The Simultaneity of Systematic Stock Price Movements (Revised)
by Jack Clark Francis
- 5-72 The Simultaneity of Systematic Stock Price Movements (Revised)
by Jack Clark Francis
- 5-71 The Economic Consequences of the Stock Market
by Irwin Friend
- 05-71 The Economic Consequences of the Stock Market
by Irwin Friend
- 05-00 Strategic Voting and Proxy Contests
by Bilge Yilmaz
- 5-00 Strategic Voting and Proxy Contests
by Bilge Yilmaz
- 4-99 Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading
by Armando Gomes
- 04-99 Going Public with Asymmetric Information, Agency Costs, and Dynamic Trading
by Armando Gomes
- 4-98 Costs of Equity Capital and Model Mispricing
by Lubos Pástor & Robert F. Stambaugh
- 04-98 Costs of Equity Capital and Model Mispricing
by Lubos Pástor & Robert F. Stambaugh
- 04-97 A Specialist's Quoted Depth and the Limit Order Book
by Kenneth A. Kavajecz
- 4-97 A Specialist's Quoted Depth and the Limit Order Book
by Kenneth A. Kavajecz
- 04-96 Optimal Consumption Choices for a "Large" Investor
by Domenico Cuoco & Jaksa Cvitanic
- 4-96 Optimal Consumption Choices for a "Large" Investor
by Domenico Cuoco & Jaksa Cvitanic
- 4-95 Optimal Consumption and Equilibrium Prices with Portfolio Cone Constraints and Stochastic Labor Income
by Domenico Cuoco
- 04-95 Optimal Consumption and Equilibrium Prices with Portfolio Cone Constraints and Stochastic Labor Income
by Domenico Cuoco
- 4-94 Evidence on the Objectives of Bank Managers
by Joseph P. Hughes & Loretta J. Mester
- 04-94 Evidence on the Objectives of Bank Managers
by Joseph P. Hughes & Loretta J. Mester
- 4-93 Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)
by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh
- 04-93 Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)
by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh
- 04-92 Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92)
by Marshall E. Blume & Michael A. Goldstein
- 4-92 Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92)
by Marshall E. Blume & Michael A. Goldstein
- 04-91 The Evolution of Mortgage Yield Concepts
by Jack M. Guttentag
- 4-91 The Evolution of Mortgage Yield Concepts
by Jack M. Guttentag
- 4-90 Equity Risk Premia and Corporate Profit Forecasts Around the Stock Crash of October 1987
by Jeremy J. Siegel
- 04-90 Equity Risk Premia and Corporate Profit Forecasts Around the Stock Crash of October 1987
by Jeremy J. Siegel
- 4-89 When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001)
by Andrew Lo & Craig A. Mackinlay
- 04-89 When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001)
by Andrew Lo & Craig A. Mackinlay
- 04-88 Dividend Policy in Perspective: Can Theory Explain Behavior? (Revision of 30-86)
by Jean Crockett & Irwin Friend
- 4-88 Dividend Policy in Perspective: Can Theory Explain Behavior? (Revision of 30-86)
by Jean Crockett & Irwin Friend
- 04-87 A Note on Clienteles and the Miller Model (Revised: 5-88)
by Franklin Allen & Jeffrey A. Jaffe
- 4-87 A Note on Clienteles and the Miller Model (Revised: 5-88)
by Franklin Allen & Jeffrey A. Jaffe
- 4-86 A Game Theoretic Approach to the Capital Structure and Investment Decision Problems of a Levered Firm
by S. Ryu
- 04-86 A Game Theoretic Approach to the Capital Structure and Investment Decision Problems of a Levered Firm
by S. Ryu
- 04-85 Effects of Taxation on Financial Markets
by Irwin Friend
- 4-85 Effects of Taxation on Financial Markets
by Irwin Friend
- 04-84 Risk and the Optimal Debt Level
by Jeffrey Jaffe & Randolph Westerfield
- 4-84 Risk and the Optimal Debt Level
by Jeffrey Jaffe & Randolph Westerfield
- 04-83 Can Money Matter ?
by Richard Startz
- 4-83 Can Money Matter ?
by Richard Startz
- 04-82 Effect of Inflation on the Profitability and Valuation of U.S. Corporations
by Irwin Friend & Joel Hasbrouck
- 4-82 Effect of Inflation on the Profitability and Valuation of U.S. Corporations
by Irwin Friend & Joel Hasbrouck
- 4-81 Testing Rational Expectations by the Use of Overidentifying Restrictions
by Richard Startz
- 04-81 Testing Rational Expectations by the Use of Overidentifying Restrictions
by Richard Startz
- 04-80 Risk Aversion with Initial Wealth
by Richard E. Kihlstom & David Romer & Steve Williams
- 4-80 Risk Aversion with Initial Wealth
by Richard E. Kihlstom & David Romer & Steve Williams
- 04-79 Implicit Interest on Demand Deposits
by Richard Startz
- 4-79 Implicit Interest on Demand Deposits
by Richard Startz
- 04-78 Financial Consequences of Natural Disasters
by Joseph Vinso
- 4-78 Financial Consequences of Natural Disasters
by Joseph Vinso
- 4-77 Inflation-Induced Distortions in Government and Private Saving Statistics
by Jeremy J. Siegel
- 04-77 Inflation-Induced Distortions in Government and Private Saving Statistics
by Jeremy J. Siegel
- 4-76 The Preferences of Financial Institutions for Construction and Permanent Mortgage
by John M. Mason & Frederick H. Leaffer
- 04-76 The Preferences of Financial Institutions for Construction and Permanent Mortgage
by John M. Mason & Frederick H. Leaffer
- 4-75 Economic Foundations of Stock Market Regulation
by Irwin Friend
- 04-75 Economic Foundations of Stock Market Regulation
by Irwin Friend
- 4-74 On Corporate Debt Maturity Strategies
by James A. Morris
- 04-74 On Corporate Debt Maturity Strategies
by James A. Morris
- m4-73 Immediate, Short and Longer Run Performance of New Issues
by Craig A. Simmons
- 04-73 Performance of New Mining Issues
by James E. Walter
- 4-73 Performance of New Mining Issues
by James E. Walter
- 4-72 Should the Two Parameter Capital Market Theories be Extended to Higher Order Moments? (Revised)
by Jack Clark Francis
- 04-72 Should the Two Parameter Capital Market Theories be Extended to Higher Order Moments? (Revised)
by Jack Clark Francis
- 4-71 Efficiency of Corporate Investment
by Irwin Friend & Frank Husic
- 04-71 Efficiency of Corporate Investment
by Irwin Friend & Frank Husic
- 04-00 Two-Class Voting: A Mechanism for Conflict Resolution?
by Ernst Maug & Bilge Yilmaz
- 4-00 Two-Class Voting: A Mechanism for Conflict Resolution?
by Ernst Maug & Bilge Yilmaz
- 03-99 The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
by Andrew B. Abel
- 3-99 The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
by Andrew B. Abel
- 03-98 The Declining Credit Quality of US Corporate Debt: Myth or Reality?
by Marshall E. Blume & Felix Lim & A. Craig MacKinlay
- 3-98 The Declining Credit Quality of US Corporate Debt: Myth or Reality?
by Marshall E. Blume & Felix Lim & A. Craig MacKinlay
- 03-97 Free Cash Flow, Optimal Contracting, and Takeovers
by Eitan Goldman & Christopher S. Jones & Ron Kaniel
- 3-97 Free Cash Flow, Optimal Contracting, and Takeovers
by Eitan Goldman & Christopher S. Jones & Ron Kaniel
- 03-96 Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)
by Marshall E. Blume & Michale A. Goldstein
- 3-96 Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)
by Marshall E. Blume & Michale A. Goldstein
- 03-95 Precautionary Saving and Social Insurance
by Glenn R. Hubbard & Jonathan Skinner & Stephen P. Zeldes
- 3-95 Precautionary Saving and Social Insurance
by Glenn R. Hubbard & Jonathan Skinner & Stephen P. Zeldes
Printed from https://ideas.repec.org/s/fth/pennfi4.html
