WORKING PAPERS - 1972 Click on the links listed below to see the abstract. Click here for a complete list of abstracts for this year. Click on the icon beside the title in order to download the full paper in Adobe Acrobat. (If you do not have the Adobe Reader you can get a free copy from Adobe's World Wide Web Site at http://www.adobe.com/acrobat/readstep.html). 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 #01-72 The Pricing of Underwritten Offerings and the Compensation of Underwriters (Revised) Hans R. Stoll [abstract] #02-72 A Model of Capital Asset Risk (revised) Richardson R. Pettit and Randolph Westerfield [abstract] #03-72 Some Aspects of the Performance of Non-Convertible Preferred Stocks John Bildersee [abstract] #04-72 Should the Two Parameter Capital Market Theories be Extended to Higher Order Moments? (Revised) Jack Clark Francis [abstract] #05-72 The Simultaneity of Systematic Stock Price Movements (Revised) Jack Clark Francis [abstract] #06-72 The Value of Information for Investment Decisions Jim Morris [abstract] #07-72 Some Contributions of the Institutional Investor Study (with "Discussion" by Marshall E. Blume) Lawrence D. Jones [abstract] #08-72 Deposit Mix at Commercial Banks and Monetary Policy Paul F. Smith and Robert C. Jones [abstract] #09-72 Price, Beta and Exchange Listing Marshall E. Blume and Frank Husic [abstract] #10-72 The Investment Performance of all Institutional Investors: An Initial Appraisal Marshall E. Blume and Irwin Friend [abstract] #11-72 The Theory of Insurance Reconsidered for Urban Analysis: An Expected Utility Approach (Revised) Robert H. Edelstein [abstract] #12-72 Portfolio and Capital Market Theory with Arbitrary Preferences and Distributions: The General Validity of the Mean-Variance Approach in Large Markets Stephen A. Ross [abstract] #13-72 Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns (Revised) Richardson R. Pettit and Randolph Westerfield [abstract] #14-72 Single Parameter Risk Measures and Multiple Sources of Risk: A Re-Examination of the Data Based on Changes in Determinants of Price and Beta Over Time (Revised) Daniel Rie [abstract] #15-72 The Valuation of Convertible Bonds: A Further Analysis James Walter and Augustin Que [abstract] #16-72 Dividend Policy Under Imperfect Capital Markets: Revised and Extended Results Jean Crockett [abstract] #17-72 Improving the Selection of Credit Risks: An Analysis of a Commercial Bank Minority Lending Program Robert H. Edelstein [abstract] #18-72 Risk, Investment Strategy and the Long-Run Rates of Return Marshall E. Blume and Irwin Friend [abstract] #19-72 Unbiased Estimators of Long-Run Expected Rates of Return Marshall E. Blume [abstract] #20-72 Investment for the Long Run Harry M. Markowitz [abstract] #21-72 Competitive Commissions on the New York Stock Exchange Marshall E. Blume and Irwin Friend [abstract] #M1-72 The Consequences of Competitive Commissions on the New York Stock Exchange Marshall E. Blume and Irwin Friend [abstract]
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