WORKING PAPERS - 1979 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 #01-79 Stock Returns and Dividend Yields: Some More Evidence Marshall E. Blume [abstract] #02-79 Partial Adjustment in the Deman for Money Theory and Empirics Anthony M. Santomero and John J. Seater [abstract] #03-79 Optimal Stabilization in a General Equilibrium Financial Model Jeremy J. Siegel [abstract] #04-79 Implicit Interest on Demand Deposits Richard Startz [abstract] #05-79 Risk and Capital Asset Pricing Irwin Friend and Randolph Westerfield [abstract] #06-79 Accounting Techniques and Firms' Equilibrium Values: Tax Methods and the Lifo/Fifo Choice Nicholas J. Gonedes [abstract] #07-79 The Financial Markets in the United Kingdom Marshall E. Blume [abstract] #08-79 The Role of Price Level Uncertainty in Determining the Opportunity Cost of Holding Money Jeremy J. Siegel [abstract] #09-79 Regulation of Bank Capital and Portfolio Risk Michae Koehen and Anthony M. Santomero [abstract] #10-79 Co-Skewness and Capital Asset Pricing Irwin Friend and Randolph Westerfield [abstract] #11-79 The NOW Account Experiment and the Demand for Money Joanna H. Frodin and Richard Startz [abstract] #12-79 Competition and Interest Rate Ceilings in Commerical Banking Richard Startz [abstract] #13-79 Can State Bank Examination Data Replace FDIC Examination Visits Mark J. Flannery [abstract] #14-79 Optimal Multi-Period Insurance Companies Itzhak Venezia and Haim Levy [abstract] #15-79 Leasing, Borrowing and Financial Risk Haim Levy and Marshall Sarnat [abstract] #16-79 The Capital Asset Pricing Model and Inflation and the Investment Horizon: The Israeli Experience Haim Levy [abstract] #17-79 Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium Hans R. Stoll [abstract] #18-79 Bank Reserves and Macroeconomic Stability Jeremy J. Siegel [abstract] #19-79 Indexation Dynamics: A Walrasian View Bulent Gultekin and Anthony M. Santomero [abstract] #20-79 A Model of the Parallel Team Strategy in Product Development Fred D. Arditti and Levy Haim [abstract] #21-79 Corporate Financial Structure and Managerial Incentives Sanford Grossman and Oliver Hart [abstract] #22-79 Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey Sanford Grossman [abstract] #23-79 Disclosure Laws and Takeover Bids Sanford Grossman and Oliver Hart [abstract] #24-79 Multiperiod Stochastic Dominance with Riskless Assets Haim Levy and Azriel Levy [abstract] #25-79 Valuation of Loan Guarantees Philip E. Jones and Scott P. Mason [abstract] #26-79 The Relative Efficiency of Various Portfolios: Some Further Evidence Marshall E. Blume [abstract] #27-79 Optimal Dealer Pricing Under Transactions and Return Uncertainty Thomas Ho and Hans Stoll [abstract]
Rodney L. White Center for Financial Research Telephone: (215) 898-7616 Facsimile: (215) 573-8084 Email: rlwctr@finance.wharton.upenn.edu Copyright ©1998 The Wharton School of the University of Pennsylvania. All rights reserved. Site designed by Singularity Design.