WORKING PAPERS - 1982
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).
#01-82
Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency
Robert F. Stambaugh
[abstract]
#02-82
Arbitrage Pricing with Heterogeneous Information
Robert F. Stambaugh
[abstract]
#03-82
Saving and After-Tax Rates of Return
Irwin Friend and Joel Hasbrouck
[abstract]
#04-82
Effect of Inflation on the Profitability and Valuation of U.S. Corporations
Irwin Friend and Joel Hasbrouck
[abstract]
#05-82
Are Forward Exchange Rates Really Useful Predictors of Future Spot Rates? Some Evidence from Daily Dollar-DM Data
Orlin J. Grabbe
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#06-82
Optimal Survey Aggregation Application to Inflation, Stock Returns and Economic Activity
Joel Hasbrouck
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#07-82
Economic and Equity Aspects of Securities Regulation
Irwin Friend
[abstract]
#08-82
The Aggregation of Consumer Preferences Over Firm Investment and Financial Decisions in Imperfect Markets
Simon Benninga and Meir I. Schneller
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#09-82
Non-Linear Pricing Systems in Finance
Simon Benninga
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#10-82
Stock Market Seasonality and End of the Tax Year Effect
Mustafa N. Gultekin and Bulent N. Gultekin
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#11-82
The Theory and Practice of Second-Best Commercial Policy: Domestic Factor Market Distortions and International Market Power
Howard Kaufold
[abstract]
#12-82
The Contribution of Arbitrage Pricing Theory to Capital Asset Pricing
Phoebus Dhrymes, Irwin Friend and N. Gultekin
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#13-82
The Real Exchange Rate, the Current Account and the Speed of Adjustment
Francesco Giavazzi and Wyplosz
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#14-82
The Use of 'Alphas' to Improve Investment Performance
Marshall E. Blume
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#15-82
The Social Costs of Unit Banking Restrictions
Mark J. Flannery
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#16-82
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests
Wayne Ferson
[abstract]
#17-82
Spot and Futures Prices and the Law of One Price
Aris Protopapadakis and Hans R. Stoll
[abstract]
#18-82
The Neutrality of the Real Equilibrium Alternative Financing of Government Expenditures
Simon Benninga and Aris Protopapadakis
[abstract]
#19-82
Some Indirect Evidence on Effective Capital Gains Tax Rates
Aris Protopapadakis
[abstract]
#20-82
An Economic Analysis of the Homeownership Decision
Peter Linneman
[abstract]
#21-82
The CAPM and Mean-Variance Efficient Portfolios Ex Ante and Ex Post Data
Irwin Friend, Randolph Westerfield and Joao Ferreira
[abstract] |
