Welcome to the Rodney L. White Center for Financial Research, an independently managed site at the Wharton School of the University of Pennsylvania.








WORKING PAPERS - 1983

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


#01-83
Bond Indexation and Exhaustible Resources and Depletion
Howard Kaufold
[abstract]

#02-83
See revised version 11-83
[abstract]

#03-83
An Information Theory of Asset Price Distributions
Orlin J. Grabbe
[abstract]

#04-83
Can Money Matter?
Richard Startz
[abstract]

#05-83
Market Evidence on the Effective Maturity of Bank Assets and Liabilities
Mark Flannery and Christopher James
[abstract]

#06-83
The Pricing of Call and Put Options on Foreign Exchange
Orlin J. Grabbe
[abstract]

#07-83
Why do Companies Pay Dividends?: Comment
Joel Hasbrouck and Irwin Friend
[abstract]

#08-83
An Empitical Analysis of the Determinants of Intrajurisdictional Property Tax Payment Inequities
Dong Hoon Chun and Peter Linneman
[abstract]

#09-83
Resource Distribution Effects of New York City Rent Control Programs
Peter Linneman
[abstract]

#10-83
Inflation and Miller's Model of Capital Structure
Jeffrey Jaffe
[abstract]

#11-83
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)
Marshall Blume and Robert Stambaugh
[abstract]

#12-83
Bank Dividend Policy and the Prediction of Future Bank Accounting Returns
Michael Smirlock and William Marshall
[abstract]

#13-83
Alternative Duration Specifications and the Measurement of Basis Risk: Empirical Tests
Bulent Gultekin and Richard Rogalski
[abstract]

#14-83
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests
Wayne Ferson
[abstract]

#15-83
A Note on 'Why do Companies Pay Dividends?'
Isik Inselbag
[abstract]

#16-83
No paper was published under this number
[abstract]

#17-83
Stock Market Seasonality: Internal Evidence
Mustafa Gultekin and Bulent Gultekin
[abstract]

#18-83
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
Phoebus Dhrymes, Irwin Friend and Bulent Gultekin
[abstract]

#19-83
Market Model Stationarity and Timing of Structural Change
Chi-Wen Jevons Lee
[abstract]

#20-83
The Speed of Adjustment of Financial Ratios: An Error-in-Variable Problem
Chi-Wen Jevons Lee
[abstract]

#21-83
See revised version 13-84
[abstract]

#22-83
General Equilibrium Properties of the Term Structure of Interest Rates
Simon Benninga and Aris Protopapadakis
[abstract]

#M1-83
A Survey Study of the Leveraged Buyout Market: Entrepreneur-Senior Lender Relationships
Bulent N. Gultekin and Joel Hasbrouck
[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.