WORKING PAPERS - 1984
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).
#01-84
See revised version 10-84
[abstract]
#02-84
Capital Budgeting Under Uncertainty: The Issue of Optimal Timing
Chi-Wen Jevons Lee and Christopher R. Petruzzi
[abstract]
#03-84
The Effect of a Reduction in Corporate Taxes on Investments in Riskfree and Risky Assets
Marshall E. Blume and Irwin Friend
[abstract]
#04-84
Risk and the Optimal Debt Level
Jeffrey Jaffe and Randolph Westerfield
[abstract]
#05-84
Lifetime Portfolio Selection and Information
Jerome De Temple
[abstract]
#06-84
Choice of Inventory Accounting Methods: A Ricardian Model
Chi-Wen Jevons Lee and David Hsieh
[abstract]
#07-84
The Information Content of Financial Columns
Chi-Wen Jevons Lee and Alfredo Moreno
[abstract]
#08-84
Stochastic Properties of Cross-Sectional Financial Data
Chi-Wen Jevons Lee
[abstract]
#09-84
Inflation, Inventory Accounting Methods and Stock Returns
Chi-Wen Jevons Lee
[abstract]
#10-84
An Empirical Examination of the Implications of the Arbitrage Pricing Theory (Revision of 1-84)
Phoebus Dhrymes, Irwin Friend, Bulent Gultekin and Mustafa Gultekin
[abstract]
#11-84
New Tests of the APT and their Implications
Phoebus Dhrymes, Irwin Friend, Bulent Gultekin and Mustafa Gultekin
[abstract]
#12-84
The Pricing of Treasury Bond Futures: The Quality Variation
Simon Benninga and Michael Smirlock
[abstract]
#13-84
Government Bond Returns, Measurement of Interest Rate Risk and the Arbitrage Pricing Theory (Revision of 21-83)
Bulent N. Gultekin and Richard Rogalski
[abstract]
#14-84
The Law of One Price in International Commodity Markets: A Reformulation and Some Formal Tests
Aris Protopapadakis and Hans Stoll
[abstract]
#15-84
Government Debt, the Money Supply, and Inflation; Theory and Evidence for Seven Industrialized Economies
Aris Protopapadakis and Jeremy Siegel
[abstract]
#16-84
On the Optimality of Portfolio Insurance
Simon Benninga and Marshall Blume
[abstract]
#17-84
Partial Deposit, Bank Runs and Private Deposit Insurance
George Pennacchi
[abstract]
#18-84
Optimal Financial Structure in Exchange Economies
Joseph Haubrich
[abstract]
#19-84
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85)
Andrew W. Lo
[abstract]
#20-84
Monetary Targets, Real Exchange Rates and Macroeconomic Stability
Alessandro Penati
[abstract]
#21-84
Value Maximization and Earnings Management Via Accounting Techniques
Nicholas Gonedes and Meier Schneller
[abstract]
#22-84
On the Quality of Accounting Services Under Alternative Market Structures
Nicholas Gonedes and Kihlstorm, Richard
[abstract]
#23-84
The Social Value of Asymmetric Information
Franklin Allen
[abstract]
#24-84
Capital Structure and Imperfect Competition in Product Markets (Revised: 20-85 and 11-87)
Franklin Allen
[abstract]
#M1-84
Factors Affecting Capital Formation
Marshall Blume, Irwin Friend and Randolph Westerfield
[abstract]
#M2-84
Risk and Return Characteristics of Lower-Grade Bonds
Marshall Blume and Donald B. Keim
[abstract] |
