WORKING PAPERS - 1985 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 #01-85 A Residuals-Based Wald Test for the Linear Simultaneous Equation Andrew W. Lo and Whitney K. Newey [abstract] #02-85 Investment Banking, Reputation and the Underpricing of Initial Public Offerings Randolph P. Beatty and Jay R. Ritter [abstract] #03-85 The Week-End Effect in Common Stock Returns: The International Evidence Jeffrey Jaffe and R. Westerfield [abstract] #04-85 Effects of Taxation on Financial Markets Irwin Friend [abstract] #05-85 On the Optimality of Portfolio Insurance Simon Benninga and Marshall Blume [abstract] #06-85 The Effects of Different Taxes on Risky and Riskfree Investment and on the Cost of Capital Yu Zhu and Irwin Friend [abstract] #07-85 Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions George G. Pennacchi [abstract] #08-85 The Policy Options for Stimulating National Saving Irwin Friend [abstract] #09-85 Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term Stanley Fischer and George G. Pennacchi [abstract] #10-85 Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) Andrew W. Lo [abstract] #11-85 Logit Versus Discriminant Analysis: A Specification Test Andrew W. Lo [abstract] #12-85 Contracts to Sell Information (Revised: 6-87) Franklin Allen [abstract] #13-85 See Revision 7-86 [abstract] #14-85 Dividend Yields and Stock Returns: Implications of Abnormal January Returns Donald B. Keim [abstract] #15-85 Predicting Returns in the Stock and Bond Markets Donald B. Keim and Robert F. Stambaugh [abstract] #16-85 Deposit Deregulation and Monetary Policy Anthony M. Santomero and Jeremy J. Siegel [abstract] #17-85 Budget Deficit, External Official Borrowing, and Sterilized Intervention Policy in Foreign Exchange Markets Alessandro Penati [abstract] #18-85 Valuation of Currency Denomination in Long-Term Debt Financing and Debt Refinancing: A Portfolio Model Laurent Jacque and Pascal Lang [abstract] #19-85 A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage Andrew W. Lo [abstract] #20-85 Capital Structure and Imperfect Competition in Product Markets (Revision of 24-84; Revised: 11-87) Franklin Allen [abstract] #21-85 The Valuation of Floating Rate Instruments - Theory and Evidence Krishna Ramaswamy and Suresh Sundaresan [abstract] #22-85 Games of Survival in the Newspaper Industry Randolph Bucklin, Richard Caves and Andrew Lo [abstract] #23-85 Government Spending and the Real Exchange Rate Alessandro Penati [abstract] #24-85 Consumption and Liquidity Constraints: An Empirical Investigation Stephen Zeldes [abstract] #25-85 On Multivariate Tests of the CAPM Craig A. MacKinlay [abstract] #26-85 Monetary Versus Real Exchange Rate Targets when Capital Mobility is Limited Alessandro Penati [abstract]
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