WORKING PAPERS - 1996
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).
#01-96
General Properties of Option Prices (Revision of 11-95) (Reprint 058)
Yaacov Z. Bergman, Bruce D. Grundy and Zvi Wiener
[abstract]
#02-96
The Design of Bank Loan Contracts, Collateral, and Renegotiation (Revision of 1-93)
Gary Gorton and James Kahn
[abstract]
#03-96
Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)
Marshall E. Blume and Michale A. Goldstein
[abstract]
#04-96
Optimal Consumption Choices for a "Large" Investor
Domenico Cuoco and Jaksa Cvitanic
[abstract]
#05-96
Analyzing Investments Whose Histories Differ in Length
Robert F. Stambaugh
[abstract]
#06-96
The Pre-Acquisition Performance of Target Firms: A Re-examination of the Inefficient Management Hypothesis (Revision of 23-95)
Anup Agrawal and Jeffrey F. Jaffe
[abstract]
#07-96
Model Error in Contingent Claim Models (Dynamic Evaluation)
Eric Jacquier and Robert Jarrow
[abstract]
#08-96
Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)
Anup Agrawal and Charles R. Knoeber
[abstract]
#09-96
Managerial Compensation and the Threat of Takeover (Revision of 28-94) (Revised: 6-97)
Anup Agrawal Charles R. Knoeber
[abstract]
#10-96
Balanced Budget Rules and Public Deficits: Evidence from the U.S. States (Reprint 060)
Henning Bohn and Robert P. Inman
[abstract]
#11-96
The Analysis of VAR, Deltas and State Prices: A New Approach
Bruce D. Grundy and Zvi Wiener
[abstract]
#12-96
A Specialist's Quoted Depth as a Strategic Choice Variable
Kenneth A. Kavajecz
[abstract]
#13-96
The Declining Credit Quality of US Corporate Debt: Myth or Reality (Revised: 3-98)
Marshall E. Blume, Felix Lim and Craig A. MacKinlay,
[abstract]
#14-96
Financial Markets, Intermediaries, and Intertemporal Smoothing (Revision of 5-95) (Reprint 061)
Franklin Allen and Douglas Gale
[abstract]
#15-96
Executive Compensation and the Optimality of Managerial Entrenchment
Gary Gorton and Bruce D. Grundy
[abstract] |
