Working Papers 1973
#01-73
Mythodology in Finance
Irwin Friend
[abstract]
(Journal of Finance, Vol. 28, No. 2, May 1973)
#02-73
The Arbitrage Theory of Capital Asset Pricing
Stephen A. Ross
[abstract]
(Journal of Economic Theory, Vol. 13, Issue 3, December 1976)
#03-73
The Error Learning Hypothesis and the Term Structure of Interest Rates in Eurodollars
Anthony M. Santomero
[abstract]
(Journal of Finance, Vol. 30, No. 3, June 1975)
#04-73
Performance of New Mining Issues
James E. Walter
[abstract]
#05-73
An Analysis of Devaluation
Wilfred, J. Ethier
[abstract]
#06-73
The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
Randolph Westerfield
[abstract]
(Journal of Financial and Quantitative Analysis, Vol. 12, No. 5, December 1977)
#07-73
Some New Bond Indexes
John S. Bildersee
[abstract]
(Journal of Business, Vol. 48, No. 4, October 1975)
#08-73
The Association Between a Market-Determined Measure of Risk and Alternative Measures or Risk
John S. Bildersee
[abstract]
(The Accounting Review, Vol. 50, No. 1, January 1975)
#09-73
Uncertainty Resolution and Multi-Period Investment Decisions
Randolph Westerfield and John R. Percival
[abstract]
(Decision Sciences, Vol. 7, Issue 2, April 1976)
#10-73
Risky Corporate Debt in a Market Model Context
John R. Percival
[abstract]
#11-73
Discounts and Premiums on Shares of Diversified Closed-End Investment Funds
Hans R. Stoll
[abstract]
#12-73
The Determinants of Value in the Philadelphia Housing Market: A Case Study of the Main Line, 1967-1969
Robert H. Edelstein
[abstract]
(Review of Economics and Statistics, Vol. 56, No. 3, August 1974)
#13-73
A Structural Study of the Income Velocity of Circulation
John M. Mason
[abstract]
(Journal of Finance, Vol. 29, No. 4, September 1974)
#14-73
An Application of the Decomposition Principle to Financial Decision Models
James R. Morris
[abstract]
(Journal of Financial and Quantitative Analysis, Vol. 10, No. 1, March 1975)
#15-73
Notes on the Theory of Optimal Public Investment in Pollution Control
Robert H. Edelstein
[abstract]
#16-73
A Generalized Theory of Velocity
John M. Mason
[abstract]
#17-73
Return, Risk and Arbitrage
Stephen A. Ross
[abstract]
#18-73
Security Analysis in Efficiency Markets
Daniel Rie
[abstract]
#19-73
Creating a New Financial Instrument: The Case of Reverse Mortgages
Jack M. Guttentag
[abstract]
#20-73
Portfolio Turnpike Theorems for Constant Policies
Stephen A. Ross
[abstract]
(Journal of Financial Economics, Vol. 1, Issue 2, July 1974)
#21-73
Use of Survey Data to Check Behavioral Parameters in Econometric Models
Irwin Friend
[abstract]
#22-73
Consumption and Saving in Economic Development
Jean Crockett and Irwin Friend
[abstract]
#23-73
Rates of Return on Bonds and Stocks, the Market Price of Risk and the Cost of Capital
Irwin Friend
[abstract]
#24-73
The Comparative Performance and Yields of Seasoned U.S. Government and Government Agency Securities
John S. Bildersee
[abstract]
(Journal of Business, Vol. 51, No. 3, July 1978)
#25-73
Some Notes on the Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues
Stephen A. Ross
[abstract]
(Journal of Finance, Vol. 32, No. 1, March 1977)
#26-73
Managing the Corporate Financial Structure
James E. Walter and Michael R. Milken
[abstract]
#27-73
Rating Changes and Information in the Bond Market
John R. Percival
[abstract]
#28-73
How Diversification Reduces Risk: Some Empirical Evidence
Randolph W. Westerfield
[abstract]
#29-73
Security Valuation Formulae: Their Relationship to Estimates of the Risk-Return Trade-off
Daniel Rie
[abstract]
#M1-73
An Analysis of Spending Rules for the University’s Endowment
Marshall E. Blume
[abstract]
#M2-73
Performance of Bank Managers of Trust Funds
William G. Burns and Richard H. Klemm
[abstract]
#M3-73
Financing the Needs of the Farm Credit System: Part I: Summary and Recommendations
Part II: Technical Papers
Paul F. Smith
[abstract]
#M4-73
Immediate, Short and Longer Run Performance of New Issues
Craig A. Simmons
[abstract]
#M5-73
An Empirical Analysis of Risk Measurement in Corporate Bonds
Jane C. Tripp
[abstract]