Papers 1975

Working Papers 1975

The Incorporation of Inventory Expectations into Econometric Models
Marshall E. Blume and Irwin Friend

The Pricing of Options for Jump Processes
John C. Cox and Stephen A. Ross

A Study of Credit Rationing in Japan
Yukio Rimbara and Anthony M. Santomero
(International Economic Review, Vol. 17, No. 3, October 1976)

Economic Foundations of Stock Market Regulation
Irwin Friend
(Resource Allocation and Economic Policy, 1976)

An Empirical Investigation of the Corporate Debt Maturity Structure
James R. Morris
(Journal of Financial and Quantitative Analysis, Vol. 10, No. 4, 1975)

The Demand for Risky Assets Under Uncertain Inflation
Irwin Friend and Yoram Landskroner
(Journal of Finance, Vol. 31, No. 5, December 1976)

Stock Returns, Money Supply and the Direction of Causality
Richard J. Rogalski and Joseph D. Vinso
(Journal of Finance, Vol. 32, No. 4, September 1977)

Inflation and the Holding Period Returns on Bonds
Jeffrey F. Jaffe and Gershon Mandelker
(Journal of Financial and Quantitative Analysis, Vol. 14, No. 5, December 1979)

Taxation and Financial Management: Theory vs. Fact
James E. Walter

Measuring Capital Asset Returns and the Stable Probability Laws
James Pickands and Randolph Westerfield

The Choice Between Spending and Saving
Jean Crockett

The Supply Curve of Housing
John M. Mason
(Real Estate Economics, Vol. 7, Issue 3, September 1979)

The Allocative Efficiency of the Private Housing Finance Sector
Robert H. Edelstein and Irwin Friend

The Value of the Firm Under Regulation
Jeffrey F. Jaffe and Gershon Mandelker
(Journal of Finance, Vol. 31, No. 2, May 1976)

Bank Liability Management and the Efficiency of Financial Intermediation
Paul Smith

The Value of Information in Impersonal and Personal Markets
Jeffrey F. Jaffe and Mark Rubinstein
(Modern Finance and Industrial Economics, 1987)

The Role of Financial Structure in Economic Development
Randolph Westerfield and Irwin Friend