Working Papers 1979
#01-79
Stock Returns and Dividend Yields: Some More Evidence
Marshall E. Blume
[abstract]
(Review of Economics and Statistics, Vol. 62, No. 4, November 1980)
#02-79
Partial Adjustment in the Demand for Money Theory and Empirics
Anthony M. Santomero and John J. Seater
[abstract]
(American Economic Review, Vol. 71, No. 4, September 1981)
#03-79
Optimal Stabilization in a General Equilibrium Financial Model
Jeremy J. Siegel
[abstract]
#04-79
Implicit Interest on Demand Deposits
Richard Startz
[abstract]
(Journal of Monetary Economics, Vol. 5, Issue 4, October 1979)
#05-79
Risk and Capital Asset Pricing
Irwin Friend and Randolph Westerfield
[abstract]
(Journal of Banking and Finance, Vol. 5, Issue 3, September 1981)
#06-79
Accounting Techniques and Firms’ Equilibrium Values: Tax Methods and the Lifo/Fifo Choice
Nicholas J. Gonedes
[abstract]
#07-79
The Financial Markets in the United Kingdom
Marshall E. Blume
[abstract]
#08-79
The Role of Price Level Uncertainty in Determining the Opportunity Cost of Holding Money
Jeremy J. Siegel
[abstract]
#09-79
Regulation of Bank Capital and Portfolio Risk
Michae Koehn and Anthony M. Santomero
[abstract]
(Journal of Finance, Vol. 35, No. 5, December 1980)
#10-79
Co-Skewness and Capital Asset Pricing
Irwin Friend and Randolph Westerfield
[abstract]
(Journal of Finance, Vol. 35, No. 4, September 1980)
#11-79
The NOW Account Experiment and the Demand for Money
Joanna H. Frodin and Richard Startz
[abstract]
(Journal of Banking and Finance, Vol. 6, Issue 2, June 1982)
#12-79
Competition and Interest Rate Ceilings in Commercial Banking
Richard Startz
[abstract]
(Quarterly Journal of Economics, Vol. 98, No. 2, May 1983)
#13-79
Can State Bank Examination Data Replace FDIC Examination Visits
Mark J. Flannery
[abstract]
#14-79
Optimal Multi-Period Insurance Companies
Itzhak Venezia and Haim Levy
[abstract]
(Insurance: Mathematics and Economics, Vol. 2, Issue 3, July 1983)
#15-79
Leasing, Borrowing and Financial Risk
Haim Levy and Marshall Sarnat
[abstract]
(Financial Management, Vol. 8, No. 4, Winter 1979)
#16-79
The Capital Asset Pricing Model and Inflation and the Investment Horizon: The Israeli Experience
Haim Levy
[abstract]
(Journal of Financial and Quantitative Analysis, Vol. 15, No. 3, September 1980)
#17-79
Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium
Hans R. Stoll
[abstract]
(Journal of Financial and Quantitative Analysis, Vol. 14, No. 4, November 1979)
#18-79
Bank Reserves and Macroeconomic Stability
Jeremy J. Siegel
[abstract]
(Journal of Finance, Vol. 36, No. 5, December 1981)
#19-79
Indexation Dynamics: A Walrasian View
Bulent Gultekin and Anthony M. Santomero
[abstract]
#20-79
A Model of the Parallel Team Strategy in Product Development
Fred D. Arditti and Levy Haim
[abstract]
(American Economic Review, Vol. 70, No. 5, December 1980)
#21-79
Corporate Financial Structure and Managerial Incentives
Sanford Grossman and Oliver Hart
[abstract]
(The Economics of Information and Uncertainty, 1982)
#22-79
Rational Expectations and the Allocation of Resources Under Asymmetric Information: A Survey
Sanford Grossman
[abstract]
(Review of Economic Studies, Vol. 48, No. 4, October 1981)
#23-79
Disclosure Laws and Takeover Bids
Sanford Grossman and Oliver Hart
[abstract]
(Journal of Finance, Vol. 35, No. 2, May 1980)
#24-79
Multiperiod Stochastic Dominance with Riskless Assets
Haim Levy and Azriel Levy
[abstract]
#25-79
Valuation of Loan Guarantees
Philip E. Jones and Scott P. Mason
[abstract]
(Journal of Banking and Finance, Vol. 4, Issue 1, March 1980)
#26-79
The Relative Efficiency of Various Portfolios: Some Further Evidence
Marshall E. Blume
[abstract]
(Journal of Finance, Vol. 35, No. 2, May 1980)
#27-79
Optimal Dealer Pricing Under Transactions and Return Uncertainty
Thomas Ho and Hans Stoll
[abstract]
(Journal of Financial Economics, Vol. 9, Issue 1, March 1981)