Working Papers 1983

#01-83
Bond Indexation and Exhaustible Resources and Depletion
Howard Kaufold
[abstract]

#02-83
See revised version 11-83
[abstract]

#03-83
An Information Theory of Asset Price Distributions
Orlin J. Grabbe
[abstract]

#04-83
Can Money Matter?
Richard Startz
[abstract]
(Journal of Monetary Economics, Vol. 13, Issue 3, May 1984)

#05-83
Market Evidence on the Effective Maturity of Bank Assets and Liabilities
Mark Flannery and Christopher James
[abstract]
(Journal of Money, Credit and Banking, Vol. 16, No. 4, Part 1, November 1984)

#06-83
The Pricing of Call and Put Options on Foreign Exchange
Orlin J. Grabbe
[abstract]
(Journal of International Money and Finance, Vol. 2, Issue 3, December 1983)

#07-83
Why do Companies Pay Dividends?
Joel Hasbrouck and Irwin Friend
[abstract]

#08-83
An Empitical Analysis of the Determinants of Intrajurisdictional Property Tax Payment Inequities
Dong Hoon Chun and Peter Linneman
[abstract]
(Journal of Urban Economics, Vol. 18, Issue 1, July 1985)

#09-83
Resource Distribution Effects of New York City Rent Control Programs
Peter Linneman
[abstract]
(Journal of Urban Economics, Vol. 22, Issue 1, July 1987)

#10-83
Inflation and Miller’s Model of Capital Structure
Jeffrey Jaffe
[abstract]
(Journal of Financial and Quantitative Analysis, Vol. 20, No. 1, March 1985)

#11-83
Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83)
Marshall Blume and Robert Stambaugh
[abstract]
(Journal of Financial Economics, Vol. 12, Issue 3, November 1983)

#12-83
Bank Dividend Policy and the Prediction of Future Bank Accounting Returns
Michael Smirlock and William Marshall
[abstract]

#13-83
Alternative Duration Specifications and the Measurement of Basis Risk: Empirical Tests
Bulent Gultekin and Richard Rogalski
[abstract]
(Journal of Business, Vol. 57, No. 2, April 1984)

#14-83
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests
Wayne Ferson
[abstract]

#15-83
A Note on ‘Why do Companies Pay Dividends?’
Isik Inselbag
[abstract]

#16-83
No paper was published under this number
[abstract]

#17-83
Stock Market Seasonality: International Evidence
Mustafa Gultekin and Bulent Gultekin
[abstract]
(Journal of Financial Economics, Vol. 12, Issue 4, December 1983)

#18-83
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
Phoebus Dhrymes, Irwin Friend and Bulent Gultekin
[abstract]
(Journal of Finance, Vol. 39, No. 2, June 1984)

#19-83
Market Model Stationarity and Timing of Structural Change
Chi-Wen Jevons Lee
[abstract]

#20-83
The Speed of Adjustment of Financial Ratios: An Error-in-Variable Problem
Chi-Wen Jevons Lee
[abstract]
(The Financial Review, Vol. 20, No. 4, November 1985)

#21-83
See revised version 13-84
[abstract]

#22-83
General Equilibrium Properties of the Term Structure of Interest Rates
Simon Benninga and Aris Protopapadakis
[abstract]
(Journal of Financial Economics, Vol. 16, Issue 3, July 1986)

#M1-83
A Survey Study of the Leveraged Buyout Market: Entrepreneur-Senior Lender Relationships
Bulent N. Gultekin and Joel Hasbrouck
[abstract]