Working Papers 1984

#01-84
See revised version 10-84
[abstract]

#02-84
Capital Budgeting Under Uncertainty: The Issue of Optimal Timing
Chi-Wen Jevons Lee and Christopher R. Petruzzi
[abstract]
(Journal of Business Finance and Accounting, Vol. 15, Issue 2, June 1988)

#03-84
The Effect of a Reduction in Corporate Taxes on Investments in Risk-free and Risky Assets
Marshall E. Blume and Irwin Friend
[abstract]

#04-84
Risk and the Optimal Debt Level
Jeffrey Jaffe and Randolph Westerfield
[abstract]

#05-84
Lifetime Portfolio Selection and Information
Jerome De Temple
[abstract]

#06-84
Choice of Inventory Accounting Methods: A Ricardian Model
Chi-Wen Jevons Lee and David Hsieh
[abstract]
(Journal of Accounting Research, Vol. 23, No. 2, Autumn 1985)

#07-84
The Information Content of Financial Columns
Chi-Wen Jevons Lee and Alfredo Moreno
[abstract]
(Journal of Economics and Business, Vol. 38, Issue 1, February 1986)

#08-84
Stochastic Properties of Cross-Sectional Financial Data
Chi-Wen Jevons Lee
[abstract]
(Journal of Accounting Research, Vol. 23, No. 1, Spring 1985)

#09-84
Inflation, Inventory Accounting Methods and Stock Returns
Chi-Wen Jevons Lee
[abstract]

#10-84
An Empirical Examination of the Implications of the Arbitrage Pricing Theory (Revision of 1-84)
Phoebus Dhrymes, Irwin Friend, Bulent Gultekin and Mustafa Gultekin
[abstract]
(Journal of Banking and Finance, Vol. 9, Issue 1, March 1985)

#11-84
New Tests of the APT and their Implications
Phoebus Dhrymes, Irwin Friend, Bulent Gultekin and Mustafa Gultekin
[abstract]
(Journal of Finance, Vol. 42, No. 5, December 1987)

#12-84
The Pricing of Treasury Bond Futures: The Quality Variation
Simon Benninga and Michael Smirlock
[abstract]

#13-84
Government Bond Returns, Measurement of Interest Rate Risk and the Arbitrage Pricing Theory (Revision of 21-83)
Bulent N. Gultekin and Richard Rogalski
[abstract]
(Journal of Finance, Vol. 40, No. 1, March 1985)

#14-84
The Law of One Price in International Commodity Markets: A Reformulation and Some Formal Tests
Aris Protopapadakis and Hans Stoll
[abstract]
(Journal of International Money and Finance, Vol. 5, Issue 3, September 1986)

#15-84
Government Debt, the Money Supply, and Inflation; Theory and Evidence for Seven Industrialized Economies
Aris Protopapadakis and Jeremy Siegel
[abstract]
(Journal of International Money and Finance, Vol. 6, Issue 1, March 1987)

#16-84
On the Optimality of Portfolio Insurance
Simon Benninga and Marshall Blume
[abstract]
(Journal of Finance, Vol. 40, No. 5, December 1985)

#17-84
Partial Deposit, Bank Runs and Private Deposit Insurance
George Pennacchi
[abstract]

#18-84
Optimal Financial Structure in Exchange Economies
Joseph Haubrich
[abstract]
(International Economic Review, Vol. 29, No. 2, May 1988)

#19-84
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85)
Andrew W. Lo
[abstract]
(Journal of Financial Economics, Vol. 17, Issue 1, September 1986)

#20-84
Monetary Targets, Real Exchange Rates and Macroeconomic Stability
Alessandro Penati
[abstract]
(European Economic Review, Vol. 28, Issue 1-2, June-July 1985)

#21-84
Value Maximization and Earnings Management Via Accounting Techniques
Nicholas Gonedes and Meier Schneller
[abstract]

#22-84
On the Quality of Accounting Services Under Alternative Market Structures
Nicholas Gonedes and Kihlstorm, Richard
[abstract]

#23-84
The Social Value of Asymmetric Information
Franklin Allen
[abstract]

#24-84
Capital Structure and Imperfect Competition in Product Markets (Revised: 20-85 and 11-87)
Franklin Allen
[abstract]

#M1-84
Factors Affecting Capital Formation
Marshall Blume, Irwin Friend and Randolph Westerfield
[abstract]

#M2-84
Risk and Return Characteristics of Lower-Grade Bonds
Marshall Blume and Donald B. Keim
[abstract]
(Financial Analysts Journal, Vol. 43, No. 4, July-August 1987)