Working Papers 1996
#01-96
General Properties of Option Prices (Revision of 11-95) (Reprint 058)
Yaacov Z. Bergman, Bruce D. Grundy and Zvi Wiener
[abstract]
(The Journal of Finance, Vol 51, Issue 5, December 1996)
#02-96
The Design of Bank Loan Contracts, Collateral, and Renegotiation (Revision of 1-93)
Gary Gorton and James Kahn
[abstract]
(The Review of Financial Studies, Vol 13, Issue 2, April 2000)
#03-96
Quotes, Order Flow, and Price Discovery (Revision of 18-95) (Reprint 059)
Marshall E. Blume and Michale A. Goldstein
[abstract]
(The Journal of Finance, Vol 52, Issue 1, March 1997)
#04-96
Optimal Consumption Choices for a “Large” Investor
Domenico Cuoco and Jaksa Cvitanic
[abstract]
(Journal of Economic Dynamics and Control, Vol 22, Issue 3, March 1998)
#05-96
Analyzing Investments Whose Histories Differ in Length
Robert F. Stambaugh
[abstract]
(Journal of Financial Economics, Vol 45, Issue 3, September 1997)
#06-96
The Pre-Acquisition Performance of Target Firms: A Re-examination of the Inefficient Management Hypothesis (Revision of 23-95)
Anup Agrawal and Jeffrey F. Jaffe
[abstract]
#07-96
Model Error in Contingent Claim Models (Dynamic Evaluation)
Eric Jacquier and Robert Jarrow
[abstract]
#08-96
Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94)
Anup Agrawal and Charles R. Knoeber
[abstract]
(Journal of Financial and Quantitative Analysis, Vol 31, Issue 3, September 1996)
#09-96
Managerial Compensation and the Threat of Takeover (Revision of 28-94) (Revised: 6-97)
Anup Agrawal and Charles R. Knoeber
[abstract]
(Journal of Financial Economics, Vol 47, Issue 2, February 1998)
#10-96
Balanced Budget Rules and Public Deficits: Evidence from the U.S. States (Reprint 060)
Henning Bohn and Robert P. Inman
[abstract]
#11-96
The Analysis of VAR, Deltas and State Prices: A New Approach
Bruce D. Grundy and Zvi Wiener
[abstract]
#12-96
A Specialist’s Quoted Depth as a Strategic Choice Variable
Kenneth A. Kavajecz
[abstract]
#13-96
The Declining Credit Quality of US Corporate Debt: Myth or Reality (Revised: 3-98)
Marshall E. Blume, Felix Lim and Craig A. MacKinlay,
[abstract]
(The Journal of Finance, Vol 53, Issue 4, August 1998)
#14-96
Financial Markets, Intermediaries, and Intertemporal Smoothing (Revision of 5-95) (Reprint 061)
Franklin Allen and Douglas Gale
[abstract]
(Journal of Political Economy. Vol 105, Issue 3, June 1997)
#15-96
Executive Compensation and the Optimality of Managerial Entrenchment
Gary Gorton and Bruce D. Grundy
[abstract]