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Rodney L. White Center for Financial Research Working Papers / Wharton School Rodney L. White Center for Financial Research

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
37
Impact Factor
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.09 0.13 0.67 0.05 33 33 922 21 22 105 9 211 10 0 4 0.12 0.07
1991 0.11 0.11 0.36 0.08 40 73 226 25 48 85 9 212 16 0 1 0.03 0.06
1992 0.07 0.1 0.17 0.05 36 109 262 19 67 73 5 216 11 0 1 0.03 0.07
1993 0.07 0.13 0.32 0.11 27 136 69 41 111 76 5 214 24 0 2 0.07 0.07
1994 0.13 0.13 0.28 0.11 35 171 50 46 159 63 8 188 20 0 0 0.06
1995 0.11 0.19 0.53 0.18 29 200 705 103 265 62 7 171 31 0 16 0.55 0.09
1996 0.44 0.22 0.65 0.32 23 223 804 143 411 64 28 167 54 0 3 0.13 0.12
1997 0.71 0.23 0.67 0.31 21 244 37 161 574 52 37 150 47 0 0 0.12
1998 0.34 0.24 0.66 0.36 36 280 420 184 760 44 15 135 49 3 1.6 5 0.14 0.15
1999 0.19 0.32 0.64 0.41 37 317 165 202 963 57 11 144 59 12 5.9 11 0.3 0.21
2000 0.49 0.47 0.87 0.7 22 339 52 296 1259 73 36 146 102 17 5.7 3 0.14 0.2
2001 0.46 0.4 0.8 0.45 30 369 72 295 1555 59 27 139 63 0 2 0.07 0.22
2002 0.15 0.41 0.66 0.29 27 396 10 263 1818 52 8 146 42 1 0.4 0 0.23
2003 0.04 0.42 0.69 0.22 0 396 0 274 2092 57 2 152 33 0 0 0.24
2004 0.04 0.47 0.86 0.19 0 396 0 341 2433 27 1 116 22 0 0 0.27
2005 0 0.49 0.9 0.1 0 396 0 356 2789 0 79 8 0 0 0.29
2006 0 0.48 0.78 0.02 0 396 0 308 3097 0 57 1 0 0 0.27
2007 0 0.41 0.78 0 0 396 0 309 3406 0 27 0 0 0.22
2008 0 0.46 0.78 0 0 396 0 307 3713 0 0 0 0 0.23
2009 0 0.43 0.76 0 0 396 0 300 4013 0 0 0 0 0.23
2010 0 0.37 0.78 0 0 396 0 307 4320 0 0 0 0 0.2
2011 0 0.47 0.68 0 0 396 0 270 4590 0 0 0 0 0.25
2012 0 0.5 0.71 0 0 396 0 282 4872 0 0 0 0 0.26
2013 0 0.52 0.85 0 0 396 0 335 5207 0 0 0 0 0.24
2014 0 0.54 0.99 0 0 396 0 394 5601 0 0 0 0 0.28
2015 0 0.54 0.92 0 0 396 0 363 5964 0 0 0 0 0.28
2016 0 0.57 0.83 0 0 396 0 328 6292 0 0 0 0 0.29
2017 0 0.58 0.75 0 0 396 0 297 6589 0 0 0 0 0.28
2018 0 0.6 0.67 0 0 396 0 265 6854 0 0 0 0 0.31
2019 0 0.65 0.62 0 0 396 0 245 7099 0 0 0 0 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11990ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-90.

Full description at Econpapers || Download paper

833
21995Precautionary Saving and Social Insurance.. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-95.

Full description at Econpapers || Download paper

581
31996Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Agrawal, A. ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96.

Full description at Econpapers || Download paper

543
41995Precautionary Saving and Social Insurance. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-95.

Full description at Econpapers || Download paper

542
51996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96.

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447
61989Signalling and the Pricing of Unseasoned New Issues. (1989). Grinblatt, Mark ; Hwang, Chuan Yang . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-89.

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193
71998The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, Felix. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98.

Full description at Econpapers || Download paper

180
81998The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, Craig A. ; Lim, Felix ; Blume, E.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98.

Full description at Econpapers || Download paper

179
91989Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89.

Full description at Econpapers || Download paper

158
101985The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85.

Full description at Econpapers || Download paper

143
111985The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85.

Full description at Econpapers || Download paper

141
121983Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83). (1983). Stambaugh, Robert ; Blume, Marshall. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-83.

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122
131989Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89.

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114
141996Options, the Value of Capital, and Investment.. (1996). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-95.

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109
151998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, F.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67.

Full description at Econpapers || Download paper

109
161998Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources.. (1998). Jappelli, T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:69.

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102
171991A Baysian Model of Intraday Specialist Pricing.. (1991). Madhavan, Ananth ; Smidt, S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-91.

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98
181992What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030). (1992). Keim, Donald ; Gyourko, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-92.

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89
191996Balanced Budget Rules and Public Deficits: Evidence from the U.S. States.. (1996). Bohn, Henning ; Inman, R. P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:10-96.

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85
201983Stock Market Seasonality: Internal Evidence. (1983). GULTEKIN, Bulent. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-83.

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68
211983The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-83.

Full description at Econpapers || Download paper

67
221983The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-83.

Full description at Econpapers || Download paper

67
231998The Cost of Institutional Equity Trades: An Overview. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-98.

Full description at Econpapers || Download paper

65
241991Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-91.

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64
251998The Cost of Institutional Equity Trades. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-98.

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64
261998The Cost of Institutional Equity Trades.. (1998). Keim, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:68.

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63
271990The Origins of Banking Panics: Models, Facts, and Bank Regulation. (1990). Gorton, Gary ; Calomiris, Charles. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-90.

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61
281991Budget Balance Through Revenue or Spending Adjustments ? Some Historical Evidence for the United States (Reprint 013). (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-91.

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59
291988Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model. (1988). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-88.

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56
301987Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-87.

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56
312001The High Volume Return Premium. (2001). Kaniel, Ron ; Gervais, Simon ; Mingelgrin, Dan. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:01-99.

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53
321996General Properties of Option Prices.. (1996). Wiener, Zvi ; Grundy, B. D. ; Bergman, Yaacov Z.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-96.

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53
331995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-95.

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52
341987Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-87.

Full description at Econpapers || Download paper

52
351980On Dealer Markets Under Competition. (1980). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80.

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48
361995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95.

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44
371992A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the Too-Big-To-Fail Doctrine. (1992). Mester, Loretta ; Hughes, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:25-92.

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41
381992Stock Markets and Resource Allocation (Reprint 036). (1992). Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-92.

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36
391988Portfolio Performance Evaluation: Old Issues and New Insights. (1988). Titman, Sheridan ; Grinblatt, Mark. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-88.

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36
401999Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation. (1999). Wachter, Jessica ; Metrick, Andrew ; Baks, Klaas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:18-99.

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33
411987Optimal Monetary Growth. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-87.

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33
421989Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008). (1989). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-89.

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31
431985Investment Banking, Reputation and the Underpricing of Initial Public Offerings. (1985). Ritter, Jay ; Beatty, Randolph P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-85.

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30
441985Dividend Yields and Stock Returns: Implications of Abnormal January Returns. (1985). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-85.

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29
451991Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, Bruce D.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-91.

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27
461985On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-85.

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23
471992On the Predictability of Common Stock Returns: World-Wide Evidence.. (1992). Keim, Donald ; hawawini, gabriel ; Kein, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:23-92.

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23
481997Learning To Be Overconfident.. (1997). Odean, Terrance ; Gervais, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-97.

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23
491985On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-85.

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23
501981Private Discrimination and Social Intervention in Competitive Labor Markets. (1981). Startz, Richard ; Lundberg, Shelly. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:19-81.

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22
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11990ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-90.

Full description at Econpapers || Download paper

72
21996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96.

Full description at Econpapers || Download paper

54
31996Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Agrawal, A. ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96.

Full description at Econpapers || Download paper

54
41995Precautionary Saving and Social Insurance.. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-95.

Full description at Econpapers || Download paper

47
51995Precautionary Saving and Social Insurance. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-95.

Full description at Econpapers || Download paper

47
61989Signalling and the Pricing of Unseasoned New Issues. (1989). Grinblatt, Mark ; Hwang, Chuan Yang . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-89.

Full description at Econpapers || Download paper

20
71989Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89.

Full description at Econpapers || Download paper

18
81989Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89.

Full description at Econpapers || Download paper

18
91998The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, Felix. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98.

Full description at Econpapers || Download paper

17
101998The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, Craig A. ; Lim, Felix ; Blume, E.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98.

Full description at Econpapers || Download paper

17
111983Stock Market Seasonality: Internal Evidence. (1983). GULTEKIN, Bulent. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-83.

Full description at Econpapers || Download paper

17
121985The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85.

Full description at Econpapers || Download paper

14
131985The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85.

Full description at Econpapers || Download paper

14
141983Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83). (1983). Stambaugh, Robert ; Blume, Marshall. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-83.

Full description at Econpapers || Download paper

13
151996Options, the Value of Capital, and Investment.. (1996). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-95.

Full description at Econpapers || Download paper

12
162001The High Volume Return Premium. (2001). Kaniel, Ron ; Gervais, Simon ; Mingelgrin, Dan. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:01-99.

Full description at Econpapers || Download paper

11
171998Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources.. (1998). Jappelli, T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:69.

Full description at Econpapers || Download paper

10
181992What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030). (1992). Keim, Donald ; Gyourko, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-92.

Full description at Econpapers || Download paper

9
191998The Cost of Institutional Equity Trades. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-98.

Full description at Econpapers || Download paper

8
201998The Cost of Institutional Equity Trades.. (1998). Keim, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:68.

Full description at Econpapers || Download paper

8
211998The Cost of Institutional Equity Trades: An Overview. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-98.

Full description at Econpapers || Download paper

8
221989Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008). (1989). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-89.

Full description at Econpapers || Download paper

6
231987Optimal Monetary Growth. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-87.

Full description at Econpapers || Download paper

5
241991Budget Balance Through Revenue or Spending Adjustments ? Some Historical Evidence for the United States (Reprint 013). (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-91.

Full description at Econpapers || Download paper

4
251996Balanced Budget Rules and Public Deficits: Evidence from the U.S. States.. (1996). Bohn, Henning ; Inman, R. P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:10-96.

Full description at Econpapers || Download paper

4
261991Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-91.

Full description at Econpapers || Download paper

4
271983The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-83.

Full description at Econpapers || Download paper

4
281988Pricing Options Under Jump-Diffusion Processes. (1988). Bates, David S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:37-88.

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4
291983The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-83.

Full description at Econpapers || Download paper

4
301998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, F.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67.

Full description at Econpapers || Download paper

4
311995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-95.

Full description at Econpapers || Download paper

3
321995Bank Capital Regulation in General Equilibrium.. (1995). Gorton, Gary ; Winton, A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-95.

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3
331995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95.

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3
341984The Social Value of Asymmetric Information. (1984). Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:23-84.

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2
351987Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87). (1987). Lo, Andrew ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-87.

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2
361985On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-85.

Full description at Econpapers || Download paper

2
371987Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87). (1987). Lo, Andrew ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:29-87.

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2
381985On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-85.

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2
391980On Dealer Markets Under Competition. (1980). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80.

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2
401995Testing Option Pricing Models. (1995). Bates, David S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-95.

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411987Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87). (1987). Lo, Andrew ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-87.

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