Most cited documents in this series:

Year	Title	Cited
1990	ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES. RePEc:fth:pennfi:1-90 [Citation Analysis]	475
1995	Precautionary Saving and Social Insurance RePEc:fth:pennfi:3-95 [Citation Analysis]	359
1995	Precautionary Saving and Social Insurance RePEc:fth:pennfi:03-95 [Citation Analysis]	318
1996	Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders. RePEc:fth:pennfi:8-96 [Citation Analysis]	224
1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94) RePEc:fth:pennfi:08-96 [Citation Analysis]	130
1991	A Bayesian Model of Intraday Specialist Pricing RePEc:fth:pennfi:2-91 [Citation Analysis]	100
1998	Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources. RePEc:fth:pennfi:69 [Citation Analysis]	69
1990	The Origins of Banking Panics: Models, Facts, and Bank Regulation RePEc:fth:pennfi:11-90 [Citation Analysis]	66
1998	The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? RePEc:fth:pennfi:67 [Citation Analysis]	56
1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality? RePEc:fth:pennfi:03-98 [Citation Analysis]	56
1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality? RePEc:fth:pennfi:3-98 [Citation Analysis]	56
1996	Balanced Budget Rules and Public Deficits: Evidence from the U.S. States. RePEc:fth:pennfi:10-96 [Citation Analysis]	47
1995	Options, the Value of Capital, and Investment RePEc:fth:pennfi:15-95 [Citation Analysis]	43
1985	The Week-End Effect in Common Stock Returns: The International Evidence RePEc:fth:pennfi:3-85 [Citation Analysis]	41
1985	The Week-End Effect in Common Stock Returns: The International Evidence RePEc:fth:pennfi:03-85 [Citation Analysis]	41
1996	General Properties of Option Prices. RePEc:fth:pennfi:1-96 [Citation Analysis]	40
1998	The Cost of Institutional Equity Trades RePEc:fth:pennfi:08-98 [Citation Analysis]	39
1987	Operative Gift and Bequest Motives RePEc:fth:pennfi:09-87 [Citation Analysis]	39
1992	A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the Too Big-to-Fail Doctrine. RePEc:fth:pennfi:25-92 [Citation Analysis]	39
1988	Portfolio Performance Evaluation: Old Issues and New Insights RePEc:fth:pennfi:22-88 [Citation Analysis]	38
1989	Signalling and the Pricing of Unseasoned New Issues RePEc:fth:pennfi:1-89 [Citation Analysis]	37
1983	The Pricing of Call and Put Options on Foreign Exchange RePEc:fth:pennfi:6-83 [Citation Analysis]	36
1983	The Pricing of Call and Put Options on Foreign Exchange RePEc:fth:pennfi:06-83 [Citation Analysis]	36
1998	The Cost of Institutional Equity Trades. RePEc:fth:pennfi:68 [Citation Analysis]	36
1992	What Does the Stock Market Tell Us About Real Estate Returns? RePEc:fth:pennfi:11-92 [Citation Analysis]	36
1998	The Cost of Institutional Equity Trades RePEc:fth:pennfi:8-98 [Citation Analysis]	36
1999	Should Investors Avoid All Actively Managed Mutual Funds'DONE' A Study in Bayesian Performance Evaluation RePEc:fth:pennfi:18-99 [Citation Analysis]	35
1983	Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83) RePEc:fth:pennfi:11-83 [Citation Analysis]	35
1987	Operative Gift and Bequest Motives RePEc:fth:pennfi:9-87 [Citation Analysis]	35
1985	Investment Banking, Reputation and the Underpricing of Initial Public Offerings RePEc:fth:pennfi:2-85 [Citation Analysis]	33
1988	Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model RePEc:fth:pennfi:15-88 [Citation Analysis]	32
1991	Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States. RePEc:fth:pennfi:3-91 [Citation Analysis]	32
1992	Stock Markets and Resource Allocation (Reprint 036) RePEc:fth:pennfi:15-92 [Citation Analysis]	30
1995	Banks and Derivatives RePEc:fth:pennfi:06-95 [Citation Analysis]	29
1997	Learning To Be Overconfident RePEc:fth:pennfi:05-97 [Citation Analysis]	26
1989	Empirical Tests of the Consumption-Oriented CAPM RePEc:fth:pennfi:7-89 [Citation Analysis]	24
1989	Empirical Tests of the Consumption-Oriented CAPM RePEc:fth:pennfi:07-89 [Citation Analysis]	24
1981	Private Discrimination and Social Intervention in Competitive Labor Markets RePEc:fth:pennfi:19-81 [Citation Analysis]	22
1995	Banks and Derivatives RePEc:fth:pennfi:6-95 [Citation Analysis]	22
1987	Optimal Monetary Growth RePEc:fth:pennfi:2-87 [Citation Analysis]	22
1992	Finite Bubbles with Short Sale Constraints and Asymmetric Information RePEc:fth:pennfi:16-92 [Citation Analysis]	19
1993	A Unified Model of Investment Under Uncertainty RePEc:fth:pennfi:14-93 [Citation Analysis]	18
1998	A Theory of Dividends Based on Tax Clienteles RePEc:fth:pennfi:15-98 [Citation Analysis]	17
1988	Adverse Risk Incentives and the Design of Performance-Based Contracts RePEc:fth:pennfi:21-88 [Citation Analysis]	17
2000	Optimal Dealer Pricing Under Transactions and Return Uncertainty RePEc:fth:pennfi:27-79 [Citation Analysis]	17
1988	Modeling Expected Stock Returns for Long and Short Horizons RePEc:fth:pennfi:42-88 [Citation Analysis]	16
1985	Dividend Yields and Stock Returns: Implications of Abnormal January Returns RePEc:fth:pennfi:14-85 [Citation Analysis]	16
1994	Corporate Financial Structure, Incentives and Optimal Contracting (Reprint 049) RePEc:fth:pennfi:15-94 [Citation Analysis]	15
1980	On Dealer Markets Under Competition RePEc:fth:pennfi:1-80 [Citation Analysis]	15
1995	The Effects of Irreversibility and Uncertainty on Capital Accumulation RePEc:fth:pennfi:21-95 [Citation Analysis]	15

Citing documents used to compute impact factor 0:

Year	Title	See

Cites in year: CiY