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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: 2023-01-07 21:26:51]
5 Years H Index
38
Impact Factor (IF)
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
0 237 237 0 2 0 2
1980 0 28 265 0 0
1981 0 26 291 0 2 0 1
1982 0 28 319 0 1 0
1983 0 27 346 0 7 0
1984 0 31 377 0 5 0
1985 0 32 409 0 8 0
1986 0 36 445 0 7 0
1987 0 38 483 0 25 0 3
1988 0 53 536 0 24 0 3
1989 0 52 588 0 22 0 5
1990 0.09 0.15 0.05 0.06 33 621 1044 29 30 105 9 211 13 0 6 0.18 0.08
1991 0.11 0.14 0.04 0.08 40 661 239 27 58 85 9 212 16 0 1 0.03 0.08
1992 0.07 0.12 0.03 0.06 36 697 276 21 79 73 5 216 12 0 1 0.03 0.08
1993 0.07 0.16 0.06 0.12 27 724 90 43 125 76 5 214 26 0 2 0.07 0.1
1994 0.13 0.16 0.07 0.11 35 759 51 49 176 63 8 188 20 0 0 0.08
1995 0.13 0.21 0.14 0.19 29 788 796 111 290 62 8 171 33 0 16 0.55 0.11
1996 0.44 0.24 0.18 0.33 23 811 997 146 439 64 28 167 55 0 3 0.13 0.13
1997 0.75 0.27 0.21 0.33 21 832 37 170 611 52 39 150 50 0 0 0.15
1998 0.34 0.3 0.22 0.37 36 868 494 188 801 44 15 135 50 3 1.6 5 0.14 0.18
1999 0.16 0.38 0.23 0.4 37 905 176 205 1007 57 9 144 57 12 5.9 11 0.3 0.25
2000 0.52 0.52 0.33 0.72 22 927 54 302 1309 73 38 146 105 17 5.6 3 0.14 0.24
2001 0.49 0.48 0.32 0.48 30 957 146 304 1614 59 29 139 67 0 2 0.07 0.27
2002 0.19 0.52 0.28 0.3 27 984 10 280 1894 52 10 146 44 1 0.4 0 0.29
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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

952
21996Firm 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

680
31995Precautionary 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

662
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

623
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.

Full description at Econpapers || Download paper

582
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

249
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

231
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

230
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

186
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

169
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

167
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.

Full description at Econpapers || Download paper

161
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.

Full description at Econpapers || Download paper

142
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.

Full description at Econpapers || Download paper

137
152001The 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

127
161998The 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

126
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

119
181996Balanced 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

103
191992What 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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102
201991A 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
211983Stock 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

92
221998The 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

73
231998The 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

72
241983The 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

71
251991Budget 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

71
261983The 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

71
271998The 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

71
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.

Full description at Econpapers || Download paper

66
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.

Full description at Econpapers || Download paper

63
301996General 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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62
311990The 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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62
321987Operative 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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59
331995Banks 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

58
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

55
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.

Full description at Econpapers || Download paper

55
361995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95.

Full description at Econpapers || Download paper

50
371987Optimal 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

46
381992A 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
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
401989Trading 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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36
411992Stock 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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35
421985Dividend 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.

Full description at Econpapers || Download paper

35
431993A Unified Model of Investment Under Uncertainty.. (1993). Eberly, Janice ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-93.

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34
441999Should 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
451985Investment 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
461991Option 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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28
471985On 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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26
481985On 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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26
491992On 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
501997Learning 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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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

85
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

76
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

76
42001The 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

68
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

49
61995Precautionary 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

49
71998The 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

39
81998The 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

39
91989Signalling 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

26
101989Empirical 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

19
111983Biases 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

19
121989Empirical 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

19
131996Options, 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

18
141983Stock 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

16
151998Testing 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

14
161998The 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

12
171985The 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

11
181996Balanced 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

11
191985The 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

11
201987Optimal 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

9
211998The 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
221998The 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
231998The 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
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

7
251991Budget 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

7
261992What 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

6
271980On Dealer Markets Under Competition. (1980). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80.

Full description at Econpapers || Download paper

6
281989Trading 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
291996General 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.

Full description at Econpapers || Download paper

4
301995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95.

Full description at Econpapers || Download paper

4
311988Stock 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.

Full description at Econpapers || Download paper

4
321995Banks 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

4
331987Stock 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.

Full description at Econpapers || Download paper

3
341983The 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

3
351993A Unified Model of Investment Under Uncertainty.. (1993). Eberly, Janice ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-93.

Full description at Econpapers || Download paper

3
361985Dividend 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.

Full description at Econpapers || Download paper

3
371989Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium. (1989). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-89.

Full description at Econpapers || Download paper

3
381993A Tale of Two Cities: Racial and Ethnic Geographic Disparities in Home Mortgage Lending in Boston and Philadelphia. (1993). wachter, susan ; Schill, M. H.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:16-93.

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3
391987Stock 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.

Full description at Econpapers || Download paper

3
401987Stock 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.

Full description at Econpapers || Download paper

3
411983The 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

3
421989Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium. (1989). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-89.

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3
431985On 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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441999Multiple Large Shareholders in Corporate Governance. (1999). Gomes, Armando. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-99.

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451992Displayed and Effective Spreads by Market (Revision of 4-92). (1992). Goldstein, Michael ; Blume, E.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:27-92.

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461985On 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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