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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: 2023-11-03 08:28:08]
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 3 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 30 0 4
1988 0 53 536 0 30 0 3
1989 0 52 588 0 25 0 7
1990 0.11 0.17 0.06 0.09 33 621 1313 37 38 105 12 211 18 0 8 0.24 0.09
1991 0.11 0.14 0.05 0.08 40 661 270 31 70 85 9 212 18 0 1 0.03 0.1
1992 0.12 0.13 0.04 0.08 36 697 283 31 101 73 9 216 17 0 1 0.03 0.09
1993 0.08 0.17 0.08 0.15 27 724 101 52 156 76 6 214 32 0 2 0.07 0.1
1994 0.13 0.17 0.08 0.12 35 759 72 55 213 63 8 188 23 0 1 0.03 0.08
1995 0.18 0.22 0.18 0.23 29 788 856 137 353 62 11 171 39 0 18 0.62 0.13
1996 0.52 0.25 0.21 0.37 23 811 1118 164 520 64 33 167 61 0 3 0.13 0.14
1997 0.77 0.28 0.23 0.35 21 832 39 187 709 52 40 150 52 0 0 0.15
1998 0.39 0.31 0.25 0.39 36 868 614 217 928 44 17 135 53 3 1.4 5 0.14 0.18
1999 0.18 0.39 0.27 0.46 37 905 191 240 1169 57 10 144 66 12 5 11 0.3 0.25
2000 0.58 0.54 0.37 0.79 22 927 66 343 1512 73 42 146 116 17 5 5 0.23 0.24
2001 0.58 0.49 0.36 0.54 30 957 166 348 1861 59 34 139 75 0 2 0.07 0.27
2002 0.23 0.54 0.34 0.34 27 984 13 330 2191 52 12 146 50 1 0.3 0 0.31
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

1216
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

733
31996Firm 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

721
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

703
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

664
61998The 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

277
71989Signalling 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

259
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

244
91985The 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

236
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:7-89.

Full description at Econpapers || Download paper

225
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:03-85.

Full description at Econpapers || Download paper

216
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:07-89.

Full description at Econpapers || Download paper

214
131998Testing 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

177
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

165
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

163
161996Balanced 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

151
171996Options, 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

148
182001The 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

145
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.

Full description at Econpapers || Download paper

106
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

97
221991Budget 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

95
231988Stock 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

92
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

80
251983The 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

80
261998The 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

77
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

77
281998The 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
291987Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-87.

Full description at Econpapers || Download paper

69
301991Budget 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

68
311987Operative 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

66
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

64
331996General 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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64
341990The 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
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

61
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

59
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

53
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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42
391993A 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

37
401985Dividend 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

37
411988Portfolio 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
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.

Full description at Econpapers || Download paper

36
431989Asset 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

34
441992Stock 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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34
451999Should 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
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.

Full description at Econpapers || Download paper

30
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.

Full description at Econpapers || Download paper

30
481985Investment 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
491988Modeling Expected Stock Returns for Long and Short Horizons. (1988). Stambaugh, Robert ; Kandel, Shmuel. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:42-88.

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29
501991Option 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
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

83
22001The 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

62
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
41996Firm 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

53
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

44
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

44
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

34
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

34
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

25
101996Options, 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

19
111998The 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

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:07-89.

Full description at Econpapers || Download paper

15
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:7-89.

Full description at Econpapers || Download paper

15
141998Testing 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

15
151983Biases 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

14
161983Stock 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

14
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:3-85.

Full description at Econpapers || Download paper

10
181985The 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

9
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.

Full description at Econpapers || Download paper

8
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

6
211992What 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
221980On 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
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

5
241998The 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

5
251995Banks 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
261998The 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

4
271993A 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

4
281995Banks 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
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:6-83.

Full description at Econpapers || Download paper

4
301983The 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
311989Asset 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
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.

Full description at Econpapers || Download paper

3
331989Trading 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

3
341989Asset 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.

Full description at Econpapers || Download paper

3
351985On 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
361988Stock 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

2
371985On 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.

Full description at Econpapers || Download paper

2
381991Budget 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

2
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:5-87.

Full description at Econpapers || Download paper

2
401987Stock 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

2
411985Dividend 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

2
421991Budget 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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2
431987Stock 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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