[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]
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0.11 | 0.17 | 1.15 | 0.09 | 33 | 33 | 1331 | 37 | 38 | 105 | 12 | 211 | 18 | 0 | 8 | 0.24 | 0.09 | |
| 1991 | 0.11 | 0.15 | 0.43 | 0.08 | 42 | 75 | 276 | 31 | 70 | 85 | 9 | 212 | 18 | 0 | 1 | 0.02 | 0.1 | |
| 1992 | 0.12 | 0.14 | 0.29 | 0.08 | 33 | 108 | 282 | 31 | 101 | 75 | 9 | 218 | 17 | 0 | 1 | 0.03 | 0.09 | |
| 1993 | 0.08 | 0.17 | 0.39 | 0.15 | 28 | 136 | 109 | 50 | 154 | 75 | 6 | 213 | 32 | 0 | 2 | 0.07 | 0.1 | |
| 1994 | 0.13 | 0.16 | 0.33 | 0.12 | 35 | 171 | 72 | 55 | 211 | 61 | 8 | 188 | 23 | 0 | 1 | 0.03 | 0.08 | |
| 1995 | 0.19 | 0.22 | 0.71 | 0.23 | 29 | 200 | 865 | 137 | 352 | 63 | 12 | 171 | 39 | 0 | 18 | 0.62 | 0.13 | |
| 1996 | 0.52 | 0.25 | 0.75 | 0.37 | 23 | 223 | 1131 | 164 | 519 | 64 | 33 | 167 | 61 | 0 | 3 | 0.13 | 0.14 | |
| 1997 | 0.77 | 0.27 | 0.78 | 0.35 | 22 | 245 | 40 | 189 | 710 | 52 | 40 | 148 | 52 | 0 | 0 | 0.15 | ||
| 1998 | 0.4 | 0.32 | 0.78 | 0.39 | 35 | 280 | 642 | 218 | 929 | 45 | 18 | 137 | 54 | 3 | 1.4 | 5 | 0.14 | 0.18 |
| 1999 | 0.18 | 0.41 | 0.76 | 0.46 | 37 | 317 | 193 | 240 | 1170 | 57 | 10 | 144 | 66 | 12 | 5 | 11 | 0.3 | 0.26 |
| 2000 | 0.58 | 0.56 | 1.01 | 0.79 | 22 | 339 | 66 | 343 | 1513 | 72 | 42 | 146 | 116 | 17 | 5 | 5 | 0.23 | 0.25 |
| 2001 | 0.58 | 0.49 | 0.95 | 0.55 | 29 | 368 | 188 | 349 | 1863 | 59 | 34 | 139 | 76 | 0 | 1 | 0.03 | 0.27 | |
| 2002 | 0.24 | 0.55 | 0.84 | 0.34 | 28 | 396 | 14 | 331 | 2194 | 51 | 12 | 145 | 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1990 | ASSET 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 | 1234 |
| 2 | 1996 | Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Knoeber, Charles R. ; Agrawal, Anup. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96. Full description at Econpapers || Download paper | 743 |
| 3 | 1996 | Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Knoeber, Charles R. ; Agrawal, Anup. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96. Full description at Econpapers || Download paper | 729 |
| 4 | 1995 | Precautionary 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 | 712 |
| 5 | 1995 | Precautionary 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 | 673 |
| 6 | 1998 | The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). Blume, M. E. ; Lim, Felix ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98. Full description at Econpapers || Download paper | 300 |
| 7 | 1998 | The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). Lim, Felix ; Blume, E. ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98. Full description at Econpapers || Download paper | 267 |
| 8 | 1989 | Signalling 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 | 261 |
| 9 | 1985 | The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Westerfield, R. ; Jaffe, Jeffrey . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85. Full description at Econpapers || Download paper | 239 |
| 10 | 1989 | Empirical Tests of the Consumption-Oriented CAPM. (1989). Litzenberger, Robert H. ; Gibbons, Michael R ; Breeden, Douglas T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89. Full description at Econpapers || Download paper | 228 |
| 11 | 1985 | The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Westerfield, R. ; Jaffe, Jeffrey . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85. Full description at Econpapers || Download paper | 218 |
| 12 | 1989 | Empirical Tests of the Consumption-Oriented CAPM. (1989). Litzenberger, Robert H. ; Gibbons, Michael R ; Breeden, Douglas T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89. Full description at Econpapers || Download paper | 217 |
| 13 | 1998 | The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). Blume, M. E. ; Lim, F. ; MacKinlay, A. C.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67. Full description at Econpapers || Download paper | 182 |
| 14 | 1998 | Testing 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 | 181 |
| 15 | 2001 | The 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 | 169 |
| 16 | 1983 | Biases 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 | 168 |
| 17 | 1996 | Balanced Budget Rules and Public Deficits: Evidence from the U.S. States.. (1996). Bohn, Henning ; Inman, Robert P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:10-96. Full description at Econpapers || Download paper | 152 |
| 18 | 1996 | Options, 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 | 151 |
| 19 | 1992 | What Does the Stock Market Tell Us About Real Estate Returns?. (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 | 110 |
| 20 | 1983 | Stock Market Seasonality: Internal Evidence. (1983). Gultekin, Mustafa . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-83. Full description at Econpapers || Download paper | 98 |
| 21 | 1991 | A Baysian Model of Intraday Specialist Pricing.. (1991). Madhavan, Ananth ; Smidt, Seymour . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-91. Full description at Econpapers || Download paper | 98 |
| 22 | 1991 | Budget 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 | 97 |
| 23 | 1988 | Stock 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 |
| 24 | 1983 | The 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 | 82 |
| 25 | 1983 | The 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 | 82 |
| 26 | 1998 | The 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 | 79 |
| 27 | 1998 | The 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 | 79 |
| 28 | 1998 | The 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 |
| 29 | 1987 | Operative 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 |
| 30 | 1991 | Budget 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 | 69 |
| 31 | 1987 | Operative 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 |
| 32 | 1995 | Banks 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 |
| 33 | 1996 | General Properties of Option Prices.. (1996). Wiener, Zvi ; Bergman, Yaacov Z. ; Grundy, Bruce D.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-96. Full description at Econpapers || Download paper | 63 |
| 34 | 1990 | The 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. Full description at Econpapers || Download paper | 62 |
| 35 | 1995 | Banks 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 |
| 36 | 1980 | On Dealer Markets Under Competition. (1980). Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80. Full description at Econpapers || Download paper | 58 |
| 37 | 1987 | Optimal 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 |
| 38 | 1992 | A 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. Full description at Econpapers || Download paper | 42 |
| 39 | 1985 | Dividend 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 | 39 |
| 40 | 1993 | A 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 | 38 |
| 41 | 1989 | Trading 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 |
| 42 | 1988 | Portfolio 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. Full description at Econpapers || Download paper | 36 |
| 43 | 1989 | Asset 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 | 35 |
| 44 | 1992 | Stock Markets and Resource Allocation (Reprint 036). (1992). Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-92. Full description at Econpapers || Download paper | 34 |
| 45 | 1999 | Should 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. Full description at Econpapers || Download paper | 33 |
| 46 | 1985 | On the Optimality of Portfolio Insurance. (1985). Benninga, Simon ; Blume, Marshall . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-85. Full description at Econpapers || Download paper | 30 |
| 47 | 1985 | On the Optimality of Portfolio Insurance. (1985). Benninga, Simon ; Blume, Marshall . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-85. Full description at Econpapers || Download paper | 30 |
| 48 | 1985 | Investment 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. Full description at Econpapers || Download paper | 30 |
| 49 | 1988 | Modeling 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. Full description at Econpapers || Download paper | 29 |
| 50 | 1991 | Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, R. D.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-91. Full description at Econpapers || Download paper | 28 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | The 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 | 36 |
| 2 | 1990 | ASSET 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 | 34 |
| 3 | 1998 | The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). Lim, Felix ; Blume, E. ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98. Full description at Econpapers || Download paper | 26 |
| 4 | 1998 | The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). Blume, M. E. ; Lim, Felix ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98. Full description at Econpapers || Download paper | 26 |
| 5 | 1995 | Precautionary 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 | 22 |
| 6 | 1995 | Precautionary 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 | 22 |
| 7 | 1996 | Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Knoeber, Charles R. ; Agrawal, Anup. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96. Full description at Econpapers || Download paper | 19 |
| 8 | 1998 | The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). Blume, M. E. ; Lim, F. ; MacKinlay, A. C.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67. Full description at Econpapers || Download paper | 19 |
| 9 | 1996 | Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Knoeber, Charles R. ; Agrawal, Anup. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96. Full description at Econpapers || Download paper | 18 |
| 10 | 1985 | The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Westerfield, R. ; Jaffe, Jeffrey . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85. Full description at Econpapers || Download paper | 8 |
| 11 | 1989 | Signalling 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 | 8 |
| 12 | 1985 | The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Westerfield, R. ; Jaffe, Jeffrey . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85. Full description at Econpapers || Download paper | 8 |
| 13 | 1989 | Empirical Tests of the Consumption-Oriented CAPM. (1989). Litzenberger, Robert H. ; Gibbons, Michael R ; Breeden, Douglas T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89. Full description at Econpapers || Download paper | 8 |
| 14 | 1996 | Options, 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 | 8 |
| 15 | 1989 | Empirical Tests of the Consumption-Oriented CAPM. (1989). Litzenberger, Robert H. ; Gibbons, Michael R ; Breeden, Douglas T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89. Full description at Econpapers || Download paper | 8 |
| 16 | 1998 | Testing 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 | 7 |
| 17 | 1992 | What Does the Stock Market Tell Us About Real Estate Returns?. (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 | 4 |
| 18 | 1991 | Budget 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 | 3 |
| 19 | 1983 | The 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 |
| 20 | 1983 | Stock Market Seasonality: Internal Evidence. (1983). Gultekin, Mustafa . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-83. Full description at Econpapers || Download paper | 3 |
| 21 | 1983 | The 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 |
| 22 | 1983 | Biases 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 | 3 |
| 23 | 1988 | Pricing Options Under Jump-Diffusion Processes. (1988). Bates, David S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:37-88. Full description at Econpapers || Download paper | 2 |
| 24 | 1999 | The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-99. Full description at Econpapers || Download paper | 2 |
| 25 | 1985 | Dividend 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 |
| 26 | 1980 | On Dealer Markets Under Competition. (1980). Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80. Full description at Econpapers || Download paper | 2 |
| 27 | 1989 | Asset 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 | 2 |
| 28 | 1989 | Asset 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 | 2 |
| 29 | 1988 | Stock 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 |
| 30 | 1993 | A 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 | 2 |
| 31 | 1999 | The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings.. (1999). Keim, Donald ; hawawini, gabriel. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-99. Full description at Econpapers || Download paper | 2 |
| 32 | 1991 | Budget 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 | 2 |
| Year | Title |
|---|