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Corporate Control, Portfolio Choice, and the Decline of Banking.

Gorton, G.; Rosen, R. - Rodney L. White Center for Financial Research, Wharton … - 1992

Persistent link: https://www.econbiz.de/10005245183

Equity Risk Premia, Corporate Profit Forcasts, and Investor Sentiment Around the Stock Crash of October 1987.

Siegel, J.J. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245184

THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.

BATES, D.S. - Rodney L. White Center for Financial Research, Wharton … - 1990

Persistent link: https://www.econbiz.de/10005245185

Ex-Ante Real Rates and Inflation Premiums: A Consumption-Based Approach.

Balsam, A.; Kandel, S.; Levy, O. - Rodney L. White Center for Financial Research, Wharton … - 1998

This paper sets out to quantify, with the use of a consumption-based CAMP, the risk premiums inherent in the Israeli … study, quantifies the size and dynamics of two such premiums: one is related to the inflation uncertainty in a nominal risk …

Persistent link: https://www.econbiz.de/10005245201

General Tests of Latent Variable Models and Mean Variance Spanning.

Ferson, W.E.; Foerster, S.R.; Keim, D.B. - Rodney L. White Center for Financial Research, Wharton … - 1992

Persistent link: https://www.econbiz.de/10005245215

A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the "Too Big-to-Fail" Doctrine.

Mester, L.J.; Hughes, J.P. - Rodney L. White Center for Financial Research, Wharton … - 1992

Persistent link: https://www.econbiz.de/10005245221

Generalized put-Call parity.

Babbel, D.F.; Eisenberg, L.K. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245255

Analyzing Investments Whose Histories Differ in Length.

Stambaugh, R-F - Rodney L. White Center for Financial Research, Wharton … - 1996

length across assets. The longer histories provide greater information about moments of returns, not only for the longer …-history assets, but for the shorter-history assets as well. …

Persistent link: https://www.econbiz.de/10005245257

The Design of Bank Loan Contracts, Collateral, and renegotiation.

Gorton, G.; Khan, J. - Rodney L. White Center for Financial Research, Wharton … - 1996

We study a model of renegotiation between a borrower and lender in which there is the potential for moral hazard on each side of the relationship.

Persistent link: https://www.econbiz.de/10005245262

An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility.

Abel, A.B.; Eberly, J.C. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245266