Publications

Decentralized Choice of Monitoring Systems

Joel S. Demski, James M. Patell, Mark A. Wolfson

Accounting Review 1984 Vol. 59 Issue 1 Pages 16-34.

The Experimental Design of Classification Models: An Application of Recursive Partitioning and Bootstrapping to Commercial Bank

M. Laurentius Marais, James M. Patell, Mark A. Wolfson

Journal of Accounting Research 1984 Vol. 22 Pages 87-114.

The Intraday Speed of Adjustment of Stock Prices to Earnings and Dividend Announcements

James M. Patell, Mark A. Wolfson

Journal of Financial Economics 1984 Vol. 13 Issue 2 Pages 223--252.

Accumulating Damages in Litigation: The Roles of Uncertainty and Interest Rates

James M. Patell, Roman L. Weil, Mark A. Wolfson

Journal of Legal Studies 1982 Vol. 11 Issue 2 Pages 341-364.

Good News, Bad News, and the Intraday Timing of Corporate Disclosures

James M. Patell, Mark A. Wolfson

Accounting Review 1982 Vol. 57 Issue 3 Pages 509-527.

Martingales and Stochastic Integrals in the Theory of Trading

J. Michael Harrison

Stochastic Processes 1981 Vol. 11 Issue 3 Pages 215–260.

The Ex Ante and Ex Post Price Effects of Quarterly Earnings Announcements Reflected in Option and Stock Prices

James M. Patell, Mark A. Wolfson

Journal of Accounting Research 1981 Vol. 19 Issue 2 Pages 434-458.

Dynamic Choice Theory and Dynamic Programming

David M. Kreps, Evan L. Porteus

Econometrica January1979 Vol. 47 Issue 1 Pages 91–100.

Anticipated Information Releases Reflected in Call Option Prices

James M. Patell, Mark A. Wolfson

Journal of Accounting and Economics 1979 Vol. 1 Issue 2 Pages 117–140.

Martingales and Arbitrage in Multi-period Securities Markets

J. Michael Harrison, David M. Kreps

Journal of Economic Theory 1979 Vol. 20 Issue 3 Pages 381–408.

Temporal von Neumann-Morgenstern and Induced Preferences

David M. Kreps, Evan L. Porteus

Journal of Economic Theory 1979 Vol. 20 Pages 81-109.

The API and the Design of Experiments

James M. Patell

Journal of Accounting Research 1979 Vol. 17 Issue 2 Pages 528-549.

Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

David M. Kreps, J. Michael Harrison

Quarterly Journal of Economics 1978 Vol. 92 Pages 323-336.

Temporal Resolution of Uncertainty and Dynamic Choice Theory

David M. Kreps, Evan L. Porteus

Econometrica 1978 Vol. 46 Issue 1 Pages 185–200.

On the Optimality of Structured Policies in Countable State Decision Processes. II: Positive and Negative Problems

David M. Kreps, Evan L. Porteus

SIAM Journal on Applied Mathematics 1977 Vol. 32 Pages 420--28.

Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Tests

James M. Patell

Journal of Accounting Research 1976 Vol. 14 Issue 2 Pages 246-276.

On the Optimality of Generalized (s,S) Policies

Evan L. Porteus

Management Science March1971 Vol. 17 Issue 7 Pages 411-426.