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SSRN Research Paper Series
The Social Science Research Network’s Research Paper Series includes working papers produced by Stanford GSB the Rock Center.
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Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings
Abstract not available.
Security Codings: Measuring Relative Attractiveness in Perfect and Imperfect Measures
Abstract not available.
The Effect of Personal Taxes and Dividends on Capital Asset Prices: Theory and Empirical Evidence
Abstract not available.
The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty
Abstract not available.
The Term Structure of Interest Rates and Restrictions on the Supply of Treasury Securities
Abstract not available.
A Theory of the Term Structure of Interest Rates
Abstract not available.
An Inter-Industry Approach to Econometric Cost of Capital Estimation
Abstract not available.
Common Stocks, Index Linked and Ordinary Bonds, Short Term Interest Rates and Inflation in France, 1960-1975
Rates of return on French common stocks have been below the returns on short-term loans for most holding periods from 1960-75. Furthermore, common stocks have provided negative real returns on average. In contrast, French index linked bonds and…
Competitive Bidding in the Underwriting of Public Utilities Securities
Abstract not available.
Divergent Rational Expectations Equilibrium in a Dynamic Model of a Futures Market
Abstract not available.
Further Results on the Informational Efficiency of Competitive Stock Markets
Abstract not available.
On Distributional Restrictions for Two Fund Separation
Abstract not available.
A Theory of Competitive Equilibrium in Stock Market Economies
Abstract not available.
A Characterization of the Optimality of Equilibrium in Incomplete Markets
Abstract not available.
Diverse Anticipations, Rational Anticipations, Ex Ante Efficiency and Ex Post Efficiency
Abstract not available.
Mergers in the Savings and Loan Industry. Structural Changes, Financial Comparisons, and the Performance of Merging Savings and Loan Associations
First, this study analyzes the financial and charter-ownership characteristics of the acquiring and acquired savings and loan associations (S&L’s) involved in non-supervisory mergers for the period January 1969 through December 1974.…