Working Papers

These papers are working drafts of research which often appear in final form in academic journals. The published versions may differ from the working versions provided here.

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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Academic Area
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A Framework for MIS Software Development Projects

1978

This paper questions the tacit assumption that computer software development is a homogeneous activity across differing tasks. A descriptive framework is proposed which distinguishes software developmental attributes for MIS from those of other…

French Auctions of Common Stock New Issues, 1966-1974

Jack McDonald, Bertrand Jacquillat, Jacques Rolf
1978

Abstract not available.

Hierarchies and Clans: A New Perspective on Organizational Development

William G. Ouchi, Raymond L. Price
1978

Some recent articles suggest that current approaches to organizational development are less successful than expected. These approaches are based on theories of the psychology of healthy organizations. In this paper, we present a compatible but…

Implementing: Two Approaches

Harold J. Leavitt, Eugene J. Webb
1978

Abstract not available.

Local Control in Organizations: Implications for the Paradigm

William G. Ouchi, Alan L. Wilkins
1978

Studies of organizational control currently reflect a paradigm which contains the assumption that mechanisms of control are homogeneously distributed throughout the subunits of a whole company or other organization. This paper presents the…

Marketing Mix Decision Rules For Nonprofit Organizations

Charles Weinberg
1978

What price should a nonprofit organization charge users and how much effort should the organization devote to developing, delivering and communicating its services to users and to attracting contributions from donors? A review of current practice…

Martingales and the Valuation of Redundant Assets

David M. Kreps, J. Michael Harrison
1978

We explore foundational issues in the theory of arbitrage. Given a probabilistic model of a fixed set of securities, an equivalent martingale measure is a probability measure equivalent to the original measure which causes the securities to earn…

On The Use of Ordinary Least Squares Regression With Paired Comparisons and Rank Order Data

Philippe Cattin, Dick R. Wittink
1978

In this paper we compare selected metric and nonmetric procedures for estimating the weights of a linear model linking predictor variables with a criterion variable. Synthetic rank order data are generated to determine conditions under which one…

Portfolio Investments in Foreign Assets

George Feiger
1978

Abstract not available.

Prices of State-Contingent Claims Implicit in Option Prices

Douglas Breeden, Robert Litzenberger
1978

This paper implements the time-state preference model in a multi-period economy, deriving the prices of primitive securities from the prices of call options on aggregate consumption. These prices permit an equilibrium valuation of assets with…

Properties of Judgment Models in a Financial Setting

William Wright
1978

The purpose of this study is to extend judgment research by investigating properties of information processing models utilized in a financial judgment situation. Forty-seven graduate business school students estimated percentage changes in the…

Public and Nonprofit Marketing Comes of Age

Charles Weinberg, Christopher Lovelock
1978

Abstract not available.

A Representation Theorem for “Preference for Flexibility”

David M. Kreps
1978

This paper concerns individual choice among “opportunity sets”, sets from which the individual. will later choose a single object. In particular, it concerns preference relations on opportunity sets which satisfy “preference for flexibility”, a…

Short-Term Forecasting and Seasonal Adjustment

Charles I. Plosser
1978

This paper explores the stochastic properties and prediction performance of several economic time series both before and after adjustment by the U.S. Bureau of the Census Xll seasonal adjustment program. The results suggest that within the class…

Temporal von Neumann-Morgenstern and Induced Preferences

David M. Kreps, Evan L. Porteus
1978

Induced preference in dynamic contexts, such as preference for uncertain income streams induced from preference for consumption streams, typically does not have an expected utility representation. Earlier resolution of uncertainty is preferred…

The Association Between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors

William H. Beaver (1940–2024), William Wright, Roger Clarke
1978

Abstract not available.