Finance Research Center

WORKING PAPERS

last updated June 1998

(How to Order FRC Working Papers)

Paper No.	Title	Author(s)
139-90R Revised 1991	Long-Term Memory in Stock Market Prices	Andrew W. Lo
138-90	Structure and Price Behavior in Multiple-Market Systems	Avraham Beja Thomas S.Y. Ho
137-90	Modeling the Dynamics of Transaction Prices on the NYSE in a Bayesian State-Space Filtering Framework	Peter J. Kempthorne Arnout M. Eikeboom
136-90R	Arbitrage with Holding Costs: A Utility-Based Approach Replaced by IFSRC No. 210-92R	Bruce Tuckman Jean-Luc Vila
135-90R Revised October 1990	Optimal Dynamic Trading with Leverage Constraints	Sanford J. Grossman Jean-Luc Vila
134-90	The Bundling of Financial Services and Consumer Evaluation Processes: Report on Interview Results	Deborah Marlino William Qualls
133-90	Sequential Decision Models for Selecting Currency Options	Pieter Klaassen Jeremy F. Shapiro David E. Spitz
132-90R Revised October 1991	Software Complexity and Software Maintenance Costs	Rajiv D. Banker Srikant M. Datar Chris F. Kemerer Dani Zweig
131-90R Revised July 1991	Does Corporate Performance Improve After Mergers? Replaces IFSRC No. 108-89	Paul M. Healy Krishna G. Palepu Richard S. Ruback
130-90	A Quantitative Analysis of U.S. & Japanese Practice & Performance in Software Development Replaces IFSRC No. 101-89	Michael A. Cusumano Chris F. Kemerer
129-90R Revised October 1990	Event Risk, Covenants, and Bondholder Returns in Leveraged Buyouts	Paul Asquith Thierry A. Wizman
128-90	Deducing Queuing From Transactional Data: The Queue Inference Engine, Revisited	Dimitris J. Bertsimas L. D. Servi
127-90	The Role of Banks in Reducing the Costs of Financial Distress in Japan	Takeo Hoshi Anil Kashyap David S. Scharfstein
126-90	Strategies for Electronic Integration: Lessons from Electronic Filing of Tax Returns	N. Venkatraman Ajit Kambil
125-90R Revised March 1991	The Comovement of Stock Prices (formerly: Do Stock Prices Move Together Too Much?)	Robert S. Pindyck Julio J. Rotemberg
124-90	Integration of Traditional Imaging, Expert Systems, and Neural Network Techniques for Enhanced Recognition of Handwritten Information	Evelyn Roman Amar Gupta John Riordan
123-90R Revised October 1990	An Improved Structural Technique for Automated Recognition of Handprinted Symbol	Patrick S. P. Wang Amar Gupta
122-90R Revised August 1990	Electronic Integration and Strategic Advantage: A Quasi-Experimental Study in the Insurance Industry	N. Venkatraman Akbar Zaheer
121-90	Trading Costs, Liquidity, and Asset Holdings	Ravi Bhushan
120-89	A Polygen Data Model for Data Source Tagging in Composite Information Systems	Richard Y. Wang Stuart E. Madnick
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To Order Papers

Each FRC Working Paper costs $10.00 / $5.00 for students.

It is our policy that we receive payment before we send the FRC Working Papers. At this time, we do not accept credit cards. We do however, accept money orders or checks drawn on a U.S. bank. If your check is drawn on a non-U.S. bank, there is an additional $35.00 charge for the check processing fee. Contact us if you need an invoice sent to you.

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Finance Research Center
Massachusetts Institute of Technology
Sloan School of Management
38 Memorial Drive, E56-390
Cambridge, MA 02139-4307

Tel: 617-258-0586
Fax: 617-253-3033
E-mail: frc-www@mit.edu

Massachusetts Institute of Technology