Finance Research Center

WORKING PAPERS

last updated June 1998

(How to Order FRC Working Papers)

Paper No.	Title	Author(s)
159-91R Revised October 1991	An Ordered Probit Analysis of Transaction Stock Prices	Jerry Hausman Andrew W. Lo A. Craig MacKinlay
158-91	Why Firms Hedge: The Currency Denomination of Debt Denomination of Debt	Antonio Mello John Parsons
157-91S	Managing Risk with Composite Information Systems	Ying-Sung Tay (Student of Stuart E. Madnick & Richard Y. Wang)
156-91S	Risk Management in Japanese Banks	Tekehiko Nemoto (Student of Stuart E. Madnick)
155-91	Benefits of Narrow Business Strategies	Julio J. Rotemberg Garth Saloner
154-91	Leadership Style and Incentives	Julio J. Rotemberg Garth Saloner
153-91	Order Dependence on the Paris Bourse	Arnout Eikeboom Peter J. Kempthorne
152-91	An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications	John C. Heaton
151-91	Handwritten Numeral Recognition Using Dynamic Programming Neural Networks on an Off-Line Basis	Ronjon Nag Alexis Lui Amar Gupta
150-91R Revised February 1991	Pricing and Optimal Use of Forward Contracts with Default Risk	Ian Cooper Antonio Mello
149-91	The Default Risk of Swaps	Ian Cooper Antonio Mello
148-90	Shareholders Trading Practices and Corporate Investment Horizons	Kenneth Froot André Perold Jeremy C. Stein
147-90	Optimizing Multi-National Financial Flows	Steven R. Klimczak Timothy M. Magee Jeremy F. Shapiro
146-90	The Duality of Technology - Rethinking the Concept of Technology in Organizations	Wanda Orlikowski
145-90	Short Rates and Expected Asset Returns	Kenneth A. Froot
144-90R Revised November 1990	New Trading Practices and Short-Run Market Efficiency	Kenneth A. Froot André F. Perold
143-90	Merger Returns and the Form of Financing	Paul Asquith Robert F. Bruner David Mullins, Jr.
142-90	Uncertainty, Collusion and Returns in a Multiple-Bid, Multiple-Unit Auction with Resale	Steven Umlauf
141-90	Information Asymmetries and Securities Market Design: An Empirical Study of the Secondary Market for U.S. Government Securities	Steven Umlauf
140-90	An Empirical Examination of the Intraday Behavior of the NYSE Specialist	Mitchell Petersen Steven Umlauf
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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