Finance Research Center

WORKING PAPERS

last updated June 1998

(How to Order FRC Working Papers)

Paper No.	Title	Author(s)
219-92	A Collection of Papers on Handwritten Numeral Recognition	Amar Gupta
218-92	A System for Automatic Recognition of Totally Unconstrained Handwritten Numerals	M.V. Nagendraprasad Alexis Liu Amar Gupta
217-92	The Productivity of Information Technology: Review and Assessment	Erik Brynjolfsson
216-92R Revised January 1993	A Model of Competitive Stock Trading Volume	Jiang Wang
215-92	A New Algorithm for Correcting Slant in Handwritten Numerals	M.V. Nagendraprasad Amar Gupta Vanessa Filiberti
214-92	An Algorithm for Segmenting Handwritten Numeral Strings	Peter L. Sparks M.V. Nagendraprasad Amar Gupta
213-92	Dimensions of Data Quality: Beyond Data Accuracy	Richard Y. Wang Lisa M. Guarascio
212-92	Data Quality Calculus: Assessing Data Quality in Heterogeneous Databases	Yeona Jang Richard Y. Wang
211-92	Evaluating the Effects of Incomplete Markets on Risk Sharing & Asset Pricing	John C. Heaton Deborah Lucas
210-92R Revised August 1993	Arbitrage with Holding Costs: A Utility-Based Approach Replaces IFSRC No. 136-90 Jean-Luc Vila	Bruce Tuckman
209-92R Revised November 1992	Risk Management: Coordinating Corporate Investment and Financing Policies	Kenneth A. Froot David S. Scharfstein Jeremy C. Stein
208-92	Exploring Regression Structure Using Nonparametric Functional Estimation	Alexander M. Samarov
207-92	The Economics of Bankruptcy Reform	Philippe Aghion Oliver Hart John Moore
206-92	Learning From Notes(r): Organizational Issues in Groupware Implementation	Wanda J. Orlikowski
205-92S	Interest Rate Risk Management of a Japanese Trust Bank A Review of Theory and Applications	Hideta Kawada (Student of Andrew Lo)
204-92	Exploratory Statistical Analysis of Currency and Equity Market Volatility	Peter J. Kempthorne Alexander M. Samarov Roy E. Welsch
203-92S	Risk Spread on Corporate Bonds	Ken Katayama (Student of Andrew Lo)
202-92	Managing in a Turbulent Environment: How Firms Cope with Volatile Exchange Rates Replaced by IFSRC No. 256-93	Donald R. Lessard
201-92S	A Review of Portfolio Performance Measurement Techniques	Richard W. Hovey (Student of Andrew Lo)
200-92	Market Making as a Scalper in Financial Markets with Markovian Price Dynamics	Christophe E. Chazot Peter J. Kempthorne
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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.

Please make check or money order payable to: MIT / FRC
and mail to .....
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