Finance Research Center

WORKING PAPERS

last updated June 1998

(How to Order FRC Working Papers)

Paper No.	Title	Author(s)
279-94	Internal versus External Capital Markets	Robert H. Gertner David S. Scharfstein Jeremy C. Stein
278-94	Capital Market Imperfections and Countercyclical Markups: Theory and Evidence	Judith A. Chevalier David S. Scharfstein
277-94	A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks	James M. Hutchinson Andrew W. Lo Tomaso Poggio
276-94	Some Estimates of the Contribution of Information Technology to Consumer Welfare	Erik Brynjolfsson
275-94	An Empirical Analysis of Illegal Insider Trading	Lisa K. Meulbroek
274-94	Context Interchange: Overcoming the Challenges of Large-Scale Interoperable Database Systems in a Dynamic Environment	Cheng Hian Goh Stuart E. Madnick Michael D. Siegel
273-94	Optimal Consumption and Portfolio Choice with Borrowing Constraints	Jean-Luc Vila Thaleia Zariphopoulou
272-93	An Adaptive-Mesh Finite Element Algorithm for the American Put Option	Peter J. Kempthorne Stephen Thomas
271-93R Revised April 1994	Trading Volume with Private Valuations: Theory and Evidence from the Ex-Dividend Day	Roni Michaely Jean-Luc Vila
270-93R Revised April 1994	Investors' Heterogeneity, Prices, and Volume around the Ex-Dividend Day	Roni Michaely Jean-Luc Vila
269-93	Implementing Option Pricing Formulas when Asset Returns are Predictable	Andrew W. Lo Jiang Wang
268-93	The Sources and Nature of Long-Term Memory in the Business Cycle	Joseph G. Haubrich Andrew W. Lo
267-93	Econometric Evaluation of Asset Pricing Models	Lars Peter Hansen John C. Heaton Erzo Luttmer
266-93	Numerical Analysis of a Free-Boundary Singular Control Problem in Financial Economics	Ayman Hindy Chi-fu Huang Hang Zhu
265-93	Optimal Consumption and Portfolio Rules with Durability and Habit Formation	Ayman Hindy Chi-fu Huang Hang Zhu
264-93	Which Takeovers are Profitable -- Strategic or Financial	Paul M. Healy Krishna G. Palepu Richard S. Ruback
263-93	Tools for Inventing Organizations: Toward a Handbook of Organizational Processes	Thomas W. Malone Kevin Crowston Jintae Lee Brian Pentland
262-93	Testing Static Trade-Off Against Pecking Order Models of Capital Structure	Lakshmi Shyam-Sunder Stewart C. Myers
261-93	An Adaptive Modular Neural Network with Application to Unconstrained Character Recognition	Lik Mui Arun Agarwal Amar Gupta Patrick Shen-Pei Wang
260-93	Monetary Policy and Bank Lending	Anil K. Kashyap Jeremy C. Stein
	previous 20 papers next 20 papers

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