Finance Research Center

WORKING PAPERS

last updated June 1998

(How to Order FRC Working Papers)

Paper No.	Title	Author(s)
299-95	Using Dominant Quality Curves to Produce Optimal Target Information	Richard Y. Wang Ward Page Peter Kaomea
298-95	Anchoring Data Quality Dimensions in Ontological Foundations	Yair Wand Richard Y. Wang
297-95	Modeling Quality Requirements in Conceptual Database Design	Veda C. Storey Richard Y. Wang
296-95	Estimating The Variance Parameter From Noisy High Frequency Financial Data	Bin Zhou
295-95	Estimating The Covariance Matrix From Unsynchronized High Frequency Financial Data	Bin Zhou
294-95	Network Externalities in Microcomputer Software: An Econometric Analysis of the Spreadsheet Market	Erik Brynjolfsson Chris F. Kemerer
293-95	The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors	Jiang Wang
292-95	Econometric Evaluation of Asset Pricing Models	Lars Peter Hansen John C. Heaton Erzo Luttmer
291-95	The Importance of Investor Heterogeneity and Financial Market Imperfections for the Behavior of Asset Prices	John C. Heaton Deborah Lucas
290-94	Algorithms for Thinning and Rethickening Binary Digital Patterns	M. V. Nagendraprasad Patrick S. P. Wang Amar Gupta
289-94	A Knowledge Based Segmentation Algorithm for Enhanced Recognition of Handwritten Courtesy Amounts	Karim Hussein Amar Gupta Arun Agarwal Patrick Shen-Pei Wang
288-94	Detection of Courtesy Amount Block on Bank Checks	Arun Agarwal Len M. Granowetter Amar Gupta P. S. P. Wang
287-94	An Integrated Architecture for Recognition of Totally Unconstrained Handwritten Numerals	Amar Gupta M. V. Nagendraprasad A. Liu P. S. P. Wang S. Ayyadurai
286-94	Computers and Economic Growth: Firm-Level Evidence	Erik Brynjolfsson Lorin Hitt
285-94	Nonparametric Estimation of Global Functionals Based on Quantile Regression	Probal Chaudhuri Kjell Doksum Alexander M. Samarov
284-94	Why Not One Big Database? Principles for Data Ownership	Marshall Van Alstyne Erik Brynjolfsson Stuart E. Madnick
283-94	Waves of Creative Destruction: Customer Bases and the Dynamics of Innovation	Jeremy C. Stein
282-94S	Stochastic Programming Models for Interest-Rate Risk Management	Pieter Klaassen (Student of Jeremy F. Shapiro)
281-94	Risk Measurement in Global Financial Markets with Asynchronous, Partially Missing Price Data	Peter J. Kempthorne Mary Vyas
280-94	Short Sales: The Long of It or An Empirical Investigation of Short Interest	Paul Asquith Lisa Meulbroek
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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