Robert H. Litzenberger
37 catalog papers. Name-matched publications do not establish a verified researcher identity.
University of Pennsylvania, Philadelphia, PA 19104, USA
Publications
- Backwardation in Oil Futures Markets: Theory and Empirical Evidence — The Journal of Finance 1995
- Testing Financial Market Equilibrium under Asymmetric Information — Journal of Political Economy 1992
- Swaps: Plain and Fanciful — The Journal of Finance 1992
- Private Information, Trading Volume, and Stock-Return Variances — The Review of Financial Studies 1990
- Dividend announcements — Journal of Financial Economics 1989
- Empirical Tests of the Consumption-Oriented CAPM — The Journal of Finance 1989
- Some Observations on Capital Structure and the Impact of Recent Recapitalizations on Share Prices — Journal of Financial and Quantitative Analysis 1986
- A Utility-Based Model of Common Stock Price Movements — The Journal of Finance 1986
- Arbitrage pricing, transaction costs and taxation of capital gains: A study of government bonds with the same maturity date — Journal of Financial Economics 1984
- An International Study of Tax Effects on Government Bonds — The Journal of Finance 1984
- The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects? — The Journal of Finance 1982
- Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium — The Journal of Finance 1980
- The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty — The Journal of Finance 1979
- The effect of personal taxes and dividends on capital asset prices — Journal of Financial Economics 1979
- TAXATION AND THE INCIDENCE OF HOMEOWNERSHIP ACROSS INCOME GROUPS — The Journal of Finance 1978
- ELIMINATION OF THE DOUBLE TAXATION OF DIVIDENDS AND CORPORATE FINANCIAL POLICY — The Journal of Finance 1978
- THE THEORY OF RECAPITALIZATIONS AND THE EVIDENCE OF DUAL PURPOSE FUNDS — The Journal of Finance 1977
- Sharing rules and equilibrium in an international capital market under uncertainty — Journal of Financial Economics 1976
- SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* — The Journal of Finance 1976
- MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY† — The Journal of Finance 1975
- DECENTRALIZED CAPITAL BUDGETING DECISIONS AND SHAREHOLDER WEALTH MAXIMIZATION — The Journal of Finance 1975
- DISCUSSION — The Journal of Finance 1975
- Abstract — Leverage and the Valuation of Risk Assets: An Empirical Test — Journal of Financial and Quantitative Analysis 1973
- A STATE-PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE — The Journal of Finance 1973
- Size and Timing of Corporate Bond Flotations — Journal of Financial and Quantitative Analysis 1972
- Portfolio Theory and Industry Cost of Capital Estimates — Journal of Financial and Quantitative Analysis 1972
- Errata — Journal of Financial and Quantitative Analysis 1972
- A Note on Geometric Mean Portfolio Selection and the Market Prices of Equities — Journal of Financial and Quantitative Analysis 1971
- THE EFFECT OF CREDIT ON THE INTEREST ELASTICITY OF THE TRANSACTION DEMAND FOR CASH: COMMENT — The Journal of Finance 1971
- LEVERAGE AND THE COST OF CAPITAL IN A LESS DEVELOPED CAPITAL MARKET: COMMENT — The Journal of Finance 1971
- Ordinal Predictions and the Selection of Common Stocks — Journal of Financial and Quantitative Analysis 1971
- QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS — The Journal of Finance 1970
- THE CAPITAL STRUCTURE AND THE COST OF CAPITAL: COMMENT — The Journal of Finance 1970
- Corporate Investment Criteria and the Valuation of Risk Assets — Journal of Financial and Quantitative Analysis 1970
- EQUILIBRIUM IN THE EQUITY MARKET UNDER UNCERTAINTY† — The Journal of Finance 1969
- Adjusting for Risk in the Capital Budget of a Growth-Oriented Company: Comment** — Journal of Financial and Quantitative Analysis 1969
- LEVERAGE, DIVERSIFICATION AND CAPITAL MARKET EFFECTS ON A RISK-ADJUSTED CAPITAL BUDGETING FRAMEWORK — The Journal of Finance 1968