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Robert H. Litzenberger · Study
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Author
Robert H. Litzenberger
25 works
· latest 1998
· 9 institutions
cluster: provisional
Works
25 shown
Determinants of interest rate swap spreads
Journal of Banking & Finance
·
1998
·
3 authors
·
Open access
58
citations
Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class
The Journal of Portfolio Management
·
1996
·
3 authors
151
citations
Backwardation in Oil Futures Markets: Theory and Empirical Evidence
The Journal of Finance
·
1995
·
2 authors
236
citations
Backwardation in Oil Futures Markets: Theory and Empirical Evidence
The Journal of Finance
·
1995
·
2 authors
175
citations
Swaps: Plain and Fanciful
The Journal of Finance
·
1992
·
1 author
126
citations
Private Information, Trading Volume, and Stock-Return Variances
Review of Financial Studies
·
1990
·
3 authors
334
citations
Dividend announcements
Journal of Financial Economics
·
1989
·
2 authors
797
citations
Foundations for Financial Economics.
The Journal of Finance
·
1989
·
3 authors
831
citations
Empirical Tests of the Consumption‐Oriented CAPM
The Journal of Finance
·
1989
·
3 authors
705
citations
Empirical Test of the Consumption-Oriented CAPM
The Journal of Finance
·
1989
·
3 authors
185
citations
Announcement effects of new equity issues and the use of intraday price data
Journal of Financial Economics
·
1988
·
2 authors
289
citations
Arbitrage pricing, transaction costs and taxation of capital gains
Journal of Financial Economics
·
1984
·
2 authors
62
citations
On the Distributional Conditions for a Consumption-Oriented Three Moment CAPM
The Journal of Finance
·
1983
·
2 authors
106
citations
The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?
The Journal of Finance
·
1982
·
2 authors
447
citations
Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium
The Journal of Finance
·
1980
·
2 authors
207
citations
The effect of personal taxes and dividends on capital asset prices
Journal of Financial Economics
·
1979
·
2 authors
1,212
citations
Prices of State-Contingent Claims Implicit in Option Prices
The Journal of Business
·
1978
·
2 authors
2,209
citations
The Adjustment of Stock Prices to Announcements of Unanticipated Changes in Quarterly Earnings
Journal of Accounting Research
·
1977
·
3 authors
153
citations
SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
The Journal of Finance
·
1976
·
2 authors
1,808
citations
Sharing rules and equilibrium in an international capital market under uncertainty
Journal of Financial Economics
·
1976
·
3 authors
384
citations
THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS
The Journal of Finance
·
1976
·
1 author
212
citations
A STATE‐PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE
The Journal of Finance
·
1973
·
2 authors
2,598
citations
Estimates of the Marginal Rate of Time Preference and Average Risk Aversion of Investors in Electric Utility Shares: 1960-66
The Bell Journal of Economics and Management Science
·
1971
·
2 authors
105
citations
QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS
The Journal of Finance
·
1970
·
2 authors
169
citations
LEVERAGE, DIVERSIFICATION AND CAPITAL MARKET EFFECTS ON A RISK‐ADJUSTED CAPITAL BUDGETING FRAMEWORK
The Journal of Finance
·
1968
·
2 authors
60
citations