Path dependent options:" Buy at the low, sell at the high"

MB Goldman, HB Sosin, MA Gatto - The Journal of Finance, 1979 - JSTOR
… A further discussion of such path dependent options may be found in Goldman-Sosin and
Shepp [4]. Our casual empiricism makes compelling the demand for Pmax and Ci and other …

On the valuation of federal loan guarantees to corporations

HB Sosin - The Journal of Finance, 1980 - Wiley Online Library
Since 1956, Federal Loan Guarantee Programs have expanded to the point where recipients
of guarantees represent most segments of the economy. Considerable debate centers on …

On contingent claims that insure ex-post optimal stock market timing

MB Goldman, HB Sosin, LA Shepp - The Journal of Finance, 1979 - JSTOR
… Recent work by Goldman, Sosin and Gatto [4] (henceforth GSG) analyzed European
contingent claims that, over a fixed horizon, either endow the purchaser with the right to purchase …

Information dissemination, market efficiency and the frequency of transactions

MB Goldman, HB Sosin - Journal of Financial Economics, 1979 - Elsevier
… MB Goldman und HB Sosin, lujormation dissemination and … MB Goldman and HB Sosin,
Information dissemination and market … Goldman and HB Sosin, In$ormution dissemination and …

The determinants of mortgage risk premiums: a case study of the portfolio of a savings and loan association

RL Sandor, HB Sosin - The Journal of Business, 1975 - JSTOR
Professional economists have shown considerable interest in factors that determine interest
rates on home mortgages and mortgage risk premiums. Previous studies have had to rely …

Taxation and the incidence of homeownership across income groups

RH Litzenberger, HB Sosin - The Journal of Finance, 1978 - JSTOR
" No. I have said this is one of the tax incentives I would consider changing. But I believe we
do need some incentives for private home ownership. If I made any changes, I would …

The theory of recapitalizations and the evidence of dual purpose funds

RH Litzenberger, HB Sosin - The Journal of Finance, 1977 - Wiley Online Library
… of the structure and management of dual purpose funds see Litzenberger and Sosin 13. …
Further evidence that these deviations are not just noise is provided by Litzenberger and Sosin

Risk, Return and Yield: New York Stock Exchange Common Stocks, 1928–1969

WF Sharpe, HB Sosin - Financial Analysts Journal, 1976 - Taylor & Francis
Most studies of the risk and return on common stocks do not distinguish returns obtained via
dividend payments (yield) from those resulting from changes in price (capital gains/losses). …

The structure and management of dual purpose funds

RH Litzenberger, HB Sosin - Journal of Financial Economics, 1977 - Elsevier
SOSIN Dual purpose mutual funds ttrc close … RH Lit:enberger and HB Sosin, Dual
purpose funds … RH Lit:enberger and HB Sosin, Dual purpose fun& …

A comparison of capital structure decisions of regulated and non-regulated firms

RH Litzenberger, HB Sosin - Financial Management, 1979 - JSTOR
… 2See Hirshleifer [9] for a description of incomplete markets and Litzenberger and Sosin [15]
and Sosin [23] for a discussion of the creation of new securities and their influence on …