… The source for the calculations of Beta was the price relative tape of the University of Chicago
… SS Shalit and U. Ben-Zion. "The Expected Impact of the Wage-Price Freeze on Relative …

This study examines the behavior of a small stock market with circuit breakers and with a
one‐hour preauction order imbalance disclosure, during the October 1987 crash. The crash …

This study proposes models that can be used as shorthand analysis tools for CDS spreads
and CDS spread changes. For this purpose, we examine the determinants of CDS spreads …

… This paper was prepared while we were visiting at the department of economics,
University of Minnesota. We are indebted to Marc Nerlove, T. Paul Schtiltz, Theodore W. …

… Ben-Zion, U. 1972. Measures of risk in the stock market and valuation of corporate stock. …
This disclosure is deemed to be of value to society for the reasons given by Ben-Zion. Ben-Zion …

… The model { x t =y t−1 +u 1t y t =x t +u 2t , in which the price at … this would amount to var(u 1
)>var(u 2 ) and consequently that … tests for the hypothesis that var(u 1 )=var(u 2 ), and hence, …

… of the Human Capital Seminar at the University of Minnesota, for their helpful comments
and … a postdoctoral fellowship at the University of Minnesota (Ben-Zion) and from a research …

… We assume that u(M) > U 0 , to ensure that it will be possible to satisfy the two constraints …
to retain him, U 0 . Any different compensation scheme that provides expected utility of U 0 will …

The article examines the price linkages of three major United States-traded country funds--Germany,
Japan and Great Britain--with their own national and the United States stock …

In this note we discuss the application of developments in economic theory to the evaluation
of ‘Risky’ public health programs. We show that the use of expected values as measures of …