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Robert Litzenberger
Robert Litzenberger
Wharton School, University of Pennsyvania
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Cited by
Year
A state-preference model of optimal financial leverage
A Kraus, RH Litzenberger
The journal of finance 28 (4), 911-922, 1973
44241973
Prices of state-contingent claims implicit in option prices
DT Breeden, RH Litzenberger
Journal of business, 621-651, 1978
31031978
Skewness preference and the valuation of risk assets
A Kraus, RH Litzenberger
The Journal of finance 31 (4), 1085-1100, 1976
26401976
Skewness preference and the valuation of risk assets
A Kraus, RH Litzenberger
The Journal of finance 31 (4), 1085-1100, 1976
26401976
The effect of personal taxes and dividends on capital asset prices: Theory and empirical evidence
RH Litzenberger, K Ramaswamy
Journal of financial economics 7 (2), 163-195, 1979
21691979
Foundations for financial economics
C Huang, RH Litzenberger
21231988
Dividend announcements: cash flow signalling vs. free cash flow hypothesis?
LHP Lang, RH Litzenberger
Journal of financial economics 24 (1), 181-191, 1989
15201989
Empirical tests of the consumption‐oriented CAPM
DT Breeden, MR Gibbons, RH Litzenberger
The Journal of Finance 44 (2), 231-262, 1989
11591989
The effects of dividends on common stock prices tax effects or information effects?
RH Litzenberger, K Ramaswamy
The Journal of Finance 37 (2), 429-443, 1982
7781982
Sharing rules and equilibrium in an international capital market under uncertainty
FLA Grauer, RH Litzenberger, RE Stehle
Journal of Financial Economics 3 (3), 233-256, 1976
5981976
Announcement effects of new equity issues and the use of intraday price data
MJ Barclay, RH Litzenberger
Journal of financial Economics 21 (1), 71-99, 1988
5561988
Private information, trading volume, and stock-return variances
MJ Barclay, RH Litzenberger, JB Warner
The Review of Financial Studies 3 (2), 233-253, 1990
5111990
Private information, trading volume, and stock-return variances
MJ Barclay, RH Litzenberger, JB Warner
The Review of Financial Studies 3 (2), 233-253, 1990
5111990
Backwardation in oil futures markets: Theory and empirical evidence
RH Litzenberger, N Rabinowitz
The journal of Finance 50 (5), 1517-1545, 1995
4141995
Dividends, short selling restrictions, tax-induced investor clienteles and market equilibrium
RH Litzenberger, K Ramaswamy
The Journal of Finance 35 (2), 469-482, 1980
3381980
Quarterly earnings reports and intermediate stock price trends
CP Jones, RH Litzenberger
The Journal of Finance 25 (1), 143-148, 1970
2861970
The adjustment of stock prices to announcements of unanticipated changes in quarterly earnings
OM Joy, RH Litzenberger, RW McEnally
Journal of Accounting Research, 207-225, 1977
2591977
Assessing catastrophe reinsurance-linked securities as a new asset class
RH Litzenberger, DR Beaglehole, CE Reynolds
Journal of Portfolio Management, 76, 1996
2091996
Swaps: Plain and fanciful
RH Litzenberger
The Journal of Finance 47 (3), 831-850, 1992
2091992
Estimates of the marginal rate of time preference and average risk aversion of investors in electric utility shares: 1960-66
RH Litzenberger, CU Rao
The Bell Journal of Economics and Management Science, 265-277, 1971
2041971
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