NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Robert L. McDonald

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

January 2013Measuring Margin
w18724

Published: Measuring Margin, Robert L. McDonald. in Risk Topography: Systemic Risk and Macro Modeling, Brunnermeier and Krishnamurthy. 2014

May 2012Measuring Margin
in Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
February 2010Valuing Government Guarantees: Fannie and Freddie Revisited
with Deborah Lucas
in Measuring and Managing Federal Financial Risk, Deborah Lucas, editor
January 1990Understanding Stock Price Behavior around the Time of Equity Issues
with Robert A. Korajczyk, Deborah Lucas
in Asymmetric Information, Corporate Finance, and Investment, R. Glenn Hubbard, editor
November 1989Equity Issues and Stock Price Dynamics
with Deborah J. Lucas: w3169

Published: Journal of Finance, Vol. XLV, No. 4, pp. 1019-1043, (September 1990). citation courtesy of

Understanding Stock Price Behavior around the Time of Equity Issues
with Robert A. Korajczyk, Deborah J. Lucas: w3170

Published:

October 1988The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence
with Robert A. Korajczyk, Deborah Lucas: w2727

Published: "The Effect of Information Releases on the Pricing and Timing of Equity Issues." From The Review of Financial Studies, Vol. 4, No. 4, pp. 685-708, (1991).

October 1987Bank Portfolio Choice with Private Information About Loan Quality: Theory and Implications for Regulation
with Deborah Lucas: w2421

Published: "Bank Portfolio Choice With Private Information About Loan Quality." From Journal of Banking and Finance, Vol. 11, pp. 473-497, (1987). citation courtesy of

Bank Financing and Investment Decisions with Asymmetric Information
with Deborah Lucas: w2422

Published: Rand Journal of Economics 23, No. 1 Spring 1992, 86-105

September 1986Dividend and Share Changes: Is There a Financing Hierarchy?
with Naomi Soderstrom: w2029
1986Risk and Required Returns on Debt and Equity
with Zvi Bodie, Alex Kane
in Financing Corporate Capital Formation, Benjamin M. Friedman, editor
June 1985Inflation and the Role of Bonds in Investor Portfolios
with Zvi Bodie, Alex Kane: w1091

Published:

How Big is the Tax Advantage to Debt?
with Alex Kane, Alan J. Marcus: w1286

Published: Kane, Alex, Alan J. Marcus and Robert L. McDonald. "How Big is the Tax Advantage to Debt?" Journal of Finance, Vol. 39, No. 3, (July 1984), pp. 841- 853. citation courtesy of

1985Inflation and the Role of Bonds in Investor Portfolios
with Zvi Bodie, Alex Kane
in Corporate Capital Structures in the United States, Benjamin M. Friedman, editor
August 1984Debt Policy and the Rate of Return Premium to Leverage
with Alex Kane, Alan J. Marcus: w1439

Published: Kane, Alex, Marcus, Alan J. and Robert L. McDonald. "Debt Policy and the Rate of Return Premium to Leverage," Journal of Financial and Quantitative Analysis, Vol. 20, No. 4, (Dec. 1985), pp. 479-499. citation courtesy of

June 1983Why Are Real Interest Rates So High?
with Zvi Bodie, Alex Kane: w1141

Published: Bodie, Zvi, Alex Kane and Robert L. McDonald. Why Haven't Nominal Rates Declined?" Financial Analysts Journal, Vol. 4 No. 2, (March-April 1984), pp. 16-27.

November 1982The Value of Waiting to Invest
with Daniel Siegel: w1019

Published: McDonald, Robert L. and Daniel Siegel. "The Value of Waiting to Invest," Quarterly Journal of Eocnomics, Vol. 101, No. 4, (November 1986), pp. 707-727 .

August 1982Government Debt and Private Leverage: An Extension of the Miller Theorem
w0965

Published: McDonald, Robert L. "Government Debt and Private Leverage: An Extension ofthe Miller Theorem." Journal of Public Economics, Vol. 22, No. 3, (December 1983), pp. 303-325.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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