Lewellen Wilbur G

Wilbur G Lewellen

Information about the author Wilbur G Lewellen will soon be added to the site.
Found 4 papers in total
Determinants of the execution costs of common stock trades by individual investors
1986
Data on a large sample of transactions in common stocks by individual investors over a...
Tax-timing options, leverage, and the choice of corporate form
1988
The tax‐timing options associated with opportunities to trade corporate...
Inflation, security values, and risk premia
1982
The impact of stochastic inflation on the cross‐sectional structure of nominal...
An arbitrage pricing approach to evaluating mutual fund performance
1985
A test procedure, derived from arbitrage pricing theory, that permits the measurement...
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