Publications

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Dividend Behavior for the Aggregate Stock Market

January 1987 | Risk Management/Stocks | Paper
Marsh, Terry A., and Robert C. Merton. “Dividend Behavior for the Aggregate Stock Market.” Journal of Business 60 (January 1987): 1-40.

On the Current State of the Stock Market Rationality Hypothesis

1987 | Risk Management/Stocks | Book Chapter
Merton, Robert C. “On the Current State of the Stock Market Rationality Hypothesis.” In Macroeconomics and Finance: Essays in Honor of Franco Modigliani, edited by R. Dornbusch, S. Fischer and J. Bossons. Cambridge: MIT Press, 1987. (Working Paper)

Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices

June 1986 | Risk Management/Stocks | Paper
Merton, Robert C., and Terry A. Marsh. “Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices.” American Economic Review 76, no. 3 (June 1986): 483-498.

Implicit Labor Contracts Viewed as Options: A Discussion of ‘Insurance Aspects of Pensions’

1985 | Derivatives/Options | Book Chapter
Merton, Robert C. "Implicit Labor Contracts Viewed as Options: A Discussion of 'Insurance Aspects of Pensions'." In Pensions, Labor, and Individual Choice, edited by D. A. Wise. Chicago: University of Chicago Press, 1985.

The Role of Contingent Claims Analysis in Corporate Finance

1985 | Financial Engineering | Book Chapter
Mason, Scott P., and Robert C. Merton. “The Role of Contingent Claims Analysis in Corporate Finance.” In Recent Advances in Corporate Finance, edited by E. I. Altman and M. G. Subrahmanyam. Homewood, Ill.: Richard D. Irwin, 1985.

Corporate Dividend Dynamics at the Firm Level

April 1985 | Miscellaneous | Paper
Marsh, Terry A., and Robert C. Merton. "Corporate Dividend Dynamics at the Firm Level." MIT Sloan School of Management, April 1985. (Unpubished manuscript.)

Corporate Dividend Dynamics at the Firm Level

1985 | Miscellaneous | Book Chapter
Marsh, Terry A., and Robert C. Merton. "Corporate Dividend Dynamics at the Firm Level" MIT Sloan School of Management, April 1985. (Unpublished manuscript.)