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Robert H. Litzenberger

Robert H. Litzenberger

D-Index & Metrics

Economics and Finance

D-Index
35
Citations
20166
World Ranking
2846
National Ranking
1573

Research.com Recognitions

  • 2000 - Fellow of the American Finance Association (AFA)

Overview

Robert H. Litzenberger is affiliated with the University of Pennsylvania in the United States. Their research primarily focuses on fields related to economics, econometrics, and finance. Within these broad areas, their work spans subfields such as general economics, econometrics, and finance.

Their scholarly output includes exploration of core topics such as:

  • Monetary Policy and Economic Impact
  • Market Dynamics and Volatility
  • Financial Markets and Investment Strategies

An example of their recent published work is the paper titled "Central Bank Policy Impacts on the Distribution of State Prices for Future Interest Rates, 2003-2022", published in 2022 in The Journal of Fixed Income. This work contributes to understanding the relationship between central bank policies and financial market prices over time.

Robert H. Litzenberger has collaborated with other researchers in the field, notably co-authoring with Douglas T. Breeden.

Their research has appeared in venues such as:

  • The Journal of Fixed Income

In recognition of their professional achievements, they were named a Fellow of the American Finance Association in 2000.

Best Publications

  • A STATE-PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE

    Alan Kraus;Robert H. Litzenberger

  • Prices of state-contingent claims implicit in option prices

    Douglas T. Breeden;Robert H. Litzenberger

  • SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS

    Alan Kraus;Robert H. Litzenberger

  • Foundations for financial economics

    Chi-fu. Huang;Robert H. Litzenberger

  • The effect of personal taxes and dividends on capital asset prices

    Robert H. Litzenberger;Krishna Ramaswamy

  • Dividend announcements: Cash flow signalling vs. free cash flow hypothesis?

    Larry H.P. Lang;Robert H. Litzenberger

  • Empirical Tests of the Consumption-Oriented CAPM

    Douglas T. Breeden;Michael R. Gibbons;Robert H. Litzenberger

  • A State-Preference Model of Optimal Financial Leverage

    Unknown

  • Skewness Preference and the Valuation of Risk Assets

    Unknown

  • Sharing rules and equilibrium in an international capital market under uncertainty

    Frederick L.A. Grauer;Robert H. Litzenberger;Richard E. Stehle

  • Announcement effects of new equity issues and the use of intraday price data

    Michael J Barclay;Robert H Litzenberger

  • Private information, trading volume, and stock-return variances

    Michael J. Barclay;Robert H. Litzenberger;Jerold B. Warner

  • The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects

    Robert H. Litzenberger;Krishna Ramaswamy

  • Backwardation in Oil Futures Markets: Theory and Empirical Evidence

    Robert H. Litzenberger;Nir Rabinowitz

  • Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium

    Robert H. Litzenberger;Krishna Ramaswamy

  • QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS

    Charles P. Jones;Robert H. Litzenberger

  • THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS

    Unknown

  • Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class

    Robert H. Litzenberger;David R. Beaglehole;Craig E. Reynolds

  • Prices of State-Contingent Claims Implicit in Option Prices

    Douglas T. Breeden;Robert H. Litzenberger

  • Swaps: Plain and Fanciful

    Robert H. Litzenberger

  • Estimates of the Marginal Rate of Time Preference and Average Risk Aversion of Investors in Electric Utility Shares: 1960-66

    Robert H. Litzenberger;Cherukuri U. Rao

  • An International Study of Tax Effects on Government Bonds

    Robert H. Litzenberger;Jacques Rolfo

  • On the Distributional Conditions for a Consumption-oriented Three Moment CAPM

    Alan Kraus;Robert Litzenberger

  • The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty

    Frederick L. A. Grauer;Robert H. Litzenberger

Frequent Co-Authors

Larry H.P. Lang
Larry H.P. Lang Chinese University of Hong Kong
Michael J. Barclay
Michael J. Barclay University of Rochester

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