Working Paper
Conditional risk and return in bank holding company stocks: a factor- GARCH approach
Neuberger, Jonathan A. (1994)
Working Papers in Applied Economic Theory , Paper 94-02

Working Paper
Capital market imperfections and the q-theory of investment: theory and evidence
Neuberger, Jonathan A. (1989)
Most studies of corporate investment assume perfect capital markets and ignore the influence of financing decisions on real investment. This paper explores whether capital market imperfections are helpful in explaining real corporate investment. I develop a variant of a q-theory model of investment in which investment and financing decisions interact. The model suggests a modified empirical investment equation in which both q and financial factors are explanatory variables. This equation is tested using aggregate U.S. data. The empirical results support the modified q-theory model and suggest ...
Working Papers in Applied Economic Theory , Paper 89-03

Journal Article
Interest rate risk at U.S. commercial banks
Neuberger, Jonathan A. (1993)
FRBSF Economic Letter

Journal Article
Bank stock risk and return
Neuberger, Jonathan A. (1991)
FRBSF Economic Letter

Journal Article
Industry effects in the stock returns of banks and nonfinancial firms
Neuberger, Jonathan A. (1994)
FRBSF Economic Letter

Journal Article
On the changing composition of bank portfolios
Neuberger, Jonathan A. (1993)
FRBSF Economic Letter

Journal Article
Interest rate risk and bank capital standards
Neuberger, Jonathan A. (1992)
FRBSF Economic Letter

Journal Article
First quarter bank results: good news, bad news
Trenholme, Karen J.; Neuberger, Jonathan A. (1992)
FRBSF Economic Letter

Journal Article
The thrift insurance crisis
Neuberger, Jonathan A.; Keeley, Michael C. (1989)
FRBSF Economic Letter

Journal Article
Costly information and the CRA
Schmidt, Ronald H.; Neuberger, Jonathan A. (1990)
FRBSF Economic Letter