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SSRN eLibrary Search Results
EFMA 2000 Athens Meetings (Archive)
107,954 Total downloads | Link to this page
Showing Papers 1 - 50 of 77
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Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
Recep Bildik
Borsa Istanbul (Istanbul Stock Exchange)
Date Posted: October 25, 2003
Accepted Paper Series

Incl. Electronic Paper Momentum, Business Cycle and Time Varying Expected Returns
London Business School Accounting Subject Area No. 020; AFA 2001
Tarun Chordia and Lakshmanan Shivakumar
Emory University - Department of Finance and London Business School
Date Posted: November 24, 2001
Working Paper Series
1449 downloads

Incl. Electronic Paper Option-Based Bankruptcy Prediction
EFMA 2000 Athens
Andreas Charitou and Lenos Trigeorgis
University of Cyprus and University of Cyprus - Department of Public and Business Administration
Date Posted: February 12, 2001
Working Paper Series
1445 downloads

Incl. Electronic Paper Lenders Collaboration to Compete
Josep A. Tribo and Miguel A. García-Cestona
Universidad Carlos III de Madrid and Universitat Autonoma de Barcelona (UAB) - Department d'Economia de l'Empresa
Date Posted: January 27, 2001
Case and Teaching Paper Series
81 downloads

Incl. Electronic Paper Credit Spreads Between German and Italian Sovereign Bonds - Do One-Factor Affine Models Work?
Canadian Journal of Administrative Sciences, Vol. 17, No. 2
Klaus Duellmann and Marc Windfuhr
Deutsche Bundesbank and affiliation not provided to SSRN
Date Posted: January 24, 2001
Accepted Paper Series
356 downloads

Simulating the Evolution of the Implied Distribution
European Financial Management Journal
George S. Skiadopoulos and Stewart D. Hodges
University of Piraeus and University of Warwick - Financial Options Research Centre (FORC)
Date Posted: January 19, 2001
Accepted Paper Series

The Effect of Stock Splits on Excess Returns: Evidence from Istanbul Stock Exchange
EFMA 2000 Athens
Ali Osman Gurbuz , Saadet Tantan and Handan Yolsal
Marmara University - Faculty of Economics and Administrative Sciences , Marmara University - School of Banking and Insurance and Marmara University
Date Posted: January 15, 2001
Working Paper Series

Incl. Electronic Paper Stock Return Predictability: A Bayesian Model Selection Perspective
EFA 0524; EFMA 2000 Athens
Martijn Cremers
University of Notre Dame
Date Posted: January 15, 2001
Working Paper Series
1010 downloads

Incl. Electronic Paper The Contrarian Strategy in the Spanish Stock Market
EFMA 2000 Athens
Carlos Forner and Joaquin Marhuenda
Universidad de Alicante-Dpto. Economía Financiera and University of Alicante - Department of Economic Analysis
Date Posted: January 02, 2001
Working Paper Series
676 downloads

Incl. Electronic Paper Simulation and Numerical Methods in Real Options Valuation
EFMA 2000 Athens
Gonzalo Cortazar
Pontificia Universidad Catolica de Chile
Date Posted: December 31, 2000
Working Paper Series
2525 downloads

Incl. Electronic Paper Optimal Exploration Investments under Price and Geological-Technical Uncertainty: A Real Options Model
EFMA 2000 Athens
Gonzalo Cortazar , Eduardo S. Schwartz and Jaime Casassus
Pontificia Universidad Catolica de Chile , University of California, Los Angeles (UCLA) - Finance Area and Pontificia Universidad Catolica de Chile
Date Posted: December 31, 2000
Working Paper Series
936 downloads

Incl. Electronic Paper Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures
EFMA 2000 Athens
Taufiq Choudhry
Bradford University School of Management
Date Posted: December 31, 2000
Working Paper Series
28 downloads

Incl. Electronic Paper Capital Structure Decision: The Use Of Preference Shares And Convertible Debt In The UK
EFMA 2000 Athens
Sandra Laurent
University of the West of England (UWE) - Bristol Business School
Date Posted: December 31, 2000
Working Paper Series
1598 downloads

Incl. Electronic Paper Regulating Access to International Large-Value Payment Systems
EFMA 2000 Athens Meetings; European Central Bank Working Paper No. 22
Cornelia Holthausen and Thomas Rønde
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Date Posted: December 31, 2000
Working Paper Series
143 downloads

Incl. Electronic Paper The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
London Business School Accounting Subject Area No. 014
Elroy Dimson and Bernd Hanke
London Business School and London Business School - Institute of Finance and Accounting
Date Posted: December 31, 2000
Working Paper Series
1532 downloads

Incl. Electronic Paper The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets
EFMA 2000 Athens
Ehud I. Ronn , Akin Sayrak and Stathis Tompaidis
University of Texas at Austin - Department of Finance , University of Pittsburgh - Katz Graduate School of Business - Economics Group and University of Texas at Austin - McCombs School of Business
Date Posted: December 20, 2000
Working Paper Series
272 downloads

Incl. Electronic Paper Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
EFMA 2000 Athens
Recep Bildik
Borsa Istanbul (Istanbul Stock Exchange)
Date Posted: December 18, 2000
Working Paper Series
646 downloads

Incl. Electronic Paper Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures
EFMA 2000 Athens
Taufiq Choudhry
Bradford University School of Management
Date Posted: December 18, 2000
Working Paper Series
421 downloads

Incl. Electronic Paper Factoring as a Financing Option: Evidence from the UK
EFMA 2000 Athens
Khaled Soufani
Concordia University, Quebec - Department of Finance
Date Posted: December 18, 2000
Working Paper Series
1096 downloads

Incl. Electronic Paper The Causality Between Interest Rate, Exchange Rate and Stock Price in Emerging Markets: The Case of the Jakarta Stock Exchange
EFMA 2000 Athens
Jyoti P. Gupta , Alain Chevalier and Fran Sayekt
European School of Management (ESCP-EAP) , ESCP Europe and ESCP Europe
Date Posted: December 18, 2000
Working Paper Series
3050 downloads

Incl. Electronic Paper A Tale of Three Cities: Is an Electronic Public Order Book Appropriate for Transition Economies?
EFMA 2000 Athens
Joseph P. Kairys, Jr. Jr., Raimonds Kruza and Ritvars Kumpins
Vytautas Magnus University , Stockholm School of Economics and Parex Bank Corporation
Date Posted: December 18, 2000
Working Paper Series
219 downloads

Incl. Electronic Paper Stock Prices and Exchange Rate Dynamics
EFMA 2000 Athens, Cass Business School Research Paper
Fabiola Ravazzolo and Kate Phylaktis
City University London and Cass Business School, City University,London
Date Posted: December 18, 2000
Working Paper Series
1155 downloads

A Rose.com by Any Other Name
Journal of Finance Journal of Finance, Vol. 56, No. 6, pp. 2371-2388
Michael J. Cooper , Orlin Dimitrov and P. Raghavendra Rau
University of Utah - David Eccles School of Business , Purdue University - Krannert School of Management and University of Cambridge
Date Posted: December 16, 2000
Accepted Paper Series

Incl. Electronic Paper The Size and Book-To-Market Effects and Their Role as Risk Proxies in the Istanbul Stock Exchange
EFMA 2000 Athens; Koc University, Graduate School of Business, Working Paper No. 2000-04
Mine H. Aksu and Turkan Onder
Sabanci University and Marmara University - Faculty of Economics and Administrative Sciences
Date Posted: December 16, 2000
Working Paper Series
944 downloads

Incl. Electronic Paper A Non-Parametric Examination of Stability in the Euro
EFMA 2000 Athens
John Cotter
University College Dublin
Date Posted: December 13, 2000
Working Paper Series
176 downloads

Incl. Electronic Paper Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00
Jun Liu and Francis A. Longstaff
University of California, San Diego (UCSD) - Rady School of Management and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: December 11, 2000
Working Paper Series
1149 downloads

Incl. Electronic Paper Corporate Governance in Banking: A Conceptual Framework
Penny Ciancanelli and José Antonio Reyes-Gonzalez
University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance
Date Posted: December 11, 2000
Working Paper Series
7281 downloads

Incl. Electronic Paper Detecting Falsified Financial Statements Using Multicriteria Analysis: The Case Of Greece
EFMA 2000 Athens
C. Zopounidis , Michael Doumpos and Charalambos Spathis
Technical University of Crete (TUC) - Department of Production Engineering and Management , Technical University of Crete (TUC) - Department of Production Engineering and Management and Aristotle University of Thessaloniki - Department of Economics
Date Posted: December 10, 2000
Working Paper Series
1122 downloads

Incl. Electronic Paper The Effect Of Firm Diversification On Capital Structure: Evidence From Spanish Firms
EFMA 2000 Athens
Eduardo José Menéndez Alonso
Universidad de Oviedo - Business Administration
Date Posted: December 07, 2000
Working Paper Series
912 downloads

Incl. Electronic Paper A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
EFMA 2000 Athens; Department of Economics Working Paper No. 2000:8
Andreas Graflund
Lund University - Department of Economics
Date Posted: December 07, 2000
Working Paper Series
318 downloads

Incl. Electronic Paper Finance and Politics: Special Interest Group Influence during the Nationalization and Privatization of Conrail
EFMA 2000 Athens
James S. Ang and Carol Marie Boyer
Florida State University and Long Island University CW Post
Date Posted: December 06, 2000
Working Paper Series
407 downloads

Incl. Electronic Paper Stock Index Futures and the Effect on Cash Market in Italy: Evidence from Changes in Indexes' Composition
EFMA 2000 Athens
Silvia Rigamonti and Roberto Barontini
Catholic University of Milan and Scuola Superiore Sant'Anna di Pisa - Institute of Management
Date Posted: December 02, 2000
Working Paper Series
654 downloads

Incl. Electronic Paper Customer Controlled Firms: The Case of Stock Exchanges
EFMA 2000 Athens
Carmine Di Noia
ASSONIME
Date Posted: December 01, 2000
Working Paper Series
464 downloads

Incl. Electronic Paper Asymmetry and Downside Risk in Foreign Exchange Markets
EFMA 2000 Athens; AFA 2001 New Orleans
Shaun A. Bond
University of Cincinnati
Date Posted: November 30, 2000
Working Paper Series
519 downloads

Incl. Electronic Paper Company Investment Announcements and the Market Value of the Firm
EFMA 2000 Athens
Edward A.E. Jones
Heriot-Watt University, Edinburgh
Date Posted: November 23, 2000
Working Paper Series
865 downloads

Incl. Electronic Paper Financial Decisions and Growth Opportunities: A Spanish Firms Panel Data Analysis
Applied Financial Economics, No. 15, pp. 391-407, 2005, EFMA 2002 London Meetings
Pablo de Andrés Alonso , Félix J. López-Iturriaga and Juan Antonio Rodríguez-Sanz
Universidad Autonoma de Madrid , University of Valladolid - Department of Financial Economics and Accounting and University of Valladolid - Department of Economics and Business Administration
Date Posted: November 23, 2000
Accepted Paper Series
840 downloads

Incl. Electronic Paper A Rude Awakening: Internet Shakeout in 2000
EFA 0660; EFMA 2000 Athens Meetings; Simon Business School Working Paper No. FR 00-13
Elizabeth A. Demers and Baruch Lev
University of Virginia (UVA) - Darden School of Business and New York University - Stern School of Business
Date Posted: November 21, 2000
Working Paper Series
2368 downloads

Incl. Electronic Paper Pre-Acquisition Profile of Privately Held Companies Involved in Takeovers: an Empirical Study
EFMA 2000 Athens
Jan Camerlynck and Hubert Ooghe
Sofindev Private Equity and Vlerick Leuven Gent Management School
Date Posted: November 20, 2000
Working Paper Series
256 downloads

Incl. Electronic Paper Mean Variance Causality between the Official and Parallel Currency Markets: Evidence from Four Latin American Countries
EFMA 2000 Athens
Angelos Kanas and Georgios P. Kouretas
University of Crete - Department of Economics and Athens University of Economics and Business
Date Posted: November 20, 2000
Working Paper Series
148 downloads

Incl. Electronic Paper Common Stochastic Trends in International Stock Markets: Testing in an Integrated Framework
EFMA 2000 Athens
Dimitris A. Georgoutsos and Georgios P. Kouretas
Athens University of Economics and Business - Department of International and European Economic Studies and Athens University of Economics and Business
Date Posted: November 20, 2000
Working Paper Series
359 downloads

Incl. Electronic Paper Exchange Rate Risk Management: Evidence from East Asia
Darden Business School Working Paper No. 01-09; World Bank Policy Research Working Paper No. 2606
George Allayannis , Gregory W. Brown and Leora F. Klapper
University of Virginia - Darden School of Business , University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank
Date Posted: November 19, 2000
Working Paper Series
2373 downloads

Incl. Electronic Paper The Correlation Effect
EFMA 2000 Athens
Hans Gersbach and Alexander Lipponer
Swiss Federal Institute of Technology Zurich, (CER-ETH) and Deutsche Bundesbank
Date Posted: November 18, 2000
Working Paper Series
1456 downloads

Incl. Electronic Paper Capital Market Integration and Industrial Structure: The Case of Australia, Canada and The United States
EFMA 2000 Athens
Usha R. Mittoo and Robert W. Faff
University of Manitoba - Department of Accounting and Finance and University of Queensland
Date Posted: November 17, 2000
Working Paper Series
492 downloads

Efficiency in the Turkish Life Insurance Industry (Using DEA Approach)
EFMA 2000 Athens
Saadet Tantan , Handan Yolsal and Ali Osman Gurbuz
Marmara University - School of Banking and Insurance , Marmara University and Marmara University - Faculty of Economics and Administrative Sciences
Date Posted: November 10, 2000
Working Paper Series

Incl. Electronic Paper Seasonality in Agricultural Commodity Futures
EFA 0689; EFMA 2000 Athens
Carsten Sørensen
Copenhagen Business School - Department of Finance
Date Posted: November 07, 2000
Working Paper Series
1186 downloads

Incl. Electronic Paper Alternative Value-at-Risk Models for Options
EFMA 2000 Athens
Alfred Lehar
University of Calgary - Haskayne School of Business
Date Posted: November 06, 2000
Working Paper Series
798 downloads

Incl. Electronic Paper Is the London Market Competitive? A Study of Trading Behavior of London Market Makers
EFMA 2000 Athens
Rosita P. Chang , Chunlin Liu and S. Ghon Rhee
affiliation not provided to SSRN , University of Rhode Island and University of Hawaii at Manoa - Shidler College of Business
Date Posted: November 04, 2000
Working Paper Series
219 downloads

Incl. Electronic Paper Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who?
EFMA 2000 Athens
Bjarne Astrup Jensen and Carsten Sørensen
Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Date Posted: November 03, 2000
Working Paper Series
163 downloads

Incl. Electronic Paper Credit Decisions and Adverse Selection: An Empirical Study of Banking Behavior
EFMA 2000 Athens
Jean-Christophe Statnik , Eric de Bodt and Frederic Lobez
Université de Lille Nord de France – European Center for Corporate , Université Lille Nord de France - SKEMA Business School and University of Lille II - GERME Research Center
Date Posted: November 02, 2000
Working Paper Series
362 downloads

Incl. Electronic Paper Expected Utility Maximization and Time Diversification
EFMA 2000 Athens
Mattias Persson and Bjorn Hansson
Sveriges Riksbank and Lund University - Department of Economics
Date Posted: October 23, 2000
Working Paper Series
521 downloads


 

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