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Incl. Fee Electronic Paper A Structural Risk‐Neutral Model for Pricing and Hedging Power Derivatives
Mathematical Finance, Vol. 23, Issue 3, pp. 387-438, 2013
René Aïd , Luciano Campi and Nicolas Langrené
Electricite de France , University of Paris Dauphine - UMR DIAL and Université Paris VII Denis Diderot
Date Posted: June 09, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Buy‐Low and Sell‐High Investment Strategies
Mathematical Finance, Vol. 23, Issue 3, pp. 560-578, 2013
 Mihail Zervos , Timothy C. Johnson and Fares Alazemi
University of London - Department of Mathematics , The Maxwell Institute for Mathematical Sciences and Kuwait University
Date Posted: June 09, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Equity Correlations Implied by Index Options: Estimation and Model Uncertainty Analysis
Mathematical Finance, Vol. 23, Issue 3, pp. 496-530, 2013
 Rama Cont and Romain Deguest
Imperial College London and EDHEC Business School
Date Posted: June 09, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Fast Monte Carlo Greeks for Financial Products with Discontinuous Pay‐Offs
Mathematical Finance, Vol. 23, Issue 3, pp. 459-495, 2013
 Jiun Hong Chan and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: June 09, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Multiplicative Approximation of Wealth Processes Involving No‐Short‐Sales Strategies Via Simple Trading
Mathematical Finance, Vol. 23, Issue 3, pp. 579-590, 2013
 Constantinos Kardaras and Eckhard Platen
Boston University and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: June 09, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Stochastic Volatility Models and the Pricing of VIX Options
Mathematical Finance, Vol. 23, Issue 3, pp. 439-458, 2013
 Joanna Goard and Mathew Mazur
University of Wollongong and University of Wollongong
Date Posted: June 09, 2013
Accepted Paper Series

Incl. Fee Electronic Paper The Effect of Estimation in High‐Dimensional Portfolios
Mathematical Finance, Vol. 23, Issue 3, pp. 531-559, 2013
 Axel Gandy and Luitgard A. M. Veraart
Imperial College London and London School of Economics & Political Science (LSE)
Date Posted: June 09, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Bundles of Firm Corporate Governance Practices: A Fuzzy Set Analysis
Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 390-407, 2013
 Roberto García‐Castro , Ruth V. Aguilera and Miguel A. Ariño
University of Navarra - IESE Business School , University of Illinois College of Law and University of Navarra - IESE Business School
Date Posted: June 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Exploring the Moderating Role of Growth Options on the Relation between Board Characteristics and Management Earnings Forecasts
Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 314-333, 2013
 H. Chan , Robert W. Faff , Arifur Khan and Paul R. Mather
University of Melbourne - Department of Finance , University of Queensland , Deakin University - School of Accounting, Economics and Finance and La Trobe University
Date Posted: June 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper What are the Characteristics of Firms that Engage in Earnings Per Share Management Through Share Repurchases?
Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 334-350, 2013
 Kathleen A. Farrell , Jin Yu and Yi Zhang
University of Nebraska-Lincoln , Saint Cloud State University - G. R. Herberger College of Business and Prairie View A&M University
Date Posted: June 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Why Do Boards Differ? Because Owners Do: Assessing Ownership Impact on Board Composition
Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 373-389, 2013
 Sujit Sur , Elena Lvina and Michel Magnan
Dalhousie University - School of Business , Saint Joseph's University and Concordia University - Department of Accountancy
Date Posted: June 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper CEO Pay from a Social Norm Perspective: The Infringement and Reestablishment of Fairness Norms
Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 351-372, 2013
 Katja Rost and Antoinette Weibel
University of Zurich - Institute for Organization and Administrative Science and University of Konstanz
Date Posted: June 08, 2013
Accepted Paper Series

The Determinants of the Ratings of European Listed Banks - An Empirical Analysis
Bancaria No. 03-2013
 Elisabetta D'Apolito and Vincenzo Pacelli
Independent and Independent
Date Posted: June 08, 2013
Accepted Paper Series

Z-Score Models’ Application to Italian Companies Subject to Extraordinary Administration
Bancaria No. 04-2013
 Edward I. Altman , Alberto Falini and Alessandro Danovi
New York University (NYU) - Salomon Center , University of Brescia - Department of Economics and University of Bergamo (Italy)
Date Posted: June 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Balanced Budget Requirements and State Spending: A Long–Panel Study
Public Budgeting & Finance, Vol. 33, Issue 2, pp. 1-18, 2013
 Daniel L. Smith and Yilin Hou
New York University and University of Georgia - Department of Public Administration and Policy
Date Posted: June 07, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Intergovernmental Transfers and Tax Collection in India: Does the Composition of Transfers Matter?
Public Budgeting & Finance, Vol. 33, Issue 2, pp. 93-116, 2013
 Bharatee Bhusana Dash and Angara V. Raja
National Institute of Public Finance and Policy and University of Hamburg - Institute of Law and Economics
Date Posted: June 07, 2013
Accepted Paper Series

Incl. Fee Electronic Paper School District Income Taxes: New Revenue or a Property Tax Substitute?
Public Budgeting & Finance, Vol. 33, Issue 2, pp. 19-40, 2013
 Justin M. Ross and Phuong Nguyen-Hoang
Indiana University - School of Public & Environmental Affairs and University of Iowa - School of Urban & Regional Planning & Public Policy Center
Date Posted: June 07, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Tax Base Composition and Revenue Volatility: Evidence from the U.S. States
Public Budgeting & Finance, Vol. 33, Issue 2, pp. 41-74, 2013
 Sunjoo Kwak
University of Alabama
Date Posted: June 07, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Using Trend Data to Evaluate the Differential Response of State Borrowing to Revenue Volatility
Public Budgeting & Finance, Vol. 33, Issue 2, pp. 75-92, 2013
 Wenli Yan
University of Kentucky - James W. Martin School of Public Policy and Administration
Date Posted: June 07, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Stochastic Volatility Jump‐Diffusions for European Equity Index Dynamics
European Financial Management, Vol. 19, Issue 3, pp. 470-496, 2013
 Andreas Kaeck and Carol Alexander
ICMA Centre, Henley Business School, University of Reading, UK and University of Reading - ICMA Centre
Date Posted: June 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Tax‐Adjusted Discount Rates: A General Formula Under Constant Leverage Ratios
European Financial Management, Vol. 19, Issue 3, pp. 419-428, 2013
 Peter Molnár and Kjell G. Nyborg
Norwegian University of Science and Technology (NTNU) and University of Zurich - Department of Banking and Finance
Date Posted: June 05, 2013
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Product Market Competition, Corporate Governance, and Firm Value: Evidence from the EU Area
European Financial Management, Vol. 19, Issue 3, pp. 452-469, 2013
 Manuel Ammann , David Oesch and Markus M. Schmid
University of St. Gallen - Swiss Institute of Banking and Finance , New York University (NYU) - Leonard N. Stern School of Business and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: June 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Bank Size and Systemic Risk
European Financial Management, Vol. 19, Issue 3, pp. 429-451, 2013
 Amelia Pais and Philip A. Stork
Massey University - Department of Commerce and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: June 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Tiny Prices in a Tiny Market: Evidence from Portugal on Optimal Share Prices
European Financial Management, Vol. 19, Issue 3, pp. 579-598, 2013
 João Pedro Pereira and Teresa Cristina Varela Cutelo
ISCTE-IUL Business School - Lisbon and Bank of Portugal
Date Posted: June 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Does State Street Lead to Europe? The Case of Financial Exchange Innovations
European Financial Management, Vol. 19, Issue 3, pp. 521-557, 2013
 Mari Komulainen and Tuomas Takalo
National Board of Patents and Registration of Finland and Bank of Finland, Monetary Policy and Research Department
Date Posted: June 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Optimal Portfolio Allocation for Corporate Pension Funds
European Financial Management, Vol. 19, Issue 3, pp. 599-629, 2013
 David McCarthy and David Miles
Imperial College Business School and The Bank of EnglandUniversity of London - Imperial College Business School
Date Posted: June 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting
European Financial Management, Vol. 19, Issue 3, pp. 558-578, 2013
 Sebastian Heiden , Christian Klein and Bernhard Zwergel
University of Augsburg , University of Hohenheim and University of Augsburg
Date Posted: June 05, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Herding in a Concentrated Market: A Question of Intent
European Financial Management, Vol. 19, Issue 3, pp. 497-520, 2013
 Phil Holmes , Vasileios Kallinterakis and Mario Pedro Leite Ferreira
University of Leeds - Leeds University Business School (LUBS) , Durham Business School and Catholic University of Portugal (UCP) - Department Economics and Finance
Date Posted: June 05, 2013
Accepted Paper Series

Incl. Electronic Paper Platforms and Vehicles for Institutional Co-Investing
Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
 Jagdeep Singh Bachher and Ashby H. B. Monk
Alberta Investment Management Corp. and Stanford University - Global Projects Center
Date Posted: May 29, 2013
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Kay Review on Long-Horizon Investing: A Guide for the Perplexed
Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
 Gordon L. Clark
Oxford University - Smith School of Enterprise and the Environment
Date Posted: May 29, 2013
Accepted Paper Series
10 downloads

Incl. Electronic Paper When Do Derivatives Add Value in Pension Fund Asset Allocation?
Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
 Jiajia Cui , Bart Oldenkamp and Michel Vellekoop
Algemene Pensioen Groep (APG) , Cardano Risk Management and University of Twente - Department of Applied Mathematics
Date Posted: May 29, 2013
Accepted Paper Series
16 downloads

Incl. Electronic Paper Risk-Management Practices at Large Pension Plans: Findings from a Unique 27-Fund Survey
Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
 Alexander Douglas Beath and Jody MacIntosh
CEM Benchmarking Inc. and CEM Benchmarking Inc.
Date Posted: May 29, 2013
Accepted Paper Series
12 downloads

Incl. Electronic Paper Why Canada Has No Retirement Crisis
Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
 Fred M. Vettese
Morneau Shepell
Date Posted: May 29, 2013
Accepted Paper Series
10 downloads

Incl. Electronic Paper Dynamic DC: Keeping Your Options Open
Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
 Mark S. Yamada and Ioulia Tretiakova
PUR Investing Inc. and PUR Investing Inc.
Date Posted: May 29, 2013
Accepted Paper Series
9 downloads

Incl. Electronic Paper The 'Defined Ambition' Pension Plan: A Dutch Interpretation
Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
 Niels Kortleve
PGGM Investments
Date Posted: May 29, 2013
Last Revised: June 17, 2013
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Accuracy of Premium Calculation Models for CAT Bonds - An Empirical Analysis
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 401-421, 2013
 Marcello Galeotti , Marc Gürtler and Christine Winkelvos
University of Florence - Department of Mathematics for Decisions , University of Braunschweig - Institute of Technology, Department of Finance and University of Braunschweig - Institute of Technology, Department of Finance
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Capital Market Development, Competition, Property Rights, and the Value of Insurer Product‐Line Diversification: A Cross‐Country Analysis
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 423-459, 2013
 Thomas R. Berry‐Stölzle , Robert E. Hoyt and Sabine Wende
Terry College of Business, University of Georgia , University of Georgia - C. Herman and Mary Virginia Terry College of Business and University of Cologne - Faculty of Management, Economics and Social Sciences
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Deciding Whether to Invest in Mitigation Measures: Evidence from Florida
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 309-327, 2013
 James M. Carson , Kathleen A. McCullough and David Pooser
University of Georgia , affiliation not provided to SSRN and Florida State University - Department of Risk Management/Insurance, Real Estate and Business Law
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Derivatives Clearing, Default Risk, and Insurance
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 373-400, 2013
 Robert A. Jones and Christophe Perignon
Simon Fraser University (SFU) - Department of Economics and HEC Paris (Groupe HEC) - Finance Department
Date Posted: May 22, 2013
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Intermediation and (Mis‐)Matching in Insurance Markets - Who Should Pay the Insurance Broker?
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 329-350, 2013
 Uwe Focht , Andreas Richter and Jörg Schiller
Swiss Reinsurance Company , Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and The Wharton School, Insurance and Risk Management Department
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 239-272, 2013
 Dirk Broeders and An Chen
De Nederlandsche Bank and University of Bonn - Faculty of Law & Economics
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Pension Portfolio Choice and Peer Envy
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 461-489, 2013
 Jacqueline Volkman Wise
Temple University - Fox School of Business and Management
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Systemic Weather Risk and Crop Insurance: The Case of China
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 351-372, 2013
 Ostap Okhrin , Martin Odening and Wei Xu
Humboldt University of Berlin , Humboldt University of Berlin and SCOR Global P&C SE Reinsurance (Zurich Branch)
Date Posted: May 22, 2013
Accepted Paper Series

Incl. Fee Electronic Paper The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure
Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 273-308, 2013
 Hato Schmeiser and Joël Wagner
University of St. Gallen and University of Saint Gallen - Institute of Insurance Economics
Date Posted: May 22, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper The 'Defined Ambition' Pension Plan: A Dutch Interpretation
Rotman International Journal of Pension Management, Vol. 6, No. 1, 2013
 Niels Kortleve
PGGM Investments
Date Posted: May 20, 2013
Accepted Paper Series
11 downloads

Incl. Fee Electronic Paper Bank Loan Announcements and Borrower Stock Returns: Does Bank Origin Matter?
International Review of Finance, Vol. 13, Issue 2, pp. 137-159, 2013
 Steven Ongena and Viorel Roscovan
Tilburg University - CentER, European Banking Center (EBC) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper How Much Does an Illegal Insider Trade?
International Review of Finance, Vol. 13, Issue 2, pp. 241-263, 2013
 Alex Frino , Stephen E. Satchell , Brad Wong and Hui Zheng
University of Sydney - Discipline of Finance , University of Cambridge - Faculty of Economics and Politics , University of Sydney and Discipline of Finance, The University of Sydney
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Outsider Board Activity, Ownership Structure and Firm Value: Evidence from Korea
International Review of Finance, Vol. 13, Issue 2, pp. 187-214, 2013
 Byung‐Seong Min and Peter Verhoeven
Griffith University and Queensland University of Technology - Faculty of Business
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper The Calendar Structure of the Japanese Stock Market: The ‘Sell in May Effect’ Versus the ‘Dekansho‐Bushi Effect’
International Review of Finance, Vol. 13, Issue 2, pp. 161-185, 2013
 Shigeki Sakakibara , Takashi Yamasaki and Katsuhiko Okada
Kwansei Gakuin University , Kobe University - Graduate School of Business Administration and Kwansei Gakuin University Business School
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper The Intraday Pattern of Information Asymmetry, Spread, and Depth: Evidence from the NYSE
International Review of Finance, Vol. 13, Issue 2, pp. 215-240, 2013
 George Tannous , Juan Wang and Craig Wilson
University of Saskatchewan - Department of Finance and Management Science , University of Saskatchewan, Edwards School of Business, Department of Finance and Management Science and University of Saskatchewan
Date Posted: May 08, 2013
Accepted Paper Series


 

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