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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

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. 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. 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

Incl. Fee Electronic Paper Australian Evidence on the Implementation of the Size and Value Premia
Accounting & Finance, Vol. 53, Issue 2, pp. 367-391, 2013
 Paul Docherty , H. Chan and Steve Easton
University of Newcastle (Australia) , University of Melbourne - Department of Finance and University of Newcastle (Australia) - Newcastle Business School
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Bad Beta Good Beta, State‐Space News Decomposition and the Cross‐Section of Stock Returns
Accounting & Finance, Vol. 53, Issue 2, pp. 587-607, 2013
 Kent Wang , Jiawei Li and Shicheng Huang
Xiamen University , Xiamen University and Xiamen University
Date Posted: May 04, 2013
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Bond Pricing with a Surface of Zero Coupon Yields
Accounting & Finance, Vol. 53, Issue 2, pp. 497-512, 2013
 Vijay A. Murik
Independent
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Building IASB Research Capacity: A Commentary
Journal of International Financial Management & Accounting, Vol. 24, Issue 2, pp. 176-201, 2013
 Elizabeth A. Gordon and Donna L. Street
Temple University - Fox School of Business and Management and University of Dayton - Accounting
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Capital Gains Tax, Supply‐Driven Trading and Ownership Structure: Direct Evidence of the Lock‐In Effect
Accounting & Finance, Vol. 53, Issue 2, pp. 419-439, 2013
 Dean Hanlon and Sean Pinder
Monash University - Department of Accounting and Finance and University of Melbourne - Department of Finance
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Economic Value of Analyst Recommendations in Australia: An Application of the Black–Litterman Asset Allocation Model
Accounting & Finance, Vol. 53, Issue 2, pp. 441-470, 2013
 Peng William He , Andrew R. Grant and Joel Fabre Fabre
University of Sydney , University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper GAAP, GFS and AASB 1049: Perceptions of Public Sector Stakeholders
Accounting & Finance, Vol. 53, Issue 2, pp. 471-496, 2013
 Ralph Kober , Janet Lee and Juliana Ng
Monash University , Australian National University (ANU) and Australian National University - School of Business & Information Systems
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper How Controlling Shareholders Impact Debt Maturity Structure in Taiwan
Journal of International Financial Management & Accounting, Vol. 24, Issue 2, pp. 99-139, 2013
 Yung‐Chuan Lee and Wilson Chang
Asia University and Feng Chia University
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Implementation of IFRS for SMEs in Emerging Economies: Stakeholder Perceptions in the Czech Republic, Hungary, Romania and Turkey
Journal of International Financial Management & Accounting, Vol. 24, Issue 2, pp. 140-175, 2013
 Catalin Nicolae Albu , Nadia Albu , Szilveszter Fekete , Maria Mădălina Gîrbină , Seval Kardes Selimoglu , Daniel Mate Kovacs , János Lukács , Gergely Mohl , Libuse Müllerova , Marie Pasekova , Aylin Poroy Arsoy , Baris Sipahi and Jiri Strouhal
Bucharest University of Economic Studies , Bucharest Academy of Economic Studies , Babes-Bolyai University , The Bucharest University of Economic Studies (ASE) , Anadolu University , Corvinus University of Budapest , Budapest Corvinus University , Corvinus University of Budapest , University of Economics Prague , Tomas Bata University Zlin , Uludag University , Marmara University and University of Economics Prague
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Stock Dividends in China: Signalling or Liquidity Explanations?
Accounting & Finance, Vol. 53, Issue 2, pp. 513-535, 2013
 Nhut H. Nguyen and David Y. Wang
The University of Auckland and University of Auckland
Date Posted: May 04, 2013
Accepted Paper Series


 

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