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JEL Code: G12
5,799,399 Total downloads
Showing Papers 10,501 - 10,550 of 13,810
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The Present Value Model of US Stock Prices Redux: A New Testing Strategy and Some Evidence Quarterly Review of Economics and Finance, Forthcoming
Martin T. Bohl and
Pierre L. Siklos
Date Posted: December 08, 2003
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework FRB of San Francisco Working Paper No. 2004-03
Miguel A. Ferreira and
Jose A. Lopez
Date Posted: December 08, 2003255 downloads
The Extreme Future Stock Returns Following Extreme Earnings Surprises Ross School of Business Paper No. 922
Jeffrey T. Doyle
and
Russell J. Lundholm
Date Posted: December 08, 20031913 downloads
Firm-Specific News, Extended-Hours Trading, and Variances Over Trading and Nontrading Periods
Volodymyr M. Zdorovtsov
Date Posted: December 07, 2003Last Revised: July 27, 2008
Market Incompleteness and Super Value Additivity: Implications for Securitization EFA 2004 Maastricht Meetings Paper No. 2714
Vishal Gaur
,
Sridhar Seshadri
and
Marti G. Subrahmanyam
Date Posted: December 07, 2003465 downloads
Are Information Attributes Priced? AAA 2007 Financial Accounting & Reporting Section (FARS) Meeting Papers
Marlene Plumlee and
Christine A. Botosan
Date Posted: December 06, 2003947 downloads
A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination Financial Markets, Institutions and Instruments, Vol. 18, No. 1, 2009
Christophe Faugère and
Julian Van Erlach
Date Posted: December 04, 2003Last Revised: February 15, 2009
Conditional Factor Models and Return Predictability
Alex P. Taylor
Date Posted: December 04, 2003663 downloads
On the Role of Arbitrageurs in Rational Markets EFA 2004 Maastricht Meetings Paper No. 2390; AFA 2004 San Diego Meetings
Benjamin Croitoru and
Suleyman Basak
Date Posted: December 04, 20031323 downloads
The Equity Premium: Consistent with GDP Growth and Portfolio Insurance
Christophe Faugère and
Julian Van Erlach
Date Posted: December 03, 2003515 downloads
The Fama-French Model, Leverage and the Modigliani-Miller Propositions Journal of Financial Research, Forthcoming
Martin Lally
Date Posted: December 03, 2003
Exchange Rates and Fundamentals ECB Working Paper No. 248
Charles M. Engel and
Kenneth D. West
Date Posted: December 02, 2003544 downloads
The Effect of Exchange Rate Fluctuations on Multinationals' Returns FRB International Finance Discussion Paper No. 782
Jane E. Ihrig and
David M. Prior
affiliation not provided to SSRN
Date Posted: December 01, 2003210 downloads
Assessing the Relative Informativeness and Permanence of Pro Forma Earnings and GAAP Operating Earnings Journal of Accounting & Economics, Vol. 36, Nos. 1-3, pp. 285-319, December 2003
Neil Bhattacharya ,
Ervin L. Black Sr. ,
Theodore E. Christensen and
Chad R. Larson
Date Posted: December 01, 2003
Determinants of Market Reactions to Restatement Announcements Journal of Accounting & Economics, Vol. 37, No. 1, pp. 59-89, February 2004
Zoe-Vonna Palmrose ,
Vernon J. Richardson
and
Susan Scholz
Date Posted: December 01, 2003
Asset Pricing with Heterogeneous Beliefs
Suleyman Basak
Date Posted: November 30, 20032263 downloads
Does Mortgage Hedging Amplify Movements in Long-term Interest Rates? FEDS Working Paper No. 2003-49
Brian P. Sack and
Roberto Perli
Date Posted: November 30, 2003346 downloads
Tax Changes and Asset Pricing AFA 2004 San Diego Meetings
Clemens Sialm
Date Posted: November 29, 2003Last Revised: July 07, 2008623 downloads
Basis Assets AFA 2004 San Diego Meetings, Fifteenth Annual Utah Winter Finance Conference
Dong-Hyun Ahn ,
Jennifer S. Conrad and
Robert F. Dittmar
Date Posted: November 29, 2003338 downloads
On the Economic Value of Modeling Fat Tails: Measuring the Impact on Equilibrium Risk Premiums
Prasad V. Bidarkota
Date Posted: November 28, 200369 downloads
Dividend Taxes and Implied Cost of Equity Capital
Dan S. Dhaliwal ,
Linda K. Krull
,
Oliver Zhen Li and
William J. Moser
Date Posted: November 28, 2003804 downloads
Black Scholes for Portfolios of Options in Discrete Time Tinbergen Institute Discussion Paper No. 2003-090/2
Bas Peeters
,
Andre Lucas and
Cees L. Dert
Date Posted: November 28, 2003597 downloads
A Discussion of 'Assessing the Relative Informativeness and Permanence of Pro Forma Earnings and Gaap Operating Earnings' Journal of Accounting & Economics (JAE), Vol. 36, Nos. 1-3, pp. 321-336, December 2003
Mark Thomas Bradshaw
Date Posted: November 28, 2003Last Revised: July 15, 2010
Identifying Factors within the APT: A New Approach AFA 2004 San Diego Meetings
Hui Frank Xue (deceased)
Date Posted: November 26, 20031061 downloads
Vested Interests, Price Estimates, and the Future Performance of Artworks
Jianping Mei and
Michael Moses
Date Posted: November 25, 2003135 downloads
Are Fundamentals Priced in the Bond Market? Contemporary Accounting Research, Vol. 20, No. 3, Fall 2003
Inder K. Khurana and
KK Raman
Date Posted: November 24, 2003
The Quality of Volatility Traded on the Over-the-Counter Currency Market: A Multiple Horizons Study Journal of Futures Markets, Vol. 23, No. 3, March 2003
Vicentiu Covrig and
Buen Sin Low
Date Posted: November 24, 2003
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole Journal of Finance, Forthcoming
John M. Griffin ,
J. Spencer Martin and
Susan Ji
Date Posted: November 24, 2003
Why Investors Should not be Cautious about the Academic Approach to Testing for Stock Market Anomalies
Ángel Pardo Tornero and
Brian M. Lucey
Date Posted: November 24, 2003361 downloads
Macroeconomic Factors and the Correlation of Stock and Bond Returns Yale ICF Working Paper No. 02-46; AFA 2004 San Diego Meetings
Lingfeng Li
Date Posted: November 23, 20035007 downloads
Trading Frequency and Noise AFA 2004 San Diego Meetings; EFMA 2003 Helsinki Meetings
Shing-yang Hu and
Chang Chan
Date Posted: November 23, 2003280 downloads
CAPM Over the Long-Run: 1926-2001 AFA 2004 San Diego Meetings
Andrew Ang and
Joseph Chen
Date Posted: November 23, 20032767 downloads
Heterogeneity as a Natural Source of Randomness Tinbergen Institute Discussion Paper No. 2003-073/1
Cees G. H. Diks
and
Roy van der Weide
Date Posted: November 22, 2003102 downloads
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices Tinbergen Institute Discussion Paper No. TI 03-071/4
M. Angeles Carnero ,
Siem Jan Koopman and
Marius Ooms
Date Posted: November 22, 2003222 downloads
An Empirical Assessment of the Credibility Premium Associated with Meeting or Beating Both Time-Series Earnings Expectations and Analysts' Forecasts
Nicholas Dopuch ,
Chandra Seethamraju and
Weihong Xu
Date Posted: November 22, 2003336 downloads
The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets University of Bonn ZEI Working Paper No. B02-20
Bernd Hayo and
Ali M. Kutan
Date Posted: November 22, 2003144 downloads
Monetary Policy Shocks and Security Market Responses University of California, Berkeley Economics Working Paper
Roger Craine and
Vance L. Martin
Date Posted: November 22, 2003320 downloads
Playing on Profits Cycle?
Dmitry V. Baryshevsky
Date Posted: November 21, 200394 downloads
Volume, Opinion Divergence and Returns: A Study of Post-Earnings Announcement Drift AFA 2004 San Diego Meetings
Jon A. Garfinkel
and
Jonathan S. Sokobin
Date Posted: November 20, 20031109 downloads
International Good Market Segmentation and Financial Market Structure CEPR Discussion Paper No. 4060
Benjamin Croitoru and
Suleyman Basak
Date Posted: November 20, 200325 downloads
Relative Performance Evaluation Contracts and Asset Market Equilibrium CEPR Discussion Paper No. 4038
Sandeep Kapur and
Allan G. Timmermann
Date Posted: November 20, 200325 downloads
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models AFA 2004 San Diego Meetings
Xiaohong Chen and
Sydney C. Ludvigson
Date Posted: November 20, 2003216 downloads
Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the EUR/US-$ Rate University of Wuerzburg Working Paper No. 38
Peter Bofinger and
Robert Schmidt
Date Posted: November 19, 2003216 downloads
Microeconomic Sources of Equity Risk CEPR Discussion Paper No. 4070
Michael R. Wickens
Date Posted: November 19, 200320 downloads
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel CEPR Discussion Paper No. 4068
Paolo Giordani and
Paul Söderlind
Date Posted: November 19, 200320 downloads
Investor Sentiment and the Cross-Section of Stock Returns
Malcolm P. Baker and
Jeffrey Wurgler
Date Posted: November 18, 2003Last Revised: January 13, 20091837 downloads
Properties of Equilibrium Asset Prices Under Alternative Learning Schemes
Allan G. Timmermann and
Massimo Guidolin
Date Posted: November 17, 2003215 downloads
A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives Journal of Financial and Quantitative Analysis, No. 38, December 2003
Sandra Peterson ,
Richard C. Stapleton and
Marti G. Subrahmanyam
affiliation not provided to SSRN
,
University of Strathclyde, Glasgow - Department of Accounting and Finance
and
New York University - Stern School of Business
Date Posted: November 17, 2003
Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally Based Comparison to Novices Wuerzburg Economic Working Paper No. 39
Johannes Leitner
,
Robert Schmidt and
Peter Bofinger
Date Posted: November 17, 2003190 downloads
Asymmetric Jump Processes: Option Pricing Implications
Brice V. Dupoyet
Date Posted: November 15, 2003172 downloads
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