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JEL Code: G13
1,853,446 Total downloads
Showing Papers 1,051 - 1,100 of 4,934
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Strategic and Tactical Roles of Enhanced-Commodity Indices Forthcoming, Journal of Futures Markets
Georgios Rallis
,
Joelle Miffre and
Ana-Maria Fuertes
Date Posted: July 27, 2010Last Revised: May 01, 2012319 downloads
Strategic Allocation to Commodity Factor Premiums
David Blitz
and
Wilma de Groot
Date Posted: May 17, 201363 downloads
Stop-Loss Strategies and Derivatives Portfolios
Patrick L. Leoni
Date Posted: August 05, 2008267 downloads
Stock-Options and Portfolio Management
Didier Maillard
Date Posted: March 05, 2011Last Revised: February 08, 201273 downloads
Stock Valuation in Dynamic Economics Yale ICF Working Paper No. 00-36
Zhiwu Chen and
Gurdip Bakshi
Date Posted: June 12, 20011983 downloads
Stock Valuation and Investment Strategies Yale ICF Working Paper No. 00-46
Ming Dong and
Zhiwu Chen
Date Posted: July 26, 20017635 downloads
Stock Returns in Mergers and Acquisitions Swiss Finance Institute Research Paper No. 06-1, EFA 2006 Zurich Meetings Paper
Erwan Morellec and
Dirk Hackbarth
Date Posted: March 03, 20062111 downloads
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Tim Bollerslev ,
James Marrone
,
Lai Xu
and
Hao Zhou
Date Posted: March 17, 2012Last Revised: August 08, 2012246 downloads
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Tim Bollerslev ,
James Marrone
,
Lai Xu
and
Hao Zhou
Date Posted: March 04, 2011Last Revised: August 08, 2012706 downloads
Stock Return and Cash Flow Predictability: The Role of Volatility Risk
Tim Bollerslev ,
Lai Xu
and
Hao Zhou
Date Posted: November 18, 2012Last Revised: November 20, 2012309 downloads
Stock Price Performance Following Insider Option Exercise
Jennifer N. Carpenter and
Barbara Remmers
affiliation not provided to SSRN
Date Posted: May 27, 1998
Stock Price Dynamics of Listed Growth Companies - Evidence from the Options Market
Rainer Baule and
Christian Tallau
Date Posted: May 19, 2006Last Revised: July 15, 2009355 downloads
Stock Price Clustering on Option Expiration Dates AFA 2005 Philadelphia Meetings
Sophie X. Ni ,
Neil D. Pearson and
Allen M. Poteshman
Date Posted: March 22, 20043521 downloads
Stock Options for Undiversified Executives Harvard NOM Research Paper No. 00-05; Presented at Tuck-JFE Contemporary Corporate Governance Conference; USC FBE Working Paper No. 01-16
Brian J. Hall and
Kevin J. Murphy
Date Posted: December 14, 20002545 downloads
Stock Options for Undiversified Executives Journal of Accounting & Economics, Vol. 33, No. 2, April 2002
Brian J. Hall and
Kevin J. Murphy
Date Posted: April 30, 2002
Stock Options as Lotteries
Brian H. Boyer and
Keith Vorkink
Date Posted: March 18, 2011Last Revised: August 30, 2012400 downloads
Stock Options as Barrier Contingent Claims SSE/EFI Working Paper Series in Economics and Finance No. 137
Jan Ericsson and
Joel Reneby
Date Posted: January 09, 1997846 downloads
Stock Options and Managers' Incentives to Cheat
Marc Chesney and
Rajna Gibson
Date Posted: January 20, 2005132 downloads
Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation
Liuren Wu and
Peter Carr
Date Posted: June 24, 20052309 downloads
Stock Option Returns: A Puzzle
Sophie X. Ni
Date Posted: January 24, 2007491 downloads
Stock Option Expense, Forward-Looking Information, and Implied Volatilities of Traded Options
Eli Bartov ,
Partha Mohanram and
Doron Nissim
Date Posted: May 03, 2004487 downloads
Stock Option Contract Adjustments: The Case of Special Dividends
Kathryn Barraclough
,
Hans R. Stoll and
Robert E. Whaley
Date Posted: November 15, 2009Last Revised: November 17, 2012415 downloads
Stock Option Analysis for the 2003 Treasury Regulations on Cost Sharing
Andrew B. Miller
Date Posted: January 05, 2004699 downloads
Stock Market Volatility around Expiration Days in Japan J. OF DERIVATIVES
George Andrew Karolyi
Date Posted: December 05, 1996
Stock Market Volatility and Corporate Investment IMF Working Paper No. 95/102
Zuliu Hu
affiliation not provided to SSRN
Date Posted: February 15, 2006301 downloads
Stock Market Performance and the Term Structure of Credit Spreads EFMA 2004 Basel Meetings Paper; NCCR-FINRISK Working Paper
Andriy Demchuk
and
Rajna Gibson
Date Posted: May 06, 200490 downloads
Stochastic Volatility With an Ornstein-Uhlenbeck Process: An Extension
Rainer Schoebel
and
Jianwei Zhu
Date Posted: September 07, 19982111 downloads
Stochastic Volatility III: Volatility Models and Volatility Surfaces
Paolo Vanini
Date Posted: June 04, 2010370 downloads
Stochastic Volatility for Real
Jesper Andreasen
Date Posted: April 27, 20061833 downloads
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans EFA 2002 Berlin Meetings Presented Paper
Martin Christian Richter and
Carsten Sørensen
Date Posted: February 27, 20021104 downloads
Stochastic Volatility and Mean Drift in the Short Term Interest Rate Diffusion: Sources of Steepness, Level and Curvature in the Yield Curve Department of Finance, Working Paper #214, J.L. Kellogg Graduate School of Management, Northwestern University
Torben G. Andersen and
Jesper Lund
Date Posted: July 09, 1998
Stochastic Volatility and Jumps in Interest Rates: An International Analysis
Ren-Raw Chen and
Louis Scott
Date Posted: March 25, 2005277 downloads
Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains U of London Queen Mary Economics Working Paper No. 430
Kyriakos Chourdakis
Date Posted: December 20, 2000342 downloads
Stochastic Volatility and Jump-Diffusion --- Implications on Option Pricing International Journal of Theoretical and Applied Finance, 1999 (2), No. 4, 409-440
George J. Jiang
Date Posted: October 02, 201226 downloads
Stochastic Volatilities and Correlations of Bond Yields Dice Center Working Paper No. 2003-27
Bing Han
Date Posted: January 04, 2004562 downloads
Stochastic Skew in Currency Options EFA 2004 Maastricht Meetings Paper No. 1426
Liuren Wu and
Peter Carr
Date Posted: June 30, 20041355 downloads
Stochastic Risk Premiums, Stochastic Skewness in Currency Options, and Stochastic Discount Factors in International Economies Robert H. Smith School Research Paper No. RHS 06-154
Peter Carr ,
Liuren Wu and
Gurdip Bakshi
Date Posted: May 09, 2005Last Revised: February 13, 2011668 downloads
Stochastic Processes and Models COMPANION TO FINANCIAL DERIVATIVES, Robert Kolb, James Overdahl, eds., Palgrave, Forthcoming
A. G. (Tassos) Malliaris
and
George Chalamandaris
Date Posted: March 19, 2008180 downloads
Stochastic Models of Implied Volatility Surfaces Economic Notes, Vol. 31, No. 2, July 2002
Rama Cont ,
Valdo Durrleman
and
José Da Fonseca
Date Posted: April 28, 2003884 downloads
Stochastic Local Volatility
Carol Alexander and
Leonardo M. Nogueira
Date Posted: March 25, 2008664 downloads
Stochastic Interest Rates for Local Volatility Hybrids Models
Eric Benhamou
,
Arnaud Rivoira
and
Anne Gruz
Date Posted: March 19, 20081179 downloads
Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns 2013 Adam Smith Asset Pricing Conference
, 2013 China International Conference in Finance
Harjoat Singh Bhamra and
Kyung Hwan Shim
Date Posted: January 12, 2013Last Revised: April 01, 201359 downloads
Stochastic Fundamental Volatility, Speculation, and Commodity Storage
Craig Pirrong
Date Posted: February 11, 2009255 downloads
Stochastic Duration and Fast Coupon Bond Option Pricing in Multi-Factor Models
Claus Munk
Date Posted: September 02, 1998674 downloads
Stochastic Dominance Option Bounds and Nth Order Arbitrage Opportunities
James Huang
Date Posted: November 22, 200479 downloads
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
George M. Constantinides and
Stylianos Perrakis
Date Posted: December 27, 2000157 downloads
Stochastic Discount Factor in the Brazilian Equity Market (Fator de Desconto Estocástico no Mercado Acionário Brasileiro) (Portuguese) Revista Estudos Econômicos, São Paulo, 36(3): 435-463, jul-set 200,
André Borges Catalão
and
Joe Akira Yoshino
Date Posted: September 12, 2010Last Revised: September 15, 201036 downloads
Stochastic Correlation and the Relative Pricing of Caps and Swaptions in a Generalized-Affine Framework EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
Pierre Collin-Dufresne and
Robert S. Goldstein
Date Posted: October 09, 2001951 downloads
Stepping Through Fourier Space RISK, pp. 78-83, July 2009
Sebastian Jaimungal
and
Vladimir Surkov
affiliation not provided to SSRN
Date Posted: October 14, 2008Last Revised: June 29, 2011401 downloads
Steering a Bank Around a Death Spiral: Multiple Trigger CoCos
Jan De Spiegeleer and
Wim Schoutens
Date Posted: December 26, 2011128 downloads
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