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Full Text Papers: 393,787
Authors: 226,737
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SSRN eLibrary Search Results
JEL Code: G12
5,803,766 Total downloads
Showing Papers 10,651 - 10,700 of 13,814
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The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation
Journal of Finance, Forthcoming
Honghui Chen , Vijay Singal and Gregory Noronha
University of Central Florida , Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Date Posted: September 18, 2003
Accepted Paper Series

Incl. Electronic Paper The Pricing Discount for Limited Liquidity: Evidence from the SWX Swiss Exchange and the NASDAQ

 Claudio F. Loderer and Lukas Roth
University of Berne - Institute for Financial Management and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: September 18, 2003
Working Paper Series
812 downloads

Incl. Electronic Paper Volatility Puzzles: A Simple Framework for Gauging Return-Volatility Regression
FEDS Working Paper No. 2003-40
 Hao Zhou and Tim Bollerslev
PBC School of Finance, Tsinghua University and Duke University - Finance
Date Posted: September 18, 2003
Working Paper Series
550 downloads

Incl. Electronic Paper On Risk and Return in MENA Capital Markets
International Journal of Business, Vol. 8, No. 3, 2003
 Eric Girard , Mohammed Omran and Tarek S. Zaher
Siena College - School of Business , The Insurance Holding Company and Indiana State University - Scott College of Business
Date Posted: September 17, 2003
Accepted Paper Series
341 downloads

The Duration Derby: A Comparison of Duration-based Strategies in Asset Liability Management
Journal of Bond Trading & Management, Vol. 1, No. 4, pp. 371-80, April 2003
 Harry Zheng , Lyn C. Thomas and David E. Allen
Imperial College London - Mathematical Finance , University of Southampton - School of Management and Edith Cowan University - School of Finance and Business Economics
Date Posted: September 17, 2003
Accepted Paper Series

Dividends in the Theory of Derivative Securities Pricing
Economic Theory, Vol. 31, pp. 447-471, 2007
 Lars Tyge Nielsen
affiliation not provided to SSRN
Date Posted: September 17, 2003
Last Revised: January 30, 2010
Working Paper Series

Incl. Electronic Paper The Conditional CAPM Does Not Explain Asset-pricing Anomalies
MIT Sloan Working Paper No. 4427-03
 Jonathan Lewellen and Stefan Nagel
Dartmouth College - Tuck School of Business and Stanford Graduate School of Business
Date Posted: September 15, 2003
Working Paper Series
909 downloads

Incl. Electronic Paper An Evaluation of the Reliability of Accounting Based Measures of Expected Returns: A Measurement Error Perspective
University of Notre Dame and INSEAD Working Paper
 Peter D. Easton and Steven J. Monahan
University of Notre Dame - Department of Accountancy and INSEAD
Date Posted: September 15, 2003
Working Paper Series
1159 downloads

Incl. Electronic Paper Properties of Implied Cost of Capital Using Analysts' Forecasts
Australian Journal of Management, Vol. 36, p. 125, 2011, MIT Sloan Working Paper No. 4422-03
 Wayne R. Guay , S.P. Kothari and Susan Shu
University of Pennsylvania - Accounting Department , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston College - Carroll School of Management
Date Posted: September 15, 2003
Last Revised: August 17, 2012
Working Paper Series
2681 downloads

Incl. Electronic Paper The Credit Ratings Announcement Effect in Japan
EFMA 2004 Basel Meetings Paper; Macquarie University Working Paper No. 2e
 Michael Mollemans
Macquarie University - Department of Economics
Date Posted: September 12, 2003
Working Paper Series
241 downloads

Incl. Electronic Paper The Convertible Bond Announcement Effect in Japan
Macquarie University Working Paper No. 1f
 Michael Mollemans
Macquarie University - Department of Economics
Date Posted: September 12, 2003
Working Paper Series
441 downloads

Incl. Electronic Paper Do Short Sellers Cause the Weekend Effect?
 Honghui Chen and Vijay Singal
University of Central Florida and Virginia Tech
Date Posted: September 11, 2003
Working Paper Series
651 downloads

Do Short Sellers Cause the Weekend Effect?
Journal of Investment Management, Forthcoming
 Honghui Chen and Vijay Singal
University of Central Florida and Virginia Tech
Date Posted: September 11, 2003
Accepted Paper Series

Incl. Electronic Paper Market Valuation of Tax-Timing Options: Evidence from Capital Gains Distributions
Boston College Working Paper
 J.B. Chay , Dosoung Choi and Jeffrey Pontiff
Sungkyunkwan University - School of Business Administration , Seoul National University - College of Business Administration and Boston College - Department of Finance
Date Posted: September 11, 2003
Working Paper Series
212 downloads

Volatility Risk Premiums Embedded in Individual Equity Options: Some New Insights
Journal of Derivatives, Fall 2003, pp. 45-54
 Nikunj Kapadia and Gurdip Bakshi
University of Massachusetts at Amherst - Department of Finance & Operations Management and University of Maryland - Robert H. Smith School of Business
Date Posted: September 09, 2003
Accepted Paper Series

Incl. Electronic Paper What Makes Investors Overreact in the Short Run?
EFMA 2004 Basel Meetings Paper; Syracuse University Working Paper
 Boyce D. Watkins
Syracuse University - Department of Finance
Date Posted: September 09, 2003
Working Paper Series
319 downloads

PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital
Accounting Review, January 2004
 Peter D. Easton
University of Notre Dame - Department of Accountancy
Date Posted: September 09, 2003
Accepted Paper Series

Incl. Electronic Paper PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital

 Peter D. Easton
University of Notre Dame - Department of Accountancy
Date Posted: September 09, 2003
Working Paper Series
3146 downloads

Incl. Electronic Paper Momentum and Post-Earnings-Announcement Drift Anomalies: The Role of Liquidity Risk
Journal of Financial Economics, Forthcoming, EFA 2004 Maastricht Meetings Paper No. 5290
 Ronnie Sadka
Boston College - Carroll School of Management
Date Posted: September 09, 2003
Accepted Paper Series
2397 downloads

The Value Relevance and Reliability of Brand Assets Recognized by U.K. Firms
The Accounting Review, January 2004
 Sanjay Kallapur and Sabrina Y. S. Kwan
Indian School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Date Posted: September 09, 2003
Accepted Paper Series

Incl. Electronic Paper Disclosure of Innovation Activities by High-Technology Firms
Asia-Pacific Journal of Accounting and Economics, Vol. 10, No. 2, December 2003
 Feng Gu and John Q. Li
State University of New York at Buffalo and Suffolk University - Sawyer School of Management
Date Posted: September 08, 2003
Accepted Paper Series
402 downloads

The Profitability and Pricing of Major Customers
Review of Accounting Studies, Forthcoming
 Marty Gosman , Patricia (Trish) M. Kelly , Per Olsson and Terry Warfield
Quinnipiac University , Vanderbilt University , Duke University and University of Wisconsin - Wisconsin School of Business
Date Posted: September 07, 2003
Accepted Paper Series

Incl. Electronic Paper Investigating High Frequency Exchange Rate from the Brazilian Sisbex Market
 Andreza Barbosa
University of Reading - ICMA Centre
Date Posted: September 06, 2003
Working Paper Series
201 downloads

Incl. Electronic Paper Timanco S.A.: Unpaid Taxes, Losses Carried Forward, Foreign Debt, Presumptive Income and Adjustment for Inflation. The Treatment with Dcf and Eva(C) (in Spanish)
 Ignacio Velez-Pareja and Joseph Tham
Master Consultores and Duke University - Duke Center for International Development in the Sanford School of Public Policy
Date Posted: September 05, 2003
Last Revised: June 23, 2009
Working Paper Series
727 downloads

Incl. Electronic Paper The Information Content of Price Limit Moves
International Journal of Business, Vol. 8, No. 2, 2003
 Lawrence J. Belcher , Christopher K. Ma and James Mallett
Stetson University - Department of Finance , Stetson University - Department of Finance and Stetson University - Department of Finance
Date Posted: September 02, 2003
Accepted Paper Series
208 downloads

How Higher Moments Affect the Allocation of Assets
Finance Letters, Vol. 1, No. 2, 2003
 Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 02, 2003
Accepted Paper Series

Incl. Electronic Paper Long Swings in the Dollar and the Exchange Rate Exposure of Stock Returns
 Bernt Arne Ødegaard and Richard Priestley
University of Stavanger and Norwegian Business School
Date Posted: September 01, 2003
Working Paper Series
181 downloads

Incl. Electronic Paper The Information Content of Changes in Financial Leverage
 Valentin Dimitrov and Prem C. Jain
Rutgers, The State University of New Jersey - Accounting & Information Systems and Georgetown University - Department of Accounting and Business Law
Date Posted: September 01, 2003
Working Paper Series
847 downloads

Incl. Electronic Paper The Connection of Stock Markets Between Germany and the USA - New Evidence from a Co-integration Study
ZEW Discussion Paper No. 03-36
 Elke Eberts
Center for European Economic Research (ZEW)
Date Posted: August 31, 2003
Working Paper Series
113 downloads

The Impact of Illegal Insider Trading in Dealer and Specialist Markets: Evidence from a Natural Experiment
Journal of Financial Economics, Vol.71, No.3, pp. 461-88, March 2004
 Raymond P.H. Fishe and Michel A. Robe
University of Richmond - E. Claiborne Robins School of Business and American University - Kogod School of Business
Date Posted: August 29, 2003
Accepted Paper Series

Incl. Electronic Paper The Valuation Relevance of Reversing Deferred Tax Liabilities
Tuck Business School Working Paper No. 03-24
 Richard C. Sansing and David A. Guenther
Dartmouth College - Tuck School of Business and University of Oregon - Department of Accounting
Date Posted: August 25, 2003
Working Paper Series
591 downloads

Incl. Electronic Paper Informative and Opportunistic Earnings Management and the Value Relevance of Earnings: Some Evidence on the Role of IOS

 Ferdinand A. Gul , Sidney Leung and Bin Srinidhi
Monash University Sunway Campus , City University of Hong Kong (CityUHK) - Department of Accountancy and University of Texas at Arlington - Department of Accounting
Date Posted: August 22, 2003
Working Paper Series
893 downloads

Do Demand Curves for Small Stocks Slope Down?
Journal of Financial Research, Vol. 27, No. 2, pp. 161-178, June 2004
 Ernest N. Biktimirov , Arnold R. Cowan and Bradford D. Jordan
Brock University - Faculty of Business , Iowa State University and University of Kentucky - Gatton College of Business and Economics
Date Posted: August 22, 2003
Accepted Paper Series

Incl. Electronic Paper The Value of a Statistical Life and the Coefficient of Relative Risk Aversion
Harvard Law and Economics Discussion Paper No. 426
 Louis Kaplow
Harvard Law School
Date Posted: August 21, 2003
Working Paper Series
227 downloads

Reliability of Banks' Fair Value Disclosure for Loans
Review of Quantitative Finance and Accounting, Vol. 20, 2003
 Doron Nissim
Columbia University - Columbia Business School
Date Posted: August 20, 2003
Accepted Paper Series

Incl. Electronic Paper The Announcement and Long-Term Effects of Hiring a Management Consulting Firm
 Andrew A. Samwick and Ajay Prakash
Dartmouth College - Department of Economics and Dartmouth College
Date Posted: August 19, 2003
Working Paper Series
316 downloads

Incl. Electronic Paper Measuring the Systematic Risk of IPO's Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange
International Journal of Business, Vol. 8, No. 3, 2003, Cass Business School Research Paper, CUBS Finance Working Paper No. 07
 Yaz Gulnur Muradoglu , Asad Zaman and Mehmet Orhan
Queen Mary University of London , International Institute of Islamic Economics and Fatih University - Department of Economics
Date Posted: August 19, 2003
Accepted Paper Series
442 downloads

Incl. Electronic Paper Monotone Preferences Over Information
Cowles Foundation Discussion Paper No. 1297
 Juan Dubra and Federico Echenique
University of Montevideo - Department of Economics and California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: August 19, 2003
Accepted Paper Series
48 downloads

Incl. Electronic Paper Differential Persistence of Extremely Negative and Positive Earnings Surprises: Implications for the Post-Earnings-Announcement Drift
 Joshua Livnat
New York University
Date Posted: August 17, 2003
Working Paper Series
588 downloads

Incl. Electronic Paper Grafting Information in Scenario Trees - Application to Option Prices
University of Namur, Center for Research in Finance and Management, and University of Liege, Management Working Paper
 M. Schyns , Yves Crama and Georges Hubner
University of Liege - HEC Management School , University of Liege - HEC Management School and HEC Management School - University of Liège
Date Posted: August 16, 2003
Last Revised: December 21, 2010
Working Paper Series
111 downloads

Incl. Electronic Paper Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
 Enrico G. De Giorgi , Thorsten Hens and Haim Levy
University of Saint Gallen - SEPS: Economics and Political Sciences , Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: August 13, 2003
Last Revised: May 15, 2011
Working Paper Series
603 downloads

Failed Delivery and Daily Treasury Bill Returns
Journal of Financial Services Research, Vol. 4, 1990
 Ramon P. DeGennaro and James T. Moser
University of Tennessee, Knoxville - Department of Finance and Kogod School of Business at American University
Date Posted: August 12, 2003
Accepted Paper Series

Incl. Electronic Paper Global Evidence on the Equity Risk Premium
LBS Institute of Finance and Accounting Working Paper No. IFA 385
 Elroy Dimson , Paul Marsh and Mike Staunton
London Business School , London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Date Posted: August 11, 2003
Working Paper Series
2904 downloads

Incl. Electronic Paper Quality of Financial Reporting Choice: Determinants and Economic Consequences
 Daniel A. Cohen
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: August 11, 2003
Working Paper Series
2682 downloads

Incl. Electronic Paper Start-ups Defined as Portfolios of Embedded Options
FAME Working Paper No. 85
 Pascal Botteron and Jean-Francois Casanova
University of Lausanne - Institute of Banking and Finance (IBF) and Strategic Risk Management
Date Posted: August 09, 2003
Working Paper Series
283 downloads

Incl. Electronic Paper Exploring Long-Run Abnormal Performance Using Stochastic Dominance Criteria: Additional Evidence from IPOs
 Abhay Abhyankar and Keng-Yu Ho
University of Exeter Business School, University of Exeter and National Taiwan University - Department of Finance
Date Posted: August 09, 2003
Working Paper Series
229 downloads

The REIT Modernization Act of 1999
Journal of Real Estate Finance and Economics, Forthcoming
 John S. Howe and Ravi Jain
University of Missouri at Columbia - Department of Finance and University of Missouri at Columbia - Department of Finance
Date Posted: August 08, 2003
Accepted Paper Series

Incl. Fee Electronic Paper Taylor Rules and the Predictability of Interest Rates
CEPR Discussion Paper No. 3934
 Paul Söderlind , Ulf Söderström and Anders Vredin
University of St. Gallen , Central Bank of Sweden - Research Department and Sveriges Riksbank
Date Posted: August 08, 2003
Working Paper Series
25 downloads

Incl. Electronic Paper A New Class of Bayesian Semiparametric Models with Applications to Option Pricing
NYU Stern School of Business Working Paper, McCombs Research Paper Series No. IROM-08-05
 Marcin T. Kacperczyk , Paul Damien and Stephen G. Walker
New York University (NYU) - Leonard N. Stern School of Business , University of Texas at Austin - McCombs School of Business and University of Bath - School of Mathematical Sciences
Date Posted: August 08, 2003
Last Revised: June 15, 2011
Working Paper Series
885 downloads

Incl. Electronic Paper The Role of Asset Prices in Transmitting Monetary and Other Shocks
Bank of England Working Paper No. 188
 Stephen Millard
Bank of England
Date Posted: August 07, 2003
Working Paper Series
89 downloads


 

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