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JEL Code: G12
5,857,264 Total downloads
Showing Papers 11,451 - 11,500 of 13,874
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Stock Market Fundamentals and Heterogeneity of Beliefs: Tests Based on a Decomposition of Returns and Volatility AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
Jennifer L. Juergens and
Eric Ghysels
Date Posted: March 03, 2002753 downloads
Pricing Kernels and Dynamic Portfolios
Philippe Henrotte
Date Posted: March 02, 2002194 downloads
A Fundamentally Different Interpretation of the Relation Between Implied and Realized Volatility
Federico M. Bandi and
Benoit Perron
Date Posted: March 02, 2002587 downloads
Are Practitioners Right? On The Relative Importance of Industrial Factors In International Stock Returns EFMA 2002 London Meetings; HEC-Geneve Working Paper
Dušan Isakov and
Frederic Sonney
Date Posted: March 02, 2002310 downloads
Detecting Liquidity Traders Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Avner Kalay and
Avi Wohl
Date Posted: March 02, 2002Last Revised: December 14, 2008539 downloads
Does Risk or Mispricing Explain the Cross-Section of Stock Prices AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper, HBS Finance Working Paper No. 03-107
Randolph B. Cohen ,
Christopher Polk and
Tuomo Vuolteenaho
Date Posted: March 02, 2002932 downloads
Estimating Risk and Return Combinations For New Actively Managed Funds
Ney O. Brito ,
Alexandre Bona and
Karin Meerbaum
Date Posted: March 02, 200299 downloads
How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods EFMA 2002 London Meeting
Dušan Isakov and
Laurent Barras
Date Posted: March 02, 2002611 downloads
The Transmission of Swap Spreads and Volatilities in the International Swap Markets
Young Ho Eom ,
Jun Uno and
Marti G. Subrahmanyam
Date Posted: March 02, 2002354 downloads
Valuation in Integrated Financial and Insurance Markets
Alexander Muermann
Date Posted: March 02, 2002178 downloads
Asset Allocation: Emerging Markets and Technology Stocks
Nuno Goncalves Gracias Fernandes
Date Posted: March 01, 2002445 downloads
How Does a Banks' Risk Profile Influence the Effect of Credit Risk? Evidence from Bank Stock Market Returns
Astrid Van Landschoot and
Rudi Vander Vennet
Date Posted: March 01, 2002658 downloads
The Impact of Concurrent Conference Calls on the Information Content of Earnings Announcements
Mark J. Kohlbeck and
Matthew J. Magilke
Date Posted: March 01, 2002360 downloads
Valuation of Razorback Executive Stock Options: A Simulation Approach
Joe Cheung
Date Posted: March 01, 2002232 downloads
On the Information in the Interest Rate Term Structure and Option Prices Review of Derivatives Research, Vol. 7, No. 2, 2004
Frank de Jong ,
Joost Driessen and
Antoon Pelsser
Date Posted: February 28, 2002Last Revised: May 08, 2011483 downloads
A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs EFA 2002 Berlin Meetings Presented Paper
Gautam Goswami ,
Liuren Wu and
Milind M. Shrikhande
Date Posted: February 27, 2002505 downloads
Association Between Accounting Earnings and Stock Returns as a Measure of Value Relevance of Accounting Standards: Empirical Evidence from the Swiss Market EFA 2002 Berlin Meetings Discussion Paper
Levon Babalyan
Date Posted: February 27, 20021662 downloads
Decision Risk Reductions for Stock Indices
Wolfgang Stummer
Date Posted: February 27, 200284 downloads
Tax Policy Changes and Ex-Dividend Behavior: The Case of Sweden EFA 2002 Berlin Meetings Presented Paper
Sven-Olov Daunfeldt
Date Posted: February 27, 2002417 downloads
The Equity Premium Puzzle: Can Income Help?
Borislav Pavlov
Date Posted: February 27, 2002312 downloads
The Equity Volume Puzzle
Jayanta Sen
Date Posted: February 27, 2002339 downloads
The Negative News Threshold - An Explanation for Negative Skewness in Stock Returns Swedish School of Economics & Business Administration Working Paper No. 465
Anders G. Ekholm and
Daniel Pasternack
Date Posted: February 27, 2002344 downloads
Rising Conservatism: Implications for Financial Analysis Financial Analysts Journal, Vol. 58, No. 1, Jan/Feb 2002
Dan Givoly
and
Carla Hayn
Date Posted: February 26, 2002
A Fuller Theory of Short Selling Journal of Asset Management, Vol. 5, No. 1
Harlan D. Platt
Date Posted: February 26, 2002Last Revised: December 05, 20121266 downloads
Applications of Regret Theory to Asset Pricing
Anna Dodonova and
Yuri Khoroshilov
Date Posted: February 26, 2002598 downloads
Performance Evaluation with Stochastic Discount Factors
Heber Farnsworth ,
Wayne E. Ferson ,
David Jackson and
Steven K. Todd
Date Posted: February 26, 2002370 downloads
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds Journal of Financial Economics, Forthcoming
Wayne E. Ferson and
Kenneth Khang
affiliation not provided to SSRN
Date Posted: February 25, 2002
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets FAME Working Paper No. 38
Manfred Gilli and
Peter Winker
Date Posted: February 25, 2002253 downloads
Estimating Beta Review of Quantitative Finance and Accounting, Vol 18, No. 2, 2002
Haim Shalit and
Shlomo Yitzhaki
Date Posted: February 24, 2002
Model Risk and Regulatory Capital
Jeroen Kerkhof ,
J. M. Schumacher and
Bertrand Melenberg
Date Posted: February 24, 2002438 downloads
Regime Switching in the Yield Curve
Charlotte Christiansen
Date Posted: February 24, 2002259 downloads
Subordinated Debt and Equity: Complements or Substitutes? EFA 2002 Berlin Meetings Discussion Paper
Eugene Nivorozhkin
Date Posted: February 24, 2002
An Empirical-Distribution-Based Option Pricing Model: A Solution to the Volatility Smile Puzzle Rutgers University Working Paper
Ren-Raw Chen and
Oded Palmon
Date Posted: February 23, 2002595 downloads
Modeling Growth Stocks via Size Distribution
Samuel C. Kou and
Steven G. Kou
Date Posted: February 22, 2002208 downloads
Evaluating Style Analysis CEPR Discussion Paper No. 3181
Frans de Roon ,
Theo Nijman and
Jenke ter Horst
Date Posted: February 21, 200232 downloads
Options in Markets with Tax-Induced Incompleteness
Naomi Belfer and
Simon Benninga
Date Posted: February 21, 200285 downloads
Pricing Vulnerable Options with Copulas ICER Working Paper, 2001
Elisa Luciano and
Umberto Cherubini
Date Posted: February 21, 2002602 downloads
The Comovement of US and UK Stock Markets
Tom Engsted and
Carsten Tanggaard
Date Posted: February 21, 2002324 downloads
Classifying Hedge Funds with Kohonen Maps: A First Attempt
Bertrand B. Maillet and
Patrick Rousset
Date Posted: February 20, 2002795 downloads
Equity Volatility and Corporate Bond Yields Harvard Institute Research Working Paper No. 1945
John Y. Campbell and
Glen B. Taksler
affiliation not provided to SSRN
Date Posted: February 20, 20021475 downloads
Stock Prices, Firm Size, and Changes in the Federal Funds Rate Target FRB St. Louis Working Paper No. 2002-004A
Hui Guo
Date Posted: February 20, 2002213 downloads
Book-to-Market Equity, Distress Risk, and Stock Returns Journal of Finance, Vol. 57, October 2002
John M. Griffin and
Michael L. Lemmon
Date Posted: February 19, 2002
Price Support by Underwriters in Initial and Seasoned Public Offerings EFA 2002 Berlin Meetings Presented Paper
Raymond P.H. Fishe and
Ekkehart Boehmer
Date Posted: February 19, 2002649 downloads
Information and the Cost of Capital EFA 2002 Berlin Meetings Presented Paper; Cornell University Johnson Graduate School of Management Working Paper
Maureen O'Hara and
David Easley
Date Posted: February 17, 20022755 downloads
Expropriation Risk and Return in Global Equity Markets EFA 2002 Berlin Meetings Presented Paper
Magnus Dahlquist and
Ravi Bansal
Date Posted: February 16, 2002414 downloads
Risk Management For Derivatives In Illiquid Markets: A Simulation Study EFA 2002 Berlin Meetings Presented Paper
Rüdiger Frey and
Pierre Patie
Date Posted: February 16, 2002930 downloads
The Pricing of Interest Rate and Credit Risks in Equity Returns: An Empirical Cross-Country Comparison
Rajna Gibson and
Anthony Chambet
affiliation not provided to SSRN
Date Posted: February 16, 2002180 downloads
Will The True Marginal Investor Please Stand Up?: Asset Prices With Immutable Security Trading By Investors UNSW School of Banking and Finance Working Paper
Peter L. Swan
Date Posted: February 16, 2002141 downloads
Default Risk as a Factor affecting the Earnings Response Coefficient QUT School of Accountancy Working Paper
Roger J. Willett ,
Yeo Hwan Kim and
Jee In Jang
Date Posted: February 15, 2002768 downloads
Nearest-Neighbour Predictions in Foreign Exchange Markets FEDEA Working Paper No. 2002-05
Fernando Fernández Rodríguez ,
Simón Sosvilla Rivero and
Julián Andrada Félix
Date Posted: February 14, 2002566 downloads
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