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Full Text Papers: 393,337
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SSRN eLibrary Search Results
JEL Code: G12
5,795,709 Total downloads
Showing Papers 11,601 - 11,650 of 13,809
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Do U.S. Stock Prices Deviate from Their Fundamental Values?: Some New Evidence
The Journal of Banking & Finance, Forthcoming
Dwight C. Anderson , Ali F. Darrat and Maosen Zhong
Louisiana Tech University - Department of Economics and Finance , Louisiana Tech University - College of Business and University of Queensland - Business School
Date Posted: October 30, 2001
Accepted Paper Series

Benchmarks of Hedge Fund Performance: Information Content and Measurement Biases
Financial Analyst Journal, Forthcoming
 William Fung and David A. Hsieh
London Business School and Duke University - Fuqua School of Business
Date Posted: October 27, 2001
Accepted Paper Series

Incl. Electronic Paper The Association Between LIFO Reserve and Equity Risk: An Empirical Assessment

 Uday Chandra , Bradley M. Childs and Byung T. Ro
SUNY University at Albany , Belmont University - Massey School of Business and Purdue University - Krannert School of Management
Date Posted: October 24, 2001
Working Paper Series
334 downloads

Incl. Electronic Paper On Kernels and Sentiment
 Hersh Shefrin
Santa Clara University - Leavey School of Business
Date Posted: October 23, 2001
Working Paper Series
1096 downloads

Pricing Credit Derivatives with Rating Transitions
Financial Analysts Journal, Vol. 58, No. 3 May/June 2002
 Viral V. Acharya , Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University - Leonard N. Stern School of Business , Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Date Posted: October 23, 2001
Accepted Paper Series

Incl. Electronic Paper Pricing Credit Derivatives with Rating Transitions
 Viral V. Acharya , Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University - Leonard N. Stern School of Business , Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Date Posted: October 22, 2001
Working Paper Series
1537 downloads

Incl. Electronic Paper Style Effects in the Cross-Section of Stock Returns
AFA 2003 Washington, DC Meetings
 Melvyn Teo and Sung-Jun Woo
Singapore Management University - School of Business and Harvard University - Department of Economics
Date Posted: October 22, 2001
Working Paper Series
1124 downloads

Incl. Electronic Paper A Test of the Ohlson (1995) Model: Empirical Evidence from Japan
 Koji Ota
Musashi University - Department of Finance
Date Posted: October 20, 2001
Working Paper Series
955 downloads

Incl. Electronic Paper Moral Hazard and the US Stock Market: Analysing the 'Greenspan Put'

 Marcus H. Miller , Paul A. Weller and Lei Zhang
University of Warwick - Department of Economics , University of Iowa - Department of Finance and University of Warwick - Department of Economics
Date Posted: October 20, 2001
Working Paper Series
174 downloads

Incl. Electronic Paper Stock Market Liberalization And Emerging Market Country Fund Premiums
 Dilip K. Patro
Office of the Comptroller of the Currency
Date Posted: October 20, 2001
Working Paper Series
203 downloads

Incl. Electronic Paper Do Correlated Exposures Influence Intermediary Decision-making? Evidence from Trading Behavior of Equity Dealers
London Bus. School, Institute of Finance & Accounting Working Paper No. 337
 Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma - Division of Finance
Date Posted: October 18, 2001
Working Paper Series
147 downloads

Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999
Journal of Alternative Investments
 Jack Clark Francis and Roger G. Ibbotson
Bernard Baruch College and Yale School of Management
Date Posted: October 16, 2001
Accepted Paper Series

On Comparing Cash Flow and Accrual Accounting Models for Use in Equity Valuation
Contemporary Accounting Research, Vol. 18, No. 4, Fall 2001
 Stephen H. Penman
Columbia University - Department of Accounting
Date Posted: October 16, 2001
Accepted Paper Series

Incl. Electronic Paper Reexamining The Long-Run Stock Split Anomaly Puzzle
 Rodney D Boehme
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS)
Date Posted: October 16, 2001
Working Paper Series
691 downloads

Incl. Electronic Paper Discounts On Illiquid Stocks: Evidence From China
Yale ICF Working Paper No. 00-56
 Zhiwu Chen and Peng Xiong
Yale University - International Center for Finance and Beijing University
Date Posted: October 14, 2001
Working Paper Series
2005 downloads

Incl. Fee Electronic Paper The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
CEPR Discussion Paper No. 1119
 Fabio Canova and Gianni De Nicolo
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and International Monetary Fund and CESifo
Date Posted: October 11, 2001
Working Paper Series
44 downloads

Incl. Electronic Paper Conditioning Information and Variance Bounds on Pricing Kernels
AFA 2003 Washington, DC Meetings
 Geert Bekaert and Jun Liu
Columbia Business School - Finance and Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: October 09, 2001
Working Paper Series
163 downloads

Incl. Electronic Paper Evidence of Implicit Taxes on Equity Using Data from Futures Markets to Control for Risk
 David Aboody and Michael Williams
University of California, Los Angeles (UCLA) - Accounting Area and affiliation not provided to SSRN
Date Posted: October 09, 2001
Working Paper Series
233 downloads

Incl. Electronic Paper Tax Capitalization in Stock Prices: Theory and Evidence on the Interaction Between Distribution Policy and Tax Rates
 Michael Williams
affiliation not provided to SSRN
Date Posted: October 09, 2001
Working Paper Series
359 downloads

Incl. Electronic Paper Tax Clienteles and Implicit Taxes: Interaction of Multiple Clienteles in Financial Markets
 Michael Williams
affiliation not provided to SSRN
Date Posted: October 09, 2001
Working Paper Series
274 downloads

Incl. Electronic Paper The Characteristics of a Firm's Information Environment and the Predictive Ability of Insider Trades
MIT Sloan Working Paper No. 4218-01
 Richard M. Frankel and Xu Li
Washington University in Saint Louis - Olin Business School and School of Business
Date Posted: October 08, 2001
Working Paper Series
582 downloads

Incl. Electronic Paper Accounting Information Free of Selection Bias: A New UK Database 1953-1999
 Stefan Nagel
Stanford Graduate School of Business
Date Posted: October 06, 2001
Working Paper Series
354 downloads

Incl. Electronic Paper Financial Innovation, Market Participation and Asset Prices
Harvard Institute of Economic Research Paper No. 1928
 Laurent E. Calvet , Martín Gonzalez-Eiras and Paolo Sodini
HEC Paris (Groupe HEC) - Finance Department , University of San Andres - Department of Economics and Stockholm School of Economics - Department of Finance
Date Posted: October 04, 2001
Working Paper Series
549 downloads

Incl. Electronic Paper Do U.S. Stock Prices Deviate from Their Fundamental Values?: Some New Evidence

 Dwight C. Anderson , Ali F. Darrat and Maosen Zhong
Louisiana Tech University - Department of Economics and Finance , Louisiana Tech University - College of Business and University of Queensland - Business School
Date Posted: October 04, 2001
Working Paper Series
370 downloads

Incl. Electronic Paper EMU and European Stock Market Integration

 Gikas A. Hardouvelis , Richard Priestley and Dimitrios Malliaropulos
University of Piraeus , Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Date Posted: October 04, 2001
Working Paper Series
778 downloads

Incl. Electronic Paper Observational Equivalence of Discrete String Models and Market Models
 Jeroen Kerkhof and Antoon Pelsser
Lehman Brothers International, Europe and Maastricht University
Date Posted: October 04, 2001
Working Paper Series
292 downloads

Incl. Electronic Paper Why Was Internet IPO Underpricing So Severe?
 Larry DuCharme , Shivaram Rajgopal and Stephan Sefcik
University of Washington , Emory University - Goizueta Business School and University of Washington - Department of Accounting
Date Posted: October 04, 2001
Working Paper Series
1081 downloads

Incl. Electronic Paper On Pricing and Hedging in the Swaption Market: How Many Factors, Really?
 Rong Fan , Anurag Gupta and Peter H. Ritchken
Gifford Fong Associates , Case Western Reserve University - Department of Banking & Finance and Case Western Reserve University - Department of Banking & Finance
Date Posted: October 03, 2001
Working Paper Series
784 downloads

Incl. Electronic Paper SFAS 121 Asset Write-Down: EARLY vs. LATE Firms
 Sungsoo Kim and Sung S. Kwon
Rutgers Business School - Camden and Rutgers Business School - Camden
Date Posted: October 03, 2001
Working Paper Series
362 downloads

Value Relevance of Financial Information and Conservatism: High-Tech Versus Low-Tech Stocks
 Sung S. Kwon
Rutgers Business School - Camden
Date Posted: October 02, 2001
Working Paper Series

Debt Covenant Violation and the Value Relevance of Accounting Information
 William M. Cready , Khondkar E. Karim and Steve C. Lim
University of Texas at Dallas - Naveen Jindal School of Management , University of Massachusetts, Lowell and Texas Christian University - M.J. Neeley School of Business
Date Posted: October 02, 2001
Working Paper Series

Incl. Electronic Paper Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices
CRSP Working Paper No. 529
 Pietro Veronesi
University of Chicago - Booth School of Business
Date Posted: October 02, 2001
Working Paper Series
401 downloads

Incl. Electronic Paper Flattening the Volatility Smile: A Test of Option Pricing Models
 Tom Arnold
University of Richmond - E. Claiborne Robins School of Business
Date Posted: October 02, 2001
Working Paper Series
532 downloads

Mutual Fund Performance And Seemingly Unrelated Assets
Journal of Financial Economics, Forthcoming
 Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Date Posted: October 02, 2001
Accepted Paper Series

The Relevance of the Value Relevance Literature For Financial Accounting Standard Setting
Journal of Accounting & Economics, Vol. 31, Nos. 1-3, September 2001
 Robert W. Holthausen and Ross L. Watts
University of Pennsylvania - Accounting Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 02, 2001
Accepted Paper Series

Incl. Electronic Paper Corporate Security Issues and Asset Returns
 Amnon Levy and Andrew Kaplin
Moody's KMV and Northwestern University - Kellogg School of Management
Date Posted: October 01, 2001
Working Paper Series
308 downloads

Incl. Electronic Paper Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors
Yale ICF Working Paper No. 00-55
 Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Date Posted: October 01, 2001
Working Paper Series
1248 downloads

Incl. Electronic Paper Seleccion del Portafolio Optimo: Una Nota
Working Paper No. 14
 Ignacio Velez-Pareja
Master Consultores
Date Posted: September 30, 2001
Working Paper Series
1464 downloads

The Hull and White Model of the Short Rate: An Alternative Analytical Representation
Journal of Financial Research, Forthcoming
 Dwight Grant and Gautam Vora
University of New Mexico - Robert O. Anderson Schools of Management and University of New Mexico - Department of Finance, International, and Techology (FIT)
Date Posted: September 29, 2001
Accepted Paper Series

The Effect of Misstatements of Varying Magnitude on the Decisions of Financial Statement Users: An Experimental Investigation of Materiality Thresholds
Auditing: A Journal of Practice & Theory, Vol 21, No. 1, March 2002
 Brad Tuttle , Maribeth Coller and R. David Plumlee
University of South Carolina - Department of Accounting , affiliation not provided to SSRN and University of Utah - School of Accounting and Information Systems
Date Posted: September 28, 2001
Accepted Paper Series

Incl. Fee Electronic Paper Belief-Dependent Utilities, Aversion to State-Uncertainty and Asset Prices
CEPR Discussion Paper No. 2965
 Pietro Veronesi
University of Chicago - Booth School of Business
Date Posted: September 28, 2001
Working Paper Series
29 downloads

Are Expected Inflation and Expected Real Return Negatively Correlated? A Long-Run Test of the Mundell-Tobin Hypothesis
Forthcoming in Journal of Financial Research
 Keshab Shrestha , Sheng-Syan Chen and Cheng-Few Lee
Nanyang Technological University (NTU) - Nanyang Business School , National Taiwan University - College of Management and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Date Posted: September 27, 2001
Accepted Paper Series

Incl. Electronic Paper Aggregation of Information, Insider Trading and Liquidity in Experimental Call Markets
Bamberg University Dept. of Finance Working Paper
 Klaus R. Heilmann , Volker Laeger and Andreas Oehler
University of Bamberg - Department of Finance , affiliation not provided to SSRN and Bamberg University
Date Posted: September 27, 2001
Working Paper Series
315 downloads

Incl. Electronic Paper Discovering the Best: Informational Efficiency and Liquidity of Alternative Trading Mechanisms in Experimental Asset Markets
Bamberg University Dept. of Finance Working Paper
 Andreas Oehler , Klaus R. Heilmann and Volker Laeger
Bamberg University , University of Bamberg - Department of Finance and affiliation not provided to SSRN
Date Posted: September 27, 2001
Working Paper Series
285 downloads

Incl. Electronic Paper Market Transparency and Call Markets
Bamberg University Finance Working Paper No. 6
 Andreas Oehler and Matthias Unser
Bamberg University and University of Bamberg - Department of Finance
Date Posted: September 27, 2001
Working Paper Series
245 downloads

Incl. Electronic Paper Time-Changed Levy Process and Option Pricing
 Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 26, 2001
Working Paper Series
791 downloads

Cisco and the Kids
Financial Analysts Journal, Vol. 57, No. 3, July/August 2001
 Mark Hirschey
University of Kansas
Date Posted: September 25, 2001
Accepted Paper Series

Incl. Electronic Paper Bond Restructuring and Moral Hazard: Are Collective Action Clauses Costly?
IMF Working Paper No. 01/92
 Torbjorn Becker , Anthony J. Richards and Yunyong Thaicharoen
affiliation not provided to SSRN , Reserve Bank of Australia - Economic Research and Bank of Thailand
Date Posted: September 25, 2001
Working Paper Series
219 downloads

Incl. Electronic Paper The Economic Versus Accounting Impacts Of R&D on U.S. Market-To-Book Ratios
 John R. M. Hand
University of North Carolina (UNC) at Chapel Hill - Accounting Area
Date Posted: September 25, 2001
Working Paper Series
787 downloads

Disclosure Effects In The Laboratory: Liquidity, Depth, And The Cost Of Capital
Accounting Review, Vol. 75, No. 1, January 2000
 Robert J. Bloomfield and T. Jeffrey Wilks
Cornell University - Samuel Curtis Johnson Graduate School of Management and Brigham Young University
Date Posted: September 24, 2001
Accepted Paper Series


 

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