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484,056
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226,593
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68,998
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JEL Code: G10
1,446,411 Total downloads
Showing Papers 1,161 - 1,210 of 4,440
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Defining Residual Risk-Sharing Opportunities: Pooling World
Income Components
Yale ICF Working Paper No. 00-43
Stefano Athanasoulis and
Robert J. Shiller
University of Notre Dame - Department of Finance
and
Yale University - Cowles Foundation
Date Posted: July 10, 2001
Working Paper Series
318 downloads
Determinants of Stock Trading Volume: Evidence from Indian Stock Markets
Alok Kumar
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Date Posted: November 29, 2006
Last Revised: May 31, 2008
Working Paper Series
318 downloads
Prospect Theory and Fat Tails
Risk and Decision Analysis, Vol. 1, No. 3, pp. 187-195, 2009
Philip Maymin
NYU Poly - Department of Finance and Risk Engineering
Date Posted: May 08, 2009
Last Revised: June 30, 2009
Accepted Paper Series
318 downloads
Validation of Economic Capital Models: State of the Practice, Supervisory Expectations and Results from a Bank Study
Michael Jacobs Jr.
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: November 08, 2010
Working Paper Series
317 downloads
Increasing the Manageability of Tick Data Using Point & Figure Charting
John Anderson
Queensland University of Technology - School of Economics and Finance
Date Posted: July 25, 2000
Working Paper Series
316 downloads
The Functional Form of Yield Curves
European Central Bank Working Paper No. 148
Vincent Brousseau
European Central Bank, Directorate General Economics
Date Posted: August 02, 2002
Working Paper Series
316 downloads
Trichet Bonds to Resolve the European Sovereign Debt Problem
NET Institute Working Paper No. 11-01
Nicholas Economides and
Roy C. Smith
New York University - Leonard N. Stern School of Business - Department of Economics
and
New York University (NYU) - Salomon Center
Date Posted: January 25, 2011
Working Paper Series
316 downloads
Illusionary Finance and Trading Behavior
CORE Discussion Paper No. 2005/4
Malika Hamadi
,
Erick Williams Rengifo
and
Diego A. Salzman
University of Luxembourg - Luxembourg School of Finance
,
Fordham University
and
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: March 01, 2006
Working Paper Series
315 downloads
On the Choice of Asset Price Indices: Performance Measurement versus Asset Class Analysis
Liang Peng
University of Colorado at Boulder
Date Posted: December 03, 2003
Working Paper Series
315 downloads
Overconfidence and Market Efficiency with Heterogeneous Agents
Economic Theory, Vol. 30, No. 2, 2007
Diego Garcia ,
Francesco Sangiorgi
and
Branko Urosevic
University of North Carolina at Chapel Hill - Finance Area
,
Stockholm School of Economics - Department of Finance
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: June 23, 2004
Last Revised: September 18, 2012
Accepted Paper Series
315 downloads
Using Matched Samples to Test for Differences in Trade Execution Costs
Ryan J. Davies and
Sang Soo Kim
Babson College - Finance Division
and
The Korea Development Bank
Date Posted: June 03, 2004
Working Paper Series
315 downloads
Searching for Google's Value: Using Prediction Markets to Forecast Market Capitalization Prior to an Initial Public Offering
Joyce E. Berg
,
George R. Neumann and
Thomas Rietz
University of Iowa - Henry B. Tippie College of Business
,
University of Iowa - Henry B. Tippie College of Business - Department of Economics
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: March 02, 2006
Last Revised: August 29, 2008
Working Paper Series
314 downloads
Seasonality in Outliers of Daily Stock Returns: A Tail that Wags the Dog?
Dan Galai ,
Haim Kedar-Levy and
Ben Z. Schreiber
Hebrew University of Jerusalem - Jerusalem School of Business Administration
,
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
and
Bank of Israel
Date Posted: August 19, 2003
Working Paper Series
314 downloads
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
Elyes Jouini and
Clotilde Napp
Universite de Paris 9 Dauphine - CEREMADE
and
Université Paris-Dauphine - CNRS-DRM
Date Posted: July 15, 2006
Last Revised: December 07, 2009
Working Paper Series
313 downloads
The Greek Implied Volatility Index: Construction and Properties
George S. Skiadopoulos
University of Piraeus
Date Posted: March 25, 2004
Working Paper Series
313 downloads
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives
Journal of Finance, Forthcoming
John Ameriks ,
Andrew Caplin ,
Steven Laufer and
Stijn Van Nieuwerburgh
The Vanguard Group, Inc.
,
New York University (NYU) - Department of Economics
,
Federal Reserve Board
and
New York University Stern School of Business, Department of Finance
Date Posted: April 27, 2007
Last Revised: June 08, 2010
Accepted Paper Series
313 downloads
When Size Matters: The Case of Equity Index Futures
EFMA 2004 Basel Meetings Paper
George H. K. Wang
and
Aysegul Ates
George Mason University - Finance Area
and
Commodity Futures Trading Commission (CFTC)
Date Posted: June 12, 2004
Working Paper Series
313 downloads
Why Has Firm-Specific Risk Increased Over Time?
Richard W. Sias and
James A. Bennett
University of Arizona - Department of Finance
and
University of Southern Maine
Date Posted: December 18, 2004
Working Paper Series
313 downloads
Do Bank-Related Hedge Funds Benefit from Bailouts?
Robert W. Faff ,
Jerry T. Parwada and
Kian M. Tan
University of Queensland
,
University of New South Wales (UNSW) - School of Banking and Finance
and
Australian School of Business at UNSW
Date Posted: March 16, 2011
Last Revised: March 16, 2012
Working Paper Series
312 downloads
Politics in Corporate Governance: How Power Shapes the Board's Agenda
Centre for International Business and Sustainability (CIBS) Working Paper No. 3
Donald Nordberg
Bournemouth University - Business School
Date Posted: January 25, 2009
Last Revised: June 29, 2009
Working Paper Series
311 downloads
The Differential Impact of Uncertainty on Investment in Small and Large Businesses
Review of Economics and Statistics, Vol. 82, No. 2, 2000
Vivek Ghosal and
Prakash Loungani
Georgia Institute of Technology
and
International Monetary Fund (IMF)
Date Posted: July 27, 2000
Accepted Paper Series
311 downloads
Mental Liquidity
Kenneth L. Fisher and
Meir Statman
Fisher Investments, Inc.
and
Santa Clara University - Department of Finance
Date Posted: August 09, 2006
Working Paper Series
310 downloads
Modeling International Financial Returns with a Multivariate Regime Switching Copula
Lorán Chollete ,
Alfonso Valdesogo and
Andréas Heinen
UiS Business School
,
Universidad Carlos III de Madrid
and
University of Cergy-Pontoise - THEMA
Date Posted: March 09, 2008
Working Paper Series
310 downloads
Can Banks in Emerging Economies Benefit from Revenue Diversification?
Sarah Sanya and
Simon Wolfe
International Monetary Fund
and
University of Southampton - School of Management
Date Posted: December 24, 2007
Last Revised: January 31, 2010
Working Paper Series
309 downloads
Information Asymmetry, Bid-Ask Spreads and Option Returns
EFA 2003 Annual Conference Paper No. 147
Fredrik Berchtold
and
Lars L. Norden
Stockholm University - Department of Corporate Finance
and
Stockholm University - School of Business
Date Posted: July 23, 2003
Working Paper Series
309 downloads
Predictive Accuracy of Futures Options Implied Volatility: The Case of the Exchange Rate Futures Mexican Peso-U.S. Dollar
Guillermo Benavides
Banco de Mexico
Date Posted: October 10, 2004
Last Revised: July 17, 2008
Working Paper Series
309 downloads
Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements
FAME Research Working Paper No. 89
Jean-David Fermanian
and
O. Scaillet
CREST
and
University of Geneva - HEC
Date Posted: September 17, 2003
Working Paper Series
309 downloads
A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
EFMA 2000 Athens; Department of Economics Working Paper No. 2000:8
Andreas Graflund
Lund University - Department of Economics
Date Posted: December 07, 2000
Working Paper Series
308 downloads
Supply and Information Content of Order Book Depth: The Case of Displayed and Hidden Depth
Klaus Belter
University of Aarhus - Faculty of Business Administration
Date Posted: December 12, 2007
Last Revised: December 31, 2007
Working Paper Series
307 downloads
10 Years Later: Where in the World is Equal Weight Indexing Now?
Liyu Zeng
and
Frank Luo
Standard & Poor's
and
Standard & Poor's
Date Posted: April 28, 2013
Working Paper Series
306 downloads
Implied Bivariate State Price Density
Biao Lu and
Guojun Wu
University of Michigan at Ann Arbor
and
University of Houston
Date Posted: September 27, 1999
Working Paper Series
306 downloads
Option-implied Asymmetries in Bond Market Expectations Around Monetary Policy Actions of the ECB
ECB Working Paper No. 315
Sami Vähämaa
University of Vaasa
Date Posted: May 18, 2004
Working Paper Series
306 downloads
Bank Fragility in Japan, 1995-2003
CESifo Working Paper Series No. 1137
Takatoshi Ito and
Kimie Harada
University of Tokyo - Faculty of Economics
and
Chuo University - Faculty of Commerce
Date Posted: April 05, 2004
Working Paper Series
305 downloads
Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
EFA 2005 Moscow Meetings
Nikolai L. Roussanov
University of Pennsylvania - The Wharton School
Date Posted: March 05, 2005
Last Revised: December 28, 2012
Accepted Paper Series
305 downloads
Derivative Usage by Non-Financial Firms in Sweden 1996 and 2003: What Has Changed?
Per Alkeback
,
Bengt Pramborg and
Niclas Hagelin
Stockholm University - School of Business
,
Stockholm University - School of Business
and
Nordea Bank, Nordea Markets
Date Posted: November 20, 2003
Working Paper Series
305 downloads
Econometric Issues in the Analysis of Contagion
CESifo Working Paper Series No. 1176
Andreas Pick
and
M. Hashem Pesaran
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
University of Southern California
Date Posted: January 02, 2004
Working Paper Series
305 downloads
Market Jump Risk and the Price Structure of Individual Equity Options
WFA 2010 Victoria meetings
Redouane Elkamhi
and
Chayawat Ornthanalai
University of Iowa - Henry B. Tippie College of Business
and
University of Toronto - Rotman School of Management
Date Posted: July 19, 2009
Last Revised: June 01, 2010
Accepted Paper Series
305 downloads
On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares
Pui-lam Leung
and
Wing-Keung Wong
Chinese University of Hong Kong (CUHK) - Department of Statistics
and
Hong Kong Baptist University (HKBU)
Date Posted: June 08, 2006
Last Revised: April 27, 2010
Working Paper Series
305 downloads
Copula-Based Pairs Trading Strategy
Wenjun Xie
and
Yuan Wu
Nanyang Technological University (NTU) - Division of Banking & Finance
and
Nanyang Technological University (NTU) - Division of Banking & Finance
Date Posted: January 31, 2013
Last Revised: April 15, 2013
Working Paper Series
304 downloads
Credit Risk Transfer, Hedge Funds, and the Supply of Liquidity
LAW AND ECONOMICS OF RISK IN FINANCE, Peter Nobel and Marina Gets, eds., pp. 41-72, Schulthess, Zürich, 2007, U. of St. Gallen Law & Economics Working Paper No. 2008-14,
Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Date Posted: May 27, 2008
Last Revised: August 07, 2008
Working Paper Series
304 downloads
Detecting A Stock Market Anomaly With A Classifier System
Hakan Aksoy
and
Ismail Saglam
Boğaziçi University
and
Boğaziçi University
Date Posted: March 21, 2002
Working Paper Series
304 downloads
Does Frequent Trading Always Improve Liquidity?
EFMA 2002 London Meetings
Philip Y. K. Cheng
,
Saji Gopinath and
Chandrasekhar Krishnamurti
Nanyang Technological University (NTU) - Nanyang Business School
,
Regional Engineering College, India
and
Nanyang Business School
Date Posted: June 19, 2002
Working Paper Series
304 downloads
Liquidity in the Over-the-Counter Market for Corporate Bonds
Melissa Woodley
Samford University - Brock School of Business
Date Posted: January 17, 2008
Working Paper Series
304 downloads
Culture and Stock Price Clustering: Evidence from The Peoples' Republic of China
Jason D. Mitchell and
Philip R. Brown
affiliation not provided to SSRN
and
University of Western Australia - Department of Accounting and Finance
Date Posted: October 11, 2004
Working Paper Series
303 downloads
Empirical Findings on the Tax CAPM for the German Capital Market
Dirk Schmitt
and
Florian Tobias Dausend
University of Wuerzburg
and
University of Wuerzburg
Date Posted: February 27, 2007
Working Paper Series
303 downloads
Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
EFA 2008 Athens Meetings Paper
Randi Naes
and
Bernt Arne Ødegaard
Norwegian Ministry of Trade and Industry
and
University of Stavanger
Date Posted: March 17, 2008
Last Revised: May 25, 2010
Working Paper Series
303 downloads
The Stock Performance of America's 100 Best Corporate Citizens
Stephen J. Brammer ,
Chris Brooks
and
Stephen Pavelin
University of Bath - School of Management
,
University of Reading - ICMA Centre
and
University of Bath - School of Management
Date Posted: November 03, 2005
Working Paper Series
303 downloads
A Multifactor Model of Stock Returns with Endogenous Regime Switching
University of St. Gallen Economics Discussion Paper No. 2004-01
Patrick Coggi
and
Bogdan Manescu
Universität St. Gallen
and
Universität St. Gallen
Date Posted: April 12, 2004
Working Paper Series
302 downloads
Short-Term Momentum and Reversals in Large Stocks
Jason Zhanshun Wei and
Liyan Yang
University of Toronto - Rotman School of Management
and
University of Toronto - Rotman School of Management
Date Posted: March 27, 2012
Last Revised: May 11, 2012
Working Paper Series
302 downloads
The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings
Journal of Finance, Vol. 33, No. 1, March 1978
Lawrence D. Brown and
Michael S. Rozeff
Temple University
and
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 23, 2006
Accepted Paper Series
302 downloads
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