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SSRN eLibrary Search Results
JEL Code: G1
17,528,191 Total downloads
Showing Papers 11,801 - 11,850 of 47,283
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Is the Asset Growth Anomaly Driven by Macroeconomic States?
Applied Economics Letters, Forthcoming
Klaus Grobys
University of Vaasa
Date Posted: February 12, 2016
Accepted Paper Series

Incl. Electronic Paper Subjective Interest Rate Uncertainty and the Macroeconomy: An International Panel Approach
Klodiana Istrefi and Sarah Mouabbi
Banque de France and Banque de France
Date Posted: February 12, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Listen to the Music – The Impact of Music on Individual Investors
Dimitrios Kostopoulos and Steffen Meyer
Leibniz Universität Hannover and Leibniz Universität Hannover
Date Posted: February 12, 2016
Working Paper Series
5 downloads

Development of Organized Derivatives Markets in Turkey and in the World
The Journal of Accounting and Finance (Association of Accounting and Finance Acedemicians, Turkey), 2011, Issue: 51, 63-80
Ersan Ersoy
Nevsehir University
Date Posted: February 12, 2016
Accepted Paper Series

Incl. Electronic Paper The House of Cards of Corporate Governance: Re-Thinking Transparency and Disclosure of Ownership
Lex Research Topics in Corporate Law & Economics Working Paper No. 2016-1
Mark Fenwick and Erik P. M. Vermeulen
Kyushu University and Tilburg University - Department of Business Law
Date Posted: February 12, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Size, Book to Market Ratio and Momentum Strategies: Evidence from Istanbul Stock Exchange
International Journal of Economic Perspectives, 2013, 7(3), 28-33.
Ersan Ersoy and Ulaş Ünlü
Nevsehir University and Nevsehir University
Date Posted: February 12, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Risk and Return Spillovers Among the G10 Currencies
Melbourne Institute Working Paper No. 4/16
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Barry Rafferty
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of Melbourne
Date Posted: February 12, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Hedging Interest Rate Risk Using a Structural Model of Credit Risk
Fisher College of Business Working Paper No. 2016-03-04, Charles A. Dice Center Working Paper No. 2016-4
Jing-Zhi Huang and Zhan Shi
Pennsylvania State University - University Park - Department of Finance and Ohio State University (OSU) - Department of Finance
Date Posted: February 12, 2016
Working Paper Series
7 downloads

Funding Liquidity Shocks in a Natural Experiment: Evidence from the CDS Big Bang
Xingjie Wang , Yangru Wu , Hongjun Yan and Zhaodong Zhong
Rutgers, The State University of New Jersey - Rutgers Business School , Rutgers University, Newark - School of Business - Department of Finance & Economics , Rutgers, The State University of New Jersey - Rutgers Business School and Rutgers University
Date Posted: February 12, 2016
Working Paper Series

Incl. Electronic Paper Liquidity Spillover Effects of Equity Offerings Over Dual-Class Shares
Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-27
Mateo Vasco and Diego Agudelo
EAFIT University and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: February 12, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Investor Heterogeneity, Sentiment, and Skewness Preference in Options Market
Aristogenis Lazos , Jerry Coakley and Xiaoquan Liu
University of Essex , University of Essex - Essex Business School and University of Nottingham Ningbo
Date Posted: February 12, 2016
Working Paper Series
4 downloads

The Effect of Dividend Policy on Investment Decisions of Individual Investors
Suleyman Demirel University The Journal of Faculty of Economics and Administrative Sciences, 2015, 20(2), 397-411.
Ersan Ersoy and İsmail Bekci
Nevsehir University and Independent
Date Posted: February 12, 2016
Accepted Paper Series

Incl. Electronic Paper Corporate Governance and Stock Liquidity in Australia: A Pitch
Searat Ali
Griffith University, Griffith Business School, Department of Accounting, Finance and Economics, Students
Date Posted: February 12, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A New Approach to Valuing Risk-Neutral Moments from Option Prices
Aristogenis Lazos , Jerry Coakley and Xiaoquan Liu
University of Essex , University of Essex - Essex Business School and University of Nottingham Ningbo
Date Posted: February 12, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Comovement or Safe Haven? The Effect of Corruption on the Market Risk of Sovereign Bonds of Emerging Economies During Financial Crises
Michal Paserman
Graduate Institute of International and Development Studies (IHEID)
Date Posted: February 12, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Adaptive Investment Strategies During Financial Crises and the Role of Corruption: An Experiment with Financial Professionals
Michal Paserman
Graduate Institute of International and Development Studies (IHEID)
Date Posted: February 12, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper An Invariance Relationship in the Number of Buy-Sell Switching Points
Kyoung-hun Bae , Albert S. Kyle , Eun Jung Lee and Anna A. Obizhaeva
University of Maryland - Robert H. Smith School of Business , University of Maryland , Hanyang University and New Economic School (NES)
Date Posted: February 11, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Pricing American Options Under Regime Switching Using Method of Lines
Carl Chiarella , Christina Nikitopoulos Sklibosios , Erik Schlogl and Hongang Yang
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology, Sydney - Faculty of Business , University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney - UTS Business School
Date Posted: February 11, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Funding Disclosures, Information Asymmetry, and the Cost of Capital
Alvin Ang and Robert Tumarkin
UNSW Business School, University of New South Wales and UNSW Australia Business School, School of Banking and Finance
Date Posted: February 11, 2016
Working Paper Series
1 downloads

Counterpart Funding Requirements and the Foreign Aid Procyclicality Puzzle
Oxford Review of Public Policy, Vol. 31, No. 3-4, pp. 462-80, Fall-Winter 2015
Stephane Pallage and Michel A. Robe
University of Quebec at Montreal - Department of Economics and American University - Kogod School of Business
Date Posted: February 11, 2016
Accepted Paper Series

Incl. Electronic Paper A Little Knowledge Is a Dangerous Thing: Model Specification, Data History, and CDO (Mis)Pricing
Dan Luo , Dragon Yongjun Tang and Sarah Qian Wang
School of Finance , The University of Hong Kong - School of Economics and Finance and University of Warwick - Warwick Business School
Date Posted: February 11, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Arbitrage, Markov Processes, and Asset Price Paths
David H. Goldenberg
Independent Researcher
Date Posted: February 11, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Market Closure and Short-Term Reversal
Pasquale Della Corte , Robert Kosowski and Tianyu Wang
Imperial College London , Imperial College Business School and Imperial College Business School
Date Posted: February 11, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Compliance in Letter and Compliance in Spirit? - Evidence from Board and Audit Committee Meetings in India
Subrata Sarkar
Indira Gandhi Institue of Development Research
Date Posted: February 11, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Understanding Dynamic Mean Variance Asset Allocation
Abraham Lioui and Patrice Poncet
EDHEC Business School and ESSEC Business School
Date Posted: February 11, 2016
Working Paper Series
23 downloads

Limits to Mutual Funds' Ability to Rely on Mean/Variance Optimization
Journal of Empirical Finance, Forthcoming
Iordanis Karagiannidis and Nadia Vozlyublennaia
The Citadel and Securities and Exchange Commission (SEC)
Date Posted: February 11, 2016
Accepted Paper Series

Incl. Electronic Paper A Game-Theoretic Model of Underpricing and Over-Subscription in Chinese IPOs
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Date Posted: February 11, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Efficient Simulation of the Multi Asset Heston Model
Marco de Innocentis , Roland Lichters and Markus Trahe
Credit Suisse Securities (Europe) Limited , Quaternion Risk Management and Quaternion Risk Management
Date Posted: February 11, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Asset Pricing Models in China Stock Market
Liu Tianshu and Jae-Seung Baek
Hankuk University of Foreign Studies and Hankuk University of Foreign Studies - Department of International Business
Date Posted: February 11, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Discrete-Time Arbitrage-Free Nelson-Siegel Term Structure Model and Application
Zhiwu Hong , Linlin Niu and Gengming Zeng
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) , Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: February 11, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Speculation and the Term Structure of Interest Rates
Francisco Barillas and Kristoffer P. Nimark
Emory University - Goizueta Business School and Cornell University - Department of Economics
Date Posted: February 11, 2016
Working Paper Series
12 downloads

Posterior Inference for Portfolio Weights
Christoph Frey , Winfried Pohlmeier and Stefan Voigt
University of Konstanz , University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) and WU Wien
Date Posted: February 10, 2016
Working Paper Series

The Risk-Free Rate: An Inescapable Concept?
Michel M. Dacorogna and Jérôme Coulon
SCOR Switzerland and University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Date Posted: February 10, 2016
Working Paper Series

Bayesian Regularization of Portfolio Weights
Christoph Frey and Winfried Pohlmeier
University of Konstanz and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: February 10, 2016
Working Paper Series

Incl. Electronic Paper Macro News and Exchange Rates in the BRICS
DIW Berlin Discussion Paper No. 1545
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University London - Economics and Finance and Brunel University
Date Posted: February 10, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Value of Low Volatility
Journal of Portfolio Management, Forthcoming
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: February 10, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper Birds of a Feather – Do Hedge Fund Managers Flock Together?
Marc Gerritzen , Jens Carsten Jackwerth and Alberto Plazzi
University of Konstanz - Department of Economics and University of Lugano - Institute of Finance
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Effects of Takeover Defenses: Evidence from Closed-End Funds
Journal of Financial Economics (JFE), Forthcoming
Matthew E. Souther
University of Missouri at Columbia - Department of Finance
Date Posted: February 10, 2016
Last Revised: February 11, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Do News Improve Liquidity Through Improved Information or Visibility? Evidence from Emerging Markets
Center for Research in Economics and Finance (CIEF), Working Papers, No. 13-37
Diego Agudelo , Lina M. Cortes and Mateo Vasco
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and EAFIT University
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Demand for Diversification in Incomplete Markets
Rajnish Mehra , Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics , Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Portfolio Selection with and without Risk-Free Asset
Raymond Kan , Xiaolu Wang and Guofu Zhou
University of Toronto - Rotman School of Management , Iowa State University and Washington University in St. Louis - Olin School of Business
Date Posted: February 10, 2016
Last Revised: February 11, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper The Fundamental Law of Active Management: Redux
Zhuanxin Ding and Doug Martin
Analytic Investors and University of Washington - Department of Applied Mathematics
Date Posted: February 10, 2016
Last Revised: February 11, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Forecasts of Inflation and Interest Rates in No-Arbitrage Affine Models
FRB Atlanta Working Paper No. 2016-3
Nikolay Gospodinov and Bin Wei
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: February 10, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Asymmetric Market Reaction of Stockholders and Bondholders to the Implementation of Early-Warnings Pre Going Concern Opinion
Keren Bar-Hava and Roi Katz
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Modeling Cross Correlation Across Major Financial Markets: A Threshold Approach
Nektarios Aslanidis and Oscar ibanez Martinez
Universitat Rovira Virgili and Universitat Rovira i Virgili
Date Posted: February 10, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Fiscal Policy and the Cycle in Latin America: The Role of Financing Conditions and Fiscal Rules
Banco de Espana Working Paper No. 1604
Enrique Alberola , Iván Kataryniuk , Angel Melguizo and René Orozco
BIS , Bank of Spain , Organization for Economic Co-Operation and Development (OECD) and Organization for Economic Co-Operation and Development (OECD)
Date Posted: February 10, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Is the Strength of the Management Forecast Argument Associated with Forecast Accuracy? – Evidence from European Financial Reports
Kristian J. Hursti
Aalto University, School of Business, Students
Date Posted: February 10, 2016
Working Paper Series
1 downloads

Realne opcije kao instrument kreiranja vrednosti (Real Options as an Instrument for Value Creation)
Dragana Marković, Emilija Vuksanović, Radoslav Stefanović, Snežana Ljubisavljević (eds.), Finansije i računovodstvo u funkciji privrednog rasta. Faculty of Economics of the University in Kragujevac, pp. 153-170, 2013 ,
Predrag Stancic and Milan Čupić
Independent and University of Kragujevac - Faculty of Economics
Date Posted: February 10, 2016
Accepted Paper Series

Incl. Electronic Paper How Prevalent and Profitable are Latency Arbitrage Opportunities on U.S. Stock Exchanges?
Elaine Wah
University of Michigan
Date Posted: February 10, 2016
Working Paper Series
110 downloads

Incl. Electronic Paper Moderation by Extremes: Biases in Reward Perceptions Drive Compromise Effects in Financial Bundles
Peggy Liu , Cait Poynor Lamberton and Kelly Haws
Duke University - Marketing , University of Pittsburgh - Katz Graduate School of Business and Vanderbilt University – Marketing
Date Posted: February 10, 2016
Working Paper Series
2 downloads


 

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