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484,056
Full Text Papers:
393,459
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226,593
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68,998
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JEL Code: G14
3,694,950 Total downloads
Showing Papers 1,181 - 1,230 of 9,880
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Business Cycle and Momentum Payoffs
Midwest Finance Association 2012 Annual Meetings Paper
Hyoseok Hwang
Louisiana State University
Date Posted: September 25, 2011
Working Paper Series
21 downloads
Business Cycles, Firm Size and Market Reactions to News
Yiming Qian
and
Xiaoyun Yu
University of Iowa - Department of Finance
and
Indiana University Bloomington - Department of Finance
Date Posted: March 20, 2008
Last Revised: September 16, 2009
Working Paper Series
447 downloads
Buy and Sell Dynamics Following High Market Returns: Evidence from China
International Review of Financial Analysis, Forthcoming
Udomsak Wongchoti
,
Fei Wu
and
Martin R. Young
Massey University - School of Economics and Finance
,
Jiangxi University of Finance and Economics
and
Massey University - School of Economics and Finance
Date Posted: February 01, 2009
Accepted Paper Series
55 downloads
Buy on Bad News, Sell on Good News: How Insider Trading Analysis Can Benefit from Textual Analysis of Corporate Disclosures
FinanceCom 2012, Barcelona, Spain
Michael Hagenau
,
Adriana Korczak
and
Dirk Neumann
University of Freiburg
,
University of Bristol - School of Economics, Finance and Management
and
University of Freiburg (Germany) - University of Freiburg (Germany)
Date Posted: August 30, 2012
Last Revised: September 19, 2012
Working Paper Series
122 downloads
Buy-Side Analysts, Sell-Side Analysts and Private Information Production Activities
EFA 2006 Zurich Meetings Paper, Cass Business School Research Paper
Gilad Livne
City University London - Sir John Cass Business School
Date Posted: June 02, 2006
Working Paper Series
172 downloads
Buys, Holds, and Sells: The Distribution of Investment Banks' Stock Ratings and the Implications for the Profitability of Analysts' Recommendations
Journal of Accounting & Economics (JAE), Forthcoming
Brad M. Barber ,
Reuven Lehavy ,
Maureen F. McNichols and
Brett Trueman
University of California, Davis
,
University of Michigan - Stephen M. Ross School of Business
,
Stanford University
and
University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: March 01, 2006
Accepted Paper Series
Buys, Holds, and Sells: The Distribution of Investment Banks' Stock Ratings and the Implications for the Profitability of Analysts' Recommendations
Brad M. Barber ,
Reuven Lehavy ,
Maureen F. McNichols and
Brett Trueman
University of California, Davis
,
University of Michigan - Stephen M. Ross School of Business
,
Stanford University
and
University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: February 06, 2004
Working Paper Series
1017 downloads
Calculating Damages in ERISA Litigation
Allen Ferrell and
Atanu Saha
Harvard Law School
and
Compass Lexecon
Date Posted: May 26, 2011
Working Paper Series
237 downloads
Calendar Anomalies in the Indian Stock Market
Anokhi Parikh
CNBC TV18
Date Posted: March 09, 2009
Last Revised: May 05, 2010
Working Paper Series
Calendar Based Mean Reversion Risk and Digital Signal Processing
C. Kenneth Jones
PortfolioNetworks.com
Date Posted: March 19, 2009
Last Revised: March 10, 2011
Working Paper Series
55 downloads
Calendar Based Risk, Firm Size, and the Random Walk Hypothesis
C. Kenneth Jones
PortfolioNetworks.com
Date Posted: February 16, 2005
Last Revised: March 12, 2009
Working Paper Series
171 downloads
Calendar Effects in Fifty-Five Stock Market Indices
Global Journal of Finance and Management, Vol. 1, No. 2, 2009
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 23, 2010
Accepted Paper Series
Calendar Effects on Stock Returns Across Multiple States
Henry Aray
and
Betty Agnani
University of Granada - Departamento de Teoria e Historia Económica
and
University of Granada
Date Posted: April 10, 2011
Working Paper Series
55 downloads
Calibration of Interest Rate Models - Transition Market Case
CERGE-EI Working Paper No. 237
Martin Vojtek
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: November 13, 2005
Working Paper Series
156 downloads
Call Auction Algorithm Design and Market Manipulation
Journal of Multinational Financial Management, Vol. 16, pp. 184-198, 2006
Carole Comerton-Forde
and
James Rydge
University of Melbourne - Department of Finance
and
University of Sydney - Discipline of Finance
Date Posted: May 16, 2005
Accepted Paper Series
Callable Bond Revisited
Financial Management, Forthcoming
John Banko
and
Lei Zhou
University of Florida
and
Northern Illinois University - Department of Finance
Date Posted: August 29, 2009
Accepted Paper Series
127 downloads
Can a Risk-Based Factor Generate Momentum?
Qiang Kang
and
Canlin Li
Florida International University (FIU) - Department of Finance
and
University of California, Riverside - A. Gary Anderson Graduate School of Management
Date Posted: March 16, 2007
Working Paper Series
132 downloads
Can a Sovereign Protect Investors from Itself? Tribal Institutions to Spur Reservation Investment
Lewis & Clark Law Review, Vol. 8, No. 2, 2004
David D. Haddock
and
Robert J. Miller
Northwestern University - School of Law and Department of Economics
and
Lewis & Clark Law School
Date Posted: July 16, 2008
Last Revised: April 22, 2012
Accepted Paper Series
62 downloads
Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data
Silvio John Camilleri
University of Malta - Department of Banking and Finance - FEMA
Date Posted: July 15, 2005
Working Paper Series
84 downloads
Can Analysts Help to Predict Stock Returns? Implied Cost of Capital and Value-to-Price Ratio in International Capital Markets
Florian Esterer
and
David Schröder
MainFirst Schweiz AG
and
University of London - Birkbeck College
Date Posted: June 18, 2008
Last Revised: May 14, 2011
Working Paper Series
338 downloads
Can Commodity Futures be Profitably Traded with Quantitative Market Timing Strategies?
Ben R. Marshall
,
Rochester H. Cahan
and
Jared Cahan
Massey University - Department of Economics and Finance
,
Macquarie Capital (USA)
and
Macquarie Bank Ltd
Date Posted: July 26, 2007
Last Revised: November 12, 2007
Working Paper Series
1953 downloads
Can Companies Influence Investor Behavior through Advertising? Super Bowl Commercials and Stock Returns
Frank Fehle ,
Sergey Tsyplakov and
Volodymyr M. Zdorovtsov
BlueCrest Capital
,
University of South Carolina - Moore School of Business
and
State Street Global Advisors
Date Posted: December 20, 2003
Working Paper Series
442 downloads
Can Companies Use Hedging Programs to Profit from the Market? Evidence from Gold Producers
Tim Adam and
Chitru S. Fernando
Humboldt University
and
University of Oklahoma - Michael F. Price College of Business
Date Posted: December 02, 2008
Working Paper Series
216 downloads
Can Composite Value Measures Enhance Portfolio Performance?
Journal of Investing, Vol. 13, No. 4, pp. 42-48, 2004
Manjeet S. Dhatt ,
Yong H. Kim and
Sandip Mukherji
University of Minnesota - Duluth - Department of Finance and Management Information Sciences
,
University of Cincinnati
and
Howard University - School of Business
Date Posted: August 02, 2004
Accepted Paper Series
Can Day of the Week Effect be Explained by Interbank Rates: An Evidence from an Emerging Market
Ekrem Tufan
Canakkale Onsekiz Mart University - School of Tourism and Hotel Management
Date Posted: April 11, 2005
Working Paper Series
Can Economic Policy Uncertainty in the United States Predict the Performance
of Stock Markets in South America?
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: June 26, 2012
Working Paper Series
Can Emerging African Stock Markets Improve Their Informational Efficiency by Formally Harmonising and Integrating Their Operations?
Collins G. Ntim ,
Kwaku K. Opong ,
Jo Danbolt and
Frank Senyo Dewotor
University of Southampton - School of Management
,
University of Glasgow - Adam Smith Business School
,
University of Edinburgh Business School
and
Databank Securities Limited
Date Posted: July 17, 2011
Working Paper Series
20 downloads
Can Evolutionary Economics make a Billion $ Difference for 60 Percent of the World's Poor in Asia?
Hans-Peter Brunner
Asian Development Bank
Date Posted: September 03, 2001
Working Paper Series
225 downloads
Can Fee Disclosure Be Trusted?
Regulation, Vol. 28, No. 4, pp. 46-47, Winter 2005
Terrance R. Skantz and
Denise Dickins
University of Texas - Arlington
and
Florida Atlantic University - School of Accounting
Date Posted: January 14, 2006
Accepted Paper Series
107 downloads
Can Firm-Specific Models Predict Price Responses to Earnings News?
McCombs Research Paper No. ACC-01-06
Robert N. Freeman ,
Adam S. Koch and
Haidan Li
University of Texas at Austin
,
University of Virginia (UVA) - McIntire School of Commerce
and
Santa Clara University - Leavey School of Business
Date Posted: January 24, 2006
Working Paper Series
226 downloads
Can Firms with the Best Training Program Withstand the Storm of Economic Policy Uncertainty?
Journal of Business Economics and Management, (2013), Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: July 02, 2012
Last Revised: December 30, 2012
Accepted Paper Series
15 downloads
Can Inefficient Traders Create Value?
Journal of Financial Research, Forthcoming
C. N. V. Krishnan
Case Western Reserve University - Department of Banking & Finance
Date Posted: February 28, 2004
Accepted Paper Series
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
CEPR Discussion Paper No. 3808
Eric van Wincoop and
Philippe Bacchetta
University of Virginia (UVA) - Department of Economics
and
University of Lausanne
Date Posted: April 29, 2003
Working Paper Series
24 downloads
Can Institutional Economics Inform the Efficient Market Hypothesis?
Stephen F. Diamond
and
Jennifer W. Kuan
Santa Clara University - School of Law
and
Stanford Institute for Economic Policy Research (SIEPR)
Date Posted: December 08, 2011
Last Revised: December 16, 2011
Working Paper Series
248 downloads
Can Internet Search Queries Help to Predict Stock Market Volatility?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Thomas Dimpfl
and
Stephan Jank
University of Tuebingen - Department of Statistics and Econometrics
and
University of Cologne - Centre for Financial Research (CFR)
Date Posted: October 10, 2011
Last Revised: October 17, 2012
Working Paper Series
547 downloads
Can Investor-Paid Credit Rating Agencies Improve the Information Quality of Issuer-Paid Rating Agencies?
Han Xia
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 08, 2012
Last Revised: April 09, 2013
Working Paper Series
192 downloads
Can Investors Benefit from Market Transparency? - An Asset Allocation Perspective
Michalis Vasios
,
Ingmar Nolte
and
Richard Payne
University of Warwick
,
Warwick Business School - Finance Group - Financial Econometrics Research Centre
and
City University London - Sir John Cass Business School
Date Posted: March 15, 2012
Last Revised: September 23, 2012
Working Paper Series
36 downloads
Can Investors Benefit from Market Transparency? An Asset Allocation Perspective
Ingmar Nolte
,
Richard Payne and
Michalis Vasios
Warwick Business School - Finance Group - Financial Econometrics Research Centre
,
City University London - Sir John Cass Business School
and
University of Warwick
Date Posted: April 24, 2011
Last Revised: February 27, 2012
Working Paper Series
162 downloads
Can Investors Profit from the Prophets? Consensus Analyst Recommendations and Stock Returns
Brad M. Barber ,
Reuven Lehavy ,
Maureen F. McNichols and
Brett Trueman
University of California, Davis
,
University of Michigan - Stephen M. Ross School of Business
,
Stanford University
and
University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: November 04, 1998
Working Paper Series
2351 downloads
Can Investors’ Horizons Influence Firm-Specific Crash Risk?
Hui Zhu
,
Samir Saadi
and
Yang Ni
University of Calgary - Haskayne School of Business
,
Queen's School of Business
and
Shanghai Jiao Tong University (SJTU)
Date Posted: March 21, 2011
Last Revised: January 05, 2013
Working Paper Series
124 downloads
Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market
EFA 2006 Zurich Meetings
Jefferson Duarte
,
Ronnie Sadka
and
Xiaoxia Lou
Rice University
,
Boston College - Carroll School of Management
and
University of Delaware - Alfred Lerner College of Business and Economics
Date Posted: December 07, 2005
Working Paper Series
324 downloads
Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market*
8th Annual Texas Finance Festival
Jefferson Duarte
,
Xiaoxia Lou
and
Ronnie Sadka
Rice University
,
University of Delaware - Alfred Lerner College of Business and Economics
and
Boston College - Carroll School of Management
Date Posted: April 07, 2006
Working Paper Series
205 downloads
Can Liquidity Risk Explain the Size-Performance Relationship for Hedge Funds?
Hany A. Shawky and
Ying Wang
State University of New York at Albany - School of Business and Center for Institutional Investment Management
and
State University of New York at Albany - School of Business
Date Posted: September 30, 2010
Last Revised: May 06, 2012
Working Paper Series
169 downloads
Can Liquidity Shifts Explain the Lockup Expiration Effect in Stock Returns?
EFA 2009 Bergen Meetings Paper
Chandrasekhar Krishnamurti
,
Avanidhar Subrahmanyam and
Tiong Yang Thong
University of Southern Queensland
,
University of California, Los Angeles (UCLA) - Finance Area
and
Singapore Management University
Date Posted: February 12, 2009
Last Revised: January 10, 2010
Working Paper Series
143 downloads
Can Liquidity Shifts Explain the Lockup Expiration Effect in Stock Returns?
Chandrasekhar Krishnamurti
,
Avanidhar Subrahmanyam and
Tiong Yang Thong
University of Southern Queensland
,
University of California, Los Angeles (UCLA) - Finance Area
and
Singapore Management University
Date Posted: January 08, 2010
Last Revised: December 26, 2010
Working Paper Series
132 downloads
Can Managers Forecast Aggregate Market Returns?
Alexander W. Butler ,
Gustavo Grullon and
James Weston
Rice University - Jesse H. Jones Graduate School of Business
,
Rice University - Jesse H. Jones Graduate School of Business
and
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: May 26, 2003
Working Paper Series
488 downloads
Can Managers Successfully Time the Maturity Structure of their Debt Issues?
Alexander W. Butler ,
Gustavo Grullon and
James Weston
Rice University - Jesse H. Jones Graduate School of Business
,
Rice University - Jesse H. Jones Graduate School of Business
and
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: July 27, 2004
Working Paper Series
370 downloads
Can Managers Successfully Time the Maturity Structure of their Debt Issues?
Journal of Finance, Forthcoming
Gustavo Grullon ,
Alexander W. Butler and
James Weston
Rice University - Jesse H. Jones Graduate School of Business
,
Rice University - Jesse H. Jones Graduate School of Business
and
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: March 23, 2006
Accepted Paper Series
Can Market Actors Help Monitor European Banks?
Frontiers in Finance and Economics, Vol. 7, No. 2, 138-182, October 2010
Anissa Naouar
affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
28 downloads
Can Market Frictions Really Explain the Price Impact Asymmetry of Block Trades? Evidence from the Saudi Stock Market
Ahmed A. Alzahrani
and
Andros Gregoriou
Brunel University
and
University of East Anglia
Date Posted: January 19, 2010
Working Paper Series
34 downloads
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