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484,422
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393,787
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68,988
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238,981
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JEL Code: G1
12,989,332 Total downloads
Showing Papers 11,941 - 11,990 of 36,695
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Explaining Foreign Bank Entrance in Emerging Markets
Wilhelm Althammer
and
Rainer F. H. Haselmann
Date Posted: December 01, 2008111 downloads
Explaining Forward Exchange Bias ... Intraday JOURNAL OF FINANCE, Vol 50 No 4, September 1995
Richard K. Lyons and
Andrew K. Rose
Date Posted: August 25, 1998
Explaining Hedge Fund Investment Styles by Loss Aversion: A Rational Alternative
Arjen Siegmann and
Andre Lucas
Date Posted: March 11, 20021065 downloads
Explaining Launch Spreads on Structured Bonds
Maciej Firla Cuchra
Date Posted: March 18, 2005294 downloads
Explaining Loan Rate Differentials between Small and Large Companies: Evidence from an Explorative Study in Switzerland
Andreas Dietrich
Date Posted: January 26, 2009Last Revised: June 15, 2009478 downloads
Explaining Momentum and Value Simultaneously
Jun Li
Date Posted: November 23, 201299 downloads
Explaining Momentum Strategies Using Intrinsic Price Fluctuations 24th Australasian Finance and Banking Conference 2011 Paper
Akindynos-Nikolaos Baltas
Date Posted: August 27, 2011Last Revised: January 07, 2012231 downloads
Explaining Monday Returns Forthcoming in Journal of Financial Research
Paul Draper
Date Posted: December 09, 2001
Explaining Monetary Policy in Press Conferences ECB Working Paper No. 767
Michael Ehrmann and
Marcel Fratzscher
Date Posted: June 28, 200781 downloads
Explaining Persistence in Mutual Fund Performance Financial Services Review, Vol. 7, No. 1
F. Larry Detzel and
Robert A. Weigand
Date Posted: September 03, 1998
Explaining Pre- and Post-1987 Crash Asset Prices Within a Unified General Equilibrium Framework
Luca Benzoni ,
Pierre Collin-Dufresne and
Robert S. Goldstein
Date Posted: February 05, 2007Last Revised: July 01, 2011361 downloads
Explaining Returns in Private Equity Investments CAREFIN Research Paper No. 15/09
Stefano Caselli
,
Emilia Garcia-Appendini
and
Filippo Ippolito
Date Posted: May 08, 2010
Explaining Returns with Loss Aversion
Tyler Shumway
Date Posted: February 10, 1998568 downloads
Explaining Settlement Fails Current Issues in Economics and Finance, Vol. 11, No. 9, September 2005
Michael J. Fleming and
Kenneth Garbade
Date Posted: October 26, 2005345 downloads
Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares Journal of Banking and Finance , Vol. 37, (2013), pp. 1073-1083
T. K. Chung ,
C. H. Hui and
Ka-Fai Li
Date Posted: October 26, 2011Last Revised: April 22, 201338 downloads
Explaining Share Price Performance of Football Clubs Listed on the Euronext Lisbon ISEG - Universidade Tecnica de Lisboa Business Administration Working Paper No. 05-01
João Duque and
Nuno Abrantes Ferreira
Date Posted: February 28, 2005542 downloads
Explaining the Accruals Anomaly: Evidence from Insider Trades
Julia Sawicki and
Keshab Shrestha
Date Posted: February 19, 2009147 downloads
Explaining the Demand for Structured Financial Products: Survey and Field Experiment Evidence
Marc Oliver Rieger
and
Thorsten Hens
Date Posted: October 20, 2010279 downloads
Explaining the Equity Risk Premium CEPR Discussion Paper No. 5017
Laurian Lungu
and
Patrick Minford
Date Posted: August 24, 200523 downloads
Explaining the Facts with Adaptive Agents: The Case of Mutual Fund Flows
Martin Lettau
Date Posted: December 20, 1998
Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions? IZA Discussion Paper No. 4884
Erik C. Snowberg
and
Justin Wolfers
Date Posted: April 26, 201032 downloads
Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions? CESifo Working Paper Series No. 3029
Erik Snowberg
and
Justin Wolfers
Date Posted: May 02, 201068 downloads
Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions? CEPR Discussion Paper No. DP7801
Erik Snowberg
and
Justin Wolfers
Date Posted: May 19, 20102 downloads
Explaining the Forward Interest Rate Term Structure
Andrew Matacz and
Jean-Philippe Bouchaud
Date Posted: November 15, 1999520 downloads
Explaining the Glass-Steagall Act’s Long Life, and Rapid Eventual Demise
Charles C. Y. Wang
and
Yi David Wang
Date Posted: January 09, 2011146 downloads
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model BIS Working Paper No. 191, EFA 2006 Zurich Meetings
Martijn Cremers ,
Joost Driessen and
Pascal J. Maenhout
Date Posted: March 04, 2005595 downloads
Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Center
Stijn Claessens ,
Daniela Klingebiel and
Sergio L. Schmukler
Date Posted: December 22, 2004443 downloads
Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres CEPR Discussion Paper No. 3301
Stijn Claessens ,
Daniela Klingebiel and
Sergio L. Schmukler
Date Posted: May 09, 200231 downloads
Explaining the Short- and Long-Term IPO Anomalies in the US by R&D
Re Guo ,
Baruch Lev and
Charles Shi
Date Posted: September 01, 2005488 downloads
Explaining the Stock Price-Inflation Puzzle: Inflation as a Signal for a Rare-Event
Diego Walter Pereira Garmendia
Date Posted: April 07, 201126 downloads
Explaining the Surprising Performance of Whisper Forecasts of Earnings
Susan M. Machuga
,
Karen Teitel
and
Ray J. Pfeiffer Jr.
Date Posted: August 27, 2008107 downloads
Explaining the Volatility Surface: A Closed-Form Solution to Option Pricing in a Fractional Jump-Diffusion Market Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Stefan Rostek
Date Posted: March 06, 2012Last Revised: October 26, 201271 downloads
Explaining Variation in Risk Across Insurance Companies Journal of Financial Services Research, Vol. 8, 1994
Stephen F. Borde ,
Karen Chambliss and
Jeff Madura
Date Posted: March 27, 1999
Explaining Yield Spreads of Swiss Canton Bonds: An Empirical Investigation Financial Markets and Portfolio Management, Vol. 16, No. 2, pp. 208-218, 2002
Peter Kugler and
Dominique Küttel
Date Posted: September 14, 2005
Explanation of Investment Instruments Return Distribution Deviation from Normality - According to Dynamic Financial Market Model (Brief Version) Journal of Accounting and Finance, Vol. 11, No. 2, 2011
Bohumil Stádník
Date Posted: January 21, 201228 downloads
Explanations: Why Post-Earnings-Announcement Drift Occurs, Why Stock Prices Tend to Rise after a Stock Split, and Some Reasons Why Managements Smooth Earnings
Michael M. Grayson
Date Posted: September 02, 2008224 downloads
Explanatory and Predictive Analysis of Corporate Bond Indices Returns
Antonios A. Sangvinatsos
Date Posted: March 21, 2006293 downloads
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian-Pacific Currency Options Computational Economics, Vol. 41, No. 3, pp. 327-358, 2013
George Chalamandaris
and
Andrianos E. Tsekrekos
Date Posted: May 12, 2012Last Revised: February 20, 201325 downloads
Explanatory Factors for Market Multiples and Expected Returns The International Journal of Business and Finance Research, v. 7 (1) p. 45-54
Sandip Mukherji and
Youngho Lee
Date Posted: January 28, 201323 downloads
Explanatory Mining for Gold: Contrasting Evidence from Simple and Multiple Regressions
Dirk G. Baur
Date Posted: September 20, 2010163 downloads
Explicit and Implicit System of Corporate Control - A Convergence Theory of Shareholder Rights CBC-RPS No. 0001
Dirk A. Zetzsche
Date Posted: October 07, 2004880 downloads
Explicit Approximations of Multi-Asset Option Prices Including Greeks
Reik H. Boerger
Date Posted: October 30, 201161 downloads
Explicit Bond Option and Swaption Formula in Heath-Jarrow-Morton One Factor Model
Marc P. A. Henrard
Date Posted: November 30, 20032307 downloads
Explicit Bond Option and Swaption Formula in Heath-Jarrow-Morton One Factor Model International Journal of Theoretical and Applied Finance, Vol. 6, No. 1, pp. 57-72, 2003
Marc P. A. Henrard
Date Posted: November 30, 2003
Explicit Construction of Stochastic Exponentials with Arbitrary Expectation K$/In$(0,1) UNSW Australian School of Business Research Paper No. 2008ACTL15
Bernard Wong
Date Posted: November 15, 200836 downloads
Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles
Peter Carr and
Laurent Cousot
Date Posted: October 28, 2010Last Revised: July 05, 2011273 downloads
Explicit Coupling of Informative Prior and Likelihood Functions in a Bayesian Multivariate Framework and Application to a New Non-Orthogonal Formulation of the Black-Litterman Model Journal of Asset Management, Forthcoming, OCCAM Financial Technology Working Paper
Francois Ogliaro
,
Robert K. Rice
,
Stewart Becker
and
Raul Leote de Carvalho
affiliation not provided to SSRN
and
BNP Paribas Investment Partners
Date Posted: June 09, 2010211 downloads
Explicit Discretization Programming Approach to Capital Asset Pricing Model
Ruchi Sharma
and
Anandadeep Mandal
affiliation not provided to SSRN
and
School of Management, KIIT University
Date Posted: May 05, 201028 downloads
Explicit European Swaption Formula in a Separable One-Factor Libor Market Model; Extension to Bond Futures and 2-Bermudan Swaptions
Marc P. A. Henrard
Date Posted: February 04, 2008197 downloads
Explicit Optimal Solution in Maximin Setting for Investment
Problems with Totally Unhedgeable Coefficients Presented in European Investment Review Conference. Paris,France, September 20-21, 2001
Nikolai Dokuchaev
Date Posted: December 10, 200354 downloads
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