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1,449,195 Total downloads
Showing Papers 1,221 - 1,270 of 4,442
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Trading Activity and Price Impact in Parallel Markets: SETS vs. Off-Book Market at the London Stock Exchange
Angelo Carollo ,
Gabriella Vaglica
,
Fabrizio Lillo
and
Rosario N. Mantegna
Date Posted: February 26, 2011Last Revised: December 11, 201149 downloads
Tournaments and the Impetuous Contestants: An Analysis of Incentives for Analyst Forecast Boldness
Zili Zhuang
Date Posted: February 24, 2011Last Revised: June 09, 2012
A Comparison of EVT and Standard VaR Estimations
Jaroslav Baran
and
Jiri Witzany
Date Posted: February 23, 2011Last Revised: March 07, 2011219 downloads
A New Approach to Predicting Analyst Forecast Errors: Do Investors Overweight Analyst Forecasts? Journal of Financial Economics (JFE), Forthcoming
Eric C. So
Date Posted: February 23, 2011Last Revised: June 14, 2012680 downloads
Reading Between the Lines: An Empirical Examination of Qualitative Attributes of Financial Analysts’ Reports Journal of Accounting and Public Policy, Vol. 31, pp. 1-21, 2012, Mays Business School Research Paper No. 2012-38
Brady J. Twedt
and
Lynn L. Rees
Date Posted: February 23, 2011Last Revised: March 28, 2012189 downloads
Talking Your Book: Social Networks and Price Discovery
Andrew E. Kern
Date Posted: February 23, 2011Last Revised: August 23, 2012
The Idea of Marx in Financial Times: A Dialectical Reading of Crisis and Recovery
Christian De Cock ,
John Murray
and
Christina Volkmann
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 22, 2011Last Revised: July 26, 2011188 downloads
The Relationship Between Bankruptcy Risk and Growth for Non-Listed Firms Norges Bank Working Paper 2010/31
Kjell Bjørn Nordal
and
Randi Næs
affiliation not provided to SSRN
Date Posted: February 22, 201150 downloads
Impact of Futures Trading on Indian Agricultural Commodity Market
Dr. Kedar Nath Mukherjee
Date Posted: February 21, 2011280 downloads
Momentum Investing Over the Last Twenty Years in France, its Persistence and the Effects of the Financial Crisis Bankers, Markets & Investors, Forthcoming
Emilios C. Galariotis
Date Posted: February 21, 201186 downloads
Capitol Losses: The Mediocre Performance of Congressional Stock Portfolios, 2004-2008 MIT Political Science Department Research Paper No. 2011-5
Andrew Eggers and
Jens Hainmueller
Date Posted: February 17, 2011Last Revised: August 17, 2012210 downloads
Elective Shareholder Liability Stanford Law Review, Forthcoming, Rock Center for Corporate Governance at Stanford University Working Paper No. 97, Stanford Law and Economics Olin Working Paper No. 408
Peter Conti-Brown
Date Posted: February 17, 2011Last Revised: March 20, 2012292 downloads
Momentum Loses Its Momentum: Implications for Market Efficiency
Debarati Bhattacharya
,
Raman Kumar and
Gokhan Sonaer
Date Posted: February 16, 2011Last Revised: November 08, 2012350 downloads
Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals Swiss Finance Institute Research Paper No. 11-06
Eric Ghysels ,
Alberto Plazzi and
Rossen I. Valkanov
Date Posted: February 14, 2011Last Revised: September 18, 2012294 downloads
Do we need a European 'National Market System'? Competition, Arbitrage, and Suboptimal Executions
Andreas Storkenmaier
and
Martin Wagener
Date Posted: February 14, 2011Last Revised: May 05, 2011141 downloads
Financing Obstacles Among Euro Area Firms: Who Suffers the Most? ECB Working Paper No. 1293
Annalisa Ferrando and
Nicolas Griesshaber
Date Posted: February 13, 201146 downloads
Variations in Emerging-Market Equity Premia: Impact of Financial Architecture
Raj Aggarwal and
John W. Goodell
Date Posted: February 13, 201145 downloads
Foreign Direct Investment in the Financial Sector: The Engine of Growth for Central and Eastern Europe? Europe Institute Working Paper No. 69
Markus Eller
,
Peter R. Haiss and
Katharina Steiner
Date Posted: February 11, 2011
Speed of Convergence to Market Efficiency: The Role of ECNs Journal of Empirical Finance, Vol. 19, No. 5, pp. 702-720, 2012
Karel Hrazdil
and
Dennis Y. Chung
Date Posted: February 11, 2011Last Revised: September 29, 2012
Bubbles in Prices of Financial Assets (Burbujas en los Precios de los Actives Financieros) (Spanish) Pensamiento y Gestión, Vol. 24, pp. 63-87, 2008,
Alexander Guzman and
María Andrea Trujillo
Date Posted: February 08, 2011Last Revised: February 15, 201120 downloads
Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach Review of Financial Studies (RFS), Forthcoming
Joseph D. Piotroski and
Eric C. So
Date Posted: February 08, 2011Last Revised: May 10, 20121516 downloads
A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates Economics Bulletin, Forthcoming
Jean-Michel Sahut
and
Mehdi Mili
Date Posted: February 07, 20111090 downloads
Does Corporate Diversification Reduce Firm Risk? Evidence from Diversifying Acquisitions
Randy I. Anderson ,
John D. Stowe
and
Xuejing Xing
Date Posted: February 07, 2011295 downloads
Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited
Bidisha Chakrabarty
,
Pamela C. Moulton
and
Andriy Shkilko
Date Posted: February 07, 2011Last Revised: January 12, 2012123 downloads
The Dynamics of Operational Loss Clustering Journal of Banking and Finance, Forthcoming
Anna Chernobai and
Yildiray Yildirim
Date Posted: February 07, 201157 downloads
Illuminating the Profitability of Pairs Trading: A Test of Relative Pricing Efficiency of Markets for Water Utility Stocks
Jose A. Gutierrez and
Yiuman Tse
Date Posted: February 05, 2011Last Revised: August 17, 2012199 downloads
The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds
Andrea J. Roofe Sattlethight
Date Posted: February 05, 2011Last Revised: October 13, 201178 downloads
Limit Order Books and Trade Informativeness EFA 2005 Moscow Meetings
Helena M. Beltran-Lopez ,
Albert J. Menkveld and
Joachim Grammig
Date Posted: February 04, 2011Last Revised: February 07, 2011180 downloads
Price Discovery in the Dual-Platform US Treasury Market
Peter G. Dunne ,
Youwei Li
and
Zhuowei Sun
Date Posted: February 04, 2011
Temporal Changes in Shiller's Exuberance Data
Mukul Pal ,
Adrian Mitroi
and
Megh Shah
Date Posted: February 04, 2011118 downloads
Capital Requirements, the Option Surface, Market, Credit and Liquidity Risk Robert H. Smith School Research Paper No. RHS 06-136
Dilip B. Madan ,
Ernst Eberlein and
Wim Schoutens
Date Posted: January 31, 2011Last Revised: October 25, 2011178 downloads
Conference Presentations, Investor Recognition, and Liquidity
Musa Subasi and
Cihan Uzmanoglu
Date Posted: January 31, 2011Last Revised: July 15, 2011123 downloads
Financial Development and Economic Growth in Developing Asia Asian Development Bank Economics Working Paper No. 233
Gemma Bolotaulo Estrada
,
Donghyun Park
and
Arief Ramayandi
affiliation not provided to SSRN
Date Posted: January 31, 201185 downloads
Seeing Through the Eyes of Others: Dissonance Within and Across Trading Rooms HANDBOOK OF THE SOCIOLOGY OF FINANCE, K. Knorr-Cetina & A. Preda, Oxford University Press, 2011
Daniel Beunza
and
David Stark
Date Posted: January 31, 2011109 downloads
Tenor Specific Pricing Robert H. Smith School Research Paper No. RHS-06-143
Dilip B. Madan and
Wim Schoutens
Date Posted: January 31, 2011Last Revised: February 23, 2012146 downloads
Investing in Global Equities: A Cross Country Approach
Malay Kanti Roy
and
Hirak Ray
affiliation not provided to SSRN
and
University of North Bengal
Date Posted: January 30, 2011Last Revised: April 10, 201168 downloads
Are Regime Shift Risks Priced in Asset Markets?
Kyriakos Chourdakis
,
Yiannis Dendramis
and
Elias Tzavalis
affiliation not provided to SSRN
,
Athens University of Economics and Business - Department of Economics
and
Athens University of Economics and Business - Department of Economics
Date Posted: January 29, 201175 downloads
Applied Fund-of-Funds Construction: A Robust Approach
Nik Tuzov
affiliation not provided to SSRN
Date Posted: January 28, 2011207 downloads
CAPM Performance in the Caracas Stock Exchange from 1992 to 1998 International Review of Financial Analysis, Vol. 10, No. 3, 2001
Maximiliano Gonzalez
Date Posted: January 27, 201156 downloads
Efficient Portfolio Valuation Incorporating Liquidity Risk
Yu Tian
,
Ron Rood
and
Cornelis W. Oosterlee
Date Posted: January 27, 2011Last Revised: December 23, 201292 downloads
The Exchange of Flow Toxicity The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Date Posted: January 27, 2011Last Revised: February 27, 20126143 downloads
Volatility Spillover from World Oil Spot Markets to Aggregate and Electricity Stock Index Returns in Turkey Applied Energy, Vol. 88, pp. 354-360, 2011
Ugur Soytas
and
Adil Oran
affiliation not provided to SSRN
and
Middle East Technical University (METU) - Department of Business Administration
Date Posted: January 27, 2011
A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates International Journal of Economic Sciences and Applied Research, Vol. 3, No. 2, p. 21, 2010
Manish Kumar
affiliation not provided to SSRN
Date Posted: January 25, 2011124 downloads
Commonality in Liquidity in Emerging Markets: Evidence from the Chinese Stock Market
Paresh Kumar Narayan ,
Xinwei Zheng
and
Zhichao Zhang
Date Posted: January 25, 2011
Integration of Indian Stock Market with World Stock Markets Asian Journal of Business and Accounting, Vol. 3, No. 1, pp. 117-134, 2010
Vanita Tripathi
and
Shruti Sethi
Date Posted: January 25, 2011126 downloads
Multivariate GARCH Modeling of Sector Volatility Transmission: A DCC Model Approach
Marcelo Brutti Righi
and
Paulo Sergio Ceretta
Date Posted: January 25, 2011153 downloads
Trichet Bonds to Resolve the European Sovereign Debt Problem NET Institute Working Paper No. 11-01
Nicholas Economides and
Roy C. Smith
Date Posted: January 25, 2011316 downloads
What Factors Motivate the Stock Analyst Forecast on Listed Companies in Colombo Stock Exchange?
M. M. Fonseka and
Gao-Liang Tian
Date Posted: January 24, 201144 downloads
The Microstructure of the Money Market Before and after the Financial Crisis: A Network Perspective CEIS Tor Vergata Research Paper Series, Vol. 9, No. 1, p. 181, January 2011
Silvia Gabrieli
Date Posted: January 23, 2011Last Revised: May 14, 2012171 downloads
Predicting Extreme Returns and Portfolio Management Implications
Greg Stevenson
,
Andy Fodor
and
Nathan Mauck
Date Posted: January 20, 2011Last Revised: May 15, 2012374 downloads
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