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Full Text Papers: 398,394
Authors: 228,766
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SSRN eLibrary Search Results
JEL Code: G12
5,858,508 Total downloads
Showing Papers 12,301 - 12,350 of 13,882
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Views of Financial Economists on the Equity Premium and On Professional Controversies
Journal of Business
Ivo Welch
University of California, Los Angeles (UCLA)
Date Posted: July 05, 2000
Accepted Paper Series

Incl. Electronic Paper Predicting Stock Returns Using Industry-Relative Firm Characteristics
 Clifford S. Asness , R. Burt Porter and Ross L. Stevens
AQR Capital Management, LLC , Iowa State University and Urbanfetch.com
Date Posted: July 05, 2000
Working Paper Series
2606 downloads

Trading Activity and Expected Stock Returns
Journal of Financial Economics
 Tarun Chordia , Avanidhar Subrahmanyam and V. Ravi Anshuman
Emory University - Department of Finance , University of California, Los Angeles (UCLA) - Finance Area and Indian Institute of Management Bangalore
Date Posted: July 05, 2000
Accepted Paper Series

Incl. Electronic Paper Trading Activity and Expected Stock Returns
 Tarun Chordia , Avanidhar Subrahmanyam and V. Ravi Anshuman
Emory University - Department of Finance , University of California, Los Angeles (UCLA) - Finance Area and Indian Institute of Management Bangalore
Date Posted: July 05, 2000
Working Paper Series
1407 downloads

Venture Capitalists, Investment Appraisal and Accounting Information: A Comparative Study of the US, UK, France, Belgium and Holland
European Financial Management, Vol. 6, No. 3 September 2000
 Sophie Manigart , Mike Wright , Koen Waele , Ken Robbie , Philippe Desbrieres , Harry J. Sapienza and Amy Beekman
Vlerick Leuven Gent Management School , Nottingham University Business School , Ghent University , Nottingham University Business School , Université de Bourgogne , University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina - Moore School of Business
Date Posted: July 04, 2000
Accepted Paper Series

Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses
Journal of Finance
 Russ Wermers
University of Maryland - Robert H. Smith School of Business
Date Posted: July 03, 2000
Accepted Paper Series

Incl. Electronic Paper From Boom 'til Bust: How Loss Aversion Affects Asset Prices
Journal of Banking and Finance, Vol. 33, pp. 1005-1013, 2009
 Arjan B. Berkelaar and Roy Kouwenberg
World Bank - Quantitative Strategies, Risk & Analytics Department and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: June 30, 2000
Last Revised: April 01, 2009
Accepted Paper Series
439 downloads

Incl. Electronic Paper The Impact of Soft Dollars on Market Equilibrium and Investors' Profits
London Business School Accounting Subject Area No. 005, Cass Business School Research Paper
 Gilad Livne and Brett Trueman
City University London - Sir John Cass Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: June 28, 2000
Working Paper Series
357 downloads

Investment Opportunity Sets, Accounting-Based Regulatory Contracts, and Accounting Discretion
Managerial Finance
 Malcolm McLelland
Equilibrio Capital | Brasil
Date Posted: June 27, 2000
Accepted Paper Series

Incl. Electronic Paper Global and Relative Over- and Underreactions in International Stock Market Indexes
 Oliver Schnusenberg and Jeff Madura
University of North Florida - Department of Accounting and Finance and Florida Atlantic University - College of Business
Date Posted: June 27, 2000
Working Paper Series
461 downloads

Debt Structure Adjustments and Long-run Stock Price Performance
Journal of Financial Intermediation
 Sudip Datta , Kartik Raman and Mai Iskandar-Datta
Wayne State University - Finance Department , Bentley University and Wayne State University - Finance Department
Date Posted: June 27, 2000
Accepted Paper Series

Incl. Electronic Paper Debt Structure Adjustments and Long-run Stock Price Performance
 Sudip Datta , Kartik Raman and Mai Iskandar-Datta
Wayne State University - Finance Department , Bentley University and Wayne State University - Finance Department
Date Posted: June 27, 2000
Working Paper Series
324 downloads

Purchase, Pooling, and Equity Analysts' Valuation Judgments
The Accounting Review, Vol. 75, Issue 3, July 2000
 Patrick E. Hopkins , Richard W. Houston and Michael F. Peters
Indiana University , University of Alabama and University of Maryland
Date Posted: June 27, 2000
Accepted Paper Series

Incl. Electronic Paper The Valuation Implications of Employee Stock Option Accounting for Computer Software Firms
 Timothy B. Bell , Wayne R. Landsman , Bruce L. Miller and Shu Yeh
KPMG International, LLP - Assurance & Advisory Services Center , University of North Carolina (UNC) at Chapel Hill - Accounting Area , University of California, Los Angeles (UCLA) - Accounting Area and KPMG LLP, Montvale
Date Posted: June 27, 2000
Working Paper Series
1110 downloads

Incl. Electronic Paper Do Underwriters Encourage Stock Flipping? A New Explanation for the Underpricing of IPOs
 Raymond P.H. Fishe and Ekkehart Boehmer
University of Richmond - E. Claiborne Robins School of Business and EDHEC Business School
Date Posted: June 23, 2000
Working Paper Series
1634 downloads

The First Passage Time Problem in Contingent Valuation
 Jihe Song
affiliation not provided to SSRN
Date Posted: June 21, 2000
Working Paper Series

Incl. Electronic Paper Evaluating and Investing in Equity Mutual Funds
AFA 2001 New Orleans Meetings; CRSP Working Paper No. 516; RLW Center for Financial Research Working Paper No. 10-00
 Lubos Pastor and Robert F. Stambaugh
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Date Posted: June 13, 2000
Working Paper Series
873 downloads

Incl. Electronic Paper Voluntary Disclosure of Balance Sheet Information in Quarterly Earnings Announcements
 Shuping Chen , Mark L. DeFond and Chul W. Park
University of Texas at Austin - Red McCombs School of Business , University of Southern California - Leventhal School of Accounting and University of Hong Kong - School of Business
Date Posted: June 10, 2000
Working Paper Series
1251 downloads

Incl. Electronic Paper The Impact of CEO Turnover on Firm Volatility
 Matthew J. Clayton , Jay C. Hartzell and Joshua V. Rosenberg
University of Virginia (UVA) - McIntire School of Commerce , University of Texas at Austin - Department of Finance and Federal Reserve Bank of New York
Date Posted: June 10, 2000
Working Paper Series
935 downloads

Incl. Electronic Paper The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Anderson School at UCLA Working Paper #4-00
 Francis A. Longstaff , Eduardo S. Schwartz and Pedro Santa-Clara
University of California, Los Angeles (UCLA) - Finance Area , University of California, Los Angeles (UCLA) - Finance Area and Nova School of Business and Economics
Date Posted: June 09, 2000
Working Paper Series
1313 downloads

Incl. Electronic Paper The Term Structure of Simple Forward Rates with Jump Risk
 Paul Glasserman and Steven G. Kou
Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: June 07, 2000
Working Paper Series
540 downloads

An Investigation Of The Effect Of Funding On The Slope Of The Yield Curve
Bank of England Working Paper No. 6
 D.M. Egginton
Bank of England
Date Posted: June 04, 2000
Working Paper Series

Incl. Electronic Paper The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
Review of Financial Studies
 Pedro Santa-Clara and Didier Sornette
Nova School of Business and Economics and Swiss Finance Institute
Date Posted: June 04, 2000
Accepted Paper Series
534 downloads

Incl. Electronic Paper Capital Cash Flows: A Simple Approach to Valuing Risky Cash Flows
 Richard S. Ruback
Harvard Business School
Date Posted: June 01, 2000
Working Paper Series
4867 downloads

Incl. Electronic Paper Back to Basics: Forecasting the Revenues of Internet Firms
 Brett Trueman , M.H. Franco Wong and Xiao-Jun Zhang
University of California, Los Angeles (UCLA) - Anderson School of Management , INSEAD and University of California, Berkeley
Date Posted: May 29, 2000
Working Paper Series
2064 downloads

The Pricing of Risk in Common Shares
International Review of Financial Analysis, Volume 2, Number 3, 1993.
 Myron Gordon
University of Toronto
Date Posted: May 25, 2000
Accepted Paper Series

Incl. Electronic Paper Dynamic Asset Allocation and Downside-Risk Aversion
Econometric Institute Report No. EI 2000-12/A
 Arjan B. Berkelaar and Roy Kouwenberg
World Bank - Quantitative Strategies, Risk & Analytics Department and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: May 25, 2000
Working Paper Series
1067 downloads

Incl. Electronic Paper Residual Income Valuation: The Problems
 James A. Ohlson
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: May 24, 2000
Working Paper Series
5488 downloads

Incl. Electronic Paper An Analysis of the Relation Between the Stewardship and Valuation Roles of Earnings
 Robert M. Bushman , Ellen Engel , Jennifer Milliron and Abbie J. Smith
University of North Carolina at Chapel Hill - Kenan-Flagler Business School , University of Chicago Booth School of Business , Chicago Partners, LLC and University of Chicago - Booth School of Business
Date Posted: May 24, 2000
Working Paper Series
1028 downloads

The Term Structure of Interest Rates as a Random Field
The Charles A. Dice Center for Research in Financial Economics Working Paper No. 97-5
 Robert S. Goldstein
University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: May 21, 2000
Working Paper Series

Incl. Electronic Paper Credit Risk and the Yen Interest Rate Swap Market
 Young Ho Eom , Jun Uno and Marti G. Subrahmanyam
Yonsei University , Waseda University and New York University - Stern School of Business
Date Posted: May 19, 2000
Working Paper Series
536 downloads

Incl. Electronic Paper Static Replication of Barrier Options: Some General Results
 Leif B. G. Andersen , Jesper Andreasen and David A. Eliezer
Bank of America Merrill Lynch , Danske Bank - Danske Markets and General Reinsurance Financial Products in New York
Date Posted: May 19, 2000
Working Paper Series
2340 downloads

The Economics of Structured Finance
Journal of Fixed Income, Fall 1997
 George S. Oldfield
College of William and Mary - Mason School of Business
Date Posted: May 19, 2000
Accepted Paper Series

Incl. Electronic Paper Asymmetric Correlations of Equity Portfolios
EFA 2001 Barcelona Meetings
 Joseph Chen and Andrew Ang
University of California, Davis - Graduate School of Management and Columbia Business School - Finance and Economics
Date Posted: May 19, 2000
Working Paper Series
1246 downloads

The Information Content of Implied Volatility, Skewness and Kurtosis: The Empirical Evidence from Long Term CAC 40 Options
European Financial Management, Vol. 6, No. 1, March 2000
 Patrick Navatte and Christophe Villa
Université de Rennes I and Audencia Nantes School of Management
Date Posted: May 16, 2000
Accepted Paper Series

The Individual Investor and the Weekend Effect
J of Financial and Quantitative Analysis, Vol. 29 No. 2, June 1994
 Abraham Abraham and David L. Ikenberry
King Fahd University of Petroleum & Minerals (KFUPM) and Leeds School of Business, University of Colorado Boulder
Date Posted: May 16, 2000
Accepted Paper Series

Locking Out Rival Bidders: The Use of Lockup Options in Corporate Mergers
Journal of Financial Economics
 Timothy R. Burch
University of Miami - Department of Finance
Date Posted: May 16, 2000
Accepted Paper Series

A State-Space Model of Short- and Long-Horizon Stock Returns
Journal of Financial Research
 Chunsheng Zhou and Chang Qing
Peking University - Guanghua School of Management - Finance and Inner Mongolia Polytechnic University
Date Posted: May 16, 2000
Accepted Paper Series

On the Recoverability of Preferences and Beliefs
Review of Financial Studies, Vol. 13, No. 2
 Domenico Cuoco and Fernando Zapatero
University of Pennsylvania - Finance Department and University of Southern California - Marshall School of Business
Date Posted: May 16, 2000
Accepted Paper Series

Incl. Electronic Paper Momentum Does Not Matter Consistently: The Evidence from Taiwan Stock Returns
 Anlin Chen
National Sun Yat-Sen University - Department of Business Management
Date Posted: May 15, 2000
Working Paper Series
359 downloads

Regression to the Mean and Mean Reversion in Futures Markets
J of Financial Engineering, Vol. 3, No. 2, June 1994
 Robert W. Kolb and John Okunev
Loyola University of Chicago - Department of Finance and Coda Asset Management
Date Posted: May 14, 2000
Accepted Paper Series

Partially Revealing Rational Expectations Equilibria with Nominal Assets
JOURNAL OF MATHEMATICAL ECONOMICS, 1994
 Rohit Rahi
London School of Economics - Department of Finance
Date Posted: May 14, 2000
Accepted Paper Series

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
Journal of Finance
 Andrew W. Lo , Harry Mamaysky and Jiang Wang
Massachusetts Institute of Technology (MIT) - Sloan School of Management , Citigroup and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 14, 2000
Accepted Paper Series

Incl. Electronic Paper Skewed Generalized Error Distribution of Financial Assets and Option Pricing
 Panayiotis Theodossiou
Cyprus University of Technology
Date Posted: May 13, 2000
Working Paper Series
1579 downloads

Incl. Electronic Paper New Results on Stock Prices and Fundamental Value
 Douglas J. Lamdin
University of Maryland, Baltimore County - Department of Economics
Date Posted: May 13, 2000
Working Paper Series
404 downloads

Determining Investor Suitability Using the Analytic Hierarchy Process
 Paul J. Bolster , Vahan Janjigian and Emery A. Trahan
Northeastern University - Finance and Insurance Area , Northeastern University and Northeastern University - Finance and Insurance Area
Date Posted: May 12, 2000
Working Paper Series

On Pricing Kernels and Finite State Variable Heath Jarrow Morton Models
REVIEW OF DERIVATIVES RESEARCH, Vol. 1 No. 1
 George Pennacchi , Peter H. Ritchken and L. Sankarasubramanian
University of Illinois , Case Western Reserve University - Department of Banking & Finance and affiliation not provided to SSRN
Date Posted: May 12, 2000
Accepted Paper Series

Investment Opportunities and the Market Reaction to Equity Offerings
J of Financial and Quantitative Analysis, Vol. 29, No. 2, June 1994
 David J. Denis
University of Pittsburgh
Date Posted: May 12, 2000
Accepted Paper Series

Market Structures and Liquidity: A Transactions Data Study of Exchange Listings
JOURNAL OF FINANCIAL INTERMEDIATION Vol 3 No 3, 1994
 William G. Christie and Roger D. Huang
Vanderbilt University - Finance and University of Notre Dame
Date Posted: May 11, 2000
Accepted Paper Series

Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities
JOURNAL OF BUSINESS, Vol 68 No 1, January 1995
 K.C. Chan , William G. Christie and Paul H. Schultz
Hong Kong University of Science & Technology - Department of Finance , Vanderbilt University - Finance and University of Notre Dame - Department of Finance
Date Posted: May 11, 2000
Accepted Paper Series


 

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