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JEL Code: G12
5,803,426 Total downloads
Showing Papers 12,351 - 12,400 of 13,813
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Can Book-to-Market, Size, and Momentum be Risk Factors that Predict Economic Growth? Journal of Financial Economics
Jim Kyung-Soo Liew and
Maria Vassalou
Date Posted: April 03, 2000
Private Benefits, Block Transaction Premiums and Ownership Structure
Alessandro Sembenelli and
Giovanna Nicodano
Date Posted: April 03, 2000656 downloads
Identifying Investor Sentiment from Price Paths: The Case of Football Betting Journal of Business, Vol. 72, Issue 4, October 1999
Christopher Avery and
Judith A. Chevalier
Date Posted: March 30, 2000
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics?
Robert J. Hodrick and
Maria Vassalou
Date Posted: March 30, 2000300 downloads
Why Stocks May Disappoint EFA 0669
Andrew Ang ,
Geert Bekaert and
Jun Liu
Date Posted: March 30, 2000741 downloads
Simple Model of a Limit Order-Driven Market
Sergei Maslov
Date Posted: March 29, 2000364 downloads
Closed-End Fund Discounts with Informed Ownership Differential
Gustavo Grullon and
F. Albert Wang
Date Posted: March 29, 2000389 downloads
Optimal Portfolio Choice Under Loss Aversion Review of Economics and Statistics, Vol. 86, No. 4, 2004
Arjan B. Berkelaar ,
Roy Kouwenberg and
Thierry Post
Date Posted: March 29, 2000Last Revised: January 30, 20121442 downloads
Testing Interest Rate Models: What Does Futures and Options Data Tell Us? EFMA 2000 Athens
Mukarram Attari
Date Posted: March 28, 2000456 downloads
Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model Review of Financial Studies, Vol. 12, Issue 5, Winter 2000
Pietro Veronesi
Date Posted: March 28, 2000
Why Long Term Forward Rates (Almost) Always Slope Downwards IFA Working Paper No. 299
Stephen M. Schaefer and
Roger H. Brown
Date Posted: March 27, 2000475 downloads
Forecasting Spot Interest Rate Volatility EFA 2000 Meetings Paper No. 0095
Miguel A. Ferreira
Date Posted: March 27, 2000773 downloads
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks Review of Financial Studies, 2000
Pedro Santa-Clara and
Didier Sornette
Date Posted: March 27, 2000
Strategic Trading and Learning About Liquidity
Sven Rady and
Harrison G. Hong
Date Posted: March 27, 2000432 downloads
Time-Varying Market, Interest Rate, and Exchange Rate Risk Premia in the U.S. Commercial Bank Stock Returns Journal of Multinational Financial Management
Chu-Sheng Tai
Date Posted: March 24, 2000
The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence
Alex Shapiro
Date Posted: March 24, 2000405 downloads
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
Suleyman Basak and
Alex Shapiro
Date Posted: March 24, 20005835 downloads
The Determinants of Credit Spread Changes
Pierre Collin-Dufresne ,
J. Spencer Martin and
Robert S. Goldstein
Date Posted: March 24, 20002429 downloads
Are Good Companies Bad Investments? August 1998
Peter Antunovich and
David Laster
Date Posted: March 23, 2000259 downloads
Does Venture Capital Require an Active Stock Market? As published in Journal of Applied Corporate Finance, pp. 36-48, Winter 1999
Ronald J. Gilson and
Bernard S. Black
Date Posted: March 23, 20004369 downloads
Interacting Biases, Non-Normal Return Distributions and the Performance of Tests for Long-Horizon Event Studies
Arnold R. Cowan and
Anne M.A. Sergeant
Date Posted: March 22, 2000375 downloads
The Value Relevance of Brand Assets Recognized by UK Firms
Sanjay Kallapur and
Sabrina Y. S. Kwan
Date Posted: March 22, 20001112 downloads
Transaction-cost Expenditures and the Relative Performance of Mutual Funds WFIC Working Paper No. 00-02
John Chalmers ,
Roger M. Edelen and
Gregory B. Kadlec
Date Posted: March 19, 2000698 downloads
Credit Spreads Between German and Italian Sovereign Bonds -
Do Affine Models Work? University of Mannheim, Dept. of Banking & Finance Working Paper No. 9904
Klaus Duellmann and
Marc Windfuhr
affiliation not provided to SSRN
Date Posted: March 17, 2000359 downloads
Returns Momentum, Returns Reversals and Earnings Surprises
Leonard C. Soffer and
Beverly R. Walther
Date Posted: March 17, 20001080 downloads
Optimal Financial Integration and Security Design Stern School of Business Working Paper No. S-00-12
Viral V. Acharya and
Alberto Bisin
Date Posted: March 17, 2000266 downloads
The Ohlson Model: Contribution to Valuation Theory, Limitations, and Empirical Applications Journal of Accounting, Auditing & Finance, Summer 2000
Kin Lo and
Thomas Z. Lys
Date Posted: March 16, 2000
The Ohlson Model: Contribution to Valuation Theory, Limitations, and Empirical Applications Sauder School of Business Working Paper
Kin Lo and
Thomas Z. Lys
Date Posted: March 16, 20006715 downloads
Multiperiod Asset Pricing in the Presence of Transaction Costs and Taxes Lancaster University Working Paper No. 2000-02
Pengguo Wang and
Ser-Huang Poon
Date Posted: March 16, 2000
A Note on the Exact Replication of a Stock Index with a Multiplier Rounding Method OR Spektrum, Vol. 21, No. 4
Gregor Dorfleitner
Date Posted: March 15, 2000
Semiparametric Estimation of a Characteristic-based Factor Model of Stock Returns
Gregory Connor and
Oliver B. Linton
Date Posted: March 15, 2000424 downloads
An Analysis of Risk and Pricing Anomalies CRSP Working Paper No. 500
Tobias J. Moskowitz
Date Posted: March 15, 2000985 downloads
The Geography Of Investment: Informed Trading And Asset Prices CRSP Working Paper No. 502
Joshua D. Coval and
Tobias J. Moskowitz
Date Posted: March 15, 2000749 downloads
An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation Northwestern University Finance Working Paper No. 247
Mark D. Schroder and
Costis Skiadas
Date Posted: March 14, 2000148 downloads
The Robustness of the CAPM: A Computational Approach Tilburg University, CentER Working Paper No. 1999-54
P. Jean-Jacques Herings
and
Felix Kubler
Date Posted: March 14, 2000277 downloads
Stock Returns and Inflation with Supply and Demand Disturbances Review of Financial Studies, Vol. 12, No. 5
Bong-Soo Lee and
Patrick J. Hess
Date Posted: March 13, 2000
On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model As Published in Review of Financial Studies, Volume 12, Issue 5
Louis K.C. Chan ,
Jason J. Karceski and
Josef Lakonishok
Date Posted: March 13, 2000
Beta, Size, and Stock Returns The Journal of Financial Research
Thomas W. Downs and
Robert W. Ingram
Date Posted: March 13, 2000
Feedback Effect of Stock Prices on Fundamental Values: Price Manipulation and Herding with Rational Expectations
Naveen Khanna and
Ramana Sonti
Date Posted: March 13, 2000771 downloads
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis
Frank de Jong ,
Joost Driessen and
Antoon Pelsser
Date Posted: March 11, 20001264 downloads
Forecasting Profitability and Earnings Journal of Business, Vol. 73, No. 2, April 2000
Eugene F. Fama and
Kenneth R. French
Date Posted: March 10, 2000
Influences and Trends in Mutual Fund Expense Ratios Journal of Financial Research
Michele LaPlante
Date Posted: March 10, 2000
Liquidity Provision During Circuit Breakers and Extreme Market Movements AFA 2001 New Orleans; Rodney L. White Ctr for Financial Research Working Paper No. 01-00
Michael A. Goldstein and
Kenneth A. Kavajecz
Date Posted: March 07, 2000435 downloads
A Defence of the Expectations Theory as a Model of US Long Term Interest Rates BIS Working Paper No. 85
Gregory D. Sutton
Date Posted: March 07, 2000171 downloads
News, Selectivity Bias, and Financial Asset Prices: A Study of Five Countries
Pierre L. Siklos and
Paul G. Robinson
Date Posted: March 06, 2000137 downloads
Beta and Returns Revisited: Evidence from the German Stock Market
Ralf Elsas ,
Mahmoud El-Shaer and
Erik Theissen
Date Posted: March 06, 20001202 downloads
Price Discovery and Trading Costs After Hours AFA 2001 New Orleans; Simon School of Business Working Paper No. FR 00-03
Michael J. Barclay and
Terrence Hendershott
Date Posted: March 02, 20001585 downloads
Law and Equity Markets: A Simple Model Stanford Law and Economics Olin Working Paper No. 194; and University of Salerno Working Paper No. 25
Davide Lombardo and
Marco Pagano
Date Posted: February 29, 2000923 downloads
Legal Determinants of the Return on Equity Stanford Law and Economics Olin Working Paper No. 193; and University of Salerno Working Paper No. 24
Davide Lombardo and
Marco Pagano
Date Posted: February 29, 20001402 downloads
A Closed-Form GARCH Option Valuation Model Review of Financial Studies
Steven L. Heston and
Saikat Nandi
Date Posted: February 28, 2000
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