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Full Text Papers: 393,706
Authors: 226,701
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  Last 12 months: 		68,955

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Last 12 months: 11,186,469
Last 30 days: 1,057,644

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SSRN eLibrary Search Results
JEL Code: G12
5,802,598 Total downloads
Showing Papers 12,501 - 12,550 of 13,813
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Incl. Electronic Paper Explaining the Forward Interest Rate Term Structure
Andrew Matacz and Jean-Philippe Bouchaud
Capital Fund Management and Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Date Posted: November 15, 1999
Working Paper Series
520 downloads

Incl. Electronic Paper Multi-Fractal Processes as Models for Financial Returns: A First Assessment
Working Paper No. B-456
 Thomas Lux
University of Kiel - Institute of Economics
Date Posted: November 14, 1999
Working Paper Series
675 downloads

Testing for Non-Linear Structure in an Artificial Financial Market
SFB (Sonderforschungsbereich)303 Discussion Paper No. B - 447
 Shu-Heng Chen , Thomas Lux and Michele Marchesi
National Chengchi University (NCCU) - Department of Economics , University of Kiel - Institute of Economics and Universita di Cagliari - Department of Electrical and Electronic Engineering
Date Posted: November 14, 1999
Working Paper Series

Business Cycles and the Relation between Security Returns and Earnings
Review of Accounting Studies, Vol 4, No 2, June 1999
 Marilyn F. Johnson
Michigan State University - Department of Accounting & Information Systems
Date Posted: November 14, 1999
Accepted Paper Series

Incl. Electronic Paper Capital Structure and the Ex-Dividend Day Return
 Dan W. French , Paula L. Varson and Kenneth P. Moon
New Mexico State University - Department of Finance & Business Law , St. Mary's University of San Antonio - Finance and Texas State University, San Marcos - Department of Finance and Economics
Date Posted: November 10, 1999
Working Paper Series
603 downloads

Further Evidence on the Integration of REIT, Bond, and Stock Markets
The Journal of Real Estate Finance and Economics, Vol. 20, Issue 2 2000
 John L. Glascock , Chiuling Lu and Raymond Wai-Man So
University of Connecticut , Yuan Ze University - Department of Finance and Chinese University of Hong Kong (CUHK) - Department of Finance
Date Posted: November 09, 1999
Accepted Paper Series

Incl. Electronic Paper Small Sample Properties of The Model Specification Test Based On The Hansen-Jagannathan Distance
 Seung C. Ahn and Christopher Gadarowski
Arizona State University (ASU) - Economics Department and Rowan University - Accounting & Finance
Date Posted: November 09, 1999
Working Paper Series
207 downloads

Incl. Electronic Paper Patterns of Rational Default
 James B. Kau and Donald C. Keenan
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-Pontoise
Date Posted: November 09, 1999
Working Paper Series
628 downloads

Market Valuation of Obligations to Decommission Commercial Nuclear Reactors
 Eugene G. Chewning Jr. and Anita McKie
University of South Carolina - Moore School of Business and University of South Carolina at Aiken
Date Posted: November 08, 1999
Working Paper Series

Incl. Electronic Paper Does Meeting Expectations Matter? Evidence from Analyst Forecast Revisions and Share Prices
 Ron Kasznik and Maureen F. McNichols
Stanford Graduate School of Business and Stanford University
Date Posted: November 08, 1999
Working Paper Series
1767 downloads

Evidence On The Usefulness Of Capital Expenditures As An Alternative Measure Of Depreciation
Review of Accounting Studies, Vol 4, Issues 3 & 4
 Dennis J. Chambers , Ross Jennings and Robert B. Thompson
Kennesaw State University , University of Texas at Austin - Department of Accounting and American University
Date Posted: November 08, 1999
Accepted Paper Series

Disclosure Quality, Institutional Investors, and Stock Return Volatility
 Brian J. Bushee and Christopher F. Noe
University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology - Sloan School of Management
Date Posted: November 07, 1999
Working Paper Series

Assymetric Information and the Predictability of Real Estate Returns
The Journal of Real Estate Finance and Economics, Vol. 20, Issue 2 2000
 Michael J. Cooper , David H. Downs and Gary A. Patterson
University of Utah - David Eccles School of Business , Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of South Florida
Date Posted: November 05, 1999
Accepted Paper Series

Incl. Electronic Paper Macroeconomic Foundations for Discontinuous Price Movements
 Liuren Wu
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: November 05, 1999
Working Paper Series
188 downloads

Incl. Electronic Paper The Relation Between Expected Return and Beta: A Random Resampling Approach
 Hans O. Mikkelsen
USC - Marshall School of Business
Date Posted: November 05, 1999
Working Paper Series
1230 downloads

Incl. Electronic Paper Expected Option Returns
 Tyler Shumway and Joshua D. Coval
University of Michigan at Ann Arbor and Harvard Business School - Finance Unit
Date Posted: November 05, 1999
Working Paper Series
1087 downloads

Incl. Electronic Paper An Answer to the Long-Run Performance Puzzle of IPOs in Taiwan: An Application of the Fama-French Model
 Anlin Chen and Kuei-ling Pan
National Sun Yat-Sen University - Department of Business Management and Yuanta Securities Group
Date Posted: November 04, 1999
Working Paper Series
882 downloads

Demand Curves and the Pricing of Money Management
The Wharton Financial Institutions Center Working Paper No. 99-31
 Susan Kerr Christoffersen
University of Toronto - Rotman School of Management
Date Posted: November 04, 1999
Working Paper Series

Market Structure and Swap Spreads: International Evidence
 Frank Fehle
BlueCrest Capital
Date Posted: November 04, 1999
Working Paper Series

Time Series Properties of an Artificial Stock Market
Journal of Economic Dynamics and Control, Vol. 23, October 1999
 Blake LeBaron , W. Brian Arthur and Richard G. Palmer
Brandeis University - International Business School , Santa Fe Institute and Duke University
Date Posted: November 04, 1999
Accepted Paper Series

Incl. Electronic Paper Brokerage Houses and their Stock Recommendations: Does Superior Performance Persist?
 Brad M. Barber , Reuven Lehavy and Brett Trueman
University of California, Davis , University of Michigan - Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: November 04, 1999
Working Paper Series
770 downloads

Volatility Timing in Mutual Funds: Evidence from Daily Returns
Review of Financial Studies, Vol. 12, Iss. 5
 Jeffrey A. Busse
Emory University - Department of Finance
Date Posted: November 03, 1999
Accepted Paper Series

Price Discovery without Trading: Evidence from the Nasdaq Pre-opening
Journal of Finance
 Charles Cao , Eric Ghysels and Frank Hatheway
Pennsylvania State University , University of North Carolina (UNC) at Chapel Hill - Department of Economics and National Association of Securities Dealers, Inc., NASD
Date Posted: November 03, 1999
Accepted Paper Series

Stationarity and Cointegration in Systems with Real Estate and Financial Assets
The Journal of Real Estate Finance and Economics, Vol. 18, No. 3, May 1999
 Mukesh Chaudhry , F.C. Neil Myer and James R. Webb
Northern State University - Department of Finance and Economics , Cleveland State University - Finance and Cleveland State University
Date Posted: November 02, 1999
Accepted Paper Series

Recovery of Real Estate Returns for Portfolio Allocation
The Journal of Real Estate Finance and Economics, Vol. 18, No. 3, May 1999
 John B. Corgel and Jan A. de Roos
Cornell University and Cornell University
Date Posted: November 02, 1999
Accepted Paper Series

Nonnested Procedures in Econometric Tests of Asset Pricing Theories
The Journal of Financial Research
 Elyas Elyasiani and Alireza Nasseh
Temple University - Department of Finance and Saint Louis University - Department of Finance
Date Posted: November 02, 1999
Accepted Paper Series

Incl. Electronic Paper Financial Market Liquidity and the Distribution of Prices
 Ian Domowitz and Mahmoud El-Gamal
ITG, Inc. and Rice University - Department of Economics
Date Posted: November 01, 1999
Working Paper Series
648 downloads

Incl. Electronic Paper The Accounting Rate of Return as a Framework for Analysis
 Richard P. Brief
New York University
Date Posted: October 29, 1999
Working Paper Series
821 downloads

Incl. Electronic Paper Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability
 Anthony W. Lynch
New York University (NYU) - Department of Finance
Date Posted: October 29, 1999
Working Paper Series
319 downloads

Incl. Electronic Paper Purchase, Pooling, and Equity Analysts' Valuation Judgments
 Patrick E. Hopkins , Richard W. Houston and Michael F. Peters
Indiana University , University of Alabama and University of Maryland
Date Posted: October 27, 1999
Working Paper Series
1275 downloads

Incl. Electronic Paper The Economic Dilution of Employee Stock Options: Diluted EPS for Valuation and Financial Reporting
 John E. Core , Wayne R. Guay and S.P. Kothari
Massachusetts Institute of Technology (MIT) - Sloan School of Management , University of Pennsylvania - Accounting Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 27, 1999
Working Paper Series
2188 downloads

Empirical Tests of Two-State-Variable Heath-Jarrow-Morton Models
J. OF MONEY, CREDIT, AND BANKING, August 1996
 Robert R. Bliss and Peter H. Ritchken
Wake Forest University - Schools of Business and Case Western Reserve University - Department of Banking & Finance
Date Posted: October 26, 1999
Accepted Paper Series

Cross-Sectional Valuation of Corporate Equities: The Finnish Evidence
International Review of Financial Analysis Volume 3, Number 1, 1994
 Arto Suvas
University of Vaasa - Department of Accounting and Finance
Date Posted: October 26, 1999
Accepted Paper Series

Bayesian Inference and Portfolio Efficiency
REVIEW OF FINANCIAL STUDIES, Volume 8 Issue 1
 Shmuel Kandel (deceased) , Robert E. McCulloch and Robert F. Stambaugh
Deceased , University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Date Posted: October 26, 1999
Accepted Paper Series

Contrarian Investment, Extrapolation, and Risk
JOURNAL OF FINANCE, VOL. 49, NO. 5, December 1994
 Josef Lakonishok , Andrei Shleifer and Robert W. Vishny
University of Illinois at Urbana-Champaign , Harvard University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: October 26, 1999
Accepted Paper Series

Discrete-Time Valuation of American Options with Stochastic Interest Rates
REVIEW OF FINANCIAL STUDIES, Vol 7 No 4, 1994
 Kaushik I. Amin and James N. Bodurtha
Lehman Brothers and Georgetown University - Department of Finance
Date Posted: October 26, 1999
Accepted Paper Series

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility
Review of Financial Studies, Volume 7, Number 4, 1994.
 Wenling Lin and Robert F. Engle
Office of Comptroller of Currency and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: October 26, 1999
Accepted Paper Series

Asset Pricing Implications of A Non-Expected Recursive Utility Function: A Review
International Review of Financial Analysis Volume 3, Number 1, 1994
 Jaeho Cho and Jack Clark Francis
affiliation not provided to SSRN and Bernard Baruch College
Date Posted: October 25, 1999
Accepted Paper Series

Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol 30, No 1, March 1995
 Robin J. Brenner and Kenneth F. Kroner
Morgan Stanley and Blackrock
Date Posted: October 25, 1999
Accepted Paper Series

Real Estate Securities and a Filter-based, Short-term Trading Strategy
Journal of Real Estate Research, Vol. 20, No. 2
 Michael J. Cooper , David H. Downs and Gary A. Patterson
University of Utah - David Eccles School of Business , Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of South Florida
Date Posted: October 25, 1999
Accepted Paper Series

Incl. Electronic Paper The Feltham-Ohlson (1995) Model: Empirical Implications
 Jing Liu and James A. Ohlson
The Cheung Kong Graduate School of Business and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: October 25, 1999
Working Paper Series
4100 downloads

Incl. Electronic Paper Conservative Accounting and Finite Firm Life: Why Residual Income Valuation Estimates Understate Stock Price
 James N. Myers
University of Arkansas
Date Posted: October 25, 1999
Working Paper Series
1611 downloads

An Efficient Approach for Pricing Spread Options
THE J. OF DERIVATIVES, Fall 1995
 Neil D. Pearson
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: October 25, 1999
Accepted Paper Series

An Analysis of PERCS
J of Financial Engineering, Vol. 3, No. 2, June 1994.
 Andrew H. Chen , John Kensinger and Hansong Pu
Southern Methodist University (SMU) - Edwin L. Cox School of Business , University of North Texas - Department of Finance, Insurance Real Estate and Law and Harvard University - Massachusetts General Hospital
Date Posted: October 25, 1999
Accepted Paper Series

An Alternative Approach to Dividend Adjustments in Option Pricing Models
(The J. of Financial Engineering, Vol. 4 No. 4, December 1995)
 In-Moo Kim
Sungkyunkwan University
Date Posted: October 25, 1999
Accepted Paper Series

Incl. Electronic Paper Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk
Office for Futures & Options Research (OFOR) Working Paper No. 9904
 Mark R. Manfredo and Raymond M. Leuthold
Arizona State University - Morrison School of Agribusiness and Resource Management and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Date Posted: October 25, 1999
Working Paper Series
383 downloads

Nasdaq and The Chicago Stock Exchange: An Analysis of Multiple Market Trading
The Financial Review, Vol. 34, Iss. 4, November 1999
 Bonnie F. Van Ness , Wen-Liang Hseih and Robert A. Van Ness
University of Mississippi - Department of Finance , Tamkang University and University of Mississippi - Department of Finance
Date Posted: October 25, 1999
Accepted Paper Series

American Capped Call Options on Dividend Paying Assets
REVIEW OF FINANCIAL STUDIES, Vol 7 No 4, 1994
 Jerome Detemple and Mark Broadie
Boston University - Department of Finance & Economics and Columbia University - Columbia Business School - Decision Risk and Operations
Date Posted: October 25, 1999
Accepted Paper Series

Uncovering Nonlinear Structure In Real-Time Stock Market Indices
 Abhay Abhyankar , Laurence Copeland and W. Wong
University of Exeter Business School, University of Exeter , Cardiff University - Cardiff Business School and University of Stirling
Date Posted: October 24, 1999
Working Paper Series

Time Series Analysis of Inefficient Financial Markets
 Peter Bossaerts
California Institute of Technology
Date Posted: October 24, 1999
Working Paper Series


 

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