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484,509
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393,865
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12,997,748 Total downloads
Showing Papers 12,661 - 12,710 of 36,713
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Free Cash Flow Models, Terminal Values and the Timing of Asset Replacements
New Zealand Economic Papers, Vol. 41, No. 1, pp. 79-102, 2008
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
General Equilibrium Pricing of Currency and Currency Options with Variable Disasters and Recursive Utility
Du Du
Hong Kong University of Science & Technology (HKUST)
Date Posted: January 12, 2010
Working Paper Series
44 downloads
Housing and its Role in the Household Portfolio in Colombia
Swiss Finance Institute Research Paper No. 10-01
Camilo Serrano
and
Martin Hoesli
IAZI AG - CIFI SA
and
University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: January 12, 2010
Working Paper Series
80 downloads
Investability and Firm Value
Todd Mitton and
Thomas O'Connor
Brigham Young University - J. Willard and Alice S. Marriott School of Management
and
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: January 12, 2010
Working Paper Series
66 downloads
Is There a Cross Listing Premium for Non-Exchange Traded Depositary Receipts?
International Research Journal of Finance and Economics, No. 25, pp. 183-202, 2009
Thomas O'Connor
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: January 12, 2010
Accepted Paper Series
39 downloads
It Pays to Violate: How Effective are the Basel Accord Penalties in Encouraging Risk Management?
Finance and Corporate Governance Conference 2010 Paper
Michael McAleer
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: January 12, 2010
Last Revised: September 14, 2010
Working Paper Series
713 downloads
Liquidity and Stock Size Premia in Japanese Regional Financial Markets: An Industry Level Analysis
Bruce Allen Hearn ,
Byoung Youp Lee
,
Roger Strange and
Jenifer Piesse
University of Sussex
,
University of London, King's College London, Department of Management
,
University of Sussex
and
Bournemouth University
Date Posted: January 12, 2010
Last Revised: September 27, 2010
Working Paper Series
90 downloads
Measuring the U.S. Social Discount Rate: Reply to Azar
Applied Financial Economics Letters, Vol. 4, No. 4, pp. 283-285, 2008
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Monte Carlo Market Greeks in the Displaced Diffusion LIBOR Market Model
Mark S. Joshi and
Oh Kang Kwon
University of Melbourne - Centre for Actuarial Studies
and
ANZ Bank
Date Posted: January 12, 2010
Working Paper Series
544 downloads
Policy Perspectives on OTC Derivatives Market Infrastructure
FRB of New York Staff Report No. 424
Darrell Duffie ,
Ada Li
and
Theodore Lubke
Stanford University - Graduate School of Business
,
Federal Reserve Banks - Federal Reserve Bank of New York
and
affiliation not provided to SSRN
Date Posted: January 12, 2010
Last Revised: March 09, 2010
Working Paper Series
494 downloads
Public Sector Cost of Capital: A Comparison of Two Models
New Zealand Economic Papers, Vol. 32, No. 2, pp. 195-212, December 1998
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Regulation and the Cost of Equity Capital in Australia
Journal of Law and Financial Management, Vol. 2, No. 1, pp. 29-42, 2003
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Regulatory Revenues and the Choice of the CAPM: Australia Versus New Zealand
Australian Journal of Management, Vol. 31, pp. 1-19, 2006
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets
Robert H. Battalio and
Paul H. Schultz
University of Notre Dame - Department of Finance
and
University of Notre Dame - Department of Finance
Date Posted: January 12, 2010
Working Paper Series
413 downloads
Size and Liquidity Effects in Asia-Pacific Equity Markets
Bruce Allen Hearn
University of Sussex
Date Posted: January 12, 2010
Last Revised: November 29, 2010
Working Paper Series
153 downloads
Size, Liquidity and Value Effects in African Frontier Equity Markets
Applied Financial Economics, 2011
Bruce Allen Hearn
University of Sussex
Date Posted: January 12, 2010
Last Revised: June 04, 2011
Accepted Paper Series
112 downloads
Tax-Adjusted Market Risk Premiums in New Zealand: 1931-2002
Pacific-Basin Finance Journal, Vol. 12, No. 3, pp. 291-310, 2004
Alastair Marsden and
Martin Lally
University of Auckland - Faculty of Business & Economics
and
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Accuracy of CAPM Proxies for Estimating a Firm's Cost of Equity
Accounting and Finance, Vol. 35 No. 1, pp. 63-72, May 1995
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Contrasting Role of Liquidity, Investor Protection and Corporate Block-Shareholders in Asset Pricing
Bruce Allen Hearn ,
Kate Phylaktis and
Jenifer Piesse
University of Sussex
,
City University London - Sir John Cass Business School
and
Bournemouth University
Date Posted: January 12, 2010
Last Revised: December 15, 2010
Working Paper Series
65 downloads
The Effectiveness of Fundamentally-Adjusted Price-to-Sales Multiple in Stock Valuation: The Case of Warsaw Stock Exchange
1st International Conference on Finance, Business & Accounting: Global Economic Meltdown Opportunities and Challenges, Conference Proceedings. Kuala Lumpur, December 2009
Jacek Welc
Wroclaw University of Economics
Date Posted: January 12, 2010
Last Revised: January 24, 2011
Working Paper Series
143 downloads
The Efficiency of the Buy-Write Strategy: Evidence from Australia
Tafadzwa Mugwagwa
,
Vikash Ramiah
and
Tony Naughton
RMIT University - School of Economics, Finance and Marketing
,
RMIT University - School of Economics, Finance and Marketing
and
RMIT University - School of Economics, Finance and Marketing
Date Posted: January 12, 2010
Last Revised: August 29, 2012
Working Paper Series
The Foreclosure Discount: Myth or Reality?
Journal of Urban Economics, Forthcoming
John P. Harding ,
Eric Rosenblatt and
Vincent W. Yao
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
,
Federal National Mortgage Association (Fannie Mae) - Research
and
affiliation not provided to SSRN
Date Posted: January 12, 2010
Last Revised: September 30, 2011
Accepted Paper Series
198 downloads
The Gordon-Shapiro Dividend Growth Formula and Inflation
Accounting and Finance, Vol. 28 No. 2, pp. 45-51, November 1988
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Real Cost of Capital in New Zealand: Is it Too High?
New Zealand Business Roundtable, (2000)
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Rental Rate on Land, Revision Frequency and Inflation
Pacific Accounting Review, Vol. 13, No. 2, 2001
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
The Sequencing of Stock Market Liberalization Events and Corporate Financing Decisions
Thomas Flavin and
Thomas O'Connor
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
and
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: January 12, 2010
Working Paper Series
39 downloads
The Valuation Effects of Cross-Listing Abroad for Irish Firms
Irish Accounting Review, Vol. 16, No. 1, pp. 55-87, 2009
Thomas O'Connor
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: January 12, 2010
Accepted Paper Series
71 downloads
The Valuation of GSF's Defined Benefit Pension Entitlements
New Zealand Economic Papers, Vol. 34, No, 2, pp. 183-199, December 2000
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Time-Varying Market Leverage, the Market Risk Premium and the Cost of Capital
Journal of Business Finance and Accounting, Vol. 29, pp. 1301-1318, Nov./Dec. 2002
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Valuation of Companies and Projects Under Differential Personal Taxation
Pacific-Basin Finance Journal, Vol. 8, No. 1, 2000
Martin Lally
Victoria University of Wellington
Date Posted: January 12, 2010
Accepted Paper Series
Asset Fire Sales and Purchases and the International Transmission of Financial Shocks
CEPR Discussion Paper No. DP7595
Pab Jotikasthira ,
Christian T. Lundblad and
Tarun Ramadorai
University of North Carolina Kenan-Flagler Business School
,
University of North Carolina Kenan-Flagler Business School
and
University of Oxford - Said Business School
Date Posted: January 11, 2010
Working Paper Series
7 downloads
Asset Prices, Exchange Rates and the Current Account
CEPR Discussion Paper No. DP7614
Marcel Fratzscher
,
Luciana Juvenal
and
Lucio Sarno
DIW Berlin
,
Federal Reserve Bank of Saint Louis
and
City University London - Sir John Cass Business School
Date Posted: January 11, 2010
Working Paper Series
3 downloads
Global Imbalances and the Financial Crisis: Products of Common Causes
CEPR Discussion Paper No. DP7606
Maurice Obstfeld and
Kenneth Rogoff
University of California, Berkeley - Department of Economics
and
Harvard University - Department of Economics
Date Posted: January 11, 2010
Working Paper Series
182 downloads
Liquidity Cycles and Make/Take Fees in Electronic Markets
CEPR Discussion Paper No. DP7551
Thierry Foucault ,
Ohad Kadan and
Eugene Kandel
HEC Paris (Groupe HEC) - Finance Department
,
Washington University in Saint Louis - John M. Olin Business School
and
Hebrew University of Jerusalem - Department of Economics
Date Posted: January 11, 2010
Working Paper Series
3 downloads
Reversing Unconventional Monetary Policy: Technical and Political Considerations
CEPR Discussion Paper No. DP7605
Willem H. Buiter
Citigroup
Date Posted: January 11, 2010
Working Paper Series
7 downloads
Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity
CEPR Discussion Paper No. DP7573
Rui A. Albuquerque
Boston University - School of Management
Date Posted: January 11, 2010
Working Paper Series
2 downloads
The Carry Trade and Fundamentals: Nothing to Fear But Feer Itself
CEPR Discussion Paper No. DP7568
Oscar Jorda and
Alan M. Taylor
University of California, Davis - Department of Economics
and
University of Virginia (UVA) - Department of Economics
Date Posted: January 11, 2010
Working Paper Series
12 downloads
Bonds and Brands: Foundations of Sovereign Debt Markets, 1820-1830
Marc Flandreau
and
Juan H. Flores Sr.
Graduate Institute of International and Development Studies (HEI)
and
University of Geneva
Date Posted: January 11, 2010
Working Paper Series
63 downloads
Conditional Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns
Roengchai Tansuchat
,
Chia-Lin Chang
and
Michael McAleer
Maejo University - Faculty of Economics
,
National Chung Hsing University - Department of Applied Economics, Department of Finance
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: January 11, 2010
Working Paper Series
409 downloads
Credit Ratings Failures and Policy Options
CEPR Discussion Paper No. DP7556
Marco Pagano and
Paolo F. Volpin
University of Naples Federico II - Department of Economics
and
London Business School
Date Posted: January 11, 2010
Working Paper Series
7 downloads
Earnings Announcements: Good News for Institutional Investors and Short Sellers
Finance and Corporate Governance Conference 2010 Paper
Henk Berkman and
Michael D. McKenzie
University of Auckland - Faculty of Business & Economics
and
University of Sydney - Discipline of Finance
Date Posted: January 11, 2010
Working Paper Series
112 downloads
Efficient Options Pricing Using the Fast Fourier Transform
Kwai Sun Leung ,
Hoi Ying Wong and
Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST)
,
Chinese University of Hong Kong (CUHK) - Department of Statistics
and
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: January 11, 2010
Working Paper Series
419 downloads
Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs
Jiun Hong Chan and
Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies
and
University of Melbourne - Centre for Actuarial Studies
Date Posted: January 11, 2010
Last Revised: November 28, 2010
Working Paper Series
517 downloads
Federal Reserve Bank of New York Staff Reports Policy Perspectives on OTC Derivatives Market Infrastructure Staff Report No. 424
Rock Center for Corporate Governance at Stanford University Working Paper No. 70
Darrell Duffie ,
Ada Li
and
Theodore Lubke
Stanford University - Graduate School of Business
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 11, 2010
Working Paper Series
411 downloads
Leverage Causes Fat Tails and Clustered Volatility
Cowles Foundation Discussion Paper No. 1745
Stefan Thurner
,
J. Doyne Farmer and
John Geanakoplos
Institute for Science of Complex Systems, Medical University of Vienna
,
Santa Fe Institute
and
Yale University - Cowles Foundation
Date Posted: January 11, 2010
Last Revised: March 18, 2010
Working Paper Series
183 downloads
Non-Symmetry in the European Monetary System
British Review of Economic Issues, Vol. 8, No. 2, pp. 85-89, November 1986
Jerry Mushin
Victoria University of Wellington
Date Posted: January 11, 2010
Accepted Paper Series
Optimal Consumption and Investment Policies with Bankruptcy Modelled by a Diffusion with Delayed Reflection
Suresh Sethi
and
Michael I. Taksar
University of Texas at Dallas - Naveen Jindal School of Management
and
University of Missouri at Columbia - Department of Mathematics
Date Posted: January 11, 2010
Last Revised: January 14, 2010
Working Paper Series
26 downloads
Predicting German Stock and Bond Returns with Macro-Variables: Evidence of Market Timing
Stuart Hyde and
Kristian Kappel
University of Manchester - Manchester Business School
and
Ernst & Young LLP
Date Posted: January 11, 2010
Working Paper Series
310 downloads
Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis
CEPR Discussion Paper No. DP7557
Alessandro Beber
and
Marco Pagano
Cass Business School
and
University of Naples Federico II - Department of Economics
Date Posted: January 11, 2010
Working Paper Series
10 downloads
The New Trust But Verify
Investment and Wealth Management, Forthcoming
Ron Surz
PPCA Inc.
Date Posted: January 11, 2010
Accepted Paper Series
89 downloads
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