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JEL Code: G14
3,731,988 Total downloads
Showing Papers 1,281 - 1,330 of 9,939
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The Efficient Market Theory and Evidence: Implications for Active Investment Management
Foundations and Trends in Finance, Vol. 5, No. 3, 2010
Andrew Ang ,
William N. Goetzmann and
Stephen M. Schaefer
Columbia Business School - Finance and Economics
,
Yale School of Management - International Center for Finance
and
London Business School - Institute of Finance and Accounting
Date Posted: February 29, 2012
Accepted Paper Series
3 downloads
The Skew Pattern of Implied Volatility in the DAX Index Options Market
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 43-68, 2011
Silvia Muzzioli
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
Date Posted: February 29, 2012
Accepted Paper Series
77 downloads
A Leveraged Trading Strategy with Fibonacci Approach: Empirical Evidence for DJI 30 and ISE 100
Presented in the 13th Annual Conference of the Multinational Finance Society, Edinburgh, June 25-27, 2006
Oral Erdogan
and
Taner Doguc
Istanbul Bilgi University Department of Business Administration
and
affiliation not provided to SSRN
Date Posted: February 27, 2012
Working Paper Series
221 downloads
Individual Characteristics and the Disposition Effect: The Opposing Effects of Confidence and Self-Regard
Journal of Behavioral Finance, Forthcoming
Kathryn Kadous ,
William B. Tayler ,
Jane M. Thayer and
Donald Young
Emory University - Goizueta Business School
,
Brigham Young University
,
University of Georgia - J.M. Tull School of Accounting
and
Emory University
Date Posted: February 27, 2012
Last Revised: September 10, 2012
Accepted Paper Series
Patience and Impatience of Stock Traders
Peter Lerner (Ret.)
Rollins College
Date Posted: February 27, 2012
Working Paper Series
34 downloads
The Efficiency of VIX Futures Market – A Panel Data Approach
Journal of Alternative Investments, Vol. 14, No. 3, 2012
Athanasios Fassas
and
Costas Siriopoulos
University of Patras - Business Administration
and
University of Patras - Business Administration
Date Posted: February 27, 2012
Accepted Paper Series
Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe
Centre Emile Berheim Working Paper
Oscar Bernal
,
Astrid Herinckx
and
Ariane Szafarz
University of Namur
,
Université Libre de Bruxelles (ULB)
and
Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: February 27, 2012
Last Revised: January 03, 2013
Working Paper Series
99 downloads
The Dog that Did Not Bark: Insider Trading and Crashes
Journal of Finance, Vol. LXIII, No. 5, 2008
Jose M. Marin and
Jacques Olivier
Universidad Carlos III de Madrid
and
HEC Paris (Groupe HEC) - Finance Department
Date Posted: February 26, 2012
Accepted Paper Series
Information Revelation and Market Incompleteness
Review of Economic Studies, Vol. 67, No. 3, 2000
Jose M. Marin and
Rohit Rahi
Universidad Carlos III de Madrid
and
London School of Economics - Department of Finance
Date Posted: February 26, 2012
Accepted Paper Series
Momentum and Reversal: Does What Goes Up Always Come Down?
Jennifer S. Conrad and
M. Deniz Yavuz
University of North Carolina Kenan-Flagler Business School
and
Purdue University - Krannert School of Management
Date Posted: February 26, 2012
Last Revised: September 05, 2012
Working Paper Series
605 downloads
Portable Alphas from Pension Mispricing
Journal of Portfolio Management, Summer 2006
Jose M. Marin and
Francesco A. Franzoni
Universidad Carlos III de Madrid
and
University of Lugano
Date Posted: February 26, 2012
Accepted Paper Series
Price Manipulation by Intermediaries
Bedri Kamil Onur Tas
,
Serkan Imisiker
and
Rasim Ozcan
TOBB University of Economics and Technology - Department of Economics
,
Central Bank of Turkey
and
affiliation not provided to SSRN
Date Posted: February 26, 2012
Last Revised: March 14, 2012
Working Paper Series
165 downloads
Management Earnings Forecasts and the Performance of Global Shipping IPOs
Wolfgang Drobetz
,
Andreas G. Merikas
and
Anna Merika
University of Hamburg
,
University of Piraeus
and
American College of Greece (ACG)
Date Posted: February 25, 2012
Last Revised: May 26, 2013
Working Paper Series
136 downloads
Are Bank Loans Still 'Special' (Especially During a Crisis)? Empirical Evidence from a European Country
Christophe J. Godlewski
LaRGE Research Center (University of Strasbourg)
Date Posted: February 25, 2012
Working Paper Series
23 downloads
Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios
BIS Working Paper No. 371
Makoto Nirei
,
Theodoros G. Stamatiou
and
Vladyslav Sushko
Hitotsubashi University
,
EFG Eurobank - Division of Research and Forecasting
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 24, 2012
Accepted Paper Series
65 downloads
Dividend Reductions, The Timing of Dividend Payments and Information Content
Journal of Corporate Finance, DOI 10.1016/j.jcorpfin.2012.08.002, Forthcoming, Finance and Corporate Governance Conference 2010, 20th Australasian Finance & Banking Conference 2007 Paper
Balasingham Balachandran ,
Chandrasekhar Krishnamurti
,
Michael Theobald and
Berty Vidanapathirana
La Trobe University - Department of Finance
,
University of Southern Queensland
,
University of Birmingham - Department of Accounting and Finance
and
Monash University - Department of Accounting and Finance
Date Posted: February 22, 2012
Last Revised: April 22, 2013
Accepted Paper Series
591 downloads
Do Happy People Make Optimistic Investors?
Guy Kaplanski ,
Haim Levy ,
Chris Veld and
Yulia V. Veld-Merkoulova
Bar Ilan University
,
Hebrew University of Jerusalem - Jerusalem School of Business Administration
,
University of Glasgow
and
Adam Smith Business School, University of Glasgow
Date Posted: February 22, 2012
Last Revised: February 24, 2013
Working Paper Series
116 downloads
Formal Identification of Sentiment Effects in Asset Markets
Peter G. Dunne ,
John Forker
,
Ronan Powell and
Andrey Zholos
Central Bank of Ireland
,
Queen's University Management School
,
University of New South Wales (UNSW) - School of Banking and Finance
and
Queen's University Management School
Date Posted: February 22, 2012
Working Paper Series
95 downloads
Holiday Effects on the Romanian Stock Market
Ramona Dumitriu ,
Razvan Stefanescu
and
Costel Nistor
University Dunarea de Jos Galati
,
University Dunarea de Jos Galati
and
University Dunarea De Jos Galati
Date Posted: February 22, 2012
Working Paper Series
93 downloads
Impact of the Domestic and the US Macroeconomic News on the Romanian Stock Market
Razvan Stefanescu ,
Ramona Dumitriu and
Costel Nistor
University Dunarea de Jos Galati
,
University Dunarea de Jos Galati
and
University Dunarea De Jos Galati
Date Posted: February 22, 2012
Working Paper Series
23 downloads
Insider Trading in Takeover Targets
Journal of Corporate Finance, Forthcoming
Anup Agrawal and
Tareque Nasser
University of Alabama - Culverhouse College of Commerce & Business Administration
and
Kansas State University
Date Posted: February 22, 2012
Accepted Paper Series
193 downloads
Building a Better Mousetrap: Enhanced Dollar Cost Averaging
Lee M. Dunham
and
Geoffrey C. Friesen
Creighton University - College of Business Administration
and
University of Nebraska at Lincoln - Department of Finance
Date Posted: February 21, 2012
Working Paper Series
562 downloads
Economic Consequences of Idiosyncratic Information in Diversified Markets
Chicago Booth Research Paper No. 12-09
Pingyang Gao
and
Robert E. Verrecchia
University of Chicago - Booth School of Business
and
University of Pennsylvania - Accounting Department
Date Posted: February 21, 2012
Working Paper Series
112 downloads
Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003-11
Daniel Melser and
Adrian D. Lee
University of New South Wales - Australian School of Business - School of Economics
and
University of Technology, Sydney - Finance Discipline Group
Date Posted: February 21, 2012
Working Paper Series
23 downloads
Freshwater, Saltwater, and Deepwater: Efficient Market Hypothesis versus Behavioral Finance
Oxford University School of Geography and the Environment Working Paper No. 12-03
Dariusz Wojcik ,
Nicholas Kreston
and
Sarah McGill
University of Oxford, St. Peter's College
,
University of Oxford, Worcester College
and
University of Oxford
Date Posted: February 21, 2012
Working Paper Series
424 downloads
Riding the Swaption Curve
Johan G. Duyvesteyn
and
Gerben J. de Zwart
Robeco Asset Management
and
APG Asset Management
Date Posted: February 21, 2012
Last Revised: April 04, 2013
Working Paper Series
252 downloads
The Case for Higher Frequency Inflation Expectations
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 21, 2012
Last Revised: June 08, 2012
Working Paper Series
26 downloads
The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches
ECB Working Paper No. 1424
Michael Ehrmann and
David-Jan Jansen
European Central Bank (ECB)
and
De Nederlandsche Bank
Date Posted: February 21, 2012
Working Paper Series
207 downloads
Risk-Shifting, Fuzzy Capital Constraint, and the Risk-Taking Channel of Monetary Policy
Simon Dubecq
,
Benoit Mojon
and
Xavier Ragot
Banque de France
,
affiliation not provided to SSRN
and
Paris School of Economics (PSE)
Date Posted: February 20, 2012
Working Paper Series
25 downloads
Effects of Price Limits and Trading Halts on Volatility in Nepalese Stock Market
Surya Bahadur G. C.
Pokhara University
Date Posted: February 18, 2012
Last Revised: March 11, 2013
Working Paper Series
47 downloads
Individual Expectations, Limited Rationality and Aggregate Outcomes
Journal of Economic Dynamics and Control, Vol. 36, No. 8, 2012, Tinbergen Institute Discussion Paper No. 12-016/1
Te Bao
,
Cars H. Hommes ,
Joep Sonnemans and
Jan Tuinstra
University of Amsterdam - CeNDEF
,
University of Amsterdam - Amsterdam School of Economics (ASE)
,
University of Amsterdam - Amsterdam School of Economics (ASE)
and
University of Amsterdam - Department of Quantitative Economics (KE)
Date Posted: February 18, 2012
Last Revised: October 08, 2012
Accepted Paper Series
22 downloads
The Exchange Rate Effect of Multi-Currency Risk Arbitrage
Swiss Finance Institute Research Paper No. 12-07
Harald Hau
University of Geneva - Geneva Finance Research Institute
Date Posted: February 18, 2012
Working Paper Series
248 downloads
Bank Mergers and Acquisitions in Emerging Markets: Evidence from Asia and Latin America
John Goddard
,
Philip Molyneux
and
Tim Mi Zhou
University of Wales System - Bangor University
,
Bangor University, Bangor Business School
and
Sunderland Business School
Date Posted: February 17, 2012
Working Paper Series
226 downloads
The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches
De Nederlandsche Bank Working Paper No. 337
Michael Ehrmann and
David-Jan Jansen
European Central Bank (ECB)
and
De Nederlandsche Bank
Date Posted: February 17, 2012
Working Paper Series
24 downloads
A Model of Self-Reinforcing Financial Fads
Jungsuk Han
Stockholm School of Economics - Department of Finance
Date Posted: February 16, 2012
Last Revised: October 24, 2012
Working Paper Series
21 downloads
Discussion of 'Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage'
Journal of Accounting Research, Forthcoming
Andrew Van Buskirk
Ohio State University (OSU) - Department of Accounting & Management Information Systems
Date Posted: February 16, 2012
Accepted Paper Series
59 downloads
Predictability and Underreaction in Industry-Level Returns: Evidence from Commodity Markets
Mohammad R. Jahan-Parvar
,
Andrew Vivian
and
Mark E. Wohar
Federal Reserve Board
,
Loughborough University
and
University of Nebraska at Omaha
Date Posted: February 16, 2012
Working Paper Series
143 downloads
The Strategy Approval Decision: A Sharpe Ratio Indifference Curve Approach
Algorithmic Finance, (2013) 2:1, 99-109
David H. Bailey
,
Marcos Lopez de Prado and
Eva del Pozo
Lawrence Berkeley National Laboratory
,
Hess Energy Trading Company
and
Universidad Complutense de Madrid (UCM)
Date Posted: February 15, 2012
Last Revised: April 04, 2013
Accepted Paper Series
1082 downloads
Contracts for Dummies? The Performance of Investors in Contracts for Difference
Accounting & Finance, Forthcoming
Adrian D. Lee and
Shan Choy
University of Technology, Sydney - Finance Discipline Group
and
University of Technology, Sydney (UTS)
Date Posted: February 15, 2012
Last Revised: March 20, 2013
Accepted Paper Series
84 downloads
Another Look at the Performance of Actively Managed Equity Mutual Funds
David Blitz
and
Joop Huij
Robeco Asset Management - Quantitative Strategies
and
Erasmus University - Rotterdam School of Management
Date Posted: February 14, 2012
Last Revised: February 05, 2013
Working Paper Series
499 downloads
Bank Capital, Competition and Loan Spreads
Markus Fischer ,
Julian A. Mattes
and
Sascha Steffen
Goethe University Frankfurt - Department of Finance
,
Goethe University Frankfurt - Department of Finance
and
ESMT European School of Management and Technology
Date Posted: February 14, 2012
Last Revised: February 15, 2012
Working Paper Series
299 downloads
Using Sentiment Surveys to Predict GDP Growth and Stock Returns
THE MAKING OF NATIONAL ECONOMIC FORECASTS, Lawrence R. Klein, ed., Edward Elgar Publishing, 2009
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 14, 2012
Last Revised: June 08, 2012
Accepted Paper Series
61 downloads
What Investors Want: Evidence from Investors’ Use of the EDGAR Database
Michael S. Drake
,
Darren T. Roulstone and
Jacob R. Thornock
Brigham Young University - Marriott School
,
Ohio State University (OSU) - Fisher College of Business
and
University of Washington - Michael G. Foster School of Business
Date Posted: February 14, 2012
Working Paper Series
363 downloads
On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements
Nikolaus Hautsch and
Ruihong Huang
Humboldt-Universität zu Berlin
and
Humboldt University of Berlin
Date Posted: February 13, 2012
Working Paper Series
319 downloads
RBA Monetary Policy Communication: The Response of Australian Interest Rate Futures to Changes in RBA Monetary Policy
Pacific-Basin Finance Journal, Forthcoming
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: February 13, 2012
Last Revised: April 04, 2012
Accepted Paper Series
38 downloads
Revisiting Mutual Fund Performance Evaluation
Journal of Banking and Finance, Forthcoming
Timotheos Angelidis
,
Daniel Giamouridis
and
Nikolaos Tessaromatis
University of Peloponnese - Department of Economics
,
Athens University of Economics and Business
and
EDHEC Business School and EDHEC Risk Institute
Date Posted: February 13, 2012
Last Revised: January 15, 2013
Accepted Paper Series
147 downloads
The Sad Cycle for the Bucharest Stock Exchange
International Conference “Risk in Contemporary Economy” XIIth Edition, 2011, Galati, Romania, “Dunarea de Jos” University of Galati – Faculty of Economics and Business Administration,
Razvan Stefanescu and
Ramona Dumitriu
University Dunarea de Jos Galati
and
University Dunarea de Jos Galati
Date Posted: February 13, 2012
Working Paper Series
28 downloads
Using Sentiment to Predict GDP Growth and Stock Returns
THE MAKING OF NATIONAL ECONOMIC FORECASTS, Lawrence R. Klein, ed., Edward Elgar, 2009
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 13, 2012
Last Revised: December 11, 2012
Accepted Paper Series
55 downloads
Adani Power Initial Public Offering
Vishwanath Ramanna
,
Anup Dhanuka
,
Duleep Vasu
and
Harini Valluri
T A Pai Management Institute
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 12, 2012
Working Paper Series
23 downloads
Belief Changes and Expectation Heterogeneity in Buy- and Sell-Side Professionals in the Japanese Stock Market
Japan Center for Economic Research Discussion Paper No. 136
Ryuichi Yamamoto
and
Hideaki Hirata
National Chengchi University (NCCU) - Department of International Business
and
Hosei University
Date Posted: February 12, 2012
Working Paper Series
22 downloads
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