15 Years of the Russell 2000 Buy-Write Nikunj Kapadia and
Edward Szado
University of Massachusetts at Amherst - Department of Finance & Operations Management
and
University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: September 17, 2011
Working Paper Series 279 downloads
Market Liquidity as Dynamic Factors Marc Hallin ,
Hugues Pirotte ,
Charles Mathias
and
David Veredas
ECARES, Universite Libre de Bruxelles
,
Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
,
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
and
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: February 02, 2009 Last Revised: November 01, 2009
Working Paper Series 279 downloads
So What Orders Do Informed Traders Use? Hong Liu and
Ron Kaniel
Washington University in St. Louis - Olin Business School
and
University of Rochester - Simon Graduate School of Business
Date Posted: October 13, 2004
Working Paper Series 277 downloads
Corporate Pension Funding and Credit Spreads Financial Analysts Journal, Vol. 63, No. 5, 2007, Watson Wyatt Technical Paper No. 2005-8 Mirko Cardinale
Morley Fund Management, Ltd. (UK)
Date Posted: March 31, 2006
Accepted Paper Series 276 downloads
Characteristics, Affect, and Stock Returns SCU Leavey School of Business Research Paper No. 10-06 Meir Statman
Santa Clara University - Department of Finance
Date Posted: February 07, 2010
Working Paper Series 275 downloads
Sources of Systematic Risk Igor Makarov and
Dimitris Papanikolaou
London Business School
and
Northwestern University - Kellogg School of Management - Department of Finance
Date Posted: March 17, 2008 Last Revised: August 14, 2010
Working Paper Series 274 downloads
The Financial Storms in Vietnam’s Transition Economy: A Reasoning on the 1991-2008 Period Pham Minh Chinh and Vuong Quan Hoang, KINH TE VIET NAM - THANG TRAM VA DOT PHA, Chapter 4, Knowledge Publishing House, December 2009 (reprint 2010) Quan Hoang Vuong
Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels)
Date Posted: August 06, 2009 Last Revised: May 15, 2010
Accepted Paper Series 274 downloads
The Joint Cross Section of Stocks and Options Georgetown McDonough School of Business Research Paper No. 2012-10 Andrew Ang ,
Turan G. Bali and
Nusret Cakici
Columbia Business School - Finance and Economics
,
Georgetown University - Robert Emmett McDonough School of Business
and
Fordham University - Graduate School of Business
Date Posted: February 22, 2012 Last Revised: November 01, 2012
Working Paper Series 274 downloads
Are Women Executives Disadvantaged? Ross School of Business Paper No. 1128 Sreedhar T. Bharath ,
M. P. Narayanan and
H. Nejat Seyhun
Arizona State University - W.P. Carey School of Business
,
University of Michigan - Stephen M. Ross School of Business
and
University of Michigan at Ann Arbor - Stephen M. Ross School of Business
Date Posted: October 01, 2008 Last Revised: July 23, 2009
Working Paper Series 273 downloads
Identifying Informed Traders in Futures Markets Raymond P.H. Fishe and
Aaron Smith
University of Richmond - E. Claiborne Robins School of Business
and
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: October 30, 2010 Last Revised: April 13, 2011
Working Paper Series 273 downloads
Public Information and IPO Underpricing 24th Australasian Finance and Banking Conference 2011 Paper, ECGI - Finance Working Paper No. 322/2011 Einar Bakke
and
Tore E. Leite
University of Gothenburg
and
Norwegian School of Economics (NHH)
Date Posted: August 14, 2010 Last Revised: January 12, 2012
Working Paper Series 272 downloads
Components of Market Risk and Return Journal of Financial Econometrics, Forthcoming John M. Maheu and
Thomas H. McCurdy
McMaster University - Michael G. DeGroote School of Business
and
University of Toronto - Rotman School of Management
Date Posted: June 28, 2007
Accepted Paper Series 270 downloads
Why Heavy Tails? David E. Harris
West Virginia University
Date Posted: September 19, 2010 Last Revised: January 15, 2013
Working Paper Series 270 downloads
Liquidity and Financial Risk Xiao-yan Chen
,
Yi Wei
and
Qin Xu
Tongji University - School of Economics and Management
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN Date Posted: January 20, 2009 Last Revised: May 15, 2009
Working Paper Series 268 downloads