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484,422
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393,787
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226,737
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68,988
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JEL Code: G1
12,988,016 Total downloads
Showing Papers 13,061 - 13,110 of 36,695
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Habit, Long Run Risks, Prospect? A Statistical Inquiry
Journal of Financial Econometrics, Forthcoming
Eric M. Aldrich and
A. Ronald Gallant
UC Santa Cruz
and
Duke University - Fuqua School of Business, Economics Group
Date Posted: November 30, 2009
Last Revised: November 30, 2010
Accepted Paper Series
46 downloads
How Did Financial-Crisis-Based Criticisms of Market Efficiency Get it so Wrong?
CEB (Centre Emile Bernheim) Working Paper No. 09/048
Ariane Szafarz
Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: November 30, 2009
Last Revised: January 25, 2010
Working Paper Series
228 downloads
Liquidity Risk and the Pricing of Sovereign Bonds in Emerging Markets
Sakkapop Panyanukul
University of Warwick - Warwick Business School
Date Posted: November 30, 2009
Last Revised: May 27, 2010
Working Paper Series
235 downloads
Price Discovery and Volatility Spillovers in the European Union Emissions Trading Scheme: A High-Frequency Analysis
University of Heidelberg, Department of Economics Discussion Paper No. 492
Daniel Rittler
University of Heidelberg - Alfred Weber Institute for Economics
Date Posted: November 30, 2009
Last Revised: July 14, 2011
Working Paper Series
112 downloads
Synchronized Arbitrage and the Value of Public Announcements
WFA 2011 Santa Fe Paper
Roy Zuckerman
Rutgers Business School
Date Posted: November 30, 2009
Last Revised: July 04, 2011
Working Paper Series
197 downloads
Investor Overconfidence, Turnover, Volatility and the Disposition Effect: A Study Based on Price Target Updates
Roy Zuckerman
Rutgers Business School
Date Posted: November 29, 2009
Last Revised: March 15, 2011
Working Paper Series
245 downloads
Long-run Consumption Risk and International Stock Returns: A Century of Evidence
Jesper Rangvid ,
Maik Schmeling
and
Andreas Schrimpf
Copenhagen Business School
,
City University London - Sir John Cass Business School
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: November 29, 2009
Last Revised: January 30, 2011
Working Paper Series
89 downloads
More Insiders, More Insider Trading: Evidence from Private Equity Buyouts
Journal of Financial Economics, Forthcoming
Viral V. Acharya and
Timothy C. Johnson
New York University - Leonard N. Stern School of Business
and
University of Illinois at Urbana-Champaign
Date Posted: November 29, 2009
Accepted Paper Series
94 downloads
Seasonality and the Valuation of Commodity Options
Journal of Banking and Finance, Vol. 37, No. 2, 2013
Janis Back
,
Marcel Prokopczuk
and
Markus Rudolf
WHU - Otto Beisheim School of Management
,
Zeppelin University - Institute of Corporate Management & Economics
and
WHU Otto Beisheim Graduate School of Management
Date Posted: November 29, 2009
Last Revised: January 02, 2013
Accepted Paper Series
444 downloads
The Predictive Power of Non-Financial Information in the Annual Report: A Study of Distressed Banks in the UK
Ismail A. Adelopo
and
Dr. Kumba Jallow
De Montfort University - Leicester Business School
and
Dept of Accounting and Finance, De Montfort University
Date Posted: November 29, 2009
Working Paper Series
The Real Effect of Financial Crises in the European Transition Economies
GATE (Groupe d’Analyse et de Théorie Économique) Working Paper No. 09-20,
Davide Furceri
and
Aleksandra Zdzienicka
Organization for Economic Co-Operation and Development (OECD)
and
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: November 29, 2009
Last Revised: May 11, 2010
Working Paper Series
64 downloads
Bank Safety Under Basel II Capital Requirements
Bank of Finland Research Discussion Paper No. 29/2009
Jukka Vauhkonen
Bank of Finland - Research
Date Posted: November 28, 2009
Working Paper Series
204 downloads
Bankruptcy: The Consequence of Defective Bank Management (Falimentul: Consecinta unui Management Bancar Defectuos) (Romanian)
Economia Seria Management, Vol. 12, No. 2, 2009
Imola Driga and
Dorina Nita
University of Petrosani
and
University of Petrosani
Date Posted: November 28, 2009
Accepted Paper Series
67 downloads
Calculating Delta Greeks of Callable Exotics in the LMM: A New Approach
Ahsan Amin
Infiniti Derivatives Solutions
Date Posted: November 28, 2009
Last Revised: February 24, 2010
Working Paper Series
395 downloads
Credit Allocation, Capital Requirements and Procyclicality
Bank of Finland Research Discussion Paper No. 23/2009
Esa Jokivuolle ,
Ilkka Kiema
and
Timo Vesala
Bank of Finland - Research
,
University of Helsinki
and
Tapiola Group
Date Posted: November 28, 2009
Working Paper Series
129 downloads
Export Pricing and the Cross-Country Correlation of Stock Prices
Bank of Finland Research Discussion Paper No. 28/2009
Juha Tervala
University of Helsinki - Department of Political and Economic Studies
Date Posted: November 28, 2009
Working Paper Series
25 downloads
How Markets React to Earnings Announcements in the Absence of Analysts and Institutions: Evidence from the Saudi Market
Ahmed A. Alzahrani
Brunel University
Date Posted: November 28, 2009
Last Revised: December 02, 2009
Working Paper Series
71 downloads
In Search of Money Illusion in CEE Stock Markets: The CAPM Approach
Stockholm School of Economics in Riga Student Research Paper No. 2009:3 (112))
Ernesta Orlovaitė
and
Aurimas Racas
Stockholm School of Economics in Riga
and
Stockholm School of Economics in Riga
Date Posted: November 28, 2009
Working Paper Series
201 downloads
International Cross-Listing: The Effects of Market Fragmentation and Information Flows
CERGE-EI Working Paper Series No. 173
Richard Podpiera
International Monetary Fund (IMF)
Date Posted: November 28, 2009
Working Paper Series
27 downloads
Media Bias in Financial Newspapers: Evidence from Early-Twentieth-Century France
University of Paris West Nanterre La Défense, Economix Working Papers Series # 2009-4,
Vincent Bignon and
Antonio Miscio
Banque de France (Pomone research unit)
and
affiliation not provided to SSRN
Date Posted: November 28, 2009
Working Paper Series
68 downloads
On the Economic Evaluation of Volatility Forecasts
CREATES Research Paper 2009-56
Valeri Voev
University of Aarhus - CREATES
Date Posted: November 28, 2009
Working Paper Series
101 downloads
Prices of Barrier and First-Touch Digital Options in Levy-Driven Models, Near Barrier
Mitya Boyarchenko ,
Marco de Innocentis and
Sergei Levendorskii
University of Michigan - Department of Mathematics
,
University of Leicester - Department of Mathematics
and
University of Leicester - Department of Mathematics
Date Posted: November 28, 2009
Working Paper Series
105 downloads
Reputational Cheap Talk with Misunderstanding
Games and Economic Behavior, Vol. 67, No. 2, 2009
Alexander Guembel and
Silvia Rossetto
University of Toulouse 1 - Toulouse School of Economics (TSE)
and
University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: November 28, 2009
Accepted Paper Series
The Determinants of Option-Adjusted Delta Credit Spreads: A Comparative Analysis of the United States, the United Kingdom and the Euro Area
Bank of Finland Research Discussion Paper No. 34/2009
Leonardo Becchetti
,
Andrea Carpentieri
and
Iftekhar Hasan
University of Rome II - Faculty of Economics
,
affiliation not provided to SSRN
and
Fordham University
Date Posted: November 28, 2009
Working Paper Series
34 downloads
The Global Crisis and Latin America: Financial Impact and Policy Responses
BIS Quarterly Review, June 2009
Alejandro Jara
,
Ramon Moreno
and
Camilo E. Tovar
Bank for International Settlements (BIS)
,
Bank for International Settlements (BIS)
and
International Monetary Fund
Date Posted: November 28, 2009
Accepted Paper Series
364 downloads
When Does the Choice of Performance Measure Not Matter?
Frank Schuhmacher
and
Martin Eling
University of Leipzig
and
University of St. Gallen
Date Posted: November 28, 2009
Last Revised: March 01, 2010
Working Paper Series
56 downloads
Cost of Capital for Pharmaceutical, Biotechnology, and Medical Device Firms
Scott E. Harrington
University of Pennsylvania - Wharton School
Date Posted: November 27, 2009
Last Revised: March 30, 2013
Working Paper Series
287 downloads
A New Value-Weighted Total Return Index for the Finnish Stock Market
Bank of Finland Research Discussion Paper No. 21/2009
Peter M. Nyberg and
Mika Vaihekoski
Aalto University
and
Turku School of Economics - Department of Accounting and Finance
Date Posted: November 27, 2009
Working Paper Series
46 downloads
A Swan Song for the Value Driver Model-Modern Theory and Application of Constant-Growth Equity Valuation Models
Matthias Meitner
Allianz SE
Date Posted: November 27, 2009
Working Paper Series
280 downloads
Financial Literacy of Youth - A Sensitivity Analysis of the Determinants
International Journal of Economic Sciences and Applied Research, Vol. 1, Issue 1, April 2008
M. Samy
,
H. Tawfik
,
R. Huang
and
A. K. Nagar
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 27, 2009
Accepted Paper Series
96 downloads
Fundamental Capital Valuation for IT Companies: A Real Options Approach
Frontiers in Finance and Economics, Vol. 5, No. 1, pp. 1-26, 2008
Chung Baek
,
Brice V. Dupoyet and
Arun J. Prakash
Troy State University at Dothan
,
Florida International University - College of Business Administration - Finance
and
Florida International University (FIU) - Department of Finance
Date Posted: November 27, 2009
Accepted Paper Series
86 downloads
Intra-Day Stock Returns and Close-End Price Manipulation In the Istanbul Stock Exchange
Frontiers in Finance and Economics, Vol. 5, No. 1, pp. 46-84, 2008
Guray Kucukkocaoglu
Baskent University, Faculty of Economics and Administrative Sciences
Date Posted: November 27, 2009
Accepted Paper Series
110 downloads
Relationship Between Implied and Realized Volatility of S&P CNX Index in India
Frontiers in Finance and Economics, Vol. 5, No. 1, pp. 85-105, April 2008
Siba Prasda Panda
,
Niranjan Swain
and
Davinder K. Malhotra
TransMarket Group Research (India) Pvt. Ltd., Mumbai
,
Birla Institute of Technology and Science (BITS)
and
Philadelphia University
Date Posted: November 27, 2009
Last Revised: February 29, 2012
Accepted Paper Series
150 downloads
Small-Time Asymptotics for Implied Volatility Under a General Local-Stochastic Volatility Model
Applied Mathematical Finance, Vol. 18, No. 6, 2011
Martin Forde
and
Antoine Jacquier
Dublin City University - Department of Mathematical Sciences
and
Imperial College London - Department of Mathematics
Date Posted: November 27, 2009
Last Revised: June 04, 2012
Accepted Paper Series
Strategic Supply Function Competition with Private Information
CESifo Working Paper Series No. 2856
Xavier Vives
University of Navarra - IESE Business School
Date Posted: November 27, 2009
Working Paper Series
76 downloads
Sufficient Conditions for Expected Utility to Imply Drawdown-Based Performance Rankings
Frank Schuhmacher
and
Martin Eling
University of Applied Sciences and Technology Aachen (RWTH Aachen)
and
University of St. Gallen
Date Posted: November 27, 2009
Last Revised: March 01, 2010
Working Paper Series
107 downloads
The Carry Trade and The Adjustment of the Japanese Yen: Evidence from a Markov-Switching Vector Autoregression Model
Roberta Colavecchio
Hamburg University
Date Posted: November 27, 2009
Working Paper Series
110 downloads
The Large Maturity Smile for the Heston Model
Martin Forde
and
Antoine Jacquier
Dublin City University - Department of Mathematical Sciences
and
Imperial College London - Department of Mathematics
Date Posted: November 27, 2009
Last Revised: June 04, 2012
Working Paper Series
Canadian Participation in International Capital Markets: A Reassessment
Cally Jordan
Melbourne Law School
Date Posted: November 26, 2009
Working Paper Series
48 downloads
Non-Linear Dynamic Linkages in the International Stock Markets
Physica A: Statistical Mechanics and its Applications, Vol. 377, No. 1, pp. 173-180, 2007
Zeynel Abidin Ozdemir and
Esin Cakan
Gazi University
and
University of New Haven
Date Posted: November 26, 2009
Accepted Paper Series
41 downloads
The Efficient Markets Hypothesis: The Demise of the Demon of Chance?
NYU Stern School of Business FIN-09-28
Stephen J. Brown
New York University - Stern School of Business
Date Posted: November 26, 2009
Last Revised: February 04, 2010
Working Paper Series
880 downloads
Volatility Spreads and Earnings Announcement Returns
Yigit Atilgan
Sabanci University
Date Posted: November 25, 2009
Last Revised: March 19, 2013
Working Paper Series
384 downloads
Adjusting Return Horizon According to Trade Activity with Application to Return Autocorrelation
Vallapuzha Sandhya and
Reza S. Mahani
Georgia State University - J. Mack Robinson College of Business
and
Georgia State University - Department of Finance
Date Posted: November 25, 2009
Last Revised: July 25, 2011
Working Paper Series
98 downloads
Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities
Journal of Finance, Vol. 67, No. 6, pp. 2097-2137, December 2012.
Jie He ,
Jun Qian and
Philip E. Strahan
University of Georgia - Department of Banking and Finance
,
Boston College - Finance Department
and
Boston College - Department of Finance
Date Posted: November 25, 2009
Last Revised: November 27, 2012
Accepted Paper Series
504 downloads
Institutional Structure of Financial Regulation in China: Lessons from the Global Financial Crisis
Journal of Corporate Law Studies, Vol. 10, pp. 219-254, 2010
Hui Huang
Chinese University of Hong Kong - Faculty of Law
Date Posted: November 25, 2009
Last Revised: April 20, 2010
Accepted Paper Series
610 downloads
Launch of Local Government Bonds in China
Nomura Journal of Capital Markets, Vol. 1, No. 3, 2009
Eiichi Sekine
Nomura Institute of Capital Markets Research
Date Posted: November 25, 2009
Accepted Paper Series
57 downloads
Use of Thailand's Capital Markets by Japanese Firms - Status and Outlook
Nomura Journal of Capital Markets, Vol. 1, No. 3, 2009
Eiichi Sekine
and
Hiroshi Yoshikawa
Nomura Institute of Capital Markets Research
and
Nomura Institute of Capital Markets Research
Date Posted: November 25, 2009
Accepted Paper Series
33 downloads
Volatility and the Cross-Sectional Performance of Emerging Market Hedge Funds
Journal of Alternative Investments, Spring 2012
Shamila A. Jayasuriya and
Bolong Cao
Ohio University - Department of Economics
and
Ohio University
Date Posted: November 25, 2009
Last Revised: February 23, 2012
Accepted Paper Series
What Ties Return Volatilities to Price Valuations and Fundamentals?
Chicago Booth Research Working Paper No. 10-05, CRSP Working Paper
Alexander David and
Pietro Veronesi
University of Calgary - Haskayne School of Business
and
University of Chicago - Booth School of Business
Date Posted: November 25, 2009
Last Revised: December 25, 2012
Working Paper Series
451 downloads
Cooperative Liquidation Under Competitive Stress
European Review of Agricultural Economics, Vol. 36, No. 3, pp. 369-393, 2009
Robin M. M Cross ,
Steven Buccola and
Enrique A. Thomann
Applied Economics
,
Oregon State University - Department of Agricultural and Resource Economics
and
affiliation not provided to SSRN
Date Posted: November 24, 2009
Accepted Paper Series
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