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JEL Code: G1
12,991,374 Total downloads
Showing Papers 13,381 - 13,430 of 36,701
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The Magnet Effect of Price Limits: A Logit Approach Journal of Empirical Finance, Vol. 16, No. 5, 2009
Ping-Hung Hsieh
,
Yong H. Kim and
J. Jimmy Yang
Date Posted: October 26, 2009
Time Variations in the Equity Premium: Is It Habit Formation or Loss Aversion?
Pierre Monnin
Date Posted: October 26, 200954 downloads
Coexistence and Dynamics of Overconfidence and Strategic Incentives CentER Discussion Paper Series No. 2009-81
Katrien Bosquet
,
Peter de Goeij
and
Kristien Smedts
Date Posted: October 25, 2009Last Revised: March 18, 201022 downloads
Coexistence and Dynamics of Overconfidence and Strategic Incentives TILEC Discussion Paper No. 2009-039
Katrien Bosquet
,
Peter de Goeij
and
Kristien Smedts
Date Posted: October 25, 2009Last Revised: March 13, 201148 downloads
Credit Default Swap Spreads and Variance Risk Premia
Hao Wang ,
Hao Zhou and
Yi Zhou
Date Posted: October 25, 2009Last Revised: June 12, 2011440 downloads
Evidence of Conditional Conservatism: Fact or Artifact?
Panos N. Patatoukas
and
Jacob K. Thomas
Date Posted: October 25, 2009332 downloads
Analytical Formulas for Local Volatility Model with Stochastic Rates
Eric Benhamou
,
Emmanuel Gobet
and
Mohammed Miri
Date Posted: October 24, 2009453 downloads
Calibration of Local Stochastic Volatility Models to Market Smiles: A Monte-Carlo Approach Risk Magazine, September 2009
Pierre Henry-Labordere
Date Posted: October 24, 2009Last Revised: August 19, 20111206 downloads
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update
Aswath Damodaran
Date Posted: October 24, 2009Last Revised: February 20, 20106355 downloads
House Prices, Disposable Income and Permanent and Temporary Shocks: The N.Z., U.K. and U.S. Experience Swiss Finance Institute Research Paper No. 09-42
Patricia Fraser ,
Martin Hoesli and
Lynn McAlevey
Date Posted: October 24, 2009Last Revised: December 22, 2010180 downloads
Lead-Lag Relationship between the Spot Index and Futures Price for the Turkish Derivatives Exchange
Ulkem Basdas
Date Posted: October 24, 2009286 downloads
Price and Volatility Dynamics Between Electricity and Fuel Costs: Some Evidence for Spain Energy Economics, Forthcoming
Dolores Furió
and
Helena Chuliá
Date Posted: October 24, 2009Last Revised: March 23, 2012
Pricing Anomalies in Interest Rate Markets During the Financial Crisis of 2007-2009
C. H. Hui and
T. K. Chung
Date Posted: October 24, 2009148 downloads
Smile Dynamics I
Lorenzo Bergomi
Date Posted: October 24, 20091651 downloads
Smile Dynamics II
Lorenzo Bergomi
Date Posted: October 24, 20091356 downloads
Smile Dynamics III
Lorenzo Bergomi
Date Posted: October 24, 20091456 downloads
Surprising Absence of Scale for Forecast Error Magnitudes and Forecast Dispersion
Foong Soon Cheong
and
Jacob K. Thomas
Date Posted: October 24, 2009136 downloads
A Very Fast and Accurate Boundary Element Method for Options with Moving Barrier and Time-Dependent Rebate
Luca Vincenzo Ballestra and
Graziella Pacelli
Date Posted: October 23, 200939 downloads
Explicit Option Pricing Formula for a Mean-Reverting Asset in Energy Market Journal of Numerical and Applied Mathematics, Vol. 1, No. 96, pp. 216-233, 2008
Anatoliy V. Swishchuk
Date Posted: October 23, 2009Last Revised: October 27, 2009137 downloads
Measuring Price Discovery: The Variance Ratio, the R2 and the Weighted Price Contribution
Jos van Bommel
Date Posted: October 23, 2009122 downloads
Pricing Defaultable Bonds: A New Model Combining Structural Information with
the Reduced-Form Approach
Luca Vincenzo Ballestra and
Graziella Pacelli
Date Posted: October 23, 200963 downloads
Does the Presence of Local Investors Improve Information Capitalization? Evidence from Reform of Foreign Shares Market in China
Mou-Fung Chan
and
Veicheng Yu
affiliation not provided to SSRN
and
Asian Institute of Management
Date Posted: October 22, 2009Last Revised: January 31, 201034 downloads
Expected Returns and Volatility of Fama-French Factors Charles A. Dice Center Working Paper No. 2009-17, Fisher College of Business Working Paper No. 2009-03-017
Fousseni Chabi-Yo
Date Posted: October 22, 2009172 downloads
Phased Investment Planning: Applying Real Options Valuation to a Small Manufacturing Firm
Wasif Mukhtar and
Ravi Agarwal
Date Posted: October 22, 2009Last Revised: October 28, 2009168 downloads
The Demographics of Innovation and Asset Returns
Nicolae Garleanu ,
Leonid Kogan and
Stavros Panageas
Date Posted: October 22, 2009Last Revised: March 29, 201194 downloads
Uncertainty and Risk Management after the Great Moderation: The Role of Risk (Mis)Management by Financial Institutions 28th SUERF Colloquium, September 3-4, 2009, Utrecht, The Netherlands
Hans J. Blommestein ,
Lex Hoogduin
and
J. J. W. Peeters
affiliation not provided to SSRN
Date Posted: October 22, 2009476 downloads
Common Errors in the Interpretation of the Ideas of The Black Swan and Associated Papers
Nassim Nicholas Taleb
Date Posted: October 21, 20096463 downloads
Airline Industry in India Facing the Free Fall Strategic Innovators, Vol. 2, Issue 4, pp. 74-79, 2009
Jitendra Singh Rathore
and
Anamika Sharma Sr.
affiliation not provided to SSRN
and
Adam Smith Institute of Management
Date Posted: October 21, 2009173 downloads
Alpha Uncertainty Principle
Sassan Zaker
Date Posted: October 21, 2009292 downloads
Backdating Options and Why Executive Compensation is Not All About Norms Corporate Governance Law Review, Vol. 2, No. 3, pp. 385-394, 2006, George Mason Law & Economics Research Paper No. 10-22
Geoffrey A. Manne and
Joshua D. Wright
Date Posted: October 21, 2009Last Revised: May 28, 201075 downloads
International Price Discovery in Stock Markets - A Unique Intensity Based Information Share
Kerstin Kehrle
and
Franziska J. Peter
Date Posted: October 21, 2009Last Revised: April 23, 2010149 downloads
Stock Price with Consumption CAPM: An International Comparison
Pierre Monnin
Date Posted: October 21, 2009Last Revised: October 25, 200975 downloads
The Dynamics of Trade and Quote Revisions Across Stock, Futures, and Option Markets Review of Pacific Basin Financial Markets and Policies, Vol. 11, No. 2, pp. 227-254, 2008
Jangkoo Kang
and
Hyoung-jin Park
Date Posted: October 21, 2009
The Predictive Content of Commodity Futures La Follette School of Public Affairs Working Paper No. 2009-016
Menzie David Chinn and
Olivier Coibion
Date Posted: October 21, 2009259 downloads
The Puzzle of Index Option Returns Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-24
George M. Constantinides ,
Jens Carsten Jackwerth and
Alexi Savov
Date Posted: October 21, 2009Last Revised: September 25, 2012599 downloads
What Drives the Cash Dividend Policy of the Poorly Performing Firms in Hong Kong? Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 3, pp. 347-361, 2008
Louis T. W. Cheng ,
Hung-Gay Fung
and
T.Y. Leung
Date Posted: October 21, 2009
Venture Capital and Sequential Investments Cowles Foundation Discussion Paper No. 1682RR
Dirk Bergemann ,
Ulrich Hege and
Liang Peng
Date Posted: October 20, 2009113 downloads
Return Prediction and Stock Selection from Unidentified Historical Data Forthcoming, Quantitative Finance
Doron Sonsino
and
Tal Shavit
Date Posted: October 20, 2009Last Revised: July 09, 201279 downloads
Terrorists' Equilibrium Choices When No Attack Method is Riskless Atlantic Economic Journal, Forthcoming
Peter J. Phillips
Date Posted: October 20, 2009Last Revised: April 08, 2010
The Credit Crisis and Operational Risk - Implications for Practitioners and Regulators Journal of Operational Risk, Vol. 5, No. 2, Summer 2010
Andreas A. Jobst
Date Posted: October 20, 2009Last Revised: June 08, 2010879 downloads
The Optimal Call Policy for Convertible Bonds: Is There a Market Memory Effect Finance and Corporate Governance Conference 2010 Paper
Chris Veld and
Yuriy Zabolotnyuk
Date Posted: October 20, 2009Last Revised: April 24, 201178 downloads
The Stock of Intangible Capital in Canada: Evidence from the Aggregate Value of Securities
Nazim Belhocine
Date Posted: October 20, 200923 downloads
In-Arrears Term Structure Products: No Arbitrage Pricing Bounds and the Convexity Adjustments International Journal of Theoretical and Applied Finance, Forthcoming
Klaus Sandmann and
An Chen
Date Posted: October 19, 2009Last Revised: November 16, 201261 downloads
A Shift in London's Eurodollar Market BIS Quarterly Review, September 2004
Patrick McGuire
Date Posted: October 19, 2009Last Revised: March 10, 201214 downloads
An Optimizing Framework for the Glide Paths of Lifecyle Asset Allocation Funds Applied Economics Letters, Forthcoming
Wade Pfau
Date Posted: October 19, 2009Last Revised: October 28, 2010101 downloads
Bank Health and Lending to Emerging Markets BIS Quarterly Review, December 2008
Patrick McGuire and
Nikola A. Tarashev
Date Posted: October 19, 2009Last Revised: March 11, 201219 downloads
Criminal Convictions and Risk Taking: Empirical Evidence from Sweden
Eli Amir ,
Juha-Pekka Kallunki and
Henrik Nilsson
Date Posted: October 19, 2009Last Revised: November 21, 2011181 downloads
Erratum to 'Behavioral Portfolio Selection in Continuous Time'
Hanqing Jin
and
Xun Yu Zhou
Date Posted: October 19, 2009Last Revised: March 09, 201039 downloads
Evaluating Greek Equity Funds Using Data Envelopment Analysis DIW Berlin Discussion Paper No. 906
Vassilios Babalos
,
Guglielmo Maria Caporale and
Nikolaos Philippas
Date Posted: October 19, 200971 downloads
Evidence of Carry Trade Activity BIS Quarterly Review, September 2007
Alexandra Heath
,
Gabriele Galati
and
Patrick McGuire
Date Posted: October 19, 2009Last Revised: March 11, 201210 downloads
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