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JEL Code: G12
5,795,087 Total downloads
Showing Papers 1,351 - 1,400 of 13,808
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Accounting Based Risk Measurement: An Alternative to CAPM Derived Discount Factors
University of York Management School Working Paper No. 68
Steve Toms
University of Leeds - Leeds University Business School (LUBS)
Date Posted: May 27, 2012
Working Paper Series
155 downloads
Dynamics of the Direct and Indirect Real Estate Markets in China
Journal of Real Estate Portfolio Management, Vol. 11, No. 3, 2005
Graeme Newell
,
K.W. Chau ,
Siu Kei Wong and
Keith McKinnell
affiliation not provided to SSRN
,
The University of Hong Kong
,
University of Hong Kong
and
affiliation not provided to SSRN
Date Posted: May 27, 2012
Accepted Paper Series
76 downloads
Excess Returns in the Hong Kong Commercial Property Market
Journal of Real Estate Research, Vol. 14, No. 2, 1997
K.W. Chau and
Gerald Brown
The University of Hong Kong
and
affiliation not provided to SSRN
Date Posted: May 27, 2012
Accepted Paper Series
59 downloads
Freedom from Uncertainty: Toward a Robust Index of Human Security
Allan Dwyer
Mount Royal University - Bissett School of Business
Date Posted: May 27, 2012
Working Paper Series
21 downloads
Seasonality Effect Anomalies in Emerging Stock Markets: Evidence from Asia and Africa
Abdelmoneim Youssef
University of Rome II
Date Posted: May 27, 2012
Working Paper Series
The Efficiency of Emerging Stock Markets: Evidence from Asia and Africa
Abdelmoneim Youssef
University of Rome II
Date Posted: May 27, 2012
Working Paper Series
High-Frequency Trading and Long-Term Investors: A View from the Buy-Side
Journal of Investment Strategies, Vol. 2, No. 2, pp. 25-69, Spring 2013
Nataliya Bershova
and
Dmitry Rakhlin
AllianceBernstein LP
and
AllianceBernstein LP
Date Posted: May 26, 2012
Last Revised: March 25, 2013
Accepted Paper Series
446 downloads
Most Admired Companies: Admirable Performance
Journal of Applied Finance and Banking, Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 26, 2012
Last Revised: August 02, 2012
Accepted Paper Series
38 downloads
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds
Netspar Discussion Paper No. 02/2011-121
Joost Driessen ,
Tse-Chun Lin
and
Ludovic Phalippou
Tilburg University - Department of Finance
,
University of Hong Kong - Faculty of Business and Economics
and
University of Oxford - Said Business School
Date Posted: May 25, 2012
Working Paper Series
75 downloads
An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
Netspar Discussion Paper No. 03/2012-017
Dion Bongaerts
,
Frank de Jong and
Joost Driessen
Erasmus University Rotterdam (EUR) - Finance
,
Tilburg University - Department of Finance
and
Tilburg University - Department of Finance
Date Posted: May 25, 2012
Working Paper Series
62 downloads
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Review of Financial Studies, 2012, Vol. 25, No. 12, pp. 3711-3751.
Peter Christoffersen ,
Vihang R. Errunza ,
Kris Jacobs and
Hugues Langlois
University of Toronto - Rotman School of Management
,
McGill University - Desautels Faculty of Management
,
University of Houston - C.T. Bauer College of Business
and
McGill University - Desautels Faculty of Management
Date Posted: May 24, 2012
Last Revised: January 20, 2013
Accepted Paper Series
348 downloads
Realized Copula
Matthias R. Fengler
and
Ostap Okhrin
University of St. Gallen - School of Economics and Political Science
and
Humboldt University of Berlin
Date Posted: May 24, 2012
Working Paper Series
68 downloads
How (Un)Informed is Trading?
Eric K. Kelley and
Paul C. Tetlock
University of Arizona
and
Columbia Business School - Finance and Economics
Date Posted: May 22, 2012
Working Paper Series
176 downloads
The Effect of the Japan 2011 Disaster on Nuclear and Alternative Energy Stocks Worldwide: An Event Study
BuR Business Research Journal, Vol. 5, No. 1, pp. 25-41, May 2012
Robert Ferstl
,
Sebastian Utz
and
Maximilian Wimmer
Oesterreichische Nationalbank
,
University of Regensburg - Department of Finance
and
University of Regensburg
Date Posted: May 22, 2012
Last Revised: May 24, 2012
Accepted Paper Series
182 downloads
Is there Systematic Variation in Market Efficiency?
Dominik Rösch
,
Avanidhar Subrahmanyam and
Mathijs A. Van Dijk
Erasmus University - Rotterdam School of Management
,
University of California, Los Angeles (UCLA) - Finance Area
and
Erasmus University - Rotterdam School of Management
Date Posted: May 21, 2012
Last Revised: March 20, 2013
Working Paper Series
149 downloads
Stochastic Dominance and Abnormal Stock Returns: Market Anomaly or Information Impasse?
Ephraim Clark and
Konstantinos Kassimatis
Middlesex University - SKEMA LSMRC Research Center
and
Athens University of Economics and Business - Department of Business Administration
Date Posted: May 21, 2012
Working Paper Series
69 downloads
In Search of Concepts: The Effects of Speculative Demand on Returns and Volume
Owain Ap Gwilym ,
Iftekhar Hasan ,
Ru Xie
and
Qingwei Wang
Bangor Business School
,
Fordham University
,
Bangor Business School
and
Bangor Business School
Date Posted: May 20, 2012
Last Revised: March 16, 2013
Working Paper Series
82 downloads
Indian Corporate Bonds Market – An Analytical Prospective
Golaka C. Nath
Clearing Corporation of India
Date Posted: May 20, 2012
Last Revised: June 25, 2012
Working Paper Series
138 downloads
Information Flows in Dark Markets: Dissecting Customer Currency Trades
Lukas Menkhoff ,
Lucio Sarno ,
Maik Schmeling
and
Andreas Schrimpf
Leibniz Universitaet Hannover - Department of Economics
,
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: May 20, 2012
Last Revised: April 05, 2013
Working Paper Series
285 downloads
The Indicators of Stock Market Macro Turning Points During Global Financial Crisis - Application to Dynamic Asset Allocation Investment Strategy Using Index and Exchange Traded Funds
George Bijak
GB Capital
Date Posted: May 20, 2012
Working Paper Series
287 downloads
Benchmark Bonds Interactions Under Regime Shifts
European Financial Management, Vol. 18, Issue 3, pp. 389-409, 2012
Dimitris A. Georgoutsos and
Petros M. Migiakis
Athens University of Economics and Business - Department of International and European Economic Studies
and
Bank of Greece
Date Posted: May 19, 2012
Accepted Paper Series
Dynamic Financial Market Model and Its Consequences
Bohumil Stádník
University of Economics, Prague - Faculty of Finance
Date Posted: May 19, 2012
Working Paper Series
31 downloads
Evaluating the Performance of Indonesian Equity Mutual Funds
Akuntabilitas, Vol. 10, No. 2, p. 312, 2011
Jauhary Arifin
Research Department - PT. Metro Bhakti Dinamika
Date Posted: May 19, 2012
Last Revised: May 28, 2012
Accepted Paper Series
71 downloads
Welfare Costs in the Long Run
UNC Kenan-Flagler Research Paper No. 2013-3
Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School
Date Posted: May 18, 2012
Last Revised: January 15, 2013
Working Paper Series
57 downloads
A Quantile Regression Approach to Equity Premium Prediction
Loukia Meligkotsidou
,
Ekaterini Panopoulou
,
Ioannis D. Vrontos
and
Spyridon D. Vrontos
University of Athens
,
University of Piraeus - Department of Statistics and Insurance Science
,
Athens University of Economics and Business
and
Dep. of Statistics and Insurance Science, University of Piraeus
Date Posted: May 18, 2012
Working Paper Series
144 downloads
A Tale of Two Investors: Estimating Optimism and Overconfidence
Swiss Finance Institute Research Paper No. 12-21
Giovanni Barone-Adesi ,
Loriano Mancini
and
Hersh Shefrin
Swiss Finance Institute at the University of Lugano
,
Ecole Polytechnique Fédérale de Lausanne
and
Santa Clara University - Leavey School of Business
Date Posted: May 18, 2012
Last Revised: March 18, 2013
Working Paper Series
578 downloads
Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price
Swiss Finance Institute Research Paper No. 12-20
Andreas D. Huesler
,
Didier Sornette and
C. H. Hommes
ETH Zürich
,
Swiss Finance Institute
and
University of Amsterdam
Date Posted: May 18, 2012
Working Paper Series
76 downloads
The Supraview of Return Predictive Signals
Review of Accounting Studies, Forthcoming
Jeremiah Green
,
John R. M. Hand and
Frank Zhang
Pennsylvania State University
,
University of North Carolina (UNC) at Chapel Hill - Accounting Area
and
Yale School of Management
Date Posted: May 18, 2012
Last Revised: January 17, 2013
Accepted Paper Series
887 downloads
Testing External Habits in an Asset Pricing Model
CAMA Working Papaer No. 20/2012
Melisso Boschi
,
Stefano d'Addona
and
Aditya Goenka
University of Rome 3
,
University of Rome 3
and
affiliation not provided to SSRN
Date Posted: May 17, 2012
Working Paper Series
7 downloads
Is Selection Bias Inherent in Housing Transactions? An Equilibrium Approach
Real Estate Economics, Forthcoming
Anna Chernobai and
Ekaterina Chernobai
Syracuse University - M. J. Whitman School of Management
and
California State University Pomona
Date Posted: May 16, 2012
Accepted Paper Series
Most Ethical Companies and Stock Performance: Empirical Evidence
Sum, V. (2012). Most ethical companies and stock performance: empirical evidence. International Research Journal of Applied Finance, 3(8), 1286-1292.
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 16, 2012
Last Revised: September 25, 2012
Accepted Paper Series
75 downloads
Pricing Bermudan Callable Derivatives with Default, Collateral Margining, Funding and Investment Costs
Ahsan Amin
Infiniti Derivatives Solutions
Date Posted: May 16, 2012
Working Paper Series
225 downloads
Momentum and Aggregate Default Risk
Mays Business School Research Paper No. 2012-39
Arvind Mahajan ,
Alex Petkevich
and
Ralitsa Petkova
Texas A&M University (TAMU) - Department of Finance
,
The University of Toledo - Department of Finance
and
Purdue University - Krannert School of Management
Date Posted: May 15, 2012
Working Paper Series
257 downloads
Sources of Momentum in Bonds
Mays Business School Research Paper No. 2012-40
Hwagyun Kim
,
Arvind Mahajan and
Alex Petkevich
Texas A&M University - Mays Business School
,
Texas A&M University (TAMU) - Department of Finance
and
The University of Toledo - Department of Finance
Date Posted: May 15, 2012
Working Paper Series
226 downloads
Estimating Oil Risk Factors Using Information from Equity and Futures Markets
I-Hsuan Ethan Chiang and
Jacob S. Sagi
University of North Carolina (UNC) at Charlotte
and
Vanderbilt University - Finance
Date Posted: May 14, 2012
Working Paper Series
128 downloads
Belief-Free Price Formation
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Stefano Lovo ,
Tristan Tomala
and
Johannes Horner
HEC Paris (Groupe HEC) - Finance Department
,
HEC Paris (Groupe HEC) - Economics & Decision Sciences
and
Yale University - Cowles Foundation
Date Posted: May 14, 2012
Working Paper Series
12 downloads
Domestic and Global Equity Offerings: Differences in Underpricing and Performance of Identical Firms
Klaus Soenke Beckmann
University of Texas-Pan American
Date Posted: May 14, 2012
Working Paper Series
Modeling Dynamic Term Structure of Equity Premia with Regime Switching Economy
Soohun Kim
Northwestern University, Kellogg School of Management, Department of Finance
Date Posted: May 14, 2012
Last Revised: May 29, 2012
Working Paper Series
57 downloads
Seasonal Effects in the Turkish Stock Market
Alper Erdogan
Sabanci University - Graduate School of Management
Date Posted: May 14, 2012
Working Paper Series
23 downloads
Are There Common Factors in Individual Commodity Futures Returns?
Charoula Daskalaki
,
Alexandros Kostakis
and
George S. Skiadopoulos
University of Piraeus
,
University of Manchester - Manchester Business School
and
University of Piraeus
Date Posted: May 13, 2012
Last Revised: April 17, 2013
Working Paper Series
190 downloads
The Performance of Small Cap Mutual Funds: Evidence for the UK
Rogér Otten and
Martin Reijnders
Maastricht University - Department of Finance
and
affiliation not provided to SSRN
Date Posted: May 13, 2012
Working Paper Series
77 downloads
Idiosyncratic Risk Innovations and the Idiosyncratic Risk-Return Relation
Mark Rachwalski and
Quan Wen
Emory University - Department of Finance
and
Emory University - Department of Finance
Date Posted: May 12, 2012
Last Revised: March 12, 2013
Working Paper Series
161 downloads
Intermediary Asset Pricing
American Economic Review, Forthcoming
Zhiguo He and
Arvind Krishnamurthy
University of Chicago - Booth School of Business, and NBER
and
Northwestern University - Kellogg School of Management
Date Posted: May 12, 2012
Accepted Paper Series
46 downloads
The Synchronized and Long-Lasting Structural Change on Commodity Markets: Evidence from High Frequency Data
Nicolas Maystre and
David Bicchetti
UNCTAD - United Nations Conference on Trade and Development
and
United Nations - Conference on Trade and Development (UNCTAD)
Date Posted: May 12, 2012
Working Paper Series
69 downloads
Dual Directional Structured Products
Geng Deng
,
Tim Dulaney
,
Tim Husson
and
Craig J. McCann
Securities Litigation and Consulting Group
,
Securities Litigation and Consulting Group
,
Securities Litigation and Consulting Group
and
Securities Litigation and Consulting Group
Date Posted: May 11, 2012
Last Revised: January 03, 2013
Working Paper Series
34 downloads
Dark Pool Exclusivity Matters
Leslie Boni ,
David C. Brown
and
J. Chris Leach
University of New Mexico - Department of Finance, International, and Techology (FIT)
,
University of Colorado at Boulder
and
University of Colorado at Boulder - Department of Finance
Date Posted: May 11, 2012
Last Revised: January 15, 2013
Working Paper Series
259 downloads
Employee Benefits and Stock Returns: A Look at Health Care Benefits
Accounting and Taxation, Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 11, 2012
Last Revised: August 05, 2012
Accepted Paper Series
21 downloads
A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
Fisher College of Business Working Paper No. 2012-03-009, Charles A. Dice Center Working Paper No. 2012-9
Turan G. Bali ,
Nusret Cakici and
Fousseni Chabi-Yo
Georgetown University - Robert Emmett McDonough School of Business
,
Fordham University - Graduate School of Business
and
Ohio State University (OSU) - Fisher College of Business
Date Posted: May 10, 2012
Last Revised: May 01, 2013
Working Paper Series
70 downloads
Do Hedge Funds Outperform Stocks and Bonds?
Turan G. Bali ,
Stephen J. Brown and
K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Stern School of Business
and
CUNY Baruch College - Zicklin School of Business
Date Posted: May 10, 2012
Last Revised: December 20, 2012
Working Paper Series
213 downloads
Expectations, Liquidity, and Short-Term Trading
Giovanni Cespa and
Xavier Vives
Cass Business School
and
University of Navarra - IESE Business School
Date Posted: May 10, 2012
Working Paper Series
102 downloads
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