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JEL Code: G10
1,448,687 Total downloads
Showing Papers 1,381 - 1,430 of 4,442
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Estimating Term Structure Changes Using Principal Component Analysis in Indian Sovereign Bond Market
Golaka C. Nath
Date Posted: June 04, 2012Last Revised: July 09, 201284 downloads
Estimating the Correlation of Non-Contemporaneous Time-Series
Thomas Coleman
Date Posted: June 15, 2007Last Revised: September 08, 2008227 downloads
Estimating the Determinants of Stock Price Changes
C. N. V. Krishnan
Date Posted: March 28, 2004Last Revised: December 19, 2007356 downloads
Estimating the Gains from Trade in Limit Order Markets Rodney L. White Center for Financial Research Working Paper No. 20-04
Burton Hollifield ,
Robert A. Miller
,
Patrik Sandas and
Joshua Slive
Date Posted: September 11, 2004161 downloads
Estimating the Gains from Trade in Limit Order Markets CEPR Discussion Paper No. 4432
Burton Hollifield ,
Robert A. Miller
,
Patrik Sandas and
Joshua Slive
Date Posted: July 09, 200419 downloads
Estimating the Market Risk Premium EFA 0170
Scott E. Mayfield
Date Posted: December 26, 19992632 downloads
Estimation of Continuous-time Models with an Application to Equity Volatility Dynamics
Nengjiu Ju ,
Gurdip Bakshi and
Hui Ou-Yang
Date Posted: March 19, 2005414 downloads
Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics Journal of Financial Economics, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-017
Hui Ou-Yang and
Gurdip Bakshi
Date Posted: January 27, 2006130 downloads
Estimation of Jump Tails CREATES Research Paper No. 2010-16
Tim Bollerslev and
Viktor Todorov
Date Posted: May 02, 201074 downloads
Estimation of Jump Tails Economic Research Initiatives at Duke (ERID) Working Paper No. 38
Tim Bollerslev and
Viktor Todorov
Date Posted: April 14, 2010Last Revised: June 10, 2011118 downloads
Estimation of Portfolio Return and Value at Risk Using a Class of Gaussian Mixture Distributions The International Journal of Business and Finance Research, Vol. 6, No.1, pp. 97-107, 2012
Kangrong Tan
and
Meifen Chu
Date Posted: January 06, 201288 downloads
Estimation of Quarticity with High Frequency Data Quantitative Finance, Vol. 12(4) (2012), pp. 607-622
Maria Elvira Mancino and
Simona Sanfelici
Date Posted: March 30, 2013Last Revised: April 02, 201316 downloads
Estimation of Systemic Risk
Vighneswara Swamy
Date Posted: May 17, 20139 downloads
Estimation of the Conditional Variance - Covariance Matrix of Returns Using the Intraday Range XFi Centre for Finance and Investment Working Paper No. 07/11
Richard D. F. Harris and
Fatih Yilmaz
Date Posted: November 13, 2007492 downloads
Estimation Risk in Financial Risk Management: A Correction Journal of Risk, Vol. 8, No. 4, pp. 121-125, Summer 2006
Daniel Giamouridis
Date Posted: April 04, 2006Last Revised: June 01, 2008
Estonia's Multi-Pillar Pension System: Solid First Miles of the Marathon Journal of Investment Consulting, Vol. 12, No. 2, pp. 42-52, 2011
Pertti Rahnel
,
Katrin Rahe
and
Kaarel Roosa
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 17, 20122 downloads
Ethics of Corporate Governance
Donald Nordberg
Date Posted: July 31, 20071256 downloads
EU Federalism and the Governance of Financial Reporting: Cost and Benefits of Centralized Standard Setting
Jochen Zimmermann
and
Philipp B. Volmer
Date Posted: January 26, 2006324 downloads
Euler Equation Errors AFA 2007 Chicago Meetings Paper
Martin Lettau and
Sydney C. Ludvigson
Date Posted: February 05, 2005184 downloads
Euler Equation Errors CEPR Discussion Paper No. 5245
Martin Lettau and
Sydney C. Ludvigson
Date Posted: June 21, 200524 downloads
Euro Area Sovereign Yield Dynamics: The Role of Order Imbalance ECB Working Paper No. 385, EFA 2005 Moscow Meetings Paper
Albert J. Menkveld ,
Yiu Chung Cheung and
Frank de Jong
affiliation not provided to SSRN
and
Tilburg University - Department of Finance
Date Posted: December 10, 2004136 downloads
Europe's 'New' Stock Markets CEPR Discussion Paper No. 3521
Laura Bottazzi and
Marco Da Rin
Date Posted: November 13, 200231 downloads
Europe's 'New' Stock Markets EFA 2003 Annual Conference Paper; IGIER Working Paper No. 218
Laura Bottazzi and
Marco Da Rin
Date Posted: October 04, 2002342 downloads
European Real Options: An Intuitive Algorithm for the Black-Scholes Formula Journal of Applied Finance, Vol. 14, No. 1, Spring/Summer 2004
Vinay T. Datar and
Scott H. Mathews
Date Posted: January 06, 200530 downloads
Europejska Rada ds. Ryzyka Systemowego i wyzwania przed nią stojące (The ESRB and the Challenges Ahead) Safe Bank nr 1 (43) 2011, Bank Guarantee Fund, pp. 91-109
Paweł Smaga
Date Posted: March 03, 20135 downloads
Evaluating Alternative Beta Strategies Journal of Indexes Europe, March/April 2012
Xiaowei Kang
Date Posted: September 27, 2012436 downloads
Evaluating Implied Cost of Capital Estimates
Charles M.C. Lee ,
Eric C. So and
Charles C. Y. Wang
Date Posted: August 06, 2010Last Revised: September 08, 2011702 downloads
Evaluating Strategic Performance: Concepts and Methodology McCombs Research Paper Series No. IROM-03-12
William W. Cooper
,
Timothy W. Ruefli
and
Chester L. Wilson
Date Posted: January 30, 2012Last Revised: March 21, 2012201 downloads
Evaluating the Existence of Structural Change in the Brazilian Term Structure of Interest Rate: Evidence Based on Cointegration Models with Structural Break
Emerson Fernandes Marçal
and
Pedro L. Valls Pereira
Date Posted: September 14, 201217 downloads
Evaluating the Existence of Structural Change in the Brazilian Term Structure of Interest: Evidence Based on Cointegration Models with Structural Break
Emerson Fernandes Marçal
and
Pedro L. Valls Pereira
Date Posted: October 25, 201120 downloads
Evaluating the Forecasts of Risk Models Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series No. 99-11
Jeremy Berkowitz
Date Posted: April 09, 1999516 downloads
Evaluating Value-at-Risk Measures in Presence of Long Memory Conditional Volatility Journal of Risk, Vol. 10, No. 3, 2008
Massimiliano Caporin
Date Posted: December 29, 2008
Evaluation of Contagion or Interdependence in the Financial Crises of Asia and Latin America, Considering the Macroeconomic Fundamentals
Emerson Fernandes Marçal
,
Pedro L. Valls Pereira ,
Diógenes Manoel Leiva Martin
and
Wilson Toshiro Nakamura
Date Posted: September 20, 2007Last Revised: April 13, 2009226 downloads
Evaluation of Hedging Effectiveness for CNX Bank and Nifty Index Futures Centre for Multi-Disciplinary Development Research Monograph Series No. 57
B. Prasanna Kumar and
M. V. Supriya
Date Posted: January 05, 2011Last Revised: November 25, 201251 downloads
Evaluation of Pairs Trading Strategy at the Brazilian Financial Market Journal of Derivatives & Hedge Funds, Vol. 15, pp. 122-136
Marcelo Perlin
Date Posted: December 19, 2006Last Revised: May 01, 20104286 downloads
Event Risk, Contingent Claims and the Temporal Resolution of Uncertainty Carnegie Mellon University Working Paper
Pierre Collin-Dufresne and
Julien N. Hugonnier
Date Posted: October 09, 2001Last Revised: July 01, 2011
Evidence of Conditional Conservatism: Fact or Artifact?
Panos N. Patatoukas
and
Jacob K. Thomas
Date Posted: October 25, 2009332 downloads
Evidence of Managerial Opportunism in an IFRS Environment
Andrew Trumble
and
Sean Pinder
affiliation not provided to SSRN
and
University of Melbourne - Department of Finance
Date Posted: September 05, 2010Last Revised: September 27, 2010108 downloads
Evidence on Investor Behavior from Aggregate Stock Mutual Fund Flows
Louis H. Ederington and
Evgenia V. Golubeva
Date Posted: August 01, 2009241 downloads
Evidence on the Demand for Mortgage Debt by Owner-Occupants Journal of Urban Economics
David C. Ling and
Gary A. McGill
Date Posted: February 13, 1998
Evidence on the Joint Determination of Audit and Non-Audit Fees Journal of Accounting Research, Vol. 41, No. 4, pp. 721-744, September 2003
Scott Whisenant ,
Srinivasan Sankaraguruswamy and
Kannan Raghunandan
Date Posted: April 24, 2003
Evidence that Investors Trade on Private Event-Period Information Around Earnings Announcements Accounting Review, April 2005
Orie E. Barron ,
David G. Harris and
Mary Harris Stanford
Date Posted: November 05, 2004
Evidence-Based Executive Pay: Remunerating for Shareholder Value
Amanda Wilson and
Susheela Peres da Costa
Date Posted: February 23, 201329 downloads
Evolution of the Colombia Peso whitin the Currency Bands, Nonlinearity Analysis and Stochastic Modeling Revista de Economia del Rosario, Vol. 5, No. 1, 2002
Alejandro Revéiz
Date Posted: September 06, 200655 downloads
Evolution of Volatility, Trade Price Location, Correlations, and Speed of Trading in the Limit Order Book Midwest Finance Association 2012 Annual Meetings Paper
Pankaj K. Jain ,
Pawan Jain
and
Thomas H. McInish
Date Posted: August 22, 2011Last Revised: February 20, 2012117 downloads
Evolving Corporate Governance and Equity Prices: The Recent Evidence
Daniel Cheng and
Yi-Yen Wu
Date Posted: February 22, 2006339 downloads
Ex Post Risk Attribution in a Value-at-risk Framework RISK MANAGEMENT FOR CENTRAL BANK FOREIGN RESERVES, Bernadell, Cardon, Coche, Diebold, Manganelli, eds., Chapter 13, European Central Bank, May 2004
Eugen V. Puschkarski
Date Posted: December 06, 2004366 downloads
Ex Post Voluntary Disclosure Strategies for Insiders
Carolyn B. Levine and
Michael Smith
Date Posted: July 16, 2002
Ex-Ante Hedging Effectiveness of UK Stock Index Futures Contracts: Evidence for the FTSE 100 and FTSE MID 250 European Financial Management, Vol. 6, No. 4, December 2000
Darren Butterworth and
Phil Holmes
Date Posted: June 19, 2000
Ex-Dividend Behaviour and the Clientele Effects: Evidence Based on Canadian and US Dividend Tax Cuts 2013 American Taxation Association Midyear Meeting: Research Forum
Oliver Okafor
and
Hussein Warsame
Date Posted: February 18, 2013
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