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Full Text Papers: 398,298
Authors: 228,729
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SSRN eLibrary Search Results
JEL Code: G14
3,733,893 Total downloads
Showing Papers 1,441 - 1,490 of 9,944
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Value and Information: A Profit Maximizing Strategy Lor Maxwell's Demon
Complexity, Vol. 1, No. 2, pp. 58-63, 1995
Randall Morck and Harold J. Morowitz
University of Alberta - Department of Finance and Statistical Analysis and George Mason University
Date Posted: January 03, 2012
Accepted Paper Series

Incl. Electronic Paper Market Liquidity in the Financial Crisis: The Role of Liquidity Commonality and Flight-to-Quality
 Christoph G. Rösch and Christoph Kaserer
Technische Universität München (TUM) and Technische Universität München (TUM)
Date Posted: January 03, 2012
Last Revised: September 11, 2012
Working Paper Series
291 downloads

Incl. Electronic Paper Soft-Talk Management Cash Flow Forecasts: Bias, Quality, and Stock Price Effects
Simon School Working Paper No. FR 12-04
 Michael Dambra , Charles E. Wasley and Joanna Shuang Wu
Simon Graduate School of Business, University of Rochester , University of Rochester - Simon School of Business and Simon School of Business, University of Rochester
Date Posted: January 03, 2012
Working Paper Series
168 downloads

Terrorism and Capital Markets: The Effects of the Madrid and London Bomb Attacks
International Review of Economics & Finance, Vol. 20, No. 4, 2011
 Christos Kollias , Stephanos Papadamou and Apostolos Stagiannis
affiliation not provided to SSRN , University of Thessaly - Department of Economics and affiliation not provided to SSRN
Date Posted: January 03, 2012
Accepted Paper Series

Incl. Electronic Paper The Geographic Origin of Order Flow and Price Discovery
 Alex Frino , Robert I. Webb and Hui Zheng
University of Sydney - Discipline of Finance , University of Virginia and Discipline of Finance, The University of Sydney
Date Posted: January 02, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Adaptive Markets and the New World Order
 Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: January 01, 2012
Last Revised: June 05, 2012
Working Paper Series
2257 downloads

Incl. Electronic Paper Forecasting Yield Changes Using Bond Market Order Flow
 Siri Valseth
University of Stavanger Business School
Date Posted: January 01, 2012
Last Revised: October 17, 2012
Working Paper Series
33 downloads

Incl. Fee Electronic Paper Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments
European Financial Management, Vol. 18, Issue 1, pp. 68-87, 2012
 Paul Hamalainen , Adrian Pop , Max J.B. Hall and Barry Howcroft
Loughborough University - Business School , University of Nantes , Loughborough University - Department of Economics and affiliation not provided to SSRN
Date Posted: December 31, 2011
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper In Defence of Capitalisation Weights: Evidence from the FTSE 100 and S&P 500 Indices
European Financial Management, Vol. 18, Issue 1, pp. 142-161, 2012
 Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: December 31, 2011
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Long‐Term Performance of Greek IPOs
European Financial Management, Vol. 18, Issue 1, pp. 117-141, 2012
 Stavros Thomadakis and Christos Panagiotis Nounis
University of Athens - Faculty of Economics and University of Athens - Faculty of Economics
Date Posted: December 31, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Decomposing Excess Returns in Stochastic Linear Models
IZA Discussion Paper No. 6237
 Carl Lin
Beijing Normal University
Date Posted: December 31, 2011
Working Paper Series
8 downloads

Incl. Electronic Paper The Wealth Effects of Takeover Announcement on Acquiring Firms: The Case of the Athens Stock Exchange
European Journal of Economics, Finance And Administrative Sciences, No. 43, pp. 155-167, 2011
 Konstantinos Papadatos
University of Patras - Department of Business Administration
Date Posted: December 31, 2011
Accepted Paper Series
60 downloads

Incl. Electronic Paper Why the Dogs of the Dow Bark Loudly in China
American Journal of Economics and Business Administration, Vol. 3, No. 3, pp. 560-568, 2011
 Carol Wang , James E. Larsen , Fall Ainina , Marlena Akhbari and Nicolas Gressis
Wright State University , Wright State University , Wright State University , Wright State University and Wright State University
Date Posted: December 31, 2011
Accepted Paper Series
95 downloads

Incl. Electronic Paper Insider Trading Restrictions and Insiders’ Supply of Information: Evidence from Reporting Quality
 Ivy Zhang and Yong Zhang
University of Minnesota - Twin Cities and Hong Kong University of Science & Technology
Date Posted: December 25, 2011
Last Revised: May 15, 2012
Working Paper Series
147 downloads

Incl. Electronic Paper Crashes and High Frequency Trading
Swiss Finance Institute Research Paper No. 11-63
 Didier Sornette and Susanne von der Becke
Swiss Finance Institute and ETH Zurich
Date Posted: December 24, 2011
Working Paper Series
799 downloads

Incl. Electronic Paper The Microstructure of the TIPS Market
Economic Policy Review, 2012
 Michael J. Fleming and Neel Krishnan
Federal Reserve Bank of New York and affiliation not provided to SSRN
Date Posted: December 24, 2011
Working Paper Series
86 downloads

Incl. Electronic Paper The Real Effects of Financial Markets
ECGI - Finance Working Paper No. 323/2012
 Philip Bond , Alex Edmans and Itay Goldstein
University of Minnesota - Twin Cities , London Business School - Institute of Finance and Accounting and University of Pennsylvania - The Wharton School - Finance Department
Date Posted: December 24, 2011
Last Revised: March 28, 2012
Working Paper Series
634 downloads

Incl. Electronic Paper A Test of the Ohlson Model on the Italian Stock Exchange
Accounting & Taxation, Vol. 4, No. 1, p. 83, 2012
 Antonella Silvestri and Stefania Veltri
Università degli Studi della Calabria and University of Calabria, Italy
Date Posted: December 23, 2011
Last Revised: December 12, 2012
Accepted Paper Series
99 downloads

Incl. Electronic Paper Impact of Macroeconomic Announcements on Interest Rate Futures: High-Frequency Evidence from Australia
Journal of Financial Research, Forthcoming
 Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: December 23, 2011
Last Revised: June 10, 2013
Accepted Paper Series
40 downloads

Incl. Fee Electronic Paper Endogenous Information Flows and the Clustering of Announcements
CEPR Discussion Paper No. DP8680
 Viral V. Acharya , Peter M. DeMarzo and Ilan Kremer
New York University - Leonard N. Stern School of Business , Stanford Graduate School of Business and Stanford Graduate School of Business
Date Posted: December 22, 2011
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Hope, Change, and Financial Markets: Can Obama's Words Drive the Market?
CEPR Discussion Paper No. DP8713
 Sharmin Sazedj and José Tavares
affiliation not provided to SSRN and Universidad Nova de Lisboa - Faculdade de Economia
Date Posted: December 22, 2011
Working Paper Series
4 downloads

Incl. Electronic Paper Exploring Managers’ Accrual-Related Forecast Optimism
 Sami Keskek , Linda A. Myers , Thomas C. Omer and Nathan Y. Sharp
University of Arkansas - Sam M. Walton College of Business , University of Arkansas , University of Nebraska-Lincoln and Texas A&M University (TAMU) - Department of Accounting
Date Posted: December 22, 2011
Last Revised: May 21, 2013
Working Paper Series
142 downloads

Incl. Electronic Paper Do Mutual Fund Managers Exploit the Ramadan Anomaly? Evidence from Turkey
Emerging Markets Review, Vol. 15, 2013
 Jedrzej Pawel Bialkowski , Martin T. Bohl , Philipp Kaufmann and Tomasz Piotr Wisniewski
University of Canterbury - Department of Economics and Finance , University of Muenster , University of Muenster and University of Leicester
Date Posted: December 22, 2011
Last Revised: May 02, 2013
Accepted Paper Series
186 downloads

Incl. Electronic Paper Earnings News, Expected Earnings and Aggregate Stock Returns
 Jung Ho Choi , Alon Kalay and Gil Sadka
University of Chicago - Booth School of Business , Columbia Business School - Accounting, Business Law & Taxation and Columbia Business School - Accounting, Business Law & Taxation
Date Posted: December 21, 2011
Last Revised: May 03, 2013
Working Paper Series
245 downloads

Incl. Electronic Paper Fundamental Analysis and Option Returns
 Theodore H. Goodman , Monica Neamtiu and Frank Zhang
Purdue University - Department of Accounting , University of Arizona - Eller College of Management and Yale School of Management
Date Posted: December 21, 2011
Last Revised: January 03, 2013
Working Paper Series
577 downloads

The Effect of the Time-Varying value of Information on Market Uncertainty
 Dionisis Philippas and Costas Siriopoulos
Joint Research Center of the European Commission and University of Patras - Business Administration
Date Posted: December 20, 2011
Last Revised: May 22, 2013
Working Paper Series

Causality between Increased Accesses to Information with Increased Socio-Economic Inequality Amidst Bridging of Digital Divide with Widening Income Divides
 Ranjit Goswami
RK University
Date Posted: December 20, 2011
Working Paper Series

Incl. Electronic Paper Liquidity Spillovers in Sovereign Bond and CDs Markets: An Analysis of the Eurozone Sovereign Debt Crisis
 Giovanni Calice , Jing Chen and Julian M. Williams
University of Birmingham - Department of Economics , Swansea University and University of Aberdeen Business School
Date Posted: December 20, 2011
Last Revised: January 21, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Stock Return Autocorrelations Revisited: A Quantile Regression Approach
Journal of Empirical Finance, Vol. 19, Issue 2, pp. 251-265, March 2012
 Dirk G. Baur , Thomas Dimpfl and Robert Jung
University of Technology, Sydney (UTS) - School of Finance and Economics , University of Tuebingen - Department of Statistics and Econometrics and University of Hohenheim - Institute of Economics
Date Posted: December 20, 2011
Last Revised: October 09, 2012
Accepted Paper Series
272 downloads

Incl. Electronic Paper Stock Issues and Speculative Demand
 Maurizio Montone
University of Naples Federico II
Date Posted: December 18, 2011
Last Revised: June 13, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Modelling Trades-Through in a Limited Order Book Using Hawkes Processes
Economics Discussion Paper No. 2011-32
 Ioane Muni Toke and Fabrizio Pomponio
Ecole Centrale Paris and Ecole Centrale Paris
Date Posted: December 17, 2011
Working Paper Series
63 downloads

Evidence on Cash Flow Sensitivity of Cash
 Vikash Gautam and Ashish Singh
Indira Gandhi Institute of Development Research (IGIDR) and Azim Premji University
Date Posted: December 17, 2011
Working Paper Series

Evidence on the Dynamics of Investment-Cash Flow Sensitivity
 Vikash Gautam
Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: December 17, 2011
Working Paper Series

Incl. Electronic Paper Information Environment and Equity Risk Premium Volatility Around the World
 Sie Ting Lau , Lilian K. Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance , University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and The University of New South Wales - School of Banking and Finance
Date Posted: December 17, 2011
Working Paper Series
118 downloads

Incl. Electronic Paper Sovereign Debt Rating Changes, Institutional Quality and the Stock Market
Centre for Economic Policy Research No. DP8743, Centre for Economic Policy Research No. DP8743
 Alexander Michaelides , Andreas Milidonis , George Nishiotis and Panayiotis Papakyriacou
University of Cyprus - Department of Public and Business Administration , University of Cyprus - Department of Public & Business Administration , University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration
Date Posted: December 17, 2011
Last Revised: December 31, 2012
Working Paper Series
176 downloads

Incl. Electronic Paper Speculative Dynamics I: Imperfect Competition, and the Implications for High Frequency Trading
 Su Li
University of Maryland - Robert H. Smith School of Business
Date Posted: December 17, 2011
Last Revised: March 17, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper A Test of the Market’s Mispricing of Domestic and Foreign Earnings
 Wayne B. Thomas
University of Oklahoma, Michael F. Price College of Business
Date Posted: December 16, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Aggregate Investment and its Consequences
 Salman Arif
Indiana University - Kelley School of Business
Date Posted: December 16, 2011
Last Revised: March 06, 2012
Working Paper Series
97 downloads

Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
 Hongfei Tang and Xiaoqing Eleanor Xu
Seton Hall University and Seton Hall University
Date Posted: December 16, 2011
Working Paper Series

Incl. Electronic Paper Exchange Rate Risk and the Equity Performance of Financial Intermediaries: Evidence from an International Sample
International Review of Financial Analysis, Forthcoming
 Philip Molyneux , Sotiris K. Staikouras , John O. S. Wilson and Zhao Gang
Bangor University, Bangor Business School , City University - Cass Business School , University of St. Andrews and City University London - Sir John Cass Business School
Date Posted: December 15, 2011
Last Revised: February 27, 2012
Accepted Paper Series
78 downloads

Incl. Electronic Paper Grey Market for Indian IPOs: Investor Sentiment and After-Market Performance
2012 Financial Markets & Corporate Governance Conference
 Chandrasekhar Krishnamurti , Tiong Yang Thong and Vishwanath Ramanna
University of Southern Queensland , Singapore Management University and T A Pai Management Institute
Date Posted: December 15, 2011
Working Paper Series
84 downloads

Incl. Electronic Paper Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility
 Ana-Maria Fuertes , Joelle Miffre and Adrián Fernández-Pérez
Cass Business School, City University London , EDHEC Business School and University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
Date Posted: December 14, 2011
Last Revised: February 20, 2013
Working Paper Series
477 downloads

Incl. Electronic Paper Do Buy-Side Recommendations Have Investment Value?
 Steve Crawford , Richard A. Price III and Bryan Johnson
Rice University , Utah State University - Huntsman School of Business and Creighton University
Date Posted: December 14, 2011
Last Revised: September 18, 2012
Working Paper Series
1270 downloads

Incl. Electronic Paper Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
 Andrew Ellul , Pab Jotikasthira , Christian T. Lundblad and Yihui Wang
Indiana University Bloomington - Department of Finance , University of North Carolina at Chapel Hill - Kenan-Flagler Business School , University of North Carolina at Chapel Hill - Kenan-Flagler Business School and Fordham University - Finance Area
Date Posted: December 14, 2011
Last Revised: September 22, 2012
Working Paper Series
213 downloads

Incl. Electronic Paper The Financial Crisis: Does Good Corporate Governance Matter and How to Achieve it?
DSF Policy Paper No. 14
 Jaap W. Winter
Duisenberg School of Finance
Date Posted: December 14, 2011
Working Paper Series
365 downloads

Analyzing Valuation Measures: A Performance Horse-Race Over the Past 40 Years
Journalof Portfolio Management, Forthcoming
 Jack Vogel
Drexel University
Date Posted: December 13, 2011
Last Revised: October 01, 2012
Accepted Paper Series

Incl. Electronic Paper 2008 SEC Short Selling Ban: Impacts on the Credit Default Swap Market
 Samuel Courtney
Stanford University
Date Posted: December 12, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Decoding Black Swan: A Quantitative Approach to Tactical Stock Investing
Risk Management eJournal, Vol 4, Issue 3, January 11, 2012
 Jay Desai , Dr. Ashwin G. Modi Sr., Ashvin Ramchandra Dave and Kinjal Jay Desai
Shri Chimanbhai Patel Institute of Management & Research , Hemchandracharya North Gujarat University , Shri Chimanbhai Patel Institute of Management & Research and affiliation not provided to SSRN
Date Posted: December 12, 2011
Last Revised: January 12, 2012
Accepted Paper Series
1288 downloads

Incl. Electronic Paper Understanding the Distress Puzzle: Surprises in the Pre-Delisting Period
2012 Financial Markets & Corporate Governance Conference
 Tze Chuan Ang
The University of Melbourne
Date Posted: December 12, 2011
Last Revised: February 28, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper The Puzzling Countercyclicality of the Value Premium: Empirics and a Theory
 Maurizio Montone
University of Naples Federico II
Date Posted: December 11, 2011
Last Revised: June 13, 2013
Working Paper Series
56 downloads


 

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