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JEL Code: G1
12,996,942 Total downloads
Showing Papers 1,521 - 1,570 of 36,712
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A Temporary Equilibrium Model of Asset Pricing
CERGE-EI Working Paper Series No. 132
George Vachadze
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: January 21, 2010
Last Revised: January 29, 2010
Working Paper Series
10 downloads
A Ten-Year Retrospection of the Behavior of Russian Stock Returns
BOFIT Discussion Paper No. 9/2005
Stanislav Anatolyev
New Economic School
Date Posted: July 25, 2007
Working Paper Series
103 downloads
A Term Structure Model for Defaultable Bonds with Macro and Latent Variables
Marco Bonomo and
Alexandre Lowenkron
EPGE - Getulio Vargas Foundation
and
Banco BBM
Date Posted: March 07, 2008
Working Paper Series
A Term Structure Model with Level Factor Cannot Be Realistic and Arbitrage Free
Banque de France Working Paper No. 359
Simon Dubecq
and
Christian Gourieroux
Banque de France
and
University of Toronto - Department of Economics
Date Posted: January 27, 2012
Working Paper Series
42 downloads
A Test for Long Memory in the Conditional Correlation of Bivariate Returns to Stock and Bond Market Index Futures
Kirt C. Butler ,
William Christopher Gerken
and
Katsushi Okada
Michigan State University
,
University of Kentucky - Finance
and
affiliation not provided to SSRN
Date Posted: August 04, 2011
Working Paper Series
61 downloads
A Test for Mean-Variance Efficiency of a Given Portfolio Under Restrictions
ERIM Report Series Reference No. ERS-2005-032-F&A
Thierry Post
Koc University - Graduate School of Business
Date Posted: February 29, 2008
Working Paper Series
164 downloads
A Test for the Number of Factors in an Approximate Factor Model
Journal of Finance, Vol. 48, pp. 1263-1291, September 1993
Robert A. Korajczyk and
Gregory Connor
Northwestern University - Kellogg School of Management
and
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Date Posted: January 24, 2007
Last Revised: August 21, 2009
Accepted Paper Series
141 downloads
A Test for Volatility Spillovers
Economics Letters, Vol. 76, pp. 77-84, 2002
Fabio Spagnolo ,
Martin Sola and
Nicola Spagnolo
Brunel University - Economics and Finance
,
Universidad Torcuato Di Tella
and
Brunel University
Date Posted: December 05, 2004
Accepted Paper Series
A Test of CAPM on the Karachi Stock Exchange
International Journal of Business, Vol. 12, No. 4, 2007
Javed Iqbal
and
Robert Darren Brooks
Department of Statistics, Karachi University
and
Monash University
Date Posted: June 07, 2008
Accepted Paper Series
A Test of Hedging Alternatives for the US Currency and the US Stock Market
Ron Christner
,
Mehmet F. Dicle
and
John Levendis
affiliation not provided to SSRN
,
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
and
Loyola University New Orleans
Date Posted: November 03, 2011
Working Paper Series
180 downloads
A Test of International Equity Market Integration using Evidence from Cross-border Mergers
London Business School Institute of Finance Paper No. 433
Richard A. Brealey ,
Ian A. Cooper and
Evi Kaplanis
London Business School
,
London Business School
and
London Business School
Date Posted: April 06, 2005
Working Paper Series
341 downloads
A Test of Mean-Variance Efficiency When Short Selling is Prohibited
Gopal Basak ,
Guaqiang Sun and
Ravi Jagannathan
University of Bristol - Department of Mathematics
,
Federal National Mortgage Association (Fannie Mae)
and
Northwestern University - Kellogg School of Management
Date Posted: June 02, 1998
Working Paper Series
521 downloads
A Test of the Cost of Carry Relationship Using the Lead Contract Traded on the London Metals Exchange
Journal of Futures Markets, Vol. 18, No. 2, pp. 1-25, 1998
Richard A. Heaney
University of Western Australia
Date Posted: September 12, 2005
Accepted Paper Series
A Test of the Effect of Carrying Costs on Predictive Ability of Futures Prices Using the LME Lead Contract
International Journal of Forecasting, Vol. 18, No. 1, pp. 45-65, 2002
Richard A. Heaney
University of Western Australia
Date Posted: September 12, 2005
Accepted Paper Series
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data
Richard D. F. Harris
University of Exeter - Business School
Date Posted: August 15, 1998
Working Paper Series
353 downloads
A Test of the International CAPM Using Optimal Instruments
Matthijs Breugem
INSEAD
Date Posted: March 11, 2013
Last Revised: May 06, 2013
Working Paper Series
18 downloads
A Test of the Law of One Price: An Examination of Price Integration between Europe and Regional Markets in Africa
Kings College London Department of Management Research Paper No. 46
Jenifer Piesse and
Bruce Allen Hearn
Bournemouth University
and
University of Sussex
Date Posted: January 18, 2009
Last Revised: August 25, 2009
Working Paper Series
94 downloads
A Test of the Market's Mispricing of Domestic and Foreign Earnings
Journal of Accounting and Economics, Vol. 28, No. 3, 1999, 243-267.
Wayne B. Thomas
University of Oklahoma, Michael F. Price College of Business
Date Posted: March 21, 2002
Accepted Paper Series
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
A Test of the Ohlson (1995) Model: Empirical Evidence from Japan
Koji Ota
Musashi University - Department of Finance
Date Posted: October 20, 2001
Working Paper Series
955 downloads
A Test of the Ohlson (1995) Model: Empirical Evidence from Japan
The International Journal of Accounting, Vol. 37, No. 2, pp. 157-182, May 2002
Koji Ota
Musashi University - Department of Finance
Date Posted: September 17, 2002
Accepted Paper Series
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
96 downloads
A Test of the Self-Serving Attribution Bias: Evidence from Mutual Funds
Fourth Singapore International Conference on Finance 2010 Paper
Darwin Choi and
Dong Lou
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
London School of Economics & Political Science (LSE)
Date Posted: March 03, 2008
Last Revised: December 20, 2010
Working Paper Series
314 downloads
A Testable EBIT-Based Credit Risk Model
EFMA 2004 Basel Meetings Paper
Manuel Ammann and
Michael Genser
University of St. Gallen - Swiss Institute of Banking and Finance
and
University of St. Gallen - Swiss Institute of Banking and Finance
Date Posted: May 28, 2004
Working Paper Series
358 downloads
A Theoretical and Empirical Analysis of the Relationship Between Market and Book Values
Jan Bartholdy ,
Paula Peare and
Roger J. Willett
University of Aarhus - Aarhus School of Business - Department of Business Studies
,
University of Aarhus - Department of Finance
and
University of Tasmania
Date Posted: January 11, 2001
Working Paper Series
802 downloads
A Theoretical and Empirical Assessment of Bank Risk-Shifting Behavior
James R. Barth ,
Mark Bertus
,
Jiang Hai
and
Triphon Phumiwasana
Auburn University
,
Auburn University
,
Jinan University - Department & Institute of Finance
and
Milken Institute
Date Posted: February 15, 2007
Working Paper Series
147 downloads
A Theoretical Extension of the Consumption-Based CAPM Model
Georges Dionne and
Jingyuan Li
HEC Montreal - Department of Finance
and
Lingnan University - Department of Finance and Insurance
Date Posted: December 13, 2010
Last Revised: June 02, 2011
Working Paper Series
134 downloads
A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models
Leo Krippner
Reserve Bank of New Zealand
Date Posted: September 03, 2011
Working Paper Series
47 downloads
A Theory for Long-Memory in Supply and Demand
Santa Fe Institute Working Paper No. 04-12-041
Fabrizio Lillo
,
Szabolcs Mike
and
J. Doyne Farmer
University of Palermo
,
Santa Fe Institute - Economics
and
Santa Fe Institute
Date Posted: April 30, 2005
Working Paper Series
133 downloads
A Theory of Accounting Relativity: Double-Entry Bookkeeping as a Transformation of Coordinates
Yoshitaka Fukui
Aoyama Business School
Date Posted: January 16, 2007
Working Paper Series
450 downloads
A Theory of Aggregate Demand Fluctuations and Asset Bubbles
Rohit Krishnan
Singapore Management University
Date Posted: May 21, 2010
Working Paper Series
60 downloads
A Theory of Analysts Forecast Bias
Murugappa (Murgie) Krishnan and
Shiva Sivaramakrishnan
Yeshiva University
and
Texas A&M University (TAMU) - Department of Accounting
Date Posted: December 31, 1998
Working Paper Series
A Theory of Asset Prices Based on Heterogeneous Information
Cowles Foundation Discussion Paper No. 1827
Elias Albagli
,
Christian Hellwig
and
Aleh Tsyvinski
University of Southern California - Marshall School of Business
,
University of Toulouse 1 - Toulouse School of Economics (TSE)
and
Yale University - Cowles Foundation
Date Posted: October 21, 2011
Accepted Paper Series
81 downloads
A Theory of Asset Prices Based on Heterogeneous Information
AFA 2013 San Diego Meetings Paper
Elias Albagli
,
Aleh Tsyvinski
and
Christian Hellwig
University of Southern California - Marshall School of Business
,
Yale University - Cowles Foundation
and
University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: March 15, 2012
Working Paper Series
125 downloads
A Theory of Asset Prices Based on Heterogeneous Information
CEPR Discussion Paper No. DP9291
Elias Albagli
,
Christian Hellwig
and
Aleh Tsyvinski
University of Southern California - Marshall School of Business
,
University of Toulouse 1 - Toulouse School of Economics (TSE)
and
Yale University - Cowles Foundation
Date Posted: February 01, 2013
Working Paper Series
2 downloads
A Theory of Asset Pricing and Performance Evaluation for Minority Banks with Implications for Bank Failure Prediction, Compensating Risk, and CAMELS Rating
Date Posted: November 19, 2010
Last Revised: January 29, 2011
Working Paper Series
239 downloads
A Theory of Attribution
Barry E. Feldman
Russell Investments
Date Posted: May 25, 2007
Working Paper Series
183 downloads
A Theory of Commodity Price Fluctuations
J. OF POLITICAL ECONOMY, Vol. 104 No. 5, October 1996
Marcus J. Chambers and
Roy E. Bailey
University of Essex
and
University of Essex
Date Posted: February 12, 1997
Accepted Paper Series
A Theory of Correlated-Demand Driven Liquidity Commonality
Hong Liu and
Yajun Wang
Washington University in St. Louis - Olin Business School
and
Robert H. Smith School of Business, University of Maryland
Date Posted: March 19, 2012
Last Revised: April 02, 2013
Working Paper Series
47 downloads
A Theory of Eurobonds
Angelo S. Baglioni and
Umberto Cherubini
Catholic University of the Sacred Heart of Milan
and
University of Bologna - Department of Mathematical Economics
Date Posted: September 16, 2011
Last Revised: November 18, 2012
Working Paper Series
486 downloads
A Theory of Inefficient Quotes: Empirical Evidence in Options Markets
EFA 2007 Ljubljana Meetings Paper
I. Rodriguez Longarela and
Silvia Mayoral
University of Tromsø - Department of Economics - NFH
and
Universidad Carlos III de Madrid
Date Posted: March 05, 2007
Working Paper Series
96 downloads
A Theory of Merger-Driven IPOs
Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, pp. 1367-1405, 2011
Evgeny Lyandres ,
Alexei Zhdanov
and
Jim Hsieh
Boston University
,
University of Lausanne - Institute of Banking and Finance (IBF)
and
George Mason University
Date Posted: February 06, 2008
Last Revised: March 14, 2013
Accepted Paper Series
993 downloads
A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization
Yale ICF Working Paper No. 00-50
Matthew I. Spiegel and
Harry Mamaysky
Yale University - Yale School of Management, International Center for Finance
and
Yale School of Management
Date Posted: September 04, 2001
Working Paper Series
1615 downloads
A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions
Kent D. Daniel
,
David A. Hirshleifer and
Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics
,
University of California, Irvine - Paul Merage School of Business
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: May 01, 1997
Working Paper Series
5120 downloads
A Theory of Strategic Intermediation and Endogenous Liquidity
EFA 2004 Maastricht Meetings Paper No. 5330
Jean-Pierre Zigrand
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: June 23, 2004
Working Paper Series
115 downloads
A Theory of Strategic Intermediation and Endogenous Liquidity
Rohit Rahi and
Jean-Pierre Zigrand
London School of Economics - Department of Finance
and
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: November 14, 2007
Last Revised: January 06, 2008
Working Paper Series
77 downloads
A Theory of Supervision with Endogenous Transaction Costs
CEPR Working Paper No. 1967
Antoine Faure-Grimaud
London School of Economics
Date Posted: January 13, 1999
Working Paper Series
A Theory of Takeovers and Disinvestment
EFA 2005 Moscow Meetings Paper
Bart M. Lambrecht and
Stewart C. Myers
Lancaster University - Management School
and
Massachusetts Institute of Technology (MIT)
Date Posted: January 09, 2005
Working Paper Series
1030 downloads
A Theory of the Term Structure with an Official Short Rate
Financial Options Research Centre Working Paper No. 94/49, May 1994
Simon H. Babbs and
Nick Webber
The Options Clearing Corporation
and
University of Warwick - Warwick Business School
Date Posted: October 10, 1998
Working Paper Series
A Theory of Trading Volume Around Earnings Announcements
Seok Woo Jeong and
Pradyot K. Sen
Korea University - Department of Accounting
and
University of Washington Bothell
Date Posted: January 20, 1997
Working Paper Series
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