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JEL Code: G10
1,447,729 Total downloads
Showing Papers 1,521 - 1,570 of 4,442
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Using Shifted Distributions in Computing Operational Risk Capital
Ilya Rozenfeld
Date Posted: April 27, 2010Last Revised: September 27, 2010230 downloads
On the Causal Relationship between Stock Prices and Exchange Rates: Evidence from Romania
Sorin Dumitrescu
and
Alexandra Horobet
Date Posted: February 12, 2009229 downloads
Ranking Systemically Important Financial Institutions
Mardi Dungey ,
Matteo Luciani
and
David Veredas
Date Posted: October 25, 2012Last Revised: January 23, 2013229 downloads
The Duration Vector: a Continuous-Time Extension to Default-Free Interest Rate Contingent Claims
Sanjay K. Nawalkha
Date Posted: April 30, 2007229 downloads
Abnormal Returns in Gold and Silver Exchange Traded Funds Journal of Index Investing, Vol. 2, No. 2
Michael Naylor
,
Udomsak Wongchoti
and
Chris Gianotti
affiliation not provided to SSRN
Date Posted: June 23, 2011228 downloads
Internalization in European Equity Markets Following the Adoption of the EU Mifid Directive
Giovanni Petrella
and
Mario Anolli
Date Posted: January 31, 2007Last Revised: January 22, 2009228 downloads
On the Theoretical Foundations for Regulating Financial Markets Columbia Public Law Research Paper No. 12-304
Katharina Pistor
Date Posted: July 20, 2012228 downloads
Academic Research and Standard Setting: The Case of Other Comprehensive Income Accounting Horizons, Forthcoming
Lynn L. Rees and
Philip B. Shane
Date Posted: March 26, 2012Last Revised: May 07, 2012227 downloads
Correlation, Hierarchies, and Networks in Financial Markets Journal of Economic Behavior and Organization, Forthcoming
Michele Tumminello
,
Fabrizio Lillo
and
Rosario N. Mantegna
Date Posted: May 29, 2010227 downloads
Margin Requirements and Stock Price Volatility When Agents' Beliefs are Heterogeneous
Tao Li
Date Posted: June 12, 2006Last Revised: March 08, 2009227 downloads
Revisiting Volume-Volatility Relationship: Evidence from India
Pradeep Mavuluri and
Nagarjuna Boppana Sr.
Date Posted: January 19, 2007227 downloads
The Dynamics of the Australian Short-Term Interest Rate
Tim Brailsford and
Krishnan Maheswaran
Date Posted: August 16, 1998227 downloads
Volatility Stylized Facts
Philippe Masset
Date Posted: April 08, 2011Last Revised: September 12, 2011227 downloads
War, Crisis, and the Capital Market: The Anomaly of the Size Effect in Germany, 1872-1990 EFA 2005 Moscow Meetings Paper
Margaryta Korolenko and
Jorg Baten
Date Posted: March 02, 2005227 downloads
Estimating the Correlation of Non-Contemporaneous Time-Series
Thomas Coleman
Date Posted: June 15, 2007Last Revised: September 08, 2008226 downloads
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
GAAP's Gap Part II: Accounting for Equity Transactions (Open Letter Re: FASB Preliminary Views 1550-100)
M. A. Gumport
Date Posted: December 11, 2007226 downloads
Optimal Capital Structure for Insurance Companies Netspar Discussion Paper No. 11/2010-073
Roger J. A. Laeven and
Enrico C. Perotti
Date Posted: December 24, 2010226 downloads
Rise and Fall of Capital Markets in Brazil, the Experience of the 90's (Ascensao e Declinio do Mercado de Capitais no Brasil - a Experiencia dos Anos 90)
Antonio Gledson De Carvalho
Date Posted: June 20, 2008Last Revised: June 30, 2008226 downloads
The Limits to Minimum-Variance Hedging University of Exeter XFi Working Paper No. 07-12
Richard D. F. Harris ,
Jian Shen
and
Evarist Stoja
Date Posted: November 05, 2007226 downloads
Direction-of-Change Forecasting Using a Volatility Based Recurrent Neural Network
Stelios D. Bekiros
and
Dimitris A. Georgoutsos
Date Posted: March 04, 2005225 downloads
Does a Firm's Takeover Vulnerability Cause its Stock Price to Deviate from Random Walks?
Joon Chae ,
Dong Wook Lee and
Shu Feng Wang
Date Posted: September 28, 2005Last Revised: April 13, 2013225 downloads
Estimating Liquidity Using Information on the Multivariate Trading Process
Katarzyna Bien
,
Ingmar Nolte
and
Winfried Pohlmeier
Date Posted: July 17, 2006225 downloads
Investment Principles for Individual Retirement Accounts Journal of Banking and Finance, Vol. 32, pp. 393-404, 2008
A. G. (Tassos) Malliaris
and
Mary Malliaris
Date Posted: December 27, 2007Last Revised: August 26, 2008225 downloads
Liquidity: Urban Versus Rural Firms
Tim Loughran and
Paul H. Schultz
Date Posted: September 30, 2004225 downloads
A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements FAME Research Paper No. 159
Philippe Huber
,
O. Scaillet and
Maria-Pia Victoria-Feser
Date Posted: November 28, 2005224 downloads
A Survey of University Endowment Management Research
Georg Cejnek
,
Richard Franz
,
Otto Randl and
Neal Stoughton
Date Posted: January 23, 2013224 downloads
Do Individual Investors Care About Transaction Costs? Bid-Ask Spreads and Holding Periods for Common Stock
Jukka Perttunen
and
Petri Juhani Kyrolainen
Date Posted: February 28, 2007224 downloads
Extending the CAPM Framework
Stylianos Paganopoulos and
Kevin Golden
affiliation not provided to SSRN
and
University of the West of England - Department of Mathematics and Statistics
Date Posted: March 03, 2008Last Revised: September 21, 2008224 downloads
From Regular-Beta CAPM to Downside-Beta CAPM European Journal of Social Sciences, Vol. 21, No. 2, pp. 189-203, 2011
Qaiser Abbas
,
Usman Ayub ,
Shahid Mehmood Sargana
and
Syed Kashif Saeed
Date Posted: June 17, 2011224 downloads
Reserve Requirement Changes and Money Market Responses
Jonathan D. Stewart and
Scott E. Hein
Date Posted: January 23, 2004224 downloads
The Stochastic Conditional Duration Model: A Latent Factor Model for the Analysis of Financial Durations Journal of Econometrics, Vol. 119, No. 2, pp. 381-412, 2004
Luc Bauwens and
David Veredas
Date Posted: April 08, 2005224 downloads
Valuation of Stocks with Prospects of Dividend Growth Journal of Investing, Vol. 11, No. 1, pp., 64-68, Spring 2002
John A. Haslem
Date Posted: June 13, 2008Last Revised: September 30, 2012224 downloads
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations (Second Version) PIER Working Paper No. 03-013
Francis X. Diebold and
Michael W. Brandt
Date Posted: June 04, 2003223 downloads
Applications of Neural Network Radial Basis Function in Economics and Financial Time Series
Eleftherios Giovanis
Date Posted: August 28, 2010223 downloads
Applying the Law of Small Numbers to Hedge Fund Returns
Craig W. French
Date Posted: March 12, 2008223 downloads
Diversification and Generalized Tracking Errors For Correlated Non-Normal Returns California Institute of Technology Working Paper No. CALT-68-2400
Mark B. Wise and
Vineer Bhansali
Date Posted: October 01, 2002223 downloads
How Broker Ability Affects Institutional Trading Costs
Alex Frino ,
Carole Comerton-Forde
,
Christian Fernandez
and
Teddy Oetomo
Date Posted: August 13, 2003223 downloads
Persistence in Mutual Fund Performance: 2.0
Date Posted: March 27, 2008Last Revised: August 17, 2008223 downloads
Realized Volatility and Price Spikes in Electricity Markets: The Importance of Observation Frequency EFA 2009 Bergen Meetings Paper
Carl J. Ullrich
Date Posted: February 16, 2009Last Revised: June 30, 2009223 downloads
Risk Arbitrage, A Probabilistic Approach Over 1998-2010 in the US and Canada
Stephane Dieudonne
,
Fabienne Cretin
and
Slimane Bouacha
Date Posted: November 17, 2010223 downloads
Extremal Dependence between Market and Liquidity Risk: An Analysis for the Swiss Market
Christian Reich
and
Patrick Wegmann
Date Posted: March 22, 2002222 downloads
Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks CREATES Research Paper No. 2007-15
Viktor Todorov
and
Tim Bollerslev
Date Posted: June 23, 2008222 downloads
Lenders' Response to Restatements Along the Supply Chain
Rebecca Files
and
Umit G. Gurun
Date Posted: July 09, 2010Last Revised: October 10, 2011222 downloads
Limited Arbitrage: The Paralysis of the Regulating Mechanism of Financial Markets
Feker Bayoudh
and
Moez Elgaied II
Date Posted: February 10, 2008222 downloads
A New Approach of Kernel Bandwidth Applications for Time-series Using the Example of the Prediction of the Euro's Exchange Rate
Tim Brailsford ,
Jack H.W. Penm and
R. Deane Terrell
Date Posted: February 14, 2004221 downloads
An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics
Katarzyna Bien
,
Ingmar Nolte
and
Winfried Pohlmeier
Date Posted: March 01, 2007Last Revised: June 25, 2009221 downloads
Monitoring Risks Before They Go Viral: Is it Time for the Board to Embrace Social Media? Rock Center for Corporate Governance at Stanford University, Closer Look Series: Topics, Issues and Controversies in Corporate Governance No. CGRP-25
David F. Larcker ,
Sarah M. Larcker
and
Brian Tayan
Date Posted: April 05, 2012Last Revised: March 29, 2013221 downloads
The Impact of Macroeconomic Announcements on Implied Volatility European Business School Research Paper No. 10-11
Roland Füss
,
Ferdinand Mager
,
Holger Wohlenberg
and
Lu Zhao
Date Posted: November 03, 2010Last Revised: May 08, 2011221 downloads
Trading, Price Setting and Volatility in Equity Markets Under Divergent Expectations and Adaptive Valuations
Jacob Paroush ,
Robert A. Schwartz and
Avner Wolf
Date Posted: August 31, 2006221 downloads
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