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489,050
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397,938
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228,554
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69,482
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Last 12 months:
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JEL Code: G1
13,108,035 Total downloads
Showing Papers 15,301 - 15,350 of 36,949
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Idiosyncratic Volatility and Product Market Competition
CEPR Discussion Paper No. 4812
Jose-Miguel Gaspar and
Massimo Massa
ESSEC Business School
and
INSEAD - Finance
Date Posted: April 08, 2005
Working Paper Series
42 downloads
Idiosyncratic Volatility and Retail Investor Preferences in the Australian Market
23rd Australasian Finance and Banking Conference 2010 Paper
Deborah Tan
and
Julia Henker
affiliation not provided to SSRN
and
Bond University
Date Posted: August 24, 2010
Working Paper Series
76 downloads
Idiosyncratic Volatility and the Cross-Section of Expected Returns
Turan G. Bali and
Nusret Cakici
Georgetown University - Robert Emmett McDonough School of Business
and
Fordham University - Graduate School of Business
Date Posted: March 03, 2006
Working Paper Series
885 downloads
Idiosyncratic Volatility and the Cross-Section of Expected Returns
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Turan G. Bali and
Nusret Cakici
Georgetown University - Robert Emmett McDonough School of Business
and
Fordham University - Graduate School of Business
Date Posted: August 08, 2006
Accepted Paper Series
1064 downloads
Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk
David P. Brown and
Miguel A. Ferreira
University of Wisconsin - Madison - Department of Finance, Investment and Banking
and
Nova School of Business and Economics
Date Posted: March 21, 2006
Working Paper Series
164 downloads
Idiosyncratic Volatility Under a Price-Limit System Using Gibbs-Sampling
Kyong Shik Eom
,
Hyung Cheol Kang
and
Joon Seok Kim
University of Seoul, College of Business Administration
,
University of Seoul
and
Korea Securities Research Institute
Date Posted: February 26, 2009
Working Paper Series
78 downloads
Idiosyncratic Volatility vs. Liquidity? Evidence from the U.S. Corporate Bond Market
Madhu Kalimipalli and
Subhankar Nayak
Wilfrid Laurier University - School of Business & Economics
and
Wilfrid Laurier University - Clarica Financial Services Research Centre
Date Posted: March 23, 2009
Last Revised: July 26, 2011
Working Paper Series
213 downloads
Idiosyncratic Volatility vs. Liquidity? Evidence from the U.S. Corporate Bond Market
Journal of Financial Intermediation, Forthcoming
Madhu Kalimipalli and
Subhankar Nayak
Wilfrid Laurier University - School of Business & Economics
and
Wilfrid Laurier University - Clarica Financial Services Research Centre
Date Posted: July 26, 2011
Accepted Paper Series
Idiosyncratic Volatility, Economic Fundamentals, and Foreign Exchange Rates
FRB of St. Louis Working Paper No. 2005-025B
Hui Guo and
Robert Savickas
University of Cincinnati - Department of Finance - Real Estate
and
George Washington University - School of Business - Department of Finance
Date Posted: May 17, 2006
Working Paper Series
152 downloads
Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence From the Japanese Stock Market
Eric C. Chang and
Sen Dong
University of Hong Kong - School of Business
and
Columbia Business School - Economics Department
Date Posted: February 15, 2005
Working Paper Series
352 downloads
Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns
Alexander Barinov
University of Georgia - Terry College of Business
Date Posted: November 10, 2007
Last Revised: August 24, 2011
Working Paper Series
379 downloads
Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon
Midwest Finance Association 2013 Annual Meeting Paper
Doina Chichernea ,
Alex Petkevich
and
Blerina Bela Reca
The University of Toledo - Department of Finance
,
The University of Toledo - Department of Finance
and
The University of Toledo - Department of Finance
Date Posted: September 02, 2012
Last Revised: February 20, 2013
Working Paper Series
8 downloads
Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon
Doina Chichernea ,
Alex Petkevich
and
Blerina Bela Reca
The University of Toledo - Department of Finance
,
The University of Toledo - Department of Finance
and
The University of Toledo - Department of Finance
Date Posted: October 13, 2012
Last Revised: February 21, 2013
Working Paper Series
58 downloads
Idiosyncratic Volatility, Measurement Frequency and Return Reversal
Xiafei Li
Nottingham University Business School
Date Posted: May 01, 2013
Working Paper Series
31 downloads
Idiosyncratic Volatility, Return Reversals and Momentum: Australian Evidence
23rd Australasian Finance and Banking Conference 2010 Paper
Andrew R. Grant and
Jason Phung
University of Sydney - Discipline of Finance, Faculty of Economics and Business
and
University of Sydney - Discipline of Finance
Date Posted: August 24, 2010
Working Paper Series
194 downloads
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
AFA 2005 Philadelphia Meetings
Hui Guo and
Robert Savickas
University of Cincinnati - Department of Finance - Real Estate
and
George Washington University - School of Business - Department of Finance
Date Posted: March 08, 2004
Working Paper Series
778 downloads
Idiosysncratic Variance Matters and Covariance also Does!
Sumihiro Takeda
GSIM, Aoyama Gakuin University
Date Posted: December 07, 2005
Working Paper Series
61 downloads
If Only We Had Listened to Ross S. Skinner!
Canadian Accounting Perspectives, Vol. 4, No. 2, pp. 257-268, 2005
Jacques Fortin and
Réal Labelle
HEC Paris (Groupe HEC)
and
HEC Montréal - Chair in Governance and Forensic Accounting
Date Posted: December 29, 2005
Accepted Paper Series
99 downloads
If We Understand the Mechanisms, Why Don't We Understand Their Output?
Harvard Law and Economics Discussion Paper No. 414
Allen Ferrell
Harvard Law School
Date Posted: April 07, 2003
Accepted Paper Series
180 downloads
IFRS 7 Disclosures and Risk Perception of Financial Instruments
Forthcoming in: Schmalenbach Business Review (sbr)
Jannis Bischof
and
Michael Ebert
University of Mannheim
and
University of Mannheim - Department of Business Administration and Accounting
Date Posted: November 18, 2009
Last Revised: March 09, 2013
Accepted Paper Series
501 downloads
IFRS Adoption and Analysts' Earnings Forecasts: Australian Evidence
Julie Cotter ,
Ann Tarca and
Marvin Wee
University of Southern Queensland
,
University of Western Australia
and
The University of Western Australia
Date Posted: November 06, 2009
Last Revised: November 19, 2010
Working Paper Series
351 downloads
IFRS Adoption and Analysts’ Earnings Forecasts: Australian Evidence
Accounting & Finance, Vol. 52, Issue 2, pp. 395-419, 2012
Julie Cotter ,
Ann Tarca and
Marvin Wee
University of Southern Queensland
,
University of Western Australia
and
The University of Western Australia
Date Posted: April 21, 2012
Accepted Paper Series
IFRS Adoption and Management Earnings Forecasts of Australian IPOs
Michael Firth and
Jannis Pulm
Lingnan University - Department of Accounting and Finance
and
University of Surrey - Surrey Business School
Date Posted: January 11, 2013
Last Revised: May 26, 2013
Working Paper Series
58 downloads
IFRS and the Need for Non-Financial Information
FINANCIAL MARKETS AND THE BANKING SECTOR: ROLES AND RESPONSiBILITIES IN A GLOBAL WORLD, Paulet E. ed., Routledge, 2009
Tristan Boyer
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: November 17, 2009
Accepted Paper Series
IFRS Reporting, Firm-Specific Information Flows, and Institutional Environments: International Evidence
Review of Accounting Studies, Vol. 17, No. 3, 2012
Jeong-Bon Kim V
and
Haina Shi
City University of Hong Kong
and
Fudan University - School of Management
Date Posted: December 05, 2012
Accepted Paper Series
58 downloads
IGARCH Effects: an Interpretation
Applied Economics Letters, Vol. 9, pp. 745-78, 2002
Claudio Morana
Università di Milano Bicocca
Date Posted: November 01, 2005
Accepted Paper Series
IGI, Incorporated: Opportunity Cost Rate Considerations
Journal of Finance Case Research, Vol. 8, No. 1, pp. 57-68, 2006
Bennie H. Nunnally, D.B.A. ,
Danny Ervin and
Amit Shah
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
,
Salisbury University
and
affiliation not provided to SSRN
Date Posted: July 13, 2006
Accepted Paper Series
93 downloads
Ignorance is Bliss: A Study on How and Why Humans Depend on Recognition Heuristics in Social Relationships, the Equity Markets and the Brand Market-place, Thereby Making Successful Decisions
Karan Khemani
London School of Economics - Departments of Operational Research and Finance
Date Posted: January 13, 2005
Working Paper Series
396 downloads
Ignoring Reload Features Can Substantially Understate the Value of Executive Stock Options
P. Jane Saly and
Ravi Jagannathan
University of St. Thomas (Minnesota) - Department of Accounting
and
Northwestern University - Kellogg School of Management
Date Posted: August 18, 1998
Working Paper Series
406 downloads
Il Value at Risk Per Imprese Non Finanziarie: Il Caso Dell'Industria Della Raffinazione (Value-at-Risk for Non-Financial Companies: The Oil Refining Industry)
Finanza Marketing e Produzione, Forthcoming
Alessandro Mauro
LITASCO
Date Posted: January 14, 2012
Last Revised: January 26, 2012
Accepted Paper Series
40 downloads
Illiquid Asset Investing
Columbia Business School Research Paper No. 13-2
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: January 13, 2013
Working Paper Series
770 downloads
Illiquid Housing as Self-Insurance: The Case of Long Term Care
Thomas Davidoff
University of British Columbia (UBC) - Sauder School of Business
Date Posted: August 25, 2007
Last Revised: January 17, 2008
Working Paper Series
190 downloads
Illiquidity and Earnings Predictability
Columbia Business School Research Paper No. 11-1
Jon N. Kerr
,
Gil Sadka
and
Ronnie Sadka
Columbia University - Columbia Business School
,
Columbia Business School - Accounting, Business Law & Taxation
and
Boston College - Carroll School of Management
Date Posted: March 04, 2011
Last Revised: March 18, 2013
Working Paper Series
230 downloads
Illiquidity and Stock Returns: Evidence from the German Stock Market
Stefan Koch
University of Bonn
Date Posted: July 23, 2010
Last Revised: August 10, 2010
Working Paper Series
118 downloads
Illiquidity and the Wealth Effect
John Molson School of Business Working Paper
Sebastien Galy
Concordia University, Quebec - John Molson School of Business
Date Posted: February 27, 2003
Working Paper Series
163 downloads
Illiquidity and Under-Valuation of Firms
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2008
Douglas M. Gale and
Piero Gottardi
New York University (NYU) - Department of Economics
and
European University Institute - Department of Economics
Date Posted: November 18, 2008
Working Paper Series
50 downloads
Illiquidity and Under-Valuation of Firms
CESifo Working Paper Series No. 2900
Douglas M. Gale and
Piero Gottardi
New York University (NYU) - Department of Economics
and
European University Institute - Department of Economics
Date Posted: January 27, 2010
Working Paper Series
62 downloads
Illiquidity Commonality Across Equity and Credit Markets
Miriam Marra
University of Reading - ICMA Centre
Date Posted: March 12, 2012
Last Revised: October 26, 2012
Working Paper Series
98 downloads
Illiquidity Contagion and Liquidity Crashes
Giovanni Cespa and
Thierry Foucault
Cass Business School
and
HEC Paris (Groupe HEC) - Finance Department
Date Posted: April 08, 2011
Last Revised: May 16, 2013
Working Paper Series
266 downloads
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises
Nils Friewald
,
Rainer Jankowitsch
and
Marti G. Subrahmanyam
Vienna University of Economics and Business
,
Vienna University of Economics and Business
and
New York University - Stern School of Business
Date Posted: June 16, 2009
Last Revised: March 17, 2010
Working Paper Series
540 downloads
Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises
NYU Working Paper No. FIN-09-009
Nils Friewald
,
Rainer Jankowitsch
and
Marti G. Subrahmanyam
Vienna University of Economics and Business
,
Vienna University of Economics and Business
and
New York University - Stern School of Business
Date Posted: September 08, 2009
Last Revised: March 16, 2010
Working Paper Series
154 downloads
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios
Amir Khandani and
Andrew W. Lo
Massachusetts Institute of Technology (MIT)
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 29, 2009
Working Paper Series
861 downloads
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios
Amir Khandani and
Andrew W. Lo
Massachusetts Institute of Technology (MIT)
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 29, 2009
Working Paper Series
155 downloads
Illiquidity Premia in the Equity Options Market
Peter Christoffersen ,
Ruslan Goyenko
,
Kris Jacobs and
Mehdi Karoui
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
Date Posted: March 15, 2011
Last Revised: March 16, 2012
Working Paper Series
279 downloads
Illiquidity Risk and the Long-Run Underperformance of Seasoned Equity Issues in the Spanish Market
José Emilio Farinós Viñas
,
C. Jose Garcia and
Ana M. Ibáñez
University of Valencia - Department of Corporate Finance
,
University of Valencia - Department of Corporate Finance
and
University of Valencia - Department of Corporate Finance
Date Posted: March 07, 2009
Last Revised: March 10, 2009
Working Paper Series
97 downloads
Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 2005; EFMA 2004 Basel Meetings Paper
Yigal Newman
and
Michael Rierson
affiliation not provided to SSRN
and
Barclays - Barclays Global Investors (BGI)
Date Posted: June 23, 2004
Working Paper Series
266 downloads
Illiquidity, Portfolio Constraints, and Diversification
Hong Liu ,
Min Dai
and
Hanqing Jin
Washington University in St. Louis - Olin Business School
,
National University of Singapore (NUS) - Department of Mathematics
and
National University of Singapore (NUS)
Date Posted: March 21, 2008
Working Paper Series
273 downloads
Illiquidity, Position Limits, and Optimal Investment
Min Dai
,
Hanqing Jin
and
Hong Liu
National University of Singapore (NUS) - Department of Mathematics
,
Mathematical Institute
and
Washington University in St. Louis - Olin Business School
Date Posted: March 17, 2009
Working Paper Series
89 downloads
Illuminating the Profitability of Pairs Trading: A Test of Relative Pricing Efficiency of Markets for Water Utility Stocks
Jose A. Gutierrez and
Yiuman Tse
Sam Houston State University
and
University of Missouri - St. Louis
Date Posted: February 05, 2011
Last Revised: August 17, 2012
Working Paper Series
200 downloads
Illusion of Expertise in Portfolio Decisions: An Experimental Approach
CESifo Working Paper Series No. 621
Gerlinde Fellner ,
Werner Guth and
Boris Maciejovsky
University of Ulm - Department of Mathematics and Economics
,
Max Planck Institute of Economics
and
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics
Date Posted: January 16, 2002
Working Paper Series
281 downloads
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