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JEL Code: G1
12,969,966 Total downloads
Showing Papers 1,541 - 1,590 of 36,679
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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
Date Posted: September 17, 2002
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
Date Posted: December 23, 2011Last Revised: December 12, 201295 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
Date Posted: March 03, 2008Last Revised: December 20, 2010314 downloads
A Testable EBIT-Based Credit Risk Model EFMA 2004 Basel Meetings Paper
Manuel Ammann and
Michael Genser
Date Posted: May 28, 2004358 downloads
A Theoretical and Empirical Analysis of the Relationship Between Market and Book Values
Jan Bartholdy ,
Paula Peare and
Roger J. Willett
Date Posted: January 11, 2001802 downloads
A Theoretical and Empirical Assessment of Bank Risk-Shifting Behavior
James R. Barth ,
Mark Bertus
,
Jiang Hai
and
Triphon Phumiwasana
Date Posted: February 15, 2007147 downloads
A Theoretical Extension of the Consumption-Based CAPM Model
Georges Dionne and
Jingyuan Li
Date Posted: December 13, 2010Last Revised: June 02, 2011134 downloads
A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models
Leo Krippner
Date Posted: September 03, 201147 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
Date Posted: April 30, 2005133 downloads
A Theory of Accounting Relativity: Double-Entry Bookkeeping as a Transformation of Coordinates
Yoshitaka Fukui
Date Posted: January 16, 2007450 downloads
A Theory of Aggregate Demand Fluctuations and Asset Bubbles
Rohit Krishnan
Date Posted: May 21, 201060 downloads
A Theory of Analysts Forecast Bias
Murugappa (Murgie) Krishnan and
Shiva Sivaramakrishnan
Date Posted: December 31, 1998
A Theory of Asset Prices Based on Heterogeneous Information Cowles Foundation Discussion Paper No. 1827
Elias Albagli
,
Christian Hellwig
and
Aleh Tsyvinski
Date Posted: October 21, 201181 downloads
A Theory of Asset Prices Based on Heterogeneous Information AFA 2013 San Diego Meetings Paper
Elias Albagli
,
Aleh Tsyvinski
and
Christian Hellwig
Date Posted: March 15, 2012123 downloads
A Theory of Asset Prices Based on Heterogeneous Information CEPR Discussion Paper No. DP9291
Elias Albagli
,
Christian Hellwig
and
Aleh Tsyvinski
Date Posted: February 01, 20132 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, 2010Last Revised: January 29, 2011238 downloads
A Theory of Attribution
Barry E. Feldman
Date Posted: May 25, 2007183 downloads
A Theory of Commodity Price Fluctuations J. OF POLITICAL ECONOMY, Vol. 104 No. 5, October 1996
Marcus J. Chambers and
Roy E. Bailey
Date Posted: February 12, 1997
A Theory of Correlated-Demand Driven Liquidity Commonality
Hong Liu and
Yajun Wang
Date Posted: March 19, 2012Last Revised: April 02, 201347 downloads
A Theory of Eurobonds
Angelo S. Baglioni and
Umberto Cherubini
Date Posted: September 16, 2011Last Revised: November 18, 2012484 downloads
A Theory of Inefficient Quotes: Empirical Evidence in Options Markets EFA 2007 Ljubljana Meetings Paper
I. Rodriguez Longarela and
Silvia Mayoral
Date Posted: March 05, 200796 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
Date Posted: February 06, 2008Last Revised: March 14, 2013993 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
Date Posted: September 04, 20011615 downloads
A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions
Kent D. Daniel
,
David A. Hirshleifer and
Avanidhar Subrahmanyam
Date Posted: May 01, 19975118 downloads
A Theory of Strategic Intermediation and Endogenous Liquidity EFA 2004 Maastricht Meetings Paper No. 5330
Jean-Pierre Zigrand
Date Posted: June 23, 2004113 downloads
A Theory of Strategic Intermediation and Endogenous Liquidity
Rohit Rahi and
Jean-Pierre Zigrand
Date Posted: November 14, 2007Last Revised: January 06, 200877 downloads
A Theory of Supervision with Endogenous Transaction Costs CEPR Working Paper No. 1967
Antoine Faure-Grimaud
Date Posted: January 13, 1999
A Theory of Takeovers and Disinvestment EFA 2005 Moscow Meetings Paper
Bart M. Lambrecht and
Stewart C. Myers
Date Posted: January 09, 20051030 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
Date Posted: October 10, 1998
A Theory of Trading Volume Around Earnings Announcements
Seok Woo Jeong and
Pradyot K. Sen
Date Posted: January 20, 1997
A Theory of Volatility Spreads Robert H. Smith School Research Paper No. RHS 06-028
Gurdip Bakshi and
Dilip B. Madan
Date Posted: February 02, 20061099 downloads
A Theory of Voluntary Disclosure and Cost of Capital Review of Accounting Studies, Forthcoming
Edwige Cheynel
Date Posted: July 19, 2012Last Revised: September 05, 2012159 downloads
A Three-Factor Econometric Model of the U.S. Term Structure Federal Reserve Bank of New York Staff Report No. 19
Frank F. Gong and
Eli M. Remolona
Date Posted: February 22, 1998
A Three-Factor Econometric Model of the U.S. Term Structure FRB of New York Staff Report No. 19
Eli M. Remolona
Date Posted: November 17, 2006197 downloads
A Three-Factor Yield Curve Model: Non-Affine Structure,
Systematic Risk Sources, and Generalized Duration PIER Working Paper No. 06-017
Francis X. Diebold ,
Lei Ji
and
Canlin Li
Date Posted: June 21, 2006398 downloads
A Three-Moment International Asset-Pricing Model: Theory and Evidence
Vihang R. Errunza and
Oumar Sy
Date Posted: November 14, 2005292 downloads
A Threshold Error Correction Model for Intraday Futures and Index Returns
Martin Martens ,
Paul Kofman and
Ton Vorst
Date Posted: July 05, 1998
A Threshold Stochastic Conditional Duration Model for Financial Transaction Data
Zhongxian Men
,
Tony S. Wirjanto and
Adam W. Kolkiewicz
Date Posted: March 31, 2013
A Time Series Analysis of U.K. Construction and Real Estate Indices Journal of Real Estate Finance and Economics, Vol. 46, No. 3, 2013
Jorge Belaire-Franch
and
Kwaku K. Opong
Date Posted: February 20, 2013
A Time Series Model of Futures Time and Sales Data
Frank Hatheway
Date Posted: April 24, 1998
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economics Cass Business School Research Paper
Michael Rockinger and
Giovanni Urga
Date Posted: February 08, 1999
A Time-Varying Analysis of Abnormal Performance of UK Property Companies APPLIED FINANCIAL ECONOMICS, Vol. 7, 1997, Cass Business School Research Paper
George Matysiak and
Gerald R. Brown
Date Posted: September 26, 1997
A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates International Journal of Economic Sciences and Applied Research, Vol. 3, No. 2, p. 21, 2010
Manish Kumar
affiliation not provided to SSRN
Date Posted: January 25, 2011124 downloads
A Time-Varying Threshold Star Model of Unemployment and the Natural Rate Federal Reserve Bank of St. Louis Working Paper No. 2010-029A
Michael Dueker ,
Michael Owyang and
Martin Sola
Date Posted: September 21, 2010Last Revised: September 29, 201051 downloads
A Top-Down Approach for MBS, ABS and CDO of ABS: A Consistent Way to Manage Prepayment, Default and Interest Rate Risks
Jean-David Fermanian
Date Posted: August 18, 2008Last Revised: September 27, 2010564 downloads
A Top-Down Model for Cash CLO
Yadong Li and
Ziyu Zheng
Date Posted: April 21, 2010Last Revised: May 02, 2010154 downloads
A Total Risk Measurement Framework for Hedge Funds and Funds of Funds
Apostolos Katsaris
,
Ali Hegazi
and
Martin Goulet
Date Posted: February 03, 2010720 downloads
A Tough Nut to Crack: On the Pricing of Capital Ratio Triggered Contingent Convertibles
Markus Philipp Henry Buergi
Date Posted: March 13, 201295 downloads
A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios
Klaus Duellmann and
Nancy Masschelein
Date Posted: November 14, 2006610 downloads
A Tractable Multi-Factor Dynamic Term-Structure Model for Risk Management
Michael Henseler
,
Christoph Peters
and
Roland C. Seydel
Date Posted: March 02, 201362 downloads
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