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483,932
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393,337
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226,553
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JEL Code: G1
12,971,547 Total downloads
Showing Papers 16,201 - 16,250 of 36,682
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Global and Local Sources of Risk in Eastern European Emerging Stock Markets
BOFIT Discussion Paper No. 27/2008
Mika Vaihekoski and
Elena Fedorova
Turku School of Economics - Department of Accounting and Finance
and
Lappeenranta University of Technology, School of Business
Date Posted: January 10, 2009
Working Paper Series
70 downloads
Human Resources Turnover as an Asset Acquisition, Accumulation and Divesture Process
Maria Fotaki
,
Raphael N. Markellos and
Maria Mania
Athens University of Economics and Business
,
University of East Anglia (UEA) - Norwich Business School
and
Athens University of Economics and Business
Date Posted: January 10, 2009
Last Revised: June 14, 2009
Working Paper Series
276 downloads
In Search of a New Bretton Woods: A Perspective from China
Fondezione CESIFIN-Alberto Predien
Fariborz Moshirian
The University of New South Wales - The Australian School of Business
Date Posted: January 10, 2009
Working Paper Series
93 downloads
Information, Liquidity, and the (Ongoing) Panic of 2007
Gary B. Gorton
Yale School of Management
Date Posted: January 10, 2009
Working Paper Series
3861 downloads
Liquidity Crisis, Runs, and Security Design: Lessons from the Collapse of the Auction Rate Municipal Bond Market
Song Han and
Dan Li
Federal Reserve Board - Division of Research and Statistics
and
Federal Reserve Board
Date Posted: January 10, 2009
Last Revised: April 25, 2013
Working Paper Series
212 downloads
Shareholder Litigation, Management Forecasts, and Productive Decisions during the Initial Public Offerings
Journal of Accounting and Public Policy, Vol. 28, No. 1, pp. 1-15, 2009
Yinghua Li
CUNY Baruch College
Date Posted: January 10, 2009
Accepted Paper Series
70 downloads
Shareholder Value Creation of 136 Spanish Companies in 2008
Pablo Fernandez and
Vicente J. Bermejo-Boixareu
University of Navarra - IESE Business School
and
Universidad Carlos III
Date Posted: January 10, 2009
Working Paper Series
684 downloads
Sharpe's Asymmetric Beta Model with GARCH and Generalized Regression of Neural Networks
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: January 10, 2009
Working Paper Series
270 downloads
Stress Testing the Banking System: Methodologies and Applications
STRESS TESTING THE BANKING SYSTEM, M. Quagliariello, ed., Cambridge University Press, Forthcoming
Mario Quagliariello
European Banking Authority
Date Posted: January 10, 2009
Last Revised: May 01, 2009
Accepted Paper Series
2429 downloads
The Relationship Between Bank Efficiency and Stock Returns: Evidence from Asia and Latin America
University of Bath, School of Management, Working Paper No. 2008.10
Christos Ioannidis ,
Philip Molyneux
and
Fotios Pasiouras
University of Bath-Department of Economics
,
Bangor University, Bangor Business School
and
University of Surrey - Surrey Business School
Date Posted: January 10, 2009
Working Paper Series
338 downloads
The Spread of the Credit Crisis: View from a Stock Correlation Network
Journal of the Korean Physical Society, Vol. 54, No. 6, p. 2460-2463 (2009)
Reginald Smith
Independent
Date Posted: January 10, 2009
Last Revised: June 09, 2009
Accepted Paper Series
445 downloads
Dynamic Hedging Performance with the Evaluation of Multivariate GARCH Models: Evidence from KOSTAR Index Futures
Applied Economics Letters, Forthcoming
Gyu-Hyun Moon
,
Wei-Choun Yu
and
Chung-Hyo Hong
Hyupsung University
,
Winona State University
and
Korea Deposit Insurance Corporation
Date Posted: January 09, 2009
Last Revised: May 26, 2010
Accepted Paper Series
170 downloads
Earnings Dispersion and Aggregate Stock Returns
Bjorn N. Jorgensen ,
Jing Li
and
Gil Sadka
University of Colorado at Boulder
,
Carnegie Mellon University - David A. Tepper School of Business
and
Columbia Business School - Accounting, Business Law & Taxation
Date Posted: January 09, 2009
Last Revised: August 24, 2011
Working Paper Series
338 downloads
Forecasting the Term Structures of Treasury and Corporate Yields: Dynamic Nelson-Siegel Models Evaluation
International Journal of Forecasting, Forthcoming
Wei-Choun Yu
and
Eric Zivot
Winona State University
and
University of Washington - Department of Economics
Date Posted: January 09, 2009
Last Revised: May 18, 2010
Accepted Paper Series
266 downloads
Intra-Day Characteristics of Stock Price Crashes
Manuel Ammann and
Stephan Kessler
University of St. Gallen - Swiss Institute of Banking and Finance
and
Universität St. Gallen - Swiss Institute of Banking and Finance
Date Posted: January 09, 2009
Working Paper Series
221 downloads
Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility
Journal of International Money and Finance, Forthcoming
Kyongwook Choi
,
Wei-Choun Yu
and
Eric Zivot
Ohio University - Department of Economics
,
Winona State University
and
University of Washington - Department of Economics
Date Posted: January 09, 2009
Last Revised: October 19, 2009
Accepted Paper Series
117 downloads
Predicting Stock Volatility Using After-Hours Information
Chun-hung Chen
,
Wei-Choun Yu
and
Eric Zivot
affiliation not provided to SSRN
,
Winona State University
and
University of Washington - Department of Economics
Date Posted: January 09, 2009
Last Revised: January 23, 2009
Working Paper Series
70 downloads
Testing Asymmetric-Information Asset Pricing Models
Bryan T. Kelly and
Alexander Ljungqvist
University of Chicago - Booth School of Business
and
New York University (NYU) - Department of Finance
Date Posted: January 09, 2009
Last Revised: July 16, 2011
Working Paper Series
1083 downloads
The Performance of Actively and Passively Managed Swiss Equity Funds
Manuel Ammann and
Michael Steiner
University of St. Gallen - Swiss Institute of Banking and Finance
and
Wegelin & Co., Private Bankers
Date Posted: January 09, 2009
Working Paper Series
320 downloads
Conveying Quality and Value in Emerging Industries: Star Scientists and the Role of Learning in Biotechnology
Andrew Young School of Policy Studies Research Paper Series No. 09-03
Matthew John Higgins
,
Paula E. Stephan and
Jerry G. Thursby
Georgia Institute of Technology
,
Georgia State University - Department of Economics
and
Emory University - Department of Economics
Date Posted: January 08, 2009
Working Paper Series
41 downloads
A Challenge to Triumphant Optimists? A Blue Chips Index for the Paris Stock-Exchange (1854-2007)
Financial History Review, Vol. 17, No..2, p. 141-183, 2010
David Le Bris
and
Pierre-Cyrille Hautcoeur
BEM Bordeaux Management School
and
Paris School of Economics
Date Posted: January 08, 2009
Last Revised: September 14, 2010
Accepted Paper Series
245 downloads
Asymmetric Asset Price Reaction to News and Arbitrage Risk
John A. Doukas and
Meng Li
Old Dominion University - College of Business & Public Administration
and
Roosevelt University in Chicago - Walter E. Heller College of Business
Date Posted: January 08, 2009
Working Paper Series
110 downloads
Correlation between the Recovery Rate and the State of an Economy - Application on the iTraxx
Jean-Roch Sibille
and
Georges Hubner
University of Liege - Department of Financial Management
and
HEC Management School - University of Liège
Date Posted: January 08, 2009
Working Paper Series
107 downloads
Implied and Realized Volatility in the Cross-Section of Equity Options
Manuel Ammann ,
David Skovmand
and
Michael Verhofen
University of St. Gallen - Swiss Institute of Banking and Finance
,
University of Aarhus - Business and Social Sciences
and
Allianz Global Investors
Date Posted: January 08, 2009
Working Paper Series
743 downloads
Is Arbitrage Socially Beneficial?
E. Glen Weyl
University of Chicago
Date Posted: January 08, 2009
Working Paper Series
91 downloads
Liquidity and Price Discovery in the European C02 Futures Market: An Intraday Analysis
Eva A. Benz
and
Jördis Hengelbrock
University of Bonn - Bonn Graduate School of Economics
and
University of Bonn - The Bonn Graduate School of Economics
Date Posted: January 08, 2009
Working Paper Series
86 downloads
Managerial Hedging, Equity Ownership, and Firm Value
RAND Journal of Economics, Forthcoming
Viral V. Acharya and
Alberto Bisin
New York University - Leonard N. Stern School of Business
and
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: January 08, 2009
Accepted Paper Series
Price and Volatility Spillovers Across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market
Priyanka Singh
,
Brajesh Kumar
and
Ajay Pandey
IIM Ahmedabad
,
Jindal Global Business School
and
IIM Ahmedabad
Date Posted: January 08, 2009
Last Revised: December 28, 2010
Working Paper Series
366 downloads
Risk Management and Prevention for Financial Instruments Based International Standards of Financial Reporting IAS 32 and IAS 39
Veronica Grosu
and
Ionel Bostan
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 08, 2009
Working Paper Series
The Political Economy of Exchange Rate Regime Determination: Theory and Evidence
Economic Systems, Vol. 32, No. 4, 2008
Alena Kimakova
York University
Date Posted: January 08, 2009
Accepted Paper Series
The Two Faces of Analyst Coverage
John A. Doukas ,
Chansog (Francis) Kim and
Christos Pantzalis
Old Dominion University - College of Business & Public Administration
,
City University of Hong Kong - College of Business
and
University of South Florida - College of Business Administration
Date Posted: January 08, 2009
Working Paper Series
87 downloads
Transparency, Liquidity, and Valuation: International Evidence on When Transparency Matters Most
Journal of Accounting Research (JAR), Forthcoming
Mark H. Lang ,
Karl V. Lins and
Mark G. Maffett
University of North Carolina at Chapel Hill
,
University of Utah - Department of Finance
and
University of Chicago - Booth School of Business
Date Posted: January 08, 2009
Last Revised: September 19, 2012
Accepted Paper Series
1356 downloads
Wars, Inflation and Stock Market Returns in France, 1870-1945
Financial History Review, 19.3, 2012, pp. 337-361
David Le Bris
BEM Bordeaux Management School
Date Posted: January 08, 2009
Last Revised: December 12, 2012
Accepted Paper Series
111 downloads
Daily Short Interest, Idiosyncratic Risk, and Stock Returns
Andrea S. Au ,
John A. Doukas and
Zhan M. Onayev
State Street Corporation
,
Old Dominion University - College of Business & Public Administration
and
Passport Capital Management
Date Posted: January 07, 2009
Working Paper Series
108 downloads
Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Gurdip Bakshi ,
Dilip B. Madan and
George Panayotov
University of Maryland - Robert H. Smith School of Business
,
University of Maryland - Robert H. Smith School of Business
and
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: January 07, 2009
Working Paper Series
170 downloads
Hybrid Evolutionary Techniques for FX Arbitrage Prediction
Tristan Fletcher
University College London
Date Posted: January 06, 2009
Working Paper Series
Interdependencies among Asian Bond Markets
Journal of Asian Economics, Vol. 19, No. 2, 2008
Anders C. Johansson
Stockholm School of Economics
Date Posted: January 06, 2009
Accepted Paper Series
Spillover Effects among the Greater China Stock Markets
World Development, Vol. 37, No. 4, 2009
Anders C. Johansson
and
Christer Ljungwall
Stockholm School of Economics
and
Göteborg University
Date Posted: January 06, 2009
Last Revised: May 15, 2009
Accepted Paper Series
What Do Frictions Mean for Q-theory Testing?
Swiss Finance Institute Research Paper No. 08-47
Maria Cecilia Bustamante
London School of Economics & Political Science (LSE)
Date Posted: January 06, 2009
Last Revised: February 09, 2013
Working Paper Series
An Improved Convolution Algorithm for Discretely Sampled Asian Options
Cass Business School Research Paper
Ales Cerny and
Ioannis Kyriakou
Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: January 05, 2009
Last Revised: October 30, 2011
Working Paper Series
332 downloads
Does Tax-Loss Selling Affect UK Momentum Trading?
Emilios C. Galariotis and
Phil Holmes
Audencia Nantes School of Management
and
Durham University
Date Posted: January 05, 2009
Working Paper Series
Memory Time-Varying Models for Weather Derivative Pricing
Massimiliano Caporin and
Juliusz Pres
University of Padova - Department of Economics and Management "Marco Fanno"
and
Szczecin University of Technology
Date Posted: January 05, 2009
Last Revised: December 16, 2009
Working Paper Series
142 downloads
Stochastic Volatility and Time-Varying Country Risk in Emerging Markets
European Journal of Finance, Vol. 15, No. 3, 2009
Anders C. Johansson
Stockholm School of Economics
Date Posted: January 05, 2009
Last Revised: May 15, 2009
Accepted Paper Series
The Impact of Seasonal Affective Disorder on Financial Analysts and Equity Market Returns
Kin Lo and
Serena Shuo Wu
University of British Columbia (UBC) - Sauder School of Business
and
University of British Columbia (UBC) - Sauder School of Business
Date Posted: January 05, 2009
Last Revised: March 30, 2010
Working Paper Series
269 downloads
Back Testing Short-term Treasury Management Strategies Based on Multi-Stage Stochastic Programming
Robert Ferstl
and
Alex Weissensteiner
Oesterreichische Nationalbank
and
Free University of Bolzano/Bozen
Date Posted: January 04, 2009
Last Revised: September 18, 2009
Working Paper Series
150 downloads
Levy-Based Interest Rate Derivatives: Change of Time Method and PIDEs
Anatoliy V. Swishchuk
University of Calgary
Date Posted: January 04, 2009
Working Paper Series
176 downloads
Option-Implied Risk Attitude Under Rank Dependent Utility
Maik Dierkes
University of Muenster - Finance Center Muenster
Date Posted: January 04, 2009
Last Revised: December 09, 2010
Working Paper Series
The Effect of Earnings Surprises on Information Asymmetry
Journal of Accounting & Economics, Vol. 47, pp. 208-225, 2009
Stephen Brown ,
Stephen A. Hillegeist and
Kin Lo
University of Maryland - Department of Accounting & Information Assurance
,
Arizona State University (ASU) - W. P. Carey School of Business, School of Accountancy
and
University of British Columbia (UBC) - Sauder School of Business
Date Posted: January 04, 2009
Last Revised: July 08, 2009
Accepted Paper Series
The Political, Regulatory and Market Failures that Caused the US Financial Crisis
David G. Tarr
World Bank - Development Research Group (DECRG)
Date Posted: January 04, 2009
Last Revised: May 10, 2010
Working Paper Series
818 downloads
Analyzing the Time-Varying Stock Market Risk-Return Relation
C. N. V. Krishnan and
Ralitsa Petkova
Case Western Reserve University - Department of Banking & Finance
and
Purdue University - Krannert School of Management
Date Posted: January 02, 2009
Last Revised: June 21, 2011
Working Paper Series
280 downloads
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