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489,370
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398,250
Authors:
228,711
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69,655
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JEL Code: G12
5,856,674 Total downloads
Showing Papers 181 - 230 of 13,874
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Die Bestimmung Des Unternehmenswertes Konventioneller Mikrofinanzbanken Ohne Börsennotierung Anhand Von Kundenlebenswerten Unter Berücksichtigung Von Handlungsflexibilität (Valuation of Microfinance Banks)
Dirk Lebe
Independent
Date Posted: April 22, 2013
Working Paper Series
11 downloads
A Reduced Form CoCo Model with Deterministic Conversion Intensity
Patrick Cheridito
and
Zhikai Xu
Princeton University
and
Princeton University
Date Posted: April 21, 2013
Last Revised: April 26, 2013
Working Paper Series
44 downloads
Measuring Monetary Policy Expectations
Australian Journal of Management, Vol. 38, No. 1, 2013
Vijay A. Murik
Independent
Date Posted: April 19, 2013
Accepted Paper Series
The January Effect, Does Options Trading Matter?
Australian Journal of Management, Vol. 38, No. 1, 2013
Cameron Truong
Monash University
Date Posted: April 19, 2013
Last Revised: May 02, 2013
Accepted Paper Series
The Conditional Relation between Dispersion and Return
Review of Financial Economics, Forthcoming
Riza Demirer
and
Shrikant Jategaonkar
Southern Illinois University Edwardsville - Department of Economics & Finance
and
Southern Illinois University at Edwardsville
Date Posted: April 19, 2013
Accepted Paper Series
40 downloads
Probability Weighting and Asset Prices
Maik Dierkes
University of Muenster - Finance Center Muenster
Date Posted: April 19, 2013
Working Paper Series
38 downloads
Madera Inc: Significado de Fondos Propios y Beneficio (Meaning of Net Worth and Net Income)
Pablo Fernandez ,
Isabel Fernández Acín and
Pablo Linares
University of Navarra - IESE Business School
,
University of Navarra
and
University of Navarra, IESE Business School
Date Posted: April 18, 2013
Last Revised: April 30, 2013
Working Paper Series
553 downloads
Monte Carlo Pricing with Local Volatility Grids
Damian Abasto
,
Bernhard Hientzsch
and
Mark P. Kust
Independent
,
Independent
and
Independent
Date Posted: April 18, 2013
Last Revised: April 28, 2013
Working Paper Series
49 downloads
The VIX, the Variance Premium and Stock Market Volatility
Columbia Business School Research Paper No. 13-32
Geert Bekaert and
Marie Hoerova
Columbia Business School - Finance and Economics
and
European Central Bank (ECB)
Date Posted: April 17, 2013
Working Paper Series
298 downloads
…and the Cross-Section of Expected Returns
Campbell R. Harvey ,
Yan Liu and
Heqing Zhu
Duke University - Fuqua School of Business
,
Duke University
and
Duke University - Fuqua School of Business
Date Posted: April 17, 2013
Last Revised: June 15, 2013
Working Paper Series
555 downloads
Linear Beta Pricing with Inefficient Benchmarks
Quarterly Journal of Finance, Forthcoming, FIRN Research Paper
George Diacogiannis
and
David Feldman
University of Piraeus - Department of Banking and Financial Management
and
University of New South Wales - Banking & Finance, Australian School of Business
Date Posted: April 17, 2013
Accepted Paper Series
28 downloads
Russian Financial Market in 2008-2009: Trends, Crisis Mitigation Measures, Institutional Issues
Russian Economy in 2009. Trends and Outlooks. Issue 31. Vol. 1. Moscow 2010
Alexander E. Abramov
Gaidar Institute for Economic Policy
Date Posted: April 16, 2013
Accepted Paper Series
27 downloads
Momentum and Reversion in Risk Neutral Martingale Probabilities
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: April 16, 2013
Working Paper Series
29 downloads
The Returns on Investment Grade Diamonds
CentER Discussion Paper Series No. 2013-025
Luc Renneboog
Tilburg University - Department of Finance
Date Posted: April 16, 2013
Last Revised: April 17, 2013
Working Paper Series
43 downloads
Corporates and Financial Engineering: A Few Case Studies
Antonie Kotze
Financial Chaos Theory
Date Posted: April 16, 2013
Working Paper Series
22 downloads
Role of Independent Supervisory Board Members in Central and Eastern European Countries
International Journal of Disclosure and Governance, 2011, Vol. 8, No. 1, pp. 77-98.
Anna Zamojska
,
Maria Aluchna
and
Michal Przybylowski
University of Gdansk - Econometrics
,
Independent
and
Gdansk Institute for Market Economy
Date Posted: April 16, 2013
Accepted Paper Series
Projection Hedging in Incomplete Markets
Hirbod Assa
and
Nikolay Gospodinov
Concordia University, Quebec
and
Concordia University, Quebec - Department of Economics
Date Posted: April 15, 2013
Working Paper Series
23 downloads
Strategic Illegal Insider Trading Prior to Price Sensitive Announcements
Journal of Financial Crime, 2011, 18(3), 247-253
Frank Sensenbrenner III
,
Alex Frino and
Thomas H. McInish
Johns Hopkins University School of Advanced International Studies
,
University of Sydney - Discipline of Finance
and
University of Memphis - Fogelman College of Business and Economics
Date Posted: April 14, 2013
Accepted Paper Series
Price Discovery in Liquid UK Shares Pre and Post MiFID
Michael J. Aitken
,
Frederick H. deB. Harris and
Frank Sensenbrenner III
University of New South Wales (UNSW) - School of Banking and Finance
,
Wake Forest University
and
Johns Hopkins University School of Advanced International Studies
Date Posted: April 14, 2013
Working Paper Series
12 downloads
Predictability on Complete Financial Markets
Gabriel Frahm
Helmut Schmidt University
Date Posted: April 14, 2013
Working Paper Series
13 downloads
Investor Sentiment and Accruals Anomaly: European Evidence
Francisca Beer
,
Badreddine Hamdi
and
Mohamed Zouaoui
California State University, San Bernardino
,
University of Burgundy
and
University of Burgundy
Date Posted: April 14, 2013
Working Paper Series
63 downloads
The Volatility Effect in Emerging Markets
Emerging Markets Review (2013, Forthcoming)
David Blitz
,
Juan Pang
and
Pim van Vliet
Robeco Asset Management - Quantitative Strategies
,
Shell Asset Management Company
and
Robeco Asset Management - Quantitative Strategies
Date Posted: April 14, 2013
Accepted Paper Series
Application of Synthetic Straddles for Equity Risk Management
Materiály VII Mezinárodní Vědecko Praktická Konference, Zprávy Vědecké Ideje, 2011,
Yuriy Vasilievich Trifonov
,
Sergey Nikolaevitch Yashin ,
Egor Viktorovich Koshelev and
Dimitry V. Chuhmanov
Lobachevsky State University of Nizhni Novgorod
,
Nizhni Novgorod State University
,
Lobachevsky State University of Nizhni Novgorod
and
Lobachevsky State University of Nizhni Novgorod
Date Posted: April 13, 2013
Accepted Paper Series
22 downloads
On Dynamic Hedging of Single-Tranche Collateralized Debt Obligations
Swiss Finance Institute Research Paper No. 13-18
Zehra Eksi
and
Damir Filipovic
Vienna University of Economics and Business Administration-Institute for Statistics and Mathematics
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: April 12, 2013
Working Paper Series
25 downloads
Refund Options on South African Equities
Antonie Kotze
Financial Chaos Theory
Date Posted: April 12, 2013
Working Paper Series
8 downloads
Analysts, Macroeconomic News, and the Benefit of In-House Economists
Artur Hugon
,
Alok Kumar and
An-Ping Lin
Arizona State University (ASU)
,
University of Miami - School of Business Administration
and
Arizona State University (ASU) - W.P. Carey School of Business
Date Posted: April 12, 2013
Last Revised: May 20, 2013
Working Paper Series
73 downloads
Optimal Execution Comparison Across Risks and Dynamics, with Solutions for Displaced Diffusions
Damiano Brigo and
Giuseppe Di Graziano
Department of Mathematics, Imperial College, London
and
Deutsche Bank AG
Date Posted: April 11, 2013
Working Paper Series
45 downloads
Refund Options on South African Equities
Antonie Kotze
Financial Chaos Theory
Date Posted: April 11, 2013
Last Revised: April 16, 2013
Working Paper Series
4 downloads
Revealed Preference and the Strength/Weight Hypothesis
Constantinos Antoniou
,
Glenn W. Harrison ,
Morten I. Lau and
Daniel Read
University of Exeter - Xfi Centre for Finance and Investment
,
Georgia State University - J. Mack Robinson College of Business
,
Durham Business School
and
University of Warwick - Warwick Business School
Date Posted: April 11, 2013
Working Paper Series
14 downloads
American Options: Upper Bounds on the Cost of Delayed Exercise
Arun Chockalingam and
Haolin Feng
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences
and
Lingnan (University) College, Sun Yat-sen University
Date Posted: April 11, 2013
Working Paper Series
16 downloads
Post-Issue Performance of IPOs in India
International Journal of Financial Management, Volume 3 Issue 1 January 2013, pp 19-30 (ISSN 2229-5682).
Sudesh Kumar Sharma
,
Sanjiv Mittal
and
Naresh K. Gupta
Sinhgad Institute of Management
,
Guru Gobind Singh Indraprastha University - University School of Management Studies
and
University of Delhi
Date Posted: April 10, 2013
Accepted Paper Series
19 downloads
Limits to Arbitrage: Empirical Evidence from Euro Area Sovereign Bond Markets
Stefano Corradin
and
Maria Rodriguez Moreno
European Central Bank (ECB)
and
Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: April 10, 2013
Working Paper Series
21 downloads
Subjective Bayesian Beliefs
Constantinos Antoniou
,
Glenn W. Harrison ,
Morten I. Lau and
Daniel Read
University of Exeter - Xfi Centre for Finance and Investment
,
Georgia State University - J. Mack Robinson College of Business
,
Durham Business School
and
University of Warwick - Warwick Business School
Date Posted: April 10, 2013
Working Paper Series
25 downloads
Bond Market Response to the Collapse of Prominent Investment Banks
Si Li
,
Jeff Madura and
Nivine Richie
Wilfrid Laurier University - School of Business & Economics
,
Florida Atlantic University - College of Business
and
University of North Carolina Wilmington
Date Posted: April 10, 2013
Working Paper Series
19 downloads
Insider Trading and Credit Rating: Evidence from the US.
Bill M. Kiwia
Institute of Finance Management
Date Posted: April 10, 2013
Working Paper Series
18 downloads
Utility Maximization in an Illiquid Market
Swiss Finance Institute Research Paper No. 13-17
Halil Mete Soner and
Mirjana Vukelja
ETH Zürich
and
Independent
Date Posted: April 10, 2013
Working Paper Series
98 downloads
The General Structure of Optimal Investment and Consumption with Small Transaction Costs
Swiss Finance Institute Research Paper No. 13-15
Jan Kallsen
and
Johannes Muhle-Karbe
Munich University of Technology
and
ETH Zürich
Date Posted: April 09, 2013
Working Paper Series
22 downloads
Expectations of Functions of Stochastic Time with Application to Credit Risk Modeling
FEDS Working Paper No. 2013-14
Ovidiu Costin
,
Michael B. Gordy ,
Min Huang
and
Pawel Szerszen
Ohio State University
,
Board of Governors of the Federal Reserve
,
University of Chicago
and
Federal Reserve Board
Date Posted: April 09, 2013
Working Paper Series
10 downloads
Is the Rational Investor Dead? Behavorial Finance vs. Portfolio Theory
The Hague Executive Campus Private Equity Summit 2013 - Discussion Paper
Roger Dayala
The Hague Executive Campus - Department of Finance
Date Posted: April 09, 2013
Last Revised: April 26, 2013
Working Paper Series
63 downloads
Credit-Easing Policy in an Incomplete Markets Economy
Tokyo Center for Economic Research (TCER) Paper No. E-50
Shiba Suzuki
Department of Economics, Meisei University
Date Posted: April 09, 2013
Working Paper Series
19 downloads
Religion and Stock Price Crash Risk
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Rotman School of Management Working Paper No. 2246476
Jeffrey L. Callen and
Xiaohua Fang
University of Toronto - Rotman School of Management
and
Georgia State University - J. Mack Robinson College of Business
Date Posted: April 08, 2013
Last Revised: June 06, 2013
Accepted Paper Series
Unit IPO's: A Case of Specified Purpose Acquisition Companies (SPACs)
Mirjana Cizmovic
,
Milan Lakicevic
and
Milos Vulanovic
Mediterranean University
,
College of Economics
and
Western New England University
Date Posted: April 08, 2013
Working Paper Series
14 downloads
Does Fund Trading Pressure Trigger Firm Timing of Payout Policies?
Gianpaolo Parise
Swiss Finance Institute
Date Posted: April 07, 2013
Last Revised: May 03, 2013
Working Paper Series
26 downloads
Deferred Taxes and Cost of Debt: Evidence from Japan
Yumi Inamura and
Shin'ya Okuda
Niigata University - Faculty of Economics
and
Osaka Gakuin University
Date Posted: April 07, 2013
Working Paper Series
32 downloads
Portfolio Selection with Bayesian Risk in Brazilian Stock Market
Melquiades Pereira Lima ,
Vinicio Almeida and
Rodrigo Jose Pires Ferreira Sr.
Federal University of Rio Grande do Norte - UFRN
,
Federal University of Rio Grande do Norte - UFRN
and
UFPE
Date Posted: April 07, 2013
Working Paper Series
9 downloads
The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market
Robin K. Chou ,
George H. K. Wang
and
Yun-Yi Wang
National Chengchi University
,
George Mason University - Finance Area
and
Feng Chia University
Date Posted: April 06, 2013
Working Paper Series
27 downloads
The Mystery of Zero-Leverage Firms
Journal of Financial Economics (JFE), Forthcoming
Ilya A. Strebulaev and
Baozhong Yang
Stanford University - Graduate School of Business
and
Georgia State University - Robinson College of Business
Date Posted: April 06, 2013
Accepted Paper Series
69 downloads
Important Characteristics, Weaknesses and Errors in German Equity Data from Thomson Reuters Datastream and Their Implications for the Size Effect
Roman Brückner
University of Mannheim - Department of Business Administration and Finance
Date Posted: April 06, 2013
Working Paper Series
17 downloads
Stock Prices, News, and Economic Fluctuations: Comment
FEDS Working Paper No. 2013-08
André Kurmann and
Elmar Mertens
Federal Reserve Board
and
Government of the United States of America - Division of Monetary Affairs
Date Posted: April 06, 2013
Working Paper Series
7 downloads
Rafi Replication: Easier Done than Said?
Journal of Asset Management Vol. 13, 3, 210-225
Paskalis Glabadanidis ,
Ivan Obaydin
and
Ralf Zurbruegg
University of Adelaide Business School
,
University of Adelaide - Business School
and
University of Adelaide
Date Posted: April 05, 2013
Accepted Paper Series
15 downloads
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