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484,509
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393,865
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JEL Code: G19
166,229 Total downloads
Showing Papers 181 - 230 of 665
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Asymptotic and Exact Pricing of Options on Variance
Martin Keller-Ressel and
Johannes Muhle-Karbe
TU Berlin
and
ETH Zürich
Date Posted: November 20, 2010
Last Revised: December 15, 2010
Working Paper Series
78 downloads
Financial Derivatives - Inherent Risks & Challenges for an Emerging Economy
The Indian Banker, Vol. III, No. 5, May 2008
Chiragra Tapas Chakrabarty
affiliation not provided to SSRN
Date Posted: November 20, 2010
Accepted Paper Series
79 downloads
Short Sale Restrictions, Differences of Opinion, and Closed-End Fund Discount
Lee W. Sanning
,
Alexandre Skiba
and
Hilla Skiba
Whitman College
,
University of Wyoming - College of Business - Department of Economics and Finance
and
University of Wyoming - Department of Economics and Finance
Date Posted: November 15, 2010
Working Paper Series
88 downloads
Filter Rules: Follow the Trend, or Take the Contrarian Approach?
James Kozyra
and
Camillo Lento
Lakehead University
and
Lakehead University
Date Posted: November 06, 2010
Working Paper Series
269 downloads
Investments Across Cultures: Financial Attitudes of Chinese-Americans
Journal of Investment Consulting, Vol. 11, No. 1, pp. 37-44, 2010
Meir Statman and
Jessica A. Weng
Santa Clara University - Department of Finance
and
Nelson Capital Management
Date Posted: November 03, 2010
Accepted Paper Series
2 downloads
Real Time Forecasts of Inflation: The Role of Financial Variables
Bank of Italy Temi di Discussione (Working Paper) No. 767
Libero Monteforte
and
Gianluca Moretti
Bank of Italy
and
Bank of Italy
Date Posted: October 29, 2010
Working Paper Series
58 downloads
Exploring the CDS-Bond Basis
National Bank of Belgium Working Paper No. 104
Jan De Wit
affiliation not provided to SSRN
Date Posted: October 07, 2010
Working Paper Series
149 downloads
Semantic and Syntactic Interoperability in Transactional Systems
Proceedings of the ACM Electronic Commerce Conference, pp. 266-267, June 2003
Chito Jovellanos
forward look, inc.
Date Posted: October 07, 2010
Accepted Paper Series
18 downloads
ContextMetrics: Semantic and Syntactic Interoperability in Cross-Border Trading Systems
20th International Conference on Data Engineering, pp. 808-811, 2004
Chito Jovellanos
forward look, inc.
Date Posted: October 06, 2010
Accepted Paper Series
11 downloads
Shifting Title and Risk: Islamic Project Finance with Western Partners
Michigan Journal of International Law, Vol. 32, No. 3, p. 571, 2011
Alan J. Alexander
University of Michigan Law School
Date Posted: October 05, 2010
Last Revised: February 29, 2012
Accepted Paper Series
253 downloads
Is Information Risk Really a Determinant of Security Returns? Evidence from TORQ
Journal of Trading, Forthcoming
Malay K. Dey
Cornell University
Date Posted: September 20, 2010
Accepted Paper Series
55 downloads
Regime-Dependent Smile-Adjusted Delta Hedging
ICMA Centre Discussion Paper in Finance No. DP2010-10
Carol Alexander ,
Alexander Rubinov
,
Markus Kalepky
and
Stamatis Leontsinis
University of Reading - ICMA Centre
,
Technical University Munich
,
Technical University Munich
and
University of Reading - ICMA Centre
Date Posted: September 19, 2010
Last Revised: April 30, 2011
Working Paper Series
135 downloads
The Risk that Wasn’t There: Understanding the Role of Derivatives on Reducing and Creating Risk
Journal of the Utah Academy, Forthcoming
Leo H. Chan
Woodbury School of Business, Utah Valley University
Date Posted: September 19, 2010
Accepted Paper Series
141 downloads
Information-Based Trading and the Bid-Ask Spread
Kee H. Chung and
Jing Jiang
State University of New York at Buffalo - School of Management
and
affiliation not provided to SSRN
Date Posted: September 15, 2010
Working Paper Series
82 downloads
Dynamic Hedging in Markov Regimes Switching
Wagner Oliveira Monteiro
and
Rodrigo De-Losso
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
and
University of Sao Paulo (USP) - Department of Economics
Date Posted: September 05, 2010
Working Paper Series
58 downloads
On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500
Giovanna Zanotti ,
Alonso Pena
and
Barbara Alemanni
University of Bergamo
,
SDA Bocconi
and
SDA Bocconi
Date Posted: August 26, 2010
Working Paper Series
261 downloads
Predictable Responses in Currency Markets to Macroeconomic News: A Trading System Approach
23rd Australasian Finance and Banking Conference 2010 Paper
Warwick Schneller and
Bruce James Vanstone
Bond University - Finance
and
Bond University
Date Posted: August 24, 2010
Working Paper Series
154 downloads
TBA Trading and Liquidity in the Agency MBS Market
Economic Policy Review, Forthcoming, FRB of New York Staff Report No. 468
James I. Vickery and
Joshua Wright
Federal Reserve Bank of New York
and
Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 21, 2010
Last Revised: January 22, 2013
Accepted Paper Series
165 downloads
Price Determination in Emerging Equity Markets
Muhammad Akbar
affiliation not provided to SSRN
Date Posted: August 20, 2010
Working Paper Series
91 downloads
Trust and Investment Management: The Effects of Manager Trustworthiness on Hedge Fund Investments
AFA 2012 Chicago Meetings Paper
Ankur Pareek
and
Roy Zuckerman
Rutgers University
and
Rutgers Business School
Date Posted: August 16, 2010
Last Revised: April 24, 2013
Accepted Paper Series
98 downloads
How Do Auditors Weight Informal Contrary Advice? The Joint Influence of Advisor Social Bond and Advice Justifiability
Emory Public Law Research Paper No. 10-116, Emory Law and Economics Research Paper No. 10-75
Kathryn Kadous ,
Justin Leiby
and
Mark E. Peecher
Emory University - Goizueta Business School
,
University of Florida
and
University of Illinois College of Law
Date Posted: August 09, 2010
Last Revised: August 17, 2012
Working Paper Series
220 downloads
A Call for Cloud Computing in the Banking Sector
Economic Confidential, Forthcoming
Gbenga Michael Okubadejo
AMG Professionals
Date Posted: August 04, 2010
Working Paper Series
372 downloads
Investments Across Cultures: Financial Attitudes of Chinese-Americans
Jessica A. Weng
and
Meir Statman
Nelson Capital Management
and
Santa Clara University - Department of Finance
Date Posted: July 24, 2010
Working Paper Series
104 downloads
The Cultures of Risk Tolerance
Meir Statman
Santa Clara University - Department of Finance
Date Posted: July 24, 2010
Working Paper Series
1442 downloads
Intangible Assets Valuation by License Market and Stock Market: Cross-Industry Analysis Based on Royalty Rate and Tobin’s Q
les Nouvelles, June 2011
Jiaqing "Jack" Lu
Applied Economics Consulting Group, Inc.
Date Posted: July 23, 2010
Last Revised: June 10, 2011
Accepted Paper Series
Paving the Road to 'Too Big to Fail:' Business Interests and the Politics of Financial Deregulation in the U.S.
APSA 2010 Annual Meeting Paper
Sandra L. Suarez
and
Robin Kolodny
Temple University
and
Temple University
Date Posted: July 19, 2010
Last Revised: October 23, 2010
Working Paper Series
106 downloads
Opacity, Crash Risk, and the Option Smirk Curve
Mark Thomas Bradshaw ,
Amy P. Hutton ,
Alan J. Marcus and
Hassan Tehranian
Boston College
,
Boston College - Carroll School of Management
,
Boston College - Department of Finance
and
Boston College - Department of Finance
Date Posted: July 17, 2010
Last Revised: August 09, 2010
Working Paper Series
270 downloads
Automated Liquidity Provision and the Demise of Traditional Market Making
Austin Gerig and
David Michayluk
University of Oxford - Said Business School
and
University of Technology, Sydney
Date Posted: July 15, 2010
Working Paper Series
240 downloads
Greenhouse Gas Emission Reductions and Poverty: A Joint Solution
Paul James Brown
University of Technology - School of Accounting
Date Posted: July 14, 2010
Last Revised: June 01, 2011
Working Paper Series
112 downloads
Simulating Convertible Bond Arbitrage Portfolios
Liam A. Gallagher and
Mark C. Hutchinson
DCU Business School
and
University College Cork
Date Posted: July 09, 2010
Working Paper Series
109 downloads
Dynamic Model of Pension Savings Management with Stochastic Interest Rates and Stock Returns
Igor Melichercik
and
Daniel Sevcovic
Comenius University - Faculty of Mathematics, Physics and Informatics; Department of Applied Mathematics and Statistics
and
Comenius University - Faculty of Mathematics, Physics and Informatics
Date Posted: July 08, 2010
Last Revised: March 28, 2011
Working Paper Series
37 downloads
High Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution and Patterns in Returns
Journal of Trading, Forthcoming
David Bowen
,
Mark C. Hutchinson
and
Niall O'Sullivan
University College Cork
,
University College Cork
and
University College Cork (UCC) - Department of Economics
Date Posted: July 07, 2010
Accepted Paper Series
1213 downloads
Is High-Frequency Trading Inducing Changes in Market Microstructure and Dynamics?
Reginald Smith
Independent
Date Posted: June 30, 2010
Last Revised: October 13, 2010
Working Paper Series
1096 downloads
The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders
Robert Wood ,
James Upson
and
Thomas H. McInish
University of Memphis - Fogelman College of Business and Economics
,
University of Texas at El Paso
and
University of Memphis - Fogelman College of Business and Economics
Date Posted: June 26, 2010
Last Revised: May 26, 2012
Working Paper Series
489 downloads
New Executives and Audit Fees
Yun-Chia Yan
and
Clark M. Wheatley
University of New Orleans
and
Florida International University (FIU) - School of Accounting
Date Posted: June 20, 2010
Working Paper Series
203 downloads
Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open
Henk Berkman ,
Paul D. Koch ,
Laura A. Tuttle
and
Ying Zhang
University of Auckland - Faculty of Business & Economics
,
University of Kansas - Finance Area
,
Securities and Exchange Commission
and
Missouri State University - College of Business Administration
Date Posted: June 16, 2010
Last Revised: March 14, 2011
Working Paper Series
555 downloads
Securitisation in South Africa; the Case of the Missing Conduits
Phillip de Jager
,
Glen Holman
and
Erica Nel
University of Cape Town - Department of Finance and Tax
,
University of Cape Town (UCT)
and
University of Cape Town (UCT)
Date Posted: June 15, 2010
Last Revised: January 30, 2011
Working Paper Series
45 downloads
Hedge Funds and Retail Market: Welcome Innovation or Alert?
Alberto Burchi
University of Perugia - Department of Law and Management
Date Posted: June 14, 2010
Working Paper Series
70 downloads
Co-Movement Between Commodity Market and Equity Market: Does Commodity Market Change?
Nobuyoshi Yamori
Nagoya University - Department of Economics
Date Posted: June 06, 2010
Working Paper Series
101 downloads
Conflicting Codes and Codings: How Algorithmic Trading Is Reshaping Financial Regulation
Marc Lenglet
IREBS - European Business School Paris
Date Posted: May 27, 2010
Last Revised: May 23, 2012
Working Paper Series
372 downloads
Dedicated Short Bias Hedge Funds
Diversification and Alpha during Financial Crises
Ciara Connolly
and
Mark C. Hutchinson
University College Cork
and
University College Cork
Date Posted: May 22, 2010
Last Revised: August 18, 2011
Working Paper Series
209 downloads
Simulating Convertible Bond Arbitrage Portfolios
Applied Financial Economics, Vol. 18, No. 15, pp. 1247-1262, August 2008
Liam A. Gallagher and
Mark C. Hutchinson
DCU Business School
and
University College Cork
Date Posted: May 22, 2010
Accepted Paper Series
Analysing High Frequency Data Using ARCH and GARCH Methods
Rohit Krishnan
Singapore Management University
Date Posted: May 21, 2010
Last Revised: July 23, 2010
Working Paper Series
342 downloads
Convergence Dynamics Across International Securitized Real Estate Markets
Kim Hiang Liow
and
Samuel C. Chua
National University of Singapore (NUS) - Department of Real Estate
and
affiliation not provided to SSRN
Date Posted: May 16, 2010
Working Paper Series
36 downloads
Co-Movements and Correlations Across Asian Securitized Real Estate and Stock Markets
Kim Hiang Liow
National University of Singapore (NUS) - Department of Real Estate
Date Posted: April 12, 2010
Working Paper Series
55 downloads
Investment Dynamics of Greater China Securitized Real Estate Markets and International Linkages
Kim Hiang Liow
and
Graeme Newell
National University of Singapore (NUS) - Department of Real Estate
and
affiliation not provided to SSRN
Date Posted: April 12, 2010
Working Paper Series
86 downloads
Financial Innovation in Financial Markets - A Reassessment
P. K. Mishra
Central University of Jharkhand
Date Posted: April 08, 2010
Working Paper Series
To Trade or Not to Trade? Informed Trading with Short-Term Signals for Long-Term Investors
Roni Israelov and
Michael Katz
AQR Capital Management, LLC
and
AQR Capital Management, LLC
Date Posted: April 08, 2010
Last Revised: February 28, 2011
Working Paper Series
Information Content of Public Firm Disclosures and the Sarbanes-Oxley Act
Shimon Kogan
,
Bryan Routledge ,
Jacob S. Sagi and
Noah A. Smith
University of Texas at Austin
,
Carnegie Mellon University - David A. Tepper School of Business
,
Vanderbilt University - Finance
and
Carnegie Mellon University - School of Computer Science
Date Posted: April 05, 2010
Working Paper Series
179 downloads
Agency Problems in Target-Date Funds
Vallapuzha Sandhya
Georgia State University - J. Mack Robinson College of Business
Date Posted: March 23, 2010
Last Revised: December 28, 2011
Working Paper Series
371 downloads
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