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Full Text Papers: 465,864
Authors: 261,419
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SSRN eLibrary Search Results
JEL Code: G1
14,944,325 Total downloads
Showing Papers 18,951 - 19,000 of 41,522
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Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects
Tony S. Wirjanto , Zhongxian Men and Adam W. Kolkiewicz
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science , Independent and Independent
Date Posted: September 02, 2014
Working Paper Series

Incl. Electronic Paper An Indicator of Systemic Liquidity Risk in the Italian Financial Markets
Bank of Italy Occasional Paper No. 217
Eleonora Iachini and Stefano Nobili
Bank of Italy and Bank of Italy
Date Posted: September 02, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Trade Signing in Fast Markets
Allen Carrion and Madhuparna Kolay
Lehigh University and University of Portland
Date Posted: September 02, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology
FCN Working Paper No. 3/2009
Christian Kraemer and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: September 02, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Perspective from the Private Sector: Ensuring that Forum Follows Function
in Beyond Netmundial: The Roadmap for Institutional Improvements to the Global Internet Governance Ecosystem (William J. Drake and Monroe Price, Eds). 2014, Center for Global Communication Studies, Annenberg School for Communication at the University of Pennsylvania, Forthcoming
Vinton G. Cerf , Patrick S. Ryan , Max Senges and Richard S. Whitt
Google, Inc. , Catholic University of Leuven (KUL) - Interdisciplinary Center for Law and Information Technology (ICRI) , Google, Inc. and Motorola Mobility LLC/Google Inc.
Date Posted: September 02, 2014
Accepted Paper Series
24 downloads

Incl. Electronic Paper Breakthrough in Understanding Derivatives and Option Based Hedging - Marginal and Joint Probability Density Functions of Vanilla Options - True Value-at-Risk and Option Based Hedging Strategies
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: September 02, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Sovereign Credit Risk Spill-Over to Domestic Firms
Paula Hill , Bissoondoyal-Bheenick Banita and Robert W. Faff
University of Bristol , Monash University and University of Queensland
Date Posted: September 02, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets
Adam Zaremba and Adam Szyszka
Poznań University of Economics and Warsaw School of Economics
Date Posted: September 01, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Impact of Pension Systems on Financial Development: An Empirical Study
Shouji Sun and Jiye Hu
Independent and Center for Law and Economics,  China University of Political Science and Law
Date Posted: September 01, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Chinese IPO Examination Mechanism Affected by Administrative Factors: New Evidence from Rejected IPO Firms
Journal of Economic Research, 19(2), 171-196.
Hai Long and Zhaoyong Zhang
Edith Cowan University and Edith Cowan University - Faculty of Business and Law
Date Posted: September 01, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy
INE PAN Working Paper Series
Oskar Kowalewski , Łukasz Kozłowski and Paulina Roszkowska
Institute of Economics of the Polish Academy of Sciences (INE PAN) , Bank Gospodarki Żywnościowej SA and Warsaw School of Economics (SGH)
Date Posted: August 31, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Does VIX Truly Measure Return Volatility?
Victor Chow , Wanjun Jiang and Jingrui Li
West Virginia University , Guang Hua School of Management, Peking University and West Virginia University
Date Posted: August 31, 2014
Last Revised: September 01, 2014
Working Paper Series
117 downloads

Incl. Electronic Paper Forex Trading and the WMR Fix
Martin D.D. Evans
Georgetown University - Department of Economics
Date Posted: August 31, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Islamic Finance in Sub-Saharan Africa: Status and Prospects
IMF Working Paper WP/14/148
Enrique Gelbard , Mumtaz Hussain , Rodolfo Maino , Yibin Mu and Etienne B. Yehoue
International Monetary Fund (IMF) , International Monetary Fund (IMF) - Policy Development and Review Department , International Monetary Fund (IMF) , International Monetary Fund and International Monetary Fund (IMF)
Date Posted: August 31, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Pairs Trading Strategy in Dhaka Stock Exchange: Implementation and Profitability Analysis
Asian Economic and Financial Review, 2014, 4(8): 1091-1105
Sharjil Muktafi Haque and A.K. Enamul Haque
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and East West University
Date Posted: August 30, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Muni Bond Spread: Credit, Liquidity, and Tax
Andrew Ang , Vineer Bhansali and Yuhang Xing
Columbia Business School - Finance and Economics , Pacific Investment Management Company (PIMCO) and Rice University
Date Posted: August 30, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors
FEDS Working Paper Forthcoming
Stefania D'Amico , Roger Fan and Yuriy Kitsul
Federal Reserve Bank of Chicago , Federal Reserve Bank of Chicago and Federal Reserve Board
Date Posted: August 30, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Exploring Irregular Time Series Through the Non-Uniform Fourier Transform
Jung Heon Song , Marcos Lopez de Prado , Horst D Simon and Kesheng Wu
Lawrence Berkeley National Laboratory , Guggenheim Partners, LLC , Lawrence Berkeley National Laboratory and Lawrence Berkeley National Laboratory
Date Posted: August 30, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Why Do Stock Prices Drop by Less than the Amount of the Dividend? Evidence from a Unique Environment
Emerging Markets Finance and Trade, Vol. 50, No. 5, 2014
Khamis Al-Yahyaee
Sultan Qaboos University
Date Posted: August 30, 2014
Accepted Paper Series
8 downloads

Incl. Fee Electronic Paper The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing
Journal of Investment Consulting, Vol. 15, No. 1, 51-66, 2014
Arun Muralidhar , Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions/George Washington Univ , Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Date Posted: August 30, 2014
Last Revised: August 31, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Flexibility Theory as a Corporate Governance Mechanism
Journal of Investment Consulting, Vol. 15, No. 1, 67-75, 2014
Kurtay Ogunc
Texas A&M University (TAMU) - Commerce
Date Posted: August 30, 2014
Accepted Paper Series

Incl. Electronic Paper Syndicated Credit Cut and Firm Performance
Pei Shao and Deming Wu
University of Lethbridge and Office of the Comptroller of the Currency
Date Posted: August 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Credit Default Swaps and Loss Given Default: Has the CDS Market Affected the Recovery Rates of U.S. Corporate Defaults?
Min Qi , Deming Wu and Hong Yan
Office of the Comptroller of the Currency - Credit Risk Analysis Division , Office of the Comptroller of the Currency and Shanghai Advanced Institute of Finance, and University of South Carolina
Date Posted: August 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Rebalancing Risk
Nicolas M Granger , Douglas Greenig , Campbell R. Harvey , Sandy Rattray and David Zou
Man Group , Independent , Duke University - Fuqua School of Business , AHL / Man Systematic Strategies and Man Group plc - AHL Man Systematic Strategies
Date Posted: August 30, 2014
Working Paper Series
31 downloads

Auditor Resignations versus Dismissals: An Examination of the Differential Effects on Market Liquidity and Trading Activity
Advances in Accounting, 2001, 18: 47-76
Jeff P. Boone and K. K. Raman
University of Texas at San Antonio - Department of Accounting and University of Texas at San Antonio
Date Posted: August 30, 2014
Accepted Paper Series

Market Microstructure Effects of U.S.-Canada Differences Relating to Reserve-Based Accounting Disclosures
Journal of International Accounting Auditing and Taxation (JIAAT), 1998, 7(2): 195-214
Jeff P. Boone , K. K. Raman and Robert G. Luther
University of Texas at San Antonio - Department of Accounting , University of Texas at San Antonio and University of the West of England (UWE) - Bristol Business School
Date Posted: August 30, 2014
Accepted Paper Series

The Application of Event Methodology in Municipal Finance Research
Municipal Finance Journal, Spring 1998, 19(1): 1-15
Barry R. Marks and K. K. Raman
University of Houston, Clear Lake - School of Business and Public Administration and University of Texas at San Antonio
Date Posted: August 30, 2014
Accepted Paper Series

The Effect of Municipal Bond Rating Change Announcements on Seasoned Bond Prices
Municipal Finance Journal, Fall 1994, 15(3): 17-35
Barry R. Marks , K. K. Raman and Earl R. Wilson
University of Houston, Clear Lake - School of Business and Public Administration , University of Texas at San Antonio and University of Missouri at Columbia - Robert J. Trulaske, Sr. College of Business
Date Posted: August 30, 2014
Accepted Paper Series

Avoiding FCPA Liability by Tightening Internal Controls: Considerations for Institutional Investors and Corporate Counsel
Susan Mangiero
Fiduciary Leadership, LLC
Date Posted: August 30, 2014
Working Paper Series

Incl. Electronic Paper When Actions Speak Louder than Words: Currency Management in Non-Financial Corporations
Sungjae F. Kim and Don M. Chance
Gardner-Webb University - Godbold School of Business and Louisiana State University, Baton Rouge - Department of Finance
Date Posted: August 30, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Strategic News Releases in Equity Vesting Months
Alex Edmans , Luis Goncalves-Pinto , Yanbo Wang and Moqi Xu
London Business School - Institute of Finance and Accounting , National University of Singapore , INSEAD and London School of Economics & Political Science (LSE)
Date Posted: August 30, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Modified Munich Chain-Ladder Method
Michael Merz and Mario V. Wuthrich
University of Hamburg and RiskLab, ETH Zurich
Date Posted: August 30, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The World Price of Political Uncertainty
Jonathan Brogaard , Lili Dai , Phong T. H. Ngo and Bohui Zhang
University of Washington - Department of Finance and Business Economics , Australian National University (ANU) , Australian National University (ANU) and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: August 30, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Chasing Volatility: A Persistent Multiplicative Error Model with Jumps
Massimiliano Caporin , Eduardo Rossi and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , University of Pavia - Department of Political Economy and Quantitative Methods and University of Aarhus - CREATES
Date Posted: August 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Endogenous Closet Indexing in Active Management
David C. Brown and Shaun William Davies
University of Arizona - Department of Finance and University of Colorado-Boulder
Date Posted: August 30, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Baltic Listed Companies’ Disclosure Quality – Far Ahead or Lagging Behind?
Discussions on Estonian Economic Policy: EU Member States After the Economic Crisis, No. 1, 2014
Imbi Karmo and Laivi Laidroo
Tallinn University of Technology (TUT) and Tallinn University of Technology (TUT)
Date Posted: August 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Intergenerational Transfers Under an Uncertain Estate Tax
David Joulfaian
US Department of the Treasury - Office of Tax Analysis
Date Posted: August 30, 2014
Last Revised: September 01, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Precautionary Volatility and Asset Prices
FEDS Working Paper No. 2014-59
Andrew Y. Chen
Federal Reserve Board
Date Posted: August 30, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report
Jon Danielsson , Kevin R. James , Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre , London School of Economics , University of Chile and Federal Reserve Board
Date Posted: August 30, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Sheep of the Wall Street: Correlated Trading and Investment Performance
Weiyu Kuo , Tse-Chun Lin and Jing Zhao
National Chengchi University (NCCU) - Department of International Business , University of Hong Kong - Faculty of Business and Economics and University of Hong Kong
Date Posted: August 30, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Stochastic Volatility of Financial Assets and Default Risk
Yuri A. Katz
S&P Capital IQ
Date Posted: August 29, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Emerging Market Outperformance: Publicly Traded Affiliates of Multinational Corporations
Journal of Investment Consulting, Vol. 15, No. 1, 27-35, 2014
Martijn Cremers
University of Notre Dame
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk, and Valuation for Improved Performance
Journal of Investment Consulting, Vol. 15, No. 1, 12-26, 2014
David Garff
Accuvest Global Advisors
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Northern Exposure: How Canadian Micro-Cap Stock Investments Can Benefit Investors
Journal of Investment Consulting, Vol. 15, No. 1, pp. 36-50, 2014
Stephen R. Foerster , Lionel Fogler and Stephen Sapp
University of Western Ontario - Richard Ivey School of Business , Kingwest & Company and University of Western Ontario - Richard Ivey School of Business
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Electronic Paper Credit Default Swaps and Systemic Risk
Rama Cont and Andreea Minca
Imperial College London and Cornell University
Date Posted: August 29, 2014
Last Revised: September 02, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Solving Models with Disappointment Aversion
Patrick Augustin and Roméo Tédongap
McGill University, Desautels Faculty of Management and Swedish House of Finance
Date Posted: August 29, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Negligence versus Strict Liability: The Case of Underwriter Liability in IPO's
DePaul Business & Commercial Law Journal, Vol. 4, pp. 451-496 (2006)
Noam Sher
The Carmel Academic Center - Faculty of Law
Date Posted: August 29, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Leverage-Based Measure of Financial Instability
FRB of New York Staff Report No. 688
Alexander Tepper and Karol Jan Borowiecki
Federal Reserve Banks - Federal Reserve Bank of New York and University of Southern Denmark
Date Posted: August 29, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Institutional Framework for Cost Benefit Analysis in Financial Regulation: A Tale of Four Paradigms?
Robert P. Bartlett III
University of California, Berkeley - School of Law
Date Posted: August 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper It’s Easy to Beat the Market
Moshe Levy
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: August 29, 2014
Working Paper Series
10 downloads


 

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