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484,509
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393,865
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226,776
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JEL Code: G1
12,993,050 Total downloads
Showing Papers 1,951 - 2,000 of 36,705
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Deleveraging Risk
Pedro A. C. Saffi
and
Kari Sigurdsson
Cambridge Judge Business School - Finance
and
Blackrock
Date Posted: November 27, 2012
Last Revised: March 18, 2013
Working Paper Series
116 downloads
The Determinants of the CDS-Bond Basis During the Financial Crisis of 2007-2009
Netspar Discussion Paper No. 11/2011-124
Jennie Bai and
Pierre Collin-Dufresne
Federal Reserve Bank of New York
and
Columbia Business School - Finance and Economics
Date Posted: November 27, 2012
Working Paper Series
66 downloads
A Quasi-Bounded Target Zone Model – Theory and Application to Hong Kong Dollar
HKIMR Working Paper No.28/2012
C.F. Lo ,
C. H. Hui ,
S.W. Chu
and
Tom Fong
Chinese University of Hong Kong (CUHK)
,
Hong Kong Monetary Authority - Research Department
,
Chinese University of Hong Kong (CUHK)
and
Hong Kong Monetary Authority
Date Posted: November 27, 2012
Working Paper Series
7 downloads
The Modified Dividend-Price Ratio
Ioannis Neokosmidis
and
Vassilis Polimenis
affiliation not provided to SSRN
and
Aristotle University of Thessaloniki
Date Posted: November 26, 2012
Last Revised: December 13, 2012
Working Paper Series
61 downloads
Do Foreign Listings in the U.S. Affect U.S. Firms?
Sergei Sarkissian and
Yan Wang
McGill University
and
McGill University - Desautels Faculty of Management
Date Posted: November 26, 2012
Last Revised: February 20, 2013
Working Paper Series
75 downloads
Introducing Daylight to Structured Credit Products
Hendrik Bessembinder ,
William F. Maxwell and
Kumar Venkataraman
University of Utah - Department of Finance
,
SMU - Cox School
and
Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: November 26, 2012
Working Paper Series
57 downloads
What is the Real Story for Interest Rate Volatility?
FRB Richmond Working Paper No. 99-9
Andreas Hornstein and
Harald Uhlig
Federal Reserve Bank of Richmond
and
University of Chicago - Department of Economics
Date Posted: November 26, 2012
Working Paper Series
7 downloads
Impact of Canadian SOX from an Acquisition Perspective
Ash Hossain
Concordia University - John Molson School of Business
Date Posted: November 26, 2012
Working Paper Series
15 downloads
Foreign Capital Investments and Economic Crises in Turkey
International Journal of Social Sciences and Humanity Studies, Vol. 3, No. 1, 2011
Mustafa Öztürk
and
Osman Nuri Aras
Fatih University - Department of International Trade
and
Fatih University - Department of International Trade
Date Posted: November 26, 2012
Accepted Paper Series
19 downloads
The Survival and Success of Canadian Penny Stock IPOs
CIRANO - Scientific Publications 2009s-28
Cécile Carpentier and
Jean-Marc Suret
Laval University
and
Laval University
Date Posted: November 26, 2012
Working Paper Series
16 downloads
An FBSDE Approach to American Option Pricing with an Interacting Particle Method
Masaaki Fujii
,
Seisho Sato
and
Akihiko Takahashi
University of Tokyo - Faculty of Economics
,
The Graduate University for Advanced Studies - The Institute of Statistical Mathematics
and
University of Tokyo - Graduate School of Economics
Date Posted: November 26, 2012
Working Paper Series
21 downloads
Applications of Robust Statistics in Portfolio Theory
Mathematical Economics, 8(15), 2012
Bartosz Kaszuba
Wroclaw University of Economics
Date Posted: November 25, 2012
Last Revised: April 07, 2013
Accepted Paper Series
133 downloads
Downside Market Risk of Carry Trades
Victoria Dobrynskaya
London School of Economics & Political Science (LSE)
Date Posted: November 25, 2012
Working Paper Series
38 downloads
Outside Directors and Stock Return Volatility: The Foreign Investor Connection
Steven J. Jordan
,
Ji-Hwan Lee
and
Elisabeth A. Bui
affiliation not provided to SSRN
,
KAIST Business School
and
Graduate School of International Studies
Date Posted: November 25, 2012
Working Paper Series
31 downloads
Information Content in Sneer Asymmetry: An Application to OOS Implied Volatility Forecasting
Youngsoo Choi
,
Steven J. Jordan
and
Wonchang Lee
Hankuk University of Foreign Studies
,
affiliation not provided to SSRN
and
Hi Investment & Securities Co., Ltd.
Date Posted: November 25, 2012
Working Paper Series
29 downloads
Phase Transition in a Log-Normal Markov Functional Model
Journal of Mathematical Physics, Vol.. 52, 2011
Dan Pirjol
affiliation not provided to SSRN
Date Posted: November 25, 2012
Accepted Paper Series
15 downloads
Corporate Governance, Minority Shareholders and Dynamic Value: The Italian Experience of the Freeze-Out
Corporate Governance & Control, Volume 7, Issue 1, Fall 2009
Mauro Romano
University of Foggia
Date Posted: November 25, 2012
Accepted Paper Series
117 downloads
Optimal Stock Allocation under Loss Aversion in Consumption
Giuliano Curatola
Swiss Finance Institute
Date Posted: November 24, 2012
Working Paper Series
47 downloads
Risk, Uncertainty, and Expected Returns
AFA 2013 San Diego Meetings Paper
Turan G. Bali and
Hao Zhou
Georgetown University - Robert Emmett McDonough School of Business
and
PBC School of Finance, Tsinghua University
Date Posted: November 24, 2012
Last Revised: January 11, 2013
Working Paper Series
414 downloads
How You Estimate the Yield Curve Matters!
Luiz Paulo Fichtner
New University of Lisbon - Faculdade de Economia
Date Posted: November 24, 2012
Working Paper Series
20 downloads
Can There Be an Explicit Formula for Implied Volatility?
Stefan Gerhold
Vienna University of Technology
Date Posted: November 24, 2012
Working Paper Series
47 downloads
Inter-Linkages, Co-Integration and Global Financial Crisis: India's Experience and Preparedness
Vanita Tripathi
,
Ritika Seth
and
Mohit Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce
,
Motilal Nehru College, University of Delhi
and
affiliation not provided to SSRN
Date Posted: November 24, 2012
Working Paper Series
28 downloads
Martingale Difference Hypothesis and Financial Crisis: Empirical Evidence from European Emerging Foreign Exchange Markets
Economic Systems, Vol. 36, No. 3, 2012
Dorina Lazar
,
Alexandru Todea
and
Diana Filip
Babes-Bolyai University - Faculty of Economics and Business Administration
,
Babes-Bolyai University - Faculty of Economics and Business Administration
and
Babes-Bolyai University - Faculty of Economics and Business Administration
Date Posted: November 24, 2012
Accepted Paper Series
Implied Probabilities of Default from Colombian Money Market Spreads: The Merton Model under Equity Market Informational Constraints
Borradores de Economia, Num. 743, 2012
Carlos León
Banco de la República (Central Bank of Colombia)
Date Posted: November 24, 2012
Working Paper Series
11 downloads
Investment Horizon Dependent CAPM: Adjusting Beta for Long-Term Dependence
Carlos León
,
Karen Leiton
and
Alejandro Reveiz
Banco de la República (Central Bank of Colombia)
,
affiliation not provided to SSRN
and
World Bank
Date Posted: November 24, 2012
Working Paper Series
31 downloads
Explaining Momentum and Value Simultaneously
Jun Li
University of Texas at Dallas
Date Posted: November 23, 2012
Working Paper Series
101 downloads
Money for Nothing…: A Case Study of Financial Class Action Litigation
Jens Carsten Jackwerth
University of Konstanz - Department of Economics
Date Posted: November 23, 2012
Working Paper Series
21 downloads
Monetary Policy and Stock Prices in Small Open Economies: Empirical Evidence for the New EU Member States
Economic Systems, Vol. 36, No. 3, 2012
Mara Pirovano
affiliation not provided to SSRN
Date Posted: November 23, 2012
Accepted Paper Series
Are CDS Spreads Predictable? An Analysis of Linear and Non-Linear Forecasting Models
Davide Avino
and
Ogonna Nneji
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: November 23, 2012
Last Revised: April 29, 2013
Working Paper Series
49 downloads
Investor Reaction to Mandatory Offers on the Warsaw Stock Exchange
Contemporary Economics, Vol. 6, No. 2, pp. 74-83, 2012
Szymon Okoń
Poznan University of Economics
Date Posted: November 23, 2012
Accepted Paper Series
20 downloads
Robust Inference in Linear Asset Pricing Models
Rotman School of Management Working Paper No. 2179620
Nikolay Gospodinov
,
Raymond Kan and
Cesare Robotti
Concordia University, Quebec - Department of Economics
,
University of Toronto - Rotman School of Management
and
Federal Reserve Bank of Atlanta
Date Posted: November 23, 2012
Last Revised: March 23, 2013
Working Paper Series
35 downloads
Geography and Capital: Foreign Listings of U.S. Railroads during the First Era of Financial Globalization
Darden Business School Working Paper No. 2179088
David Chambers
,
Sergei Sarkissian and
Michael J. Schill
University of Cambridge - Judge Business School, Department of Finance & Accounting
,
McGill University
and
University of Virginia - Darden Graduate School of Business Administration
Date Posted: November 23, 2012
Last Revised: January 23, 2013
Working Paper Series
70 downloads
Development of the Banking Sector in Russia in 2011
Russian Economy in 2011, Trends and Outlooks, Issue 33, Moscow, 2012
Alexey Vedev
and
Michael Khromov
Gaidar Institute for economic policy
and
Gaidar Institute for Economic Policy
Date Posted: November 23, 2012
Working Paper Series
18 downloads
‘Is Residual Income Model (RIM) Really Superior to Dividend Discount Model (DDM)?’ – A Misconception
IOSR Journal of Business and Management (IOSR-JBM), Volume 5, Issue 6 (Nov. -Dec.), Page 36-44 , ISSN: 2278-487X. DOI: 10.9790/487X-0563644, 2012
Mohammad Ali Tareq
Shiga University - Department of Economics
Date Posted: November 22, 2012
Last Revised: May 05, 2013
Accepted Paper Series
67 downloads
The Rapid Growth of Open Architecture in the Japanese Investment Trust Industry
Nomura Journal of Capital Markets, Vol. 4, No. 1, 2012
Takahiro Hattori
Nomura Institute of Capital Markets Research
Date Posted: November 22, 2012
Accepted Paper Series
10 downloads
Impact of Changes in Best-Selling Investment Trusts on Sales Commission: Asset Class-Based Analysis
Nomura Journal of Capital Markets, Vol. 4, No. 1, 2012
Takahiro Hattori
Nomura Institute of Capital Markets Research
Date Posted: November 22, 2012
Accepted Paper Series
6 downloads
Catalysts for Price Discovery in the European Union Emissions Trading System
Emma Schultz
and
John Swieringa
Australian National University (ANU)
and
Australian National University (ANU)
Date Posted: November 22, 2012
Working Paper Series
10 downloads
High Frequency Trading and Listed Companies - The Shrinking Role of Disclosure
Giuseppe Ciallella
LUISS Guido Carli
Date Posted: November 22, 2012
Last Revised: December 01, 2012
Working Paper Series
127 downloads
Combining Latin Hypercube Sampling with Other Variance Reduction Techniques
Natalie Packham
Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: November 22, 2012
Working Paper Series
34 downloads
Modeling Hedge Fund Lifetimes: A Dependent Competing Risks Framework with Latent Exit Types
Sherry Haghani
York University
Date Posted: November 22, 2012
Last Revised: December 12, 2012
Working Paper Series
58 downloads
Interconnectedness and Contagion
Hal S. Scott
Harvard Law School
Date Posted: November 22, 2012
Last Revised: December 10, 2012
Working Paper Series
124 downloads
Getting Real Forecasts, State Price Densities and Risk Premium from Euribor Options
Vesela Ivanova
and
Josep Maria Puigvert Gutierrez
Goethe University Frankfurt - House of Finance
and
European Central Bank
Date Posted: November 22, 2012
Last Revised: April 27, 2013
Working Paper Series
A Portfolio-Balance Approach to the Nominal Term Structure
Thomas B. King
Federal Reserve Board
Date Posted: November 21, 2012
Working Paper Series
24 downloads
Contagious Runs in Money Market Funds and the Impact of a Government Guarantee
Hugh Hoikwang Kim
University of Pennsylvania - The Wharton School
Date Posted: November 21, 2012
Working Paper Series
Measures of Fiscal Risk in Hydrocarbon-Exporting Countries
IMF Working Paper No. 12/260
Carlos Caceres
and
Leandro Medina
International Monetary Fund (IMF)
and
George Washington University - Department of Economics
Date Posted: November 21, 2012
Working Paper Series
5 downloads
Does the Law of Diminishing Return Drive Down Return on Equity Investments?
Ulugbek Saidiev
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Date Posted: November 21, 2012
Last Revised: November 29, 2012
Working Paper Series
16 downloads
Derivatives Mismarking Cases
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: November 21, 2012
Last Revised: November 28, 2012
Working Paper Series
How Experience Sampling Affects Risk Taking Behavior in Financial Product Choices
Meike Bradbury ,
Thorsten Hens and
Stefan Zeisberger
University of Zurich - Department of Banking and Finance
,
Department of Banking and Finance
and
University of Zurich - Department of Banking and Finance
Date Posted: November 21, 2012
Last Revised: December 06, 2012
Working Paper Series
53 downloads
On Diversification
Ben Jacobsen and
Frans de Roon
New Zealand Institute of Advanced Study
and
Tilburg University - Department of Finance
Date Posted: November 21, 2012
Working Paper Series
200 downloads
Global Return Premiums on Earnings Quality, Value, and Size
Max Kozlov
and
Antti Petajisto
BlackRock
and
New York University (NYU) - Department of Finance
Date Posted: November 21, 2012
Last Revised: January 08, 2013
Working Paper Series
305 downloads
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