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JEL Code: G10
1,446,839 Total downloads
Showing Papers 1,951 - 2,000 of 4,441
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Buying the Dividend: Dividend Drop Ratios and Tax Theory in the Presence of Tax Exempt and Tax Indifferent Investors
Thomas Henker and
Vyas Belasubramanyam
Date Posted: August 17, 2006160 downloads
Debt Covenants and Bankruptcy Risk
Sattar Mansi ,
Yaxuan Qi
and
John K. Wald
Date Posted: April 09, 2011Last Revised: April 20, 2012160 downloads
Does Community and Environmental Responsibility Affect Firm Risk? Evidence from UK Panel Data 1994-2006
A. Salama ,
Keith P. Anderson
and
Steve Toms
Date Posted: August 18, 2009Last Revised: July 07, 2010160 downloads
Equilibrium Selection through Incomplete Information in Coordination Games: An Experimental Study Universitat Pompeu Fabra Working Paper No. 601
Antonio Cabrales ,
Rosemarie Nagel and
Roc Armenter
Date Posted: March 07, 2002160 downloads
Impact of Investor's Varying Risk Aversion on the Dynamics of Asset Price Fluctuations
Baosheng Yuan
and
Kan Chen
Date Posted: July 14, 2005160 downloads
Inference, Arbitrage, and Asset Price Volatility FRB of New York Staff Report No. 187, EFA 2004 Maastricht Meetings
Tobias Adrian
Date Posted: July 13, 2004Last Revised: June 10, 2010160 downloads
Loss Aversion and Mental Accounting: The Favorite Longshot Bias in Parimutuel Betting Jena Economic Research Paper No. 2007-017
Jianying Qiu
Date Posted: October 05, 2007160 downloads
Macroeconomic Factors as Determinants of Company Value in the Context of the Ohlson Residual Income Valuation Model; Greek Findings
Konstantinos P. Vergos ,
Apostolos G. Christopoulos
and
Vasilios Kalogirou
affiliation not provided to SSRN
Date Posted: June 12, 2011160 downloads
Price Improvement In Dealership Markets Journal of Business, Forthcoming
Matthew Rhodes-Kropf
Date Posted: October 04, 2001160 downloads
Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events
Alejandro Garcia-Canizares and
Ramazan Gencay
Date Posted: May 31, 2006160 downloads
The Volatility and Density Prediction Performance of Alternative GARCH Models 20th Australasian Finance & Banking Conference 2007 Paper
Teng-Hao Huang
and
Yaw-Huei Wang
Date Posted: August 24, 2007Last Revised: December 26, 2010160 downloads
A Simple but Effective Way to Identify Persistent Performances Among Actively-managed Mutual Funds
Y. Peter Chung
and
Sukwon Thomas Kim
Date Posted: March 18, 2011Last Revised: August 14, 2012159 downloads
CDS Auctions
Mikhail Chernov ,
Alexander S. Gorbenko
and
Igor Makarov
Date Posted: June 17, 2011Last Revised: July 20, 2012159 downloads
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali and
Scott Murray
Date Posted: January 30, 2012Last Revised: April 25, 2012159 downloads
How do Investment Banks Price Underwriting Services for American Depositary Receipts?
Hsuan-Chi Chen
,
Pei-Ching Yang
and
Larry Fauver
Date Posted: June 20, 2006159 downloads
Information Asymmetry and the Comparative Level of Accounting Accruals
Sonia Sanabria
,
Igor Goncharov
,
Allan Hodgson and
Suntharee Lhaopadchan
Date Posted: July 05, 2011159 downloads
Systematic Risk and the Cross-Section of Hedge Fund Returns AFA 2012 Chicago Meetings Paper
Turan G. Bali ,
Stephen J. Brown and
Mustafa O. Caglayan
Date Posted: March 15, 2011Last Revised: February 27, 2012159 downloads
Trade Intensity in the Russian Stock Market: Dynamics, Distribution and Determinants Applied Financial Economics, Vol. 17, No. 2, pp. 87-104, 2007
Dmitry Shakin
and
Stanislav Anatolyev
affiliation not provided to SSRN
and
New Economic School
Date Posted: August 09, 2006159 downloads
A Face Can Launch a Thousand Shares (and a 0.80% Abnormal Return) Journal of Behavioral Finance, Vol. 9, pp. 107-116, 2008
Matteo P. Arena and
John S. Howe
Date Posted: October 23, 2007Last Revised: August 14, 2009158 downloads
Chaos and Bifurcation in 2007-08 Financial Crisis
Youngna Choi
and
Raphael Douady
Date Posted: December 13, 2009Last Revised: October 08, 2010158 downloads
Do European Brokers Add any Value Through Recommendations?
Campbell R. Harvey ,
Sandy Rattray
,
Joachim Utans
and
Yasser Mawji
Date Posted: March 18, 2010Last Revised: April 12, 2010158 downloads
On the New Transformation-based Approach to Value-at-Risk: An Application to Indian Stock Market Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Gobinda Prasad Samanta
Date Posted: January 24, 2006158 downloads
Tax Induced Trading around the Taxpayer Relief Act of 1997
Benjamin C. Ayers ,
Oliver Zhen Li and
John R. Robinson
Date Posted: October 24, 2006158 downloads
A Financial Systemic Stress Index for Greece
Dimitrios P. Louzis
and
Angelos T. Vouldis
Date Posted: January 10, 2011157 downloads
Bursting Bubbles: Linking Experimental Financial Market Results to Field Market Data
Julia Henker
and
Sian A. Owen
Date Posted: November 24, 2006157 downloads
Prudential and Oversight Requirements for Securities Settlement ECB Occasional Paper No. 76
Daniela Russo
,
Giacomo Caviglia
,
Chryssa Papathanassiou and
Simonetta Rosati
Date Posted: December 19, 2007157 downloads
Working Orders in Limit-Order Markets and Floor Exchanges
Kerry Back and
Shmuel Baruch
Date Posted: November 02, 2005157 downloads
Entropy and the Cross-Section of Stock Returns
Yuhan Fang
affiliation not provided to SSRN
Date Posted: May 10, 2011156 downloads
Who’s Heard on the Street? Determinants and Consequences of Financial Analyst Coverage in the Business Press Mays Business School Research Paper No. 2012-30
Lynn L. Rees ,
Nathan Y. Sharp and
Brady J. Twedt
Date Posted: April 02, 2011Last Revised: February 08, 2012156 downloads
Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis Journal of Financial Stability, Forthcoming
Martin T. Bohl ,
Arne Christian Klein
and
Pierre L. Siklos
Date Posted: September 05, 2011Last Revised: December 01, 2012155 downloads
Long-Memory in an Order-Driven Market
Blake LeBaron and
Ryuichi Yamamoto
Date Posted: November 05, 2006155 downloads
Speculative Dynamics I: Imperfect Competition, and the Implications for High Frequency Trading
Su Li
Date Posted: January 25, 2012Last Revised: March 16, 2012155 downloads
The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance
Mila Getmansky
Date Posted: June 14, 2012155 downloads
The Market Timing Skills of Hedge Funds During the Financial Crisis
Arnaud Cavé
,
Georges Hubner and
Danielle Marie Sougné
Date Posted: May 23, 2011155 downloads
The Trade-Off Theory and the Pecking Order Theory: Are they Mutually Exclusive? North American Journal of Finance and Banking Research, Vol. 3, No. 3, 2009
Carmen Cotei
and
Joseph Farhat
Date Posted: January 19, 2010155 downloads
Why Effective Spreads on Nasdaq were Higher than on the New York Stock Exchange in the 1990s University of Memphis Working Paper
Robert Wood and
George J. Benston
Date Posted: October 20, 2003155 downloads
Consumption-Wealth Comovement of the Wrong Sign
James J. Choi ,
David Laibson ,
Brigitte C. Madrian and
Andrew Metrick
Date Posted: April 16, 2004154 downloads
Get Rid of Banks and Build Up a Modern Financial World
Rainer Lenz
Date Posted: September 19, 2011154 downloads
Market Makers as Information Providers: The Natural Experiment of STAR Journal of Empirical Finance, Vol. 17, No. 5, pp. 895-917, December 2010
Pietro Perotti and
Barbara Rindi
Date Posted: December 24, 2008Last Revised: November 29, 2010154 downloads
Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants: Evidence from Credit Default Swap Market Journal of Fixed Income, Forthcoming
Uğur N. Küçük
Date Posted: April 28, 2009Last Revised: March 25, 2010154 downloads
Planning for the Death of a Systemically Important Financial Institution Under Title I § 165(d) of the Dodd-Frank Act: The Practical Implications of Resolution Plans or Living Wills in Planning a Bank's Funeral Virginia Law & Business Review, Vol. 6, No. 3, p. 467, Winter 2012
Joseph Karl Grant
Date Posted: March 05, 2012Last Revised: March 06, 2012154 downloads
The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread Energy Economics, Forthcoming
Carol Alexander ,
Marcel Prokopczuk
and
Anannit Sumawong
Date Posted: January 16, 2012Last Revised: November 19, 2012154 downloads
Trading Game Invariance in the TAQ Dataset
Albert S. Kyle ,
Anna A. Obizhaeva and
Tugkan Tuzun
Date Posted: March 21, 2010Last Revised: January 12, 2012154 downloads
A Study of Granger Causality of Macroeconomic Factors on Indian Stock Markets
Govind Lairellakpam
and
Mihir Dash
Date Posted: January 21, 2012153 downloads
Calculating the Duration of a Fixed-Coupon Bond
Stylianos Paganopoulos
affiliation not provided to SSRN
Date Posted: July 16, 2008Last Revised: June 21, 2011153 downloads
International Financial Integration in Asian Bond Markets
Võ Xuân Vinh
Date Posted: September 25, 2006153 downloads
New Evidence for the Day-of-the-Week Effect in the Financial Crisis
Nick Kourkoumelis
and
Nikolaos L. Hourvouliades
affiliation not provided to SSRN
and
American College of Thessaloniki
Date Posted: February 17, 2010153 downloads
The Cash-CDS Basis for Sovereign Countries: Market Strategy, Price Discovery and Determinants
Andrea Carboni
and
Alessandro Carboni
Date Posted: November 23, 2011Last Revised: November 06, 2012153 downloads
The Economic Significance of Conditional Skewness Forecasts in Option Markets
Madhu Kalimipalli and
Ranjini Jha
Date Posted: November 19, 2006153 downloads
Are Momentum Profits Driven by the Cross-Sectional Dispersion in Expected Stock Returns? Journal of Financial Markets, Forthcoming
Ajay Bhootra
Date Posted: December 19, 2010Last Revised: January 09, 2013152 downloads
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