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JEL Code: G12
5,800,989 Total downloads
Showing Papers 2,221 - 2,270 of 13,812
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Consumption Equilibrium Asset Pricing in Two
Asian Emerging Markets Journal of Asian Economics, Vol. 15, pp. 305–319, 2004,
Prasad V. Bidarkota
Date Posted: October 24, 2011
Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors
Man Fu
and
Prasad V. Bidarkota
affiliation not provided to SSRN
and
Florida International University (FIU) - Department of Economics
Date Posted: October 23, 201129 downloads
Pricing Derivatives with Liquidity Limitations
Mark Syrkin
affiliation not provided to SSRN
Date Posted: October 23, 201159 downloads
The Present Value Model with Stochastic Discount Rate and an ANN Process for Broad Dividends
Man Fu
and
Prasad V. Bidarkota
affiliation not provided to SSRN
and
Florida International University (FIU) - Department of Economics
Date Posted: October 23, 201123 downloads
Critical Analysis of the Binomial-Tree Approach to Convertible Bonds in the Framework of Tsiveriotis-Fernandes Model
Krasimir Milanov
and
Ognyan Kounchev
Date Posted: October 22, 2011Last Revised: October 09, 2012111 downloads
Do Margin Requirements Affect Asset Prices?
Bruno Cara Giovannetti
and
Guilherme Martins
Date Posted: October 22, 2011Last Revised: March 19, 201273 downloads
Short Sale Constraints and the Likelihood of Crashes and Bubbles
Arne Christian Klein
and
Martin T. Bohl
Date Posted: October 22, 2011Last Revised: March 01, 2012141 downloads
A Theory of Asset Prices Based on Heterogeneous Information Cowles Foundation Discussion Paper No. 1827
Elias Albagli
,
Christian Hellwig
and
Aleh Tsyvinski
Date Posted: October 21, 201181 downloads
Assessing the Market Timing Performance of Managed Portfolios Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986
Ravi Jagannathan and
Robert A. Korajczyk
Date Posted: October 21, 2011Last Revised: May 03, 2012278 downloads
Asymmetric News and Asset Pricing
Date Posted: October 21, 201192 downloads
Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers IESE Business School Working Paper No. 920
Pablo Fernandez ,
Javier Aguirreamalloa
and
Luis Corres Avendaño
Date Posted: October 21, 2011644 downloads
Momentum or Contrarian Investment Strategies: Evidence from Dutch Institutional Investors De Nederlandsche Bank Working Paper No. 242
Leo de Haan
and
Jan Kakes
Date Posted: October 21, 201156 downloads
Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk
Chuang-Chang Chang ,
Hsiao-Wei Ho
,
Hongming Huang
and
Yildiray Yildirim
affiliation not provided to SSRN
,
National Central University at Taiwan
and
Syracuse University - Whitman School of Management
Date Posted: October 21, 2011Last Revised: October 22, 201175 downloads
Evolutionary Strategic Beliefs and Financial Markets
Elyes Jouini ,
Clotilde Napp
and
Yannick Viossat
Date Posted: October 20, 201129 downloads
Integration and Contagion in US Housing Markets
John Cotter ,
Stuart A. Gabriel and
Richard Roll
Date Posted: October 20, 2011Last Revised: December 16, 201169 downloads
Capital Ratios and the Cross-Section of Bank Stock Returns: Evidence from Japan Journal of Asian Economics, Forthcoming
Sichong Chen
Date Posted: October 19, 201170 downloads
Fuel Mix Characteristics and Expected Stock Returns of European Power Companies EWL Working Paper No. 06/2011
Malte Sunderkötter
Date Posted: October 19, 2011Last Revised: December 08, 201123 downloads
Inflation-Hedging Portfolios: Economic Regimes Matter Journal of Portfolio Management, Forthcoming
Ombretta Signori
and
Marie Briere
Date Posted: October 19, 2011268 downloads
The Predictability of Aggregate Japanese Stock Returns: Implications of Dividend Yield International Review of Economics and Finance, Forthcoming
Sichong Chen
Date Posted: October 19, 201163 downloads
What Drives the Time-Series and Cross-Sectional Variations in Bank Capital Ratios? Evidence from Japan Pacific Economic Review, Forthcoming
Sichong Chen
Date Posted: October 19, 2011Last Revised: October 20, 201131 downloads
Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation Rotman School of Management Working Paper No. 1945347, Johnson School Research Paper Series No. 53-2011, AFA 2013 San Diego Meetings Paper
David Easley ,
Maureen O'Hara and
Liyan Yang
Date Posted: October 17, 2011Last Revised: December 11, 2012281 downloads
Do Investors Care About Credit Ratings? An Analysis Through the Cycle
Giuliano Iannotta
,
Giacomo Nocera
and
Andrea Resti
Date Posted: October 17, 2011Last Revised: October 22, 201138 downloads
On the Equity and Interest Rate Predictability for Balanced Portfolios and Coverage Ratios for Pension Plans
Foort Hamelink
Date Posted: October 17, 2011114 downloads
Ratings and Performance of German Mutual Funds: A Comparison of Feri Trust, Euro Fondsnote and Finanztest
Christian Meinhardt
Date Posted: October 17, 2011Last Revised: December 14, 201178 downloads
The Equity Risk Premium Across European Markets: An Analysis Using the Implied Cost of Capital
Christoph Jäckel
and
Katja Mühlhäuser
Date Posted: October 17, 2011380 downloads
Integration and Contagion in US Housing Markets
Stuart A. Gabriel ,
John Cotter and
Richard Roll
Date Posted: October 16, 201121 downloads
The Impact of Strategic Order Activity During Trading Halts
Wai-Man (Raymond) Liu ,
James Panaust
and
Bohui Zhang
Date Posted: October 15, 201164 downloads
A General Framework for the Derivation of Asset Price Bounds: An Application to Stochastic Volatility Option Models
Oleg Bondarenko and
I. Rodriguez Longarela
Date Posted: October 14, 201134 downloads
Do Investors Value Dividend Smoothing Stocks Differently? Johnson School Research Paper Series No. 51-2011
Yelena Larkin
,
Mark T. Leary and
Roni Michaely
Date Posted: October 14, 2011Last Revised: March 17, 2012244 downloads
Market Liquidity and Exposure of Hedge Funds Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Arjen Siegmann and
Denitsa Stefanova
Date Posted: October 14, 201147 downloads
Multiple Risky Securities Valuation I
Ilya I. Gikhman
Date Posted: October 14, 2011Last Revised: November 02, 201156 downloads
Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market Journal of Banking and Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Wei-Yu Kuo
and
Tse-Chun Lin
Date Posted: October 14, 2011Last Revised: April 22, 2013110 downloads
Pricing of Volatility Risk in REITs Journal of Real Estate Research, 2013, Vol. 35, No. 2, pp. 223-248.
Jared DeLisle
,
S. McKay Price and
C. F. Sirmans
Date Posted: October 14, 2011Last Revised: May 15, 201385 downloads
Stressing Correlations and Volatilities - A Consistent Modeling Approach Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Becker
and
Wolfgang M. Schmidt
Date Posted: October 14, 201190 downloads
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Katya Malinova
and
Andreas Park
Date Posted: October 14, 2011Last Revised: November 24, 201141 downloads
Variance Trading and Market Price of Variance Risk
Oleg Bondarenko
Date Posted: October 14, 2011420 downloads
Equity Risk Premia and the Pricing of Foreign Exchange Risk Journal of International Economics, Vol. 33, Nos. 3-4, 1992
Robert A. Korajczyk and
Claude Viallet
Date Posted: October 13, 201127 downloads
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Vladimir Borgy
,
Thomas Laubach
,
Jean-Stéphane Mésonnier
and
Jean-Paul Renne
Date Posted: October 13, 2011Last Revised: November 03, 2011118 downloads
Market Performance and Accounting Information as the Reference of Stocks Portfolio Formation in Indonesia Stock Exchange Journal of Economics and Business, Vol. 3, No. 3, pp. 203-223, 2009
Rowland Bismark Pasaribu
Date Posted: October 13, 201198 downloads
Risk Premia and Optimal Liquidation of Credit Derivatives International Journal of Theoretical and Applied Finance, Forthcoming
Tim Leung and
Peng Liu
Date Posted: October 13, 2011Last Revised: September 30, 201238 downloads
The Alternative Three-Factor Model: An Alternative Beyond U.S. Markets? European Financial Management, Forthcoming
Christian Walkshäusl
and
Sebastian Lobe
Date Posted: October 13, 2011
The Impact of Government Interventions on CDS and Equity Markets Finance Meeting EUROFIDAI - AFFI, Paris, December 2011 , AFA 2012 Chicago Meetings
Frederic Schweikhard
and
Zoe Tsesmelidakis
Date Posted: October 13, 2011Last Revised: September 19, 201250 downloads
Volatility Activity: Specification and Estimation Economic Research Initiatives at Duke (ERID) Working Paper No. 114
Viktor Todorov
,
George Tauchen and
Iaryna Grynkiv
Date Posted: October 13, 2011125 downloads
Which Firms are Responsible for Characteristic Anomalies? A Statistical Leverage Analysis
Kevin Aretz
and
Marc Aretz
Date Posted: October 13, 2011188 downloads
High Frequency Trading and Price Discovery
Jonathan Brogaard
,
Terrence Hendershott and
Ryan Riordan
Date Posted: October 12, 2011Last Revised: April 26, 20131875 downloads
Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Arie Eskenazi Gozluklu
Date Posted: October 12, 2011Last Revised: May 28, 201286 downloads
Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions Economic Research Initiatives at Duke (ERID) Working Paper No. 112
Viktor Todorov
and
George Tauchen
Date Posted: October 12, 201157 downloads
Transfer of Financial Risk in Emerging Eastern European Stock Markets: A Sectoral Perspective BOFIT Discussion Paper No. 24/2011
Elena Fedorova
Date Posted: October 12, 201124 downloads
A Mathematical Model for American Call Option with Dividends and Variable Volatility Int. J. of Appl. Math. and Mech., Vol. 7, No. 17, pp. 46-60, 2011
Asad Ahmad
Date Posted: October 10, 2011
Numerical Solution of Pricing of European Put Option with Stochastic Volatility International Journal of Engineering, Vol. 24, No. 2, pp. 189-203, 2011
Asad Ahmad
Date Posted: October 10, 2011
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