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5,854,896 Total downloads
Showing Papers 2,241 - 2,290 of 13,872
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Legal Applications of Modern Finance 31 Quinnipiac L. Rev. 119 (2013)
Matthew Edward Cavanaugh
Date Posted: November 08, 2011Last Revised: January 16, 201355 downloads
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets Banque de France Working Paper No. 350
Vladimir Borgy
,
Thomas Laubach
,
Jean-Stéphane Mésonnier
and
Jean-Paul Renne
Date Posted: November 07, 201167 downloads
A Survey of Production-Based CAPM
Wenqian Huang
Date Posted: November 06, 2011104 downloads
Corporate Bonds, Aggregate Wealth, and Stock Market Risk
Mark Rachwalski
Date Posted: November 06, 2011Last Revised: September 25, 201281 downloads
Price Discovery in the Corporate Bond Market: The Informational Role of Short Interest 2012 Financial Markets & Corporate Governance Conference
Paul A. Griffin and
Hyun A. Hong
Date Posted: November 06, 2011Last Revised: March 20, 2012160 downloads
Private Information, Human Capital, and Optimal 'Home Bias' in Financial Markets IZA Discussion Paper No. 6060
Isaac Ehrlich ,
Jong Kook Shin
and
Yong Yin
Date Posted: November 06, 2011Last Revised: February 06, 201292 downloads
Is Default Risk Priced in Equity Returns? (S-WoPEc) Scandinavian Working Papers in Economics No 2011-38
Caren Yinxia G. Nielsen
Date Posted: November 05, 2011Last Revised: February 09, 201278 downloads
Global Liquidity Risk in the Foreign Exchange Market
Chiara Banti
,
Kate Phylaktis and
Lucio Sarno
Date Posted: November 04, 201174 downloads
Idiosyncratic Volatility and Cross‐Sectional Stock Returns in Southeast Asian Stock Markets Accounting & Finance, Vol. 51, Issue 4, pp. 1031-1054, 2011
Gilbert V. Nartea
,
Bert D Ward and
Lee J. Yao
affiliation not provided to SSRN
and
Loyola University New Orleans
Date Posted: November 03, 20111 downloads
Event Driven Trading and the 'New News' Journal of Portfolio Management, Vol. 38, No. 1, 2011
David Leinweber
and
Jacob Sisk
Date Posted: November 03, 2011564 downloads
Information Asymmetry and Bank Regulation: Can the Spread of Debt Contracts be Explained by Recovery Rates? Journal of Financial Intermediation, Forthcoming
Wenchien Liu
,
Peter Miu ,
Yuanchen Chang and
Bogie Ozdemir
Date Posted: November 03, 2011
Price Impact of Block Trades: New Evidence from Downstairs Trading on the World's Largest Carbon Futures Exchange
Gbenga Ibikunle
,
Andros Gregoriou and
Naresh Pandit
Date Posted: November 02, 2011Last Revised: April 21, 201340 downloads
Access to Private Equity and Real Firm Activity: Evidence from PIPEs Journal of Corporate Finance, Forthcoming
James R. Brown and
Ioannis V. Floros
Date Posted: November 02, 2011103 downloads
Hedging Volatility Risk of Exotic Structures Using Variance Derivatives
Iliyan Radev Zarov
affiliation not provided to SSRN
Date Posted: November 02, 201139 downloads
Nominal Bonds, Real Bonds, and Equity
Andrew Ang and
Maxim Ulrich
Date Posted: November 02, 2011Last Revised: April 17, 2012175 downloads
Pricing with Standard CSA Defined by Currency Buckets
Guillaume Macey
Date Posted: November 02, 2011196 downloads
Political Uncertainty and Risk Premia CEPR Discussion Paper No. DP8601
Lubos Pastor and
Pietro Veronesi
Date Posted: November 01, 20112 downloads
Forecasting the Size Premium Over Different Time Horizons Journal of Banking and Finance, Forthcoming
Valeriy Zakamulin
Date Posted: November 01, 2011Last Revised: November 06, 2012306 downloads
Global Tactical Sector Allocation: A Quantitative Approach Journal of Portfolio Management, Vol. 38, No. 1, 2011
Ronald Q. Doeswijk and
Pim van Vliet
Date Posted: November 01, 2011
Time-Varying Volatility, Precautionary Saving and Monetary Policy Bank of England Working Paper No. 440
Michael Hatcher
Date Posted: November 01, 201119 downloads
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management
Marco Bianchetti
Date Posted: October 31, 2011Last Revised: October 29, 2012372 downloads
Cumulative Prospect Theory and the Representative Investor
Jonathan E. Ingersoll Jr.
Date Posted: October 29, 2011161 downloads
Statistical Evidence on the Mean Reversion of Interest Rates De Nederlandsche Bank Working Paper No. 284
Jan Willem van den End
Date Posted: October 29, 201180 downloads
Wealth Effects of the SEC's 'Terror Tool'
Wolfgang Breuer
and
Moritz Felde
Date Posted: October 29, 2011Last Revised: February 26, 201341 downloads
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Karthik Balakrishnan
,
Mary Brooke Billings ,
Bryan T. Kelly and
Alexander Ljungqvist
Date Posted: October 28, 2011Last Revised: April 15, 2013669 downloads
Analysis of Risk Premiums and Risk-Adjusted Excess Returns of the Best Companies to Work for in the United States
Vichet Sum
Date Posted: October 28, 2011Last Revised: August 02, 201215 downloads
International Equity Valuation: The Relative Importance of Country and Industry Factors Vs. Company-Specific Financial Reporting Information Accounting and Finance, Wiley-Blackwell, 2012
George Foster
,
Ron Kasznik and
Baljit Sidhu
Date Posted: October 28, 2011Last Revised: November 04, 2011146 downloads
Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound CAMA Working Paper No. 36/2011
Leo Krippner
Date Posted: October 28, 201144 downloads
State Prices of Conditional Quantiles: New Evidence on Time-Varying Expected Returns
Konstantinos Metaxoglou
and
Aaron Smith
affiliation not provided to SSRN
and
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: October 28, 201127 downloads
Statistical Methods for Modeling Home Values
Joseph Wadalawala
Date Posted: October 28, 201151 downloads
The Risk Premium and Long-Run Global Imbalances
YiLi Chien
and
Kanda Naknoi
Date Posted: October 28, 2011Last Revised: February 08, 201233 downloads
Dynamic Signal Weighting: When it is Expected to Add Value and When it is Not
Mathieu L'Hoir
affiliation not provided to SSRN
Date Posted: October 27, 2011Last Revised: October 29, 201197 downloads
Incorporating Model Uncertainty and Model Instability in Forecasting Bond Risk Premia and Term Structure of Government Bond Yield – A Bayesian Model Averaging Approach
Hao (David) Zhou
Date Posted: October 27, 2011Last Revised: September 10, 2012114 downloads
Expected Volatility, Unexpected Volatility, and the Cross-Section of Stock Returns Journal of Financial Research, Vol. 33, No. 2, 2010
Choong Tze Chua
,
Jeremy Goh and
Zhe Zhang
Date Posted: October 26, 2011140 downloads
How Do Leverage Ratios Affect Bank Share Performance During Financial Crises: The Japanese Experience of the Late 1990s
Sichong Chen
Date Posted: October 26, 201176 downloads
An Empirical Investigation of International Asset Pricing Review of Financial Studies, Vol. 2, No. 4, pp. 553-585, 1989
Robert A. Korajczyk and
Claude Viallet
Date Posted: October 25, 201126 downloads
Analysis of Improved Bids in the Scope of a Risk Arbitrage Strategy
Stephane Dieudonne
,
Fabienne Cretin
and
Slimane Bouacha
Date Posted: October 25, 2011121 downloads
Efficient Semi-Analytical Simulation for Heston Model Forthcoming, Computational Economics
Xianming Sun
Date Posted: October 25, 2011Last Revised: April 19, 201327 downloads
Fast Computation of Vanilla Prices in Time-Changed Models and Implied Volatilities Using Rational Approximations
Martijn Pistorius and
Johannes Stolte
Date Posted: October 25, 2011Last Revised: November 04, 201181 downloads
Performance-Sensitive Government Bonds Midwest Finance Association 2013 Annual Meeting Paper
Matthias Bank
,
Alexander Kupfer
and
Rupert Sendlhofer
Date Posted: October 25, 2011Last Revised: January 25, 2013136 downloads
Strategic Allocation to Premiums in the Equity Market
David Blitz
Date Posted: October 25, 20111145 downloads
The Attributes, Behavior, and Performance of U.S. Mutual Funds Review of Quantitative Finance and Accounting, Vol. 1, No. 1, pp. 5-26, 1990
Gregory Connor and
Robert A. Korajczyk
Date Posted: October 25, 201130 downloads
An Intertemporal Equilibrium Beta Pricing Model Review of Financial Studies, Vol 2, No. 3, pp. 373-392, 1989
Gregory Connor and
Robert A. Korajczyk
Date Posted: October 24, 201130 downloads
Asset Pricing with Incomplete Information in a Discrete Time Pure Exchange Economy Journal of Applied Research in Finance, Vol. III, No. 1(5), pp. 9-26, 2011
Prasad V. Bidarkota and
Brice V. Dupoyet
Date Posted: October 24, 201122 downloads
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
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