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Authors: 226,992
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SSRN eLibrary Search Results
JEL Code: G10
1,450,434 Total downloads
Showing Papers 2,281 - 2,330 of 4,446
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Incl. Fee Electronic Paper Theories of Liquidity
Foundations and Trends in Finance, Vol. 6, No. 4, 2011
Dimitri Vayanos and Jiang Wang
London School of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 23, 2013
Accepted Paper Series

Incl. Electronic Paper The Volatility of Market Risk in Vietnam Listed Material, Construction, and Real Estate Company Groups During and After the Financial Crisis of 2007-2011
 Dinh Tran Ngoc Huy
International University of Japan - GSIM
Date Posted: May 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
SAFE Working Paper No. 20
 Zeno Adams , Roland Füss and Reint Gropp
University of St. Gallen , University of St. Gallen and Goethe University Frankfurt
Date Posted: May 22, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Application of MACD and RVI Indicators as Functions of Investment Strategy Optimization on the Financial Market
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 27, No. 1, 2009, pp. 171-196,
 Dejan Erić , Goran B. Andjelic and Srdjan Redžepagić
Institute of Economic Sciences Belgrade , Educons University and Institute of Economic Sciences Belgrade
Date Posted: May 22, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Securities Loans Collateralized by Cash: Reinvestment Risk, Run Risk, and Incentive Issues
Current Issues in Economics and Finance, Vol. 19, No. 3, 2013
 Frank M. Keane
Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: May 20, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Trading Partners in the Interbank Lending Market
FRB of New York Staff Report No. 620
 Gara Afonso , Anna Kovner and Antoinette Schoar
Federal Reserve Bank of New York , Federal Reserve Banks - Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 19, 2013
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective
CEPR Discussion Paper No. DP9472
 Lucio Sarno and Maik Schmeling
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: May 17, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Estimation of Systemic Risk
 Vighneswara Swamy
IBS-Hyderabad
Date Posted: May 17, 2013
Working Paper Series
11 downloads

The Interaction of Stock Returns between Different Segments of a Factor
 Suqin Gu
University of Illinois at Chicago
Date Posted: May 16, 2013
Working Paper Series

Incl. Electronic Paper The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
 Andrew Clare , James Seaton , Peter N. Smith and Steve Thomas
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School , University of York (UK) - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: May 16, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper The Scapegoat Theory of Exchange Rates: The First Tests
DIW Berlin Discussion Paper No. 1290
 Marcel Fratzscher , Lucio Sarno and Gabriele Zinna
DIW Berlin , City University London - Sir John Cass Business School and Bank of England - International Finance Division
Date Posted: May 14, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads
Johnson School Research Paper Series No. 14-2013
 PeiLin Billy Hsieh and Robert A. Jarrow
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: May 13, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads
 PeiLin Billy Hsieh and Robert A. Jarrow
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: May 13, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Stylized Facts and Dynamic Modeling of High-Frequency Data on Precious Metals
 Massimiliano Caporin , Angelo Ranaldo and Gabriel G. Velo
University of Padova - Department of Economics and Management "Marco Fanno" , University of St. Gallen and University of Padua - Department of Economics
Date Posted: May 13, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Savings-CAPM: A Possible Solution to the Consumption-CAPM Equity Premium Puzzle (EPP)
 Josilmar C. Cia
Universidade Presbiteriana Mackenzie
Date Posted: May 11, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Cross-Firm Information Flows and the Predictability of Stock Returns
 Anna Scherbina and Bernd Schlusche
University of California, Davis - Graduate School of Management and Board of Governors of the Federal Reserve System
Date Posted: May 11, 2013
Last Revised: May 22, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Commodities as Inflation Protection
 Andrew Marks , George Crawford and Jim Kyung-Soo Liew
The Investment Research Foundation , The Investment Research Foundation and Johns Hopkins University - Carey Business School
Date Posted: May 09, 2013
Working Paper Series
74 downloads

Incl. Electronic Paper Harnessing the Building Blocks of Economic Valuation: Exploring the Work of Nobel Laureate Robert C. Merton, PhD
Journal of Investment Consulting, Vol. 14, No. 1, 5-16, 2013
 Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: May 08, 2013
Accepted Paper Series
11 downloads

Incl. Fee Electronic Paper The Relative Asset Pricing Model: Incorporating Liabilities and Delegation to Chief Investment Officers — Version 0.1
Journal of Investment Consulting, Vol. 14, No. 1, pp. 17-31, 2013
 Arun Muralidhar and Sung Hwan Shin
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model
Journal of Investment Consulting, Vol. 14, No. 1, 32-37, 2013
 Theodore Economou , Gregoire Haenni and Elena Manola-Bonthond
CERN Pension Fund , CERN Pension Fund and CERN Pension Fund
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Dividend-Growth as a Defensive Equity Strategy
Journal of Investment Consulting, Vol. 14, No. 1, pp. 38-47, 2013
 Geoffrey Gerber
Independent
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Electronic Paper Identifying and Tracking Systemically Important Financial Institutions (SIFIs) with Public Data
 Sergio Masciantonio
Bank of Italy
Date Posted: May 08, 2013
Last Revised: May 09, 2013
Working Paper Series
17 downloads

Incl. Fee Electronic Paper Structured Debt Ratings: Evidence on Conflicts of Interest
CEPR Discussion Paper No. DP9465
 Matthias Efing and Harald Hau
Swiss Finance Institute and University of Geneva - Geneva Finance Research Institute
Date Posted: May 08, 2013
Working Paper Series

Incl. Electronic Paper Trading Volatility: At What Cost?
 Robert E. Whaley
Vanderbilt University - Finance
Date Posted: May 07, 2013
Working Paper Series
196 downloads

Incl. Electronic Paper Semi Markov Model for Market Microstructure
 Pietro Fodra and Huyên Pham
Université Paris VII Denis Diderot and Université Paris VII Denis Diderot
Date Posted: May 06, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Value versus Growth in IPOs: New Evidence from Finland
 Teemu Hahl , Sami Vähämaa and Janne Jaakko Äijö
SEB Group , University of Vaasa and University of Vaasa, Department of Accounting and Finance
Date Posted: May 06, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Krótkoterminowe Decyzje W Zakresie Finansów Przedsiębiorstw, Na Przykładzie Przedsiębiorstwa Z Branży 47, Handlu Detalicznego, Z Wyłączeniem Handlu Detalicznego Pojazdami Samochodowymi (Short-Term Decisions on Corporate Finance for Example, Companies of the Sector 47, Retail Trade, Except of Motor Vehicles and Motorcycles)
 Katarzyna Sprawka
Wroclaw University of Economics
Date Posted: May 05, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper The European Union Crisis Responses and the Efficient Capital Markets Hypothesis
Columbia Journal of European Law, Forthcoming
 André Prüm
Universite du Luxembourg - Faculty of Law, Economics and Finance
Date Posted: May 05, 2013
Accepted Paper Series
31 downloads

Incl. Electronic Paper The Lehman Minibonds Crisis and Financialisation of Investor Subjects in Singapore
 Karen P. Y. Lai
National University of Singapore (NUS) - Department of Geography
Date Posted: May 04, 2013
Last Revised: May 16, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Macro-Based Parametric Asset Allocation
 Richard Franz
WU Vienna University of Economics and Business
Date Posted: May 04, 2013
Working Paper Series
139 downloads

Incl. Fee Electronic Paper Bad Beta Good Beta, State‐Space News Decomposition and the Cross‐Section of Stock Returns
Accounting & Finance, Vol. 53, Issue 2, pp. 587-607, 2013
 Kent Wang , Jiawei Li and Shicheng Huang
Xiamen University , Xiamen University and Xiamen University
Date Posted: May 04, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Analyst Report Readability, Earnings Uncertainty and Stock Returns
 Chia‐Chun Hsieh and Kai Wai Hui
Hong Kong University of Science & Technology (HKUST) - Department of Accounting and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Date Posted: May 04, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Low-Risk Investing Without Industry Bets
 Clifford S. Asness , Andrea Frazzini and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC and New York University (NYU) - Department of Finance
Date Posted: May 03, 2013
Last Revised: May 10, 2013
Working Paper Series
779 downloads

Incl. Electronic Paper Book Review of Market Liquidity: Asset Pricing, Risk, and Crises by Yakov Amihud, Haim Mendelson, and Lasse Heje Pedersen
Quantitative Finance, Forthcoming
 Robert A. Korajczyk
Northwestern University - Kellogg School of Management
Date Posted: May 02, 2013
Accepted Paper Series
61 downloads

Semi-Sequential One-Shot Monitoring of Small Disorders with Controlled Type I Error Rate
Communications in Statistics—Theory and Methods, 39: 2829–2847, 2010, Indian Institute of Management Udaipur Research Paper Series No. 2012-2171274,
Amitava Mukherjee
Indian Institute of Management (IIMU), Udaipur
Date Posted: May 01, 2013
Accepted Paper Series

Incl. Electronic Paper Risk Disparity
MIT Sloan Research Paper No. 5001-13
 Mark Kritzman
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 01, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper A Skeptic's Guide to Miwa and Ramseyer's ‘The Fable of the Keiretsu’
12 Journal of Japanese Law 273 (2007)
 Dan W. Puchniak
National University of Singapore
Date Posted: April 30, 2013
Last Revised: May 01, 2013
Accepted Paper Series
28 downloads

Incl. Electronic Paper Macro Factors and the Cross-Section of Stock Returns
 Paulo F. Maio and Dennis Philip
Hanken School of Economics and Durham University Business School
Date Posted: April 29, 2013
Last Revised: May 13, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects
 Wan-Chien Chiu , Juan Ignacio Peña and Chih-Wei Wang
Universidad Carlos III de Madrid - Department of Business Administration , Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: April 29, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper 10 Years Later: Where in the World is Equal Weight Indexing Now?
 Liyu Zeng and Frank Luo
Standard & Poor's and Standard & Poor's
Date Posted: April 28, 2013
Working Paper Series
310 downloads

Incl. Electronic Paper To Be or Not to Be (a Security): Funding For-Profit Social Enterprises
Regent University Law Review, Vol. 25, 2013
 Joan MacLeod Heminway
University of Tennessee College of Law
Date Posted: April 26, 2013
Accepted Paper Series
68 downloads

Incl. Electronic Paper REIT and Commercial Real Estate Returns: A Post Mortem of the Financial Crisis
 Libo Sun , Sheridan Titman and Garry J. Twite
California State Polytechnic University, Pomona - Finance, Real Estate and Law Department , University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Date Posted: April 25, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Prospects and Forecasts for the Development of Polish Capital Market in the Wake of EU Accession
 Jerzy Gwizdała
University of Gdańsk - Faculty of Management
Date Posted: April 25, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Perspectives and Forecasts of Development of the Polish Capital Market at the Eve of Poland’s Accession to the European Union
"EU Eastern Enlargement Coming Soon Strategy of Membership" eds - Jan Kulakowski Andrzej Stepniak, Stanistaw Uminski, The Foundation For The Development Of Gdansk University Research Centre On European Integration. Gdansk University Gdansk, 2002, ISBN 83-88829-56-4
Jerzy Gwizdała
University of Gdańsk - Faculty of Management
Date Posted: April 25, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Relationship between Stock Price Index and Exchange Rate in Asian Markets: A Wavelet Based Correlation and Quantile Regression Approach
 Arif Billah Dar , Aasif Shah M. , Niyati Bhanja and Amaresh Samantaraya
Pondicherry University - School of Management , Pondicherry University , Pondicherry University - Department of Economics and Pondicherry University
Date Posted: April 24, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper An Empirical Study of Impact of Exchange Rate & Inflation Rate on Performance of Bse Sensex
Spectrum: A Journal of Multidisciplinary Research Vol.1 Issue 3, June 2012, ISSN 2278‐0637,
Saurabh Singh , L. K. Tripathi and Kirti Lalwani
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University , Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University - School of Commerce
Date Posted: April 24, 2013
Accepted Paper Series
12 downloads

Incl. Electronic Paper Is the Beta-Return Relation Too Flat? The Role of Conditioning Information in Time-Series CAPM Tests
 Scott Cederburg and Michael O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia
Date Posted: April 23, 2013
Working Paper Series
61 downloads

Incl. Electronic Paper Effect of Equity Index Futures Trading on Stock Market Volatility: Evidence from China
 Suqin Gu and Xiaowei Gong
University of Illinois at Chicago and University of Illinois at Chicago
Date Posted: April 23, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Krótkoterminowe Planowanie Finansowe Na Przykładzie Przedsiębiorstwa Z Branży Pozostała Działalność Profesjonalna, Naukowa I Techniczna (Short-Term Financial Planning for Example, Companies in the Other Professional, Scientific and Technical)
 Agata Dubiel
Wroclaw University of Economics
Date Posted: April 22, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper Sunshine Trading: Flashes of Trading Intent at the Nasdaq
Norges Bank Working Paper 17
 Johannes Atle Skjeltorp , Elvira Sojli and Wing Wah Tham
Central Bank of Norway , RSM Erasmus University and Erasmus School of Economics - Econometric Institute
Date Posted: April 22, 2013
Working Paper Series
10 downloads


 

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