Performance-Sensitive Government Bonds Midwest Finance Association 2013 Annual Meeting Paper Matthias Bank
,
Alexander Kupfer
and
Rupert Sendlhofer
University of Innsbruck
,
University of Innsbruck
and
University of Innsbruck - Department of Public Finance
Date Posted: October 25, 2011 Last Revised: January 25, 2013
Working Paper Series 136 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
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
and
Northwestern University - Kellogg School of Management
Date Posted: October 25, 2011
Accepted Paper Series 30 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
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
and
Northwestern University - Kellogg School of Management
Date Posted: October 24, 2011
Accepted Paper Series 30 downloads
Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation Review of Financial Studies, Forthcoming, AFA 2013 San Diego Meetings Paper, Rotman School of Management Working Paper No. 1945347, Johnson School Research Paper Series No. 53-2011 David Easley ,
Maureen O'Hara and
Liyan Yang
Cornell University - Department of Economics
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
University of Toronto - Rotman School of Management
Date Posted: October 17, 2011 Last Revised: June 03, 2013
Accepted Paper Series 289 downloads
Do Investors Value Dividend Smoothing Stocks Differently? Johnson School Research Paper Series No. 51-2011 Yelena Larkin
,
Mark T. Leary and
Roni Michaely
Penn State University
,
Washington University in St. Louis - Olin Business School
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 14, 2011 Last Revised: March 17, 2012
Working Paper Series 249 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
National Chengchi University - Department of International Business
and
University of Hong Kong - Faculty of Business and Economics
Date Posted: October 14, 2011 Last Revised: April 22, 2013
Accepted Paper Series 111 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
Washington State University - Department of Finance, Insurance and Real Estate
,
Lehigh University - Perella Department of Finance
and
Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: October 14, 2011 Last Revised: May 15, 2013
Accepted Paper Series 85 downloads
Risk Premia and Optimal Liquidation of Credit Derivatives International Journal of Theoretical and Applied Finance, Forthcoming Tim Leung and
Peng Liu
Columbia University
and
Johns Hopkins University - Department of Applied Mathematics and Statistics
Date Posted: October 13, 2011 Last Revised: September 30, 2012
Accepted Paper Series 38 downloads
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
University of Oxford - Oxford-Man Institute of Quantitative Finance
and
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: October 13, 2011 Last Revised: September 19, 2012
Working Paper Series 50 downloads
High Frequency Trading and Price Discovery Jonathan Brogaard
,
Terrence Hendershott and
Ryan Riordan
University of Washington - Department of Finance and Business Economics
,
University of California, Berkeley - Haas School of Business
and
University of Ontario Institute of Technology - Faculty of Business and Information Technology
Date Posted: October 12, 2011 Last Revised: April 26, 2013
Working Paper Series 1948 downloads