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JEL Code: G12
5,803,550 Total downloads
Showing Papers 2,561 - 2,610 of 13,814
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The Relative Performance of Debt - Restricted Real Estate Investment Trusts (REITS): Does Faith Matter? Networks Financial Institute Woking Paper No. 2011-WP-16
Kabir M. Hassan
,
Yasser Alhenawi
and
Hesham J. Merdad
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 29, 201162 downloads
Properties of the Most Diversified Portfolio
Yves Choueifaty
,
Tristan Froidure
and
Julien Reynier
Date Posted: July 27, 20111594 downloads
Is Bank Default Risk Systematic?
Franco Fiordelisi and
David Marques-Ibanez
Date Posted: July 26, 2011Last Revised: September 05, 2011138 downloads
A Note on the Equivalence between the Normal and the Lognormal Implied Volatility: A Model Free Approach
Cyril Grunspan
Date Posted: July 25, 2011Last Revised: November 29, 2011262 downloads
Accounting for the Crisis
Bruce Mizrach
Date Posted: July 25, 2011123 downloads
Problems of Changing Volatility Models to Explain the Deviation in Return Probability Distribution of Liquid Investment Instruments
Bohumil Stádník
Date Posted: July 25, 2011Last Revised: August 12, 201127 downloads
The Fundamental Theorem of Asset Pricing Without Probabilistic Prior Assumptions
Frank Riedel
Date Posted: July 24, 201127 downloads
Endogenous Indeterminacy and Volatility of Asset Prices Under Ambiguity Forthcoming,Theoretical Economics
Michael Mandler
Date Posted: July 23, 2011Last Revised: December 21, 2012109 downloads
Limited Market Participation and Asset Prices in the Presence of Earnings Management FRB International Finance Discussion Paper No. 1019
Bo Sun
Date Posted: July 23, 201141 downloads
The Equity Risk Premium: Empirical Evidence from Emerging Markets
Michael Donadelli
and
Lorenzo Prosperi
Date Posted: July 23, 2011267 downloads
Time Horizon Trading and the Idiosyncratic Risk Puzzle Midwest Finance Association 2012 Annual Meetings Paper
Juliana Malagon
,
David Moreno
and
Rosa Rodríguez
Date Posted: July 22, 2011Last Revised: April 13, 2013202 downloads
Covariances, Characteristics, and General Equilibrium: A Critique Fisher College of Business Working Paper No. 2011-03-015, Charles A. Dice Center Working Paper No. 2011-15
Xiaoji Lin
and
Lu Zhang
Date Posted: July 22, 2011Last Revised: February 27, 201298 downloads
Ex-Dividend Date Behaviour Without Taxes Global Business and Technology Association International Conference Proceedings, July 11-15 2001
Adil Oran and
Derya Özkan
Date Posted: July 22, 2011Last Revised: November 23, 201133 downloads
Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks Journal of Economics and Business, Vol. 5, No. 2, pp. 87-115, July 2011
Rowland Bismark Pasaribu
Date Posted: July 22, 201196 downloads
Drivers of Inflation-Linked Corporate Bond Spreads and the Inflation Swap/Bond Breakeven Difference
Michael Ashton
Date Posted: July 21, 201168 downloads
Stability Analysis of Asset Flow Differential Equations Applied Mathematics Letters, Vol. 24, pp. 471-477, 2011
Ahmet Duran
Date Posted: July 21, 201184 downloads
Optimal Commodity and Cross-Currency Heding: The Case of Asean-5-Based Grain and Soft Commodity Traders
Banyu Vidiapratama
and
Zaafri Ananto Husodo
Date Posted: July 20, 2011Last Revised: February 13, 201371 downloads
Regime Changes and Financial Markets CEPR Discussion Paper No. DP8480
Andrew Ang and
Allan G. Timmermann
Date Posted: July 20, 20117 downloads
Sources of Entropy in Representative Agent Models CEPR Discussion Paper No. DP8488
David K. Backus ,
Mikhail Chernov and
Stanley E. Zin
Date Posted: July 20, 20111 downloads
The More We Know on the Fundamental, the Less We Agree on the Price CEPR Discussion Paper No. DP8455
Peter Kondor
Date Posted: July 20, 20114 downloads
Multivariate Lévy Processes with Dependent Jump Intensity Quantitative Finance, Forthcoming
Roberto Marfè
Date Posted: July 20, 2011
Evaluating the Effectiveness of Model Specifications and Estimation Approaches for Empirical Accounting-Based Valuation Models
Yun Shen
and
Andrew W. Stark
Date Posted: July 19, 2011113 downloads
News Sensitivity and the Cross - Section of Stock Returns
Michal Dzielinski
Date Posted: July 19, 2011Last Revised: September 05, 2011322 downloads
Why the Crisis Was Unavoidable and Why TARP Didn’t Help University of Baltimore Journal of Land and Development, Forthcoming
Aditya (Adi) Habbu
Date Posted: July 19, 2011Last Revised: November 01, 201155 downloads
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics Applied Economics Letters, Vol. 12, No. 12, pp. 775-780, 2005
Sergio Bianchi
Date Posted: July 18, 2011
Institutional Ownership Stability and Risk Taking: Evidence from the Life-Health Insurance Industry Journal of Risk and Insurance, Forthcoming, Networks Financial Institute Working Paper No. 2011-WP-14
Chen Jiang
,
Elyas Elyasiani and
Jingyi (Jane) Jia
affiliation not provided to SSRN
,
Temple University - Department of Finance
and
Southern Illinois University at Edwardsville
Date Posted: July 18, 201136 downloads
Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance International Journal of Theoretical and Applied Finance, Vol. 8, No. 2, pp. 255-281, 2005
Sergio Bianchi
Date Posted: July 18, 2011
Stock Returns Declustering Under Time Dependent Hölder Exponent 2010 International Conference on E-business, Management and Economics, pp. 14-21, Hong Kong,China, 2010
Sergio Bianchi
and
Alexandre Pantanella
Date Posted: July 18, 2011Last Revised: July 30, 201138 downloads
Testing Self-Affinity of Stock Returns RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI, pp. 26-43, 1999
Sergio Bianchi
Date Posted: July 18, 201113 downloads
Can Emerging African Stock Markets Improve Their Informational Efficiency by Formally Harmonising and Integrating Their Operations?
Collins G. Ntim ,
Kwaku K. Opong ,
Jo Danbolt and
Frank Senyo Dewotor
Date Posted: July 17, 201120 downloads
Corporate Governance and Firm Value: Evidence from South African (SA) Listed Firms
Collins G. Ntim ,
Kwaku K. Opong and
Jo Danbolt
Date Posted: July 17, 201193 downloads
Corporate Governance, Affirmative Action and Firm Value: Evidence from Post-Apartheid South African Firms
Collins G. Ntim ,
Kwaku K. Opong and
Jo Danbolt
Date Posted: July 17, 201157 downloads
Financial Volatility Forecasting Economic & Financial Computing, Vol. 10, No. 3, Autumn 2000
Michalis N. Vafopoulos
Date Posted: July 17, 201151 downloads
Term Structure Models with Differences in Beliefs
Andrea Buraschi and
Paul Whelan
Date Posted: July 17, 2011Last Revised: July 08, 2012252 downloads
The Impact of the Disposition Effect on Liquidity and Stock Prices
Darwin Choi
Date Posted: July 16, 2011Last Revised: March 20, 201388 downloads
Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes Cowles Foundation Discussion Paper No. 1809
Ana Fostel
and
John Geanakoplos
Date Posted: July 16, 2011Last Revised: July 26, 2011121 downloads
A Note on Essential Smoothness in the Heston Model Finance Stochastics, Forthcoming
Antoine Jacquier
,
Aleksandar Mijatovic
and
Martin Forde
Date Posted: July 15, 2011Last Revised: April 19, 2013
Board Size and Firm Value: Evidence from South Africa
Collins G. Ntim ,
Kwaku K. Opong and
Jo Danbolt
Date Posted: July 15, 2011
Board Size, Black Empowerment and Firm Value: Evidence from Post-Apartheid South African Firms
Collins G. Ntim ,
Kwaku K. Opong and
Jo Danbolt
Date Posted: July 15, 2011
Do Bondholders Care About Managerial Stability? Evidence from the Financial Services Industry Midwest Finance Association 2012 Annual Meetings Paper
Wei Du
,
Maya Waisman ,
Haizhi Wang
and
Mingming Zhou
Date Posted: July 15, 2011
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets International Journal of Trade, Economics and Finance, Vol. 2, No. 1, pp. 52-60
Sergio Bianchi
and
Alexandre Pantanella
Date Posted: July 15, 201121 downloads
Quantum Financial Economics - Risk and Returns
Carlos Pedro dos Santos Gonçalves
Date Posted: July 15, 2011110 downloads
An Arithmetic Modeling Framework for the Term Structure of Electricity Prices
Kees E. Bouwman
,
Eran Raviv
and
Dick J. C. van Dijk
Date Posted: July 14, 2011Last Revised: May 14, 2012109 downloads
Contractual Terms and CDS Pricing BIS Quarterly Review, 2005
Bank for International Settlements ,
Frank Packer and
Haibin Zhu
Date Posted: July 14, 2011Last Revised: November 08, 201195 downloads
Topics in Finance, Part VII: Dividend Policy Colorado College Working Paper No. 2011-05
Judith A. Laux
Date Posted: July 14, 2011204 downloads
The Rise and Fall of US Dollar Interest Rate Volatility: Evidence from Swaptions BIS Quarterly Review, Forthcoming
Bank for International Settlements and
Fabio Fornari
Date Posted: July 13, 201129 downloads
The Cross-Section of Credit Risk Premia and Equity Returns Journal of Finance, Forthcoming
Nils Friewald
,
Christian Wagner
and
Josef Zechner
Date Posted: July 12, 2011Last Revised: May 07, 2013464 downloads
Price Discovery of Credit Spreads in Tranquil and Crisis Periods ICMA Centre Discussion Papers in Finance DP2011-17
Davide Avino
,
Emese Lazar
and
Simone Varotto
Date Posted: July 12, 2011Last Revised: August 08, 2012110 downloads
Put-Call Parity Violations and Return Predictability: Evidence from the 2008 Short Sale Ban
George Nishiotis and
Leonidas Rompolis
Date Posted: July 12, 201180 downloads
Stock Market Crashes in 2007-2009: Were We Able to Predict Them?
Sebastien Lleo
and
William T. Ziemba
Date Posted: July 12, 2011Last Revised: March 18, 2012269 downloads
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