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489,370
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398,250
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228,711
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69,655
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JEL Code: G1
13,113,407 Total downloads
Showing Papers 2,651 - 2,700 of 36,959
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The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS
International Monetary Fund Working Paper No. 12/242
Yuko Hashimoto
and
Konstantin M. Wacker
International Monetary Fund (IMF)
and
Vienna University of Economics and Business Administration - Department of Economics
Date Posted: October 16, 2012
Working Paper Series
13 downloads
Implied Liquidity Risk in the Term Structure of Sovereign Credit Default Swap Spreads
Saad Badaoui
,
Lara Cathcart
and
Lina El-Jahel
Imperial College Business School
,
Imperial College Business School
and
Imperial College Business School
Date Posted: October 16, 2012
Last Revised: October 18, 2012
Working Paper Series
72 downloads
In Germany the CAPM is Alive and Well
Roman Brückner
,
Patrick Lehmann
and
Richard Stehle
University of Mannheim - Department of Business Administration and Finance
,
Humboldt University of Berlin
and
Humboldt University of Berlin - Faculty of Business
Date Posted: October 16, 2012
Working Paper Series
106 downloads
Separating the Wheat from the Chaff: Understanding Portfolio Returns in an Emerging Market
Nicolas A. Eterovic
and
Dalibor S. Eterovic
University of Essex
and
Universidad Adolfo Ibañez
Date Posted: October 15, 2012
Working Paper Series
34 downloads
Market Efficiency in the ASEAN Region: Evidence from Multivariate and Cointegration Tests
Applied Financial Economics, Vol. 23, No. 4, 2013, Forthcoming
Rakesh Gupta
Griffith University - Griffith Business School
Date Posted: October 15, 2012
Accepted Paper Series
Cointegration Relationship and Time Varying Co-Movements among Indian and Asian Developed Stock Markets
International Review of Financial Analysis, Vol. 21, pp. 10-22, 2012
Rakesh Gupta
Griffith University - Griffith Business School
Date Posted: October 15, 2012
Last Revised: October 19, 2012
Accepted Paper Series
Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
Centre for Economic and Financial Studies, University of Glasgow, August 2012
Rifqi Ardliansyah
Adam Smith Business School
Date Posted: October 15, 2012
Working Paper Series
52 downloads
Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms
Daniel Edelman ,
William Fung and
David A. Hsieh
Alternative Investment Solutions
,
London Business School
and
Duke University - Fuqua School of Business
Date Posted: October 15, 2012
Working Paper Series
416 downloads
Optimal Portfolio Selection: A Note with a VBA Solution
Ignacio Velez-Pareja and
Pedro Fabián Castilla Ávila
Master Consultores
and
Master Consultores
Date Posted: October 15, 2012
Last Revised: October 29, 2012
Working Paper Series
152 downloads
Economic Literacy, Inequality, and Financial Development
Economics Letters, Vol. 118, No. 1, 2013
Anna Lo Prete
University of Turin - Department of Economics and Statistics
Date Posted: October 15, 2012
Last Revised: October 19, 2012
Accepted Paper Series
25 downloads
Earnings Guidance and Earnings Management Constraints
Adam S. Koch ,
Craig E. Lefanowicz and
Philip B. Shane
University of Virginia (UVA) - McIntire School of Commerce
,
University of Virginia (UVA) - McIntire School of Commerce
and
College of William & Mary
Date Posted: October 15, 2012
Working Paper Series
100 downloads
Funding, Collateral and Hedging: Uncovering the Mechanics and the Subtleties of Funding Valuation Adjustments
Andrea Pallavicini
,
Daniele Perini
and
Damiano Brigo
Banca IMI
,
Mediobanca
and
Department of Mathematics, Imperial College, London
Date Posted: October 14, 2012
Last Revised: December 12, 2012
Working Paper Series
191 downloads
Is There Any Black Swan Hidden in the Oil Markets?
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: October 14, 2012
Working Paper Series
74 downloads
The Pricing and Performance of New Corporate Bonds: Sorting Out Underpricing and Liquidity Effects
Igor Kozhanov
and
Joseph P. Ogden
University at Buffalo (SUNY)
and
State University of New York (SUNY) at Buffalo - School of Management
Date Posted: October 14, 2012
Working Paper Series
44 downloads
Use of an Internal Model in a General Insurance Company: Focus on Economic Capital Allocation
Nicolas Zec
Groupama
Date Posted: October 14, 2012
Working Paper Series
89 downloads
Capital Allocation In A Delegated Trading Model
Antony Jackson
University of East Anglia (UEA)
Date Posted: October 14, 2012
Last Revised: June 02, 2013
Working Paper Series
83 downloads
Public Assets Sale Operations: An Italian Inefficiency History
Luigi Mundula
and
Giuseppe Galloppo
University of Cagliari - Department of Economics and Business
and
University of Rome II - Centre for International Studies on Economic Growth (CEIS)
Date Posted: October 14, 2012
Working Paper Series
11 downloads
Momentum in Government-Bond Markets
Journal of Fixed Income, Vol. 22, No. 2, 2012, DOI: 10.3905/jfi.2012.22.2.072
Bac Van Luu
and
Peiyi Yu
Norges Bank Investment Management
and
affiliation not provided to SSRN
Date Posted: October 14, 2012
Accepted Paper Series
A Macroeconomic Framework for Quantifying Systemic Risk
National Bank of Belgium Working Paper No. 233
Zhiguo He and
Arvind Krishnamurthy
University of Chicago - Booth School of Business, and NBER
and
Northwestern University - Kellogg School of Management
Date Posted: October 13, 2012
Working Paper Series
Flights to Safety
National Bank of Belgium Working Paper No. 230
Lieven Baele
,
Geert Bekaert ,
Koen Inghelbrecht and
Min Wei
Tilburg University - Department of Finance
,
Columbia Business School - Finance and Economics
,
University College of Ghent - Department of Finance
and
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Date Posted: October 13, 2012
Last Revised: June 14, 2013
Working Paper Series
184 downloads
Risk, Uncertainty and Monetary Policy
National Bank of Belgium Working Paper No. 229
Geert Bekaert ,
Marie Hoerova
and
Marco Lo Duca
Columbia Business School - Finance and Economics
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: October 13, 2012
Working Paper Series
35 downloads
Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon
Doina Chichernea ,
Alex Petkevich
and
Blerina Bela Reca
The University of Toledo - Department of Finance
,
The University of Toledo - Department of Finance
and
The University of Toledo - Department of Finance
Date Posted: October 13, 2012
Last Revised: February 21, 2013
Working Paper Series
58 downloads
Risk-Adjusted Performances of World Equity Indices
Yigit Atilgan
and
K. Ozgur Demirtas
Sabanci University
and
CUNY Baruch College - Zicklin School of Business
Date Posted: October 13, 2012
Working Paper Series
89 downloads
Production Macrostructure in Russia in 2011
Russian Economy in 2011: Trends and Outlooks, Issue 33, Moscow, 2012
Olga Izryadnova
Gaidar Institute for Economic Policy
Date Posted: October 13, 2012
Accepted Paper Series
29 downloads
How Can a Small Country Affect the European Economy? The Greek Contagion Phenomenon
Journal of International Financial Markets, Institutions and Money, Vol. 25, pp. 18-32, 2013.
Aristeidis Samitas
and
Ioannis Tsakalos
University of the Aegean
and
University of the Aegean
Date Posted: October 13, 2012
Last Revised: March 28, 2013
Accepted Paper Series
'Real' Assets
Columbia Business School Research Paper No. 12-60
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: October 13, 2012
Working Paper Series
1128 downloads
Response to Paul a Samuelson Letters and Papers on the Kelly Capital Growth Investment Strategy
William T. Ziemba
University of British Columbia (UBC) - Sauder School of Business
Date Posted: October 13, 2012
Working Paper Series
82 downloads
Intraday Share Price Volatility and Leveraged ETF Rebalancing
Edgar Haryanto
,
Arthur Rodier
,
Pauline M. Shum and
Walid Hejazi
Independent
,
Independent
,
York University - Schulich School of Business
and
University of Toronto - Rotman School of Management
Date Posted: October 13, 2012
Last Revised: April 16, 2013
Working Paper Series
1656 downloads
Trading as Gambling
Anne Jones Dorn
,
Daniel Dorn
and
Paul Sengmueller
affiliation not provided to SSRN
,
Drexel University - Department of Finance
and
Tilburg University
Date Posted: October 12, 2012
Working Paper Series
47 downloads
Territorial Tax System Reform and Corporate Financial Policies
Matteo P. Arena and
George W. Kutner
Marquette University
and
Marquette University - Department of Finance
Date Posted: October 12, 2012
Last Revised: January 16, 2013
Working Paper Series
56 downloads
Differential Effects of Corporate Governance on the Cost of Equity and Debt Capital: An International Study
Feifei Zhu
Hawaii Pacific University
Date Posted: October 12, 2012
Working Paper Series
92 downloads
Composite Liquidity: Characteristics and Risk
Wolfgang Schoepf
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: October 12, 2012
Working Paper Series
122 downloads
The Impact of a Sovereign Default within the Euro Zone on the Exchange Rate
Oliver Sauter
University of Hohenheim
Date Posted: October 12, 2012
Working Paper Series
195 downloads
Searching for a Common Factor in Public and Private Real Estate Returns
Andrew Ang ,
Neil Nabar
and
Samuel Wald
Columbia Business School - Finance and Economics
,
Fidelity Investments, Inc. - Fidelity Management & Research
and
Fidelity Investments, Inc. - Fidelity Management & Research
Date Posted: October 12, 2012
Last Revised: April 17, 2013
Working Paper Series
184 downloads
Management Decisions During the Economic Crisis
Camelia Stefan
Academy of Economic Studies Bucharest
Date Posted: October 12, 2012
Working Paper Series
19 downloads
The Impact of Stock Market Illiquidity on Real UK GDP Growth
Chris Florackis
,
Gianluigi Giorgioni
,
Alexandros Kostakis
and
Costas Milas
University of Liverpool (UK)
,
University of Liverpool - Management School (ULMS)
,
University of Manchester - Manchester Business School
and
affiliation not provided to SSRN
Date Posted: October 12, 2012
Working Paper Series
89 downloads
Sometimes Less is More – The Influence of Information Aggregation on Investment Decisions
Christine Kaufmann
and
Martin Weber
University of Mannheim - Department of Banking and Finance
and
University of Mannheim - Department of Banking and Finance
Date Posted: October 12, 2012
Last Revised: May 15, 2013
Working Paper Series
50 downloads
The Transmission Channels between Financial Sector and Real Economy in Light of the Current Financial Crisis: A Critical Survey of the Literature
Georgios Loukas Vousinas
University of Athens - School of Law, Economics & Political Science
Date Posted: October 11, 2012
Working Paper Series
43 downloads
Institutional Trading During a Wave of Corporate Scandals: 'Perfect Payday'?
Gennaro Bernile
,
Johan Sulaeman
and
Qin Wang
University of Miami - School of Business Administration
,
Southern Methodist University (SMU) - Edwin L. Cox School of Business
and
University of Michigan - Dearborn
Date Posted: October 11, 2012
Last Revised: May 14, 2013
Working Paper Series
Financing Asset Growth
Michael J. Brennan and
Holger Kraft
University of California, Los Angeles (UCLA) - Finance Area
and
Goethe University Frankfurt
Date Posted: October 11, 2012
Working Paper Series
193 downloads
EU ETS Futures Spread Analysis and Pricing Contingent Claims Under Different Market Schemes
Walid Mnif
and
Matt Davison
University of Western Ontario
and
University of Western Ontario
Date Posted: October 11, 2012
Last Revised: October 12, 2012
Working Paper Series
30 downloads
Ambiguity Attitudes and Economic Behavior
Pension Research Council WP 2012-20
Stephen G. Dimmock
,
Roy Kouwenberg ,
Olivia S. Mitchell and
Kim Peijnenburg
Nanyang Technological University - Division of Finance
,
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
University of Pennsylvania - The Wharton School
and
Bocconi University - Department of Finance
Date Posted: October 11, 2012
Last Revised: January 22, 2013
Working Paper Series
31 downloads
The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool
The Journal of Investment Management, Forthcoming
Terrence Hendershott ,
Ethan Namvar
and
Blake Phillips
University of California, Berkeley - Haas School of Business
,
University California, Berkeley
and
University of Waterloo
Date Posted: October 10, 2012
Last Revised: April 26, 2013
Accepted Paper Series
35 downloads
A New Approach to Derivatives: Financial Engineering with Islamic Rules
Conference on Financial Engineering, Izmir University of Economics, 20-21 October 2011, Izmir, Turkey, Sermaye Piyasasi Dergisi, Vol.10, No. 2, pp. 168-179, 2012
Atila Yanpar
Capital Markets Board of Turkey
Date Posted: October 10, 2012
Accepted Paper Series
154 downloads
An Asset Allocation Model with Inequalities Constraints and Coherent Risk Measure: An Application to Brazilian Equities
Betina Dodsworth Fernandes
PUC-Rio Electrical Engineering
Date Posted: October 10, 2012
Last Revised: October 17, 2012
Working Paper Series
66 downloads
How Skilled are Hedge Funds? Evidence from Their Daily Trades
Russell E. Jame
University of New South Wales
Date Posted: October 10, 2012
Last Revised: November 26, 2012
Working Paper Series
128 downloads
State Development Loans Index – Investibility Issues
Golaka C. Nath
Clearing Corporation of India
Date Posted: October 10, 2012
Last Revised: February 22, 2013
Working Paper Series
21 downloads
The Volatility of Interest Rates and Forward Rates in the Hull White Model
Joachim Paulusch
R+V Lebensversicherung AG
Date Posted: October 10, 2012
Working Paper Series
132 downloads
The Real Effects of Hedge Fund Activism: Productivity, Risk, and Product Market Competition
US Census Bureau Center for Economic Studies Paper No. CES-WP-12-14, Johnson School Research Paper Series No. 33-2012
Alon P. Brav
,
Wei Jiang and
Hyunseob Kim
Duke University - Fuqua School of Business
,
Columbia Business School - Finance and Economics
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 10, 2012
Last Revised: January 18, 2013
Working Paper Series
53 downloads
The Risk Parity Approach to Asset Allocation - Climbing the Wall of Worries?
1741 Asset Management, Research Note Series 3/2012
Fabian Dori
,
Frank Haeusler
,
Manuel Krieger
,
Urs Schubiger
and
David Stefanovits
1741 Asset Management Ltd.
,
affiliation not provided to SSRN
,
Independent
,
1741 Asset Management AG
and
affiliation not provided to SSRN
Date Posted: October 10, 2012
Working Paper Series
452 downloads
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