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JEL Code: G10
1,449,276 Total downloads
Showing Papers 2,701 - 2,750 of 4,442
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Optimal Momentum: A Global Cross Asset Approach
Gary Antonacci
Date Posted: May 10, 2011Last Revised: April 03, 2013953 downloads
Optimal Parameters to Pairs Trading
Kirill V. Temlyakov
affiliation not provided to SSRN
Date Posted: September 07, 2012327 downloads
Optimal Portfolio Allocation for Corporate Pension Funds CEPR Discussion Paper No. DP6394
David McCarthy
and
David Miles
Date Posted: May 30, 20083 downloads
Optimal Portfolio Liquidation for CARA Investors
Alexander Schied
and
Torsten Schoeneborn
Date Posted: October 02, 2007179 downloads
Optimal Portfolios from Ordering Information
Robert Almgren and
Neil A Chriss
Date Posted: December 25, 20042161 downloads
Optimal Price Resolution on the Sao Paulo Stock Exchange (Resolucao Otima de Precos Na Bolsa de Valores de Sao Paulo) Pesquisa E Planejamento Economico, Vol. 34, No. 3, December 2004
Marcelo Fernandes and
Aldo Henrique Treu Ramos
Date Posted: February 02, 2005
Optimal Risk Management Using Options Journal of Finance, Vol. LIV, Issue No. 1
Dong-Hyun Ahn ,
Jacob Boudoukh ,
Matthew P. Richardson and
Robert Whitelaw
Date Posted: December 21, 1997
Optimal Trading Strategy and Supply/Demand Dynamics EFA 2005 Moscow Meetings Paper
Anna A. Obizhaeva and
Jiang Wang
Date Posted: February 14, 2005533 downloads
Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market FEDEA Working Paper No. 2001-14
Fernando Fernández Rodríguez ,
Christian González Martel and
Simón Sosvilla Rivero
Date Posted: September 14, 2001700 downloads
Option Bid-Ask Spread and Scalping Risk: Evidence from a Covered Warrants Market Journal of Futures Markets, Vol. 26, No. 9, 843-867
Giovanni Petrella
Date Posted: November 30, 2005Last Revised: September 06, 2010
Option Bounds for Short Variance Swaps and the Variance Risk Premium Adjusting for Skewness
Steven J. Jordan
and
Shirley J. Huang
affiliation not provided to SSRN
and
University of Auckland - Department of Mathematics
Date Posted: December 12, 201233 downloads
Option Market Liquidity: Commonality and Other Characteristics
Melanie Cao and
Jason Zhanshun Wei
Date Posted: March 25, 2008369 downloads
Option Pricing and Hedging on Correlated Stocks
Josep Perelló and
Jaume Masoliver
Date Posted: December 19, 2003203 downloads
Option Pricing Under Discrete Shifts in Stock Returns
Kyriakos Chourdakis and
Elias Tzavalis
Date Posted: March 17, 2001242 downloads
Option Pricing with Stochastic Volatility: A Closed-form Solution Using the Fourier Transform EFMA 2002 London Meetings
Bogdan Negrea
Date Posted: July 29, 20021551 downloads
Option Trading and Earnings News Dissemination
Charles M.C. Lee and
Kaushik I. Amin
Date Posted: September 10, 1999
Option Trading Around Ex-Dividend Dates J. OF DERIVATIVES, Spring 1996
Arthur J. Wilson
Date Posted: May 14, 2000
Option-implied Asymmetries in Bond Market Expectations Around Monetary Policy Actions of the ECB ECB Working Paper No. 315
Sami Vähämaa
Date Posted: May 18, 2004306 downloads
Option-Implied Preferences Adjustments, Density Forecasts, and the Equity Risk Premium Banco de Espana Research Paper No. WP-0630
Francisco Alonso
,
Roberto Blanco
and
Gonzalo Rubio
Date Posted: November 30, 2006111 downloads
Optional Decomposition and Lagrange Multipliers Finance and Stochastics, Vol 2 No 1, 1998
Hans Föllmer and
Youri Kabanov
Date Posted: April 21, 1998
Optionality and Daily Dynamics of Convenience Yield Behavior: An Empirical Analysis Journal of Financial Research, Forthcoming
Ahmet Enis Kocagil
Date Posted: August 26, 2003
Options and Sunspots in a Simple Monetary Economy Economic Theory, Vol. 11, No. 2, 1998
Gaetano Antinolfi and
Todd Keister
Date Posted: July 30, 2012
Options in Markets with Tax-Induced Incompleteness
Naomi Belfer and
Simon Benninga
Date Posted: February 21, 200284 downloads
Options Trading Activity and Firm Valuation
Eduardo S. Schwartz ,
Avanidhar Subrahmanyam and
Richard Roll
Date Posted: February 06, 2008294 downloads
Order Book Characteristics and the Volume-Volatility Relation: Empirical Evidence from a Limit Order Market EFA 2004 Maastricht Meetings Paper No. 2742
Randi Naes
and
Johannes Atle Skjeltorp
Date Posted: July 19, 2004270 downloads
Order Characteristics and the Sources of Commonality in Prices and Liquidity Journal of Financial Markets, Forthcoming
Shane A. Corwin and
Marc L. Lipson
Date Posted: July 22, 2008Last Revised: March 31, 2011123 downloads
Order Dynamics in a High-Frequency Trading Environment
Hans-Peter Burghof and
Julian Stitz
affiliation not provided to SSRN
Date Posted: June 22, 2012Last Revised: February 24, 2013
Order Dynamics: Recent Evidence from the NYSE EFA 2003 Annual Conference Paper No. 836
Andrew Ellul
,
Pankaj K. Jain ,
Craig W. Holden and
Robert H. Jennings
Date Posted: August 07, 2003625 downloads
Order Flow and Cross-Sectional Monthly Returns: Compensation for Market Maker with Inventory Concern
Moonsoo Kang
Date Posted: March 16, 201139 downloads
Order Flow and Expected Option Returns
Dmitriy Muravyev
Date Posted: November 23, 2011Last Revised: September 03, 2012352 downloads
Order Flow and the Bid-Ask Spread: An Empirical Probability Model of Screen-Based Trading
Tim Bollerslev ,
Ian Domowitz and
Jainxin Wang
affiliation not provided to SSRN
Date Posted: November 03, 2000
Order Imbalance on Ex-Dividend Days Forthcoming in Journal of Financial Research
Keith Jakob and
Tongshu Ma
Date Posted: April 28, 2002
Order Imbalance, Market Returns and Macroeconomic News: Evidence from the Australian Interest Rate Futures Market Research in International Business and Finance, 2012, Vol. 26, Issue 3, P410-427, 2012 Financial Markets & Corporate Governance Conference
Lee A. Smales
Date Posted: November 18, 2011Last Revised: January 11, 201348 downloads
Order Size, Order Imbalance and the Volatility–Volume Relation in a Bull Versus a Bear Market Accounting & Finance, Vol. 52, Issue 1, pp. 145-163, 2012
Marvin Wee
and
Joey Wenling Yang
Date Posted: January 17, 20122 downloads
Order Time, Multiple Shocks, and Short Selling in Security Price Adjustment
Malay K. Dey
Date Posted: April 06, 2001
Orphans Deserve Attention: Financial Reporting in the Missing Months When Corporations Change Fiscal Year
Kai Du
and
Frank Zhang
Date Posted: May 31, 2010Last Revised: September 06, 2011243 downloads
Out of Sight, Out of Mind: The Value of Political Connections in Social Networks
Bang Dang Nguyen ,
Quoc-Anh Do
,
Yen Teik Lee
and
Kieu-Trang Nguyen
Date Posted: March 16, 2012Last Revised: June 22, 201247 downloads
Out of Sight, Out of Mind: The Value of Political Connections in Social Networks
Quoc-Anh Do
,
Yen Teik Lee
,
Bang Dang Nguyen and
Kieu-Trang Nguyen
Date Posted: July 13, 2011Last Revised: August 29, 2011122 downloads
Outperformance Portfolio Optimization Via the Equivalence of Pure and Randomized Hypothesis Testing Finance Stochastics, Forthcoming
Tim Leung ,
Qingshuo Song
and
Jie Yang
Date Posted: March 27, 2013Last Revised: April 01, 201341 downloads
Overconfidence and Investor Size Swedish School of Economics and Business Administration, Helsinki, Finland
Anders G. Ekholm and
Daniel Pasternack
Date Posted: June 19, 2002390 downloads
Overconfidence and Market Efficiency with Heterogeneous Agents Economic Theory, Vol. 30, No. 2, 2007
Diego Garcia ,
Francesco Sangiorgi
and
Branko Urosevic
Date Posted: June 23, 2004Last Revised: September 18, 2012315 downloads
Overconfidence and Trading Volume AFA 2004 San Diego Meetings
Markus Glaser
and
Martin Weber
Date Posted: February 04, 2005519 downloads
Overconfidence and Trading Volume AFA 2004 San Diego Meetings
Markus Glaser
and
Martin Weber
Date Posted: December 04, 20031424 downloads
Overconfidence and Trading Volume CEPR Discussion Paper No. 3941
Markus Glaser
and
Martin Weber
Date Posted: August 13, 200343 downloads
Overconfidence Bias, Trading Volume and Returns Volatility: Evidence from Pakistan World Applied Science Journal, 18(12), 1737-1748, 2012
Muhammad Fayyaz Sheikh
and
Khalid Riaz
Date Posted: February 02, 201329 downloads
Overconfidence, Investor Sentiment, and Evolution Forthcoming in Journal of Financial Intermediation
F. Albert Wang
Date Posted: June 12, 2001
Overconfidence, Investor Sentiment, and Evolution Rice University Working Paper
F. Albert Wang
Date Posted: May 11, 2001644 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
Date Posted: October 14, 2011Last Revised: April 22, 2013110 downloads
Ownership Structure , Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Market
Melissa Porras Prado ,
Pedro A. C. Saffi
and
Jason Sturgess
Date Posted: March 17, 2011Last Revised: March 18, 201330 downloads
Ownership Structure, Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets IESE Business School Working Paper No. 836
Pedro A. C. Saffi
and
Jason Sturgess
Date Posted: November 21, 2009Last Revised: October 20, 2012213 downloads
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