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SSRN eLibrary Search Results
JEL Code: G12
7,886,932 Total downloads
Showing Papers 2,741 - 2,790 of 17,414
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The Risk-Free Rate: An Inescapable Concept?
Michel M. Dacorogna and Jérôme Coulon
SCOR Switzerland and University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Date Posted: February 10, 2016
Working Paper Series

Incl. Electronic Paper The Value of Low Volatility
Journalof Portfolio Management, Forthcoming
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: February 10, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Effects of Takeover Defenses: Evidence from Closed-End Funds
Journal of Financial Economics (JFE), Forthcoming
Matthew Souther
University of Missouri at Columbia - Department of Finance
Date Posted: February 10, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Demand for Diversification in Incomplete Markets
Rajnish Mehra , Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics , Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Date Posted: February 10, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Optimal Portfolio Selection with and Without Risk-Free Asset
Raymond Kan , Xiaolu Wang and Guofu Zhou
University of Toronto - Rotman School of Management , Iowa State University and Washington University in St. Louis - Olin School of Business
Date Posted: February 10, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Forecasts of Inflation and Interest Rates in No-Arbitrage Affine Models
FRB Atlanta Working Paper No. 2016-3
Nikolay Gospodinov and Bin Wei
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: February 10, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Fiscal Policy and the Cycle in Latin America: The Role of Financing Conditions and Fiscal Rules
Banco de Espana Working Paper No. 1604
Enrique Alberola , Iván Kataryniuk , Angel Melguizo and René Orozco
BIS , Bank of Spain , Organization for Economic Co-Operation and Development (OECD) and Organization for Economic Co-Operation and Development (OECD)
Date Posted: February 10, 2016
Working Paper Series
1 downloads

Realne opcije kao instrument kreiranja vrednosti (Real Options as an Instrument for Value Creation)
Dragana Marković, Emilija Vuksanović, Radoslav Stefanović, Snežana Ljubisavljević (eds.), Finansije i računovodstvo u funkciji privrednog rasta. Faculty of Economics of the University in Kragujevac, pp. 153-170, 2013 ,
Predrag Stancic and Milan Čupić
Independent and University of Kragujevac - Faculty of Economics
Date Posted: February 10, 2016
Accepted Paper Series

Incl. Electronic Paper Downward Sloping Demand Curve, Price Pressure, or Slow Moving Capital?: Evidence from an Exogenous Supply Shock
Ankit Jain , Prasanna L. Tantri and Ramabhadran S. Thirumalai
Indian School of Business (ISB), Hyderabad , Indian School of Business and Indian School of Business
Date Posted: February 09, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Corporate Social Responsibility and Firm Risk: Implications from Employee Satisfaction
Weijie Lu

Date Posted: February 09, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Impact of Dividend Payments on Stock Returns
Joakim Kvamvold and Snorre Lindset
Norwegian University of Science and Technology (NTNU) - Department of Economics and Norwegian University of Science and Technology (NTNU)
Date Posted: February 09, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper A Brief Overview of the Types of ETFs
Elitsa Petrova
University of Veliko Tarnovo
Date Posted: February 08, 2016
Working Paper Series
25 downloads

Asset Allocation and Stock Selection: Evidence from Static and Dynamic Strategies in Turkish Markets
Iktisat Isletme ve Finans, 29 (344), p.73-94
Tolgahan Yilmaz and Sema Dube
Independent and Yeditepe University
Date Posted: February 08, 2016
Accepted Paper Series

Incl. Electronic Paper Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context
Finance a UVA - Czech Journal of Economics and Finance, 2016
Borja Amor-Tapia and Maria T. Tascón
Universidad de León and Universidad de León
Date Posted: February 08, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Mutual Fund Transparency and Corporate Myopia
Vikas Agarwal , Rahul Vashishtha and Mohan Venkatachalam
Georgia State University , Duke University and Duke University - Fuqua School of Business
Date Posted: February 08, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper IPO Initial Returns and Volatility: A Study in an Emerging Market
The International Journal of Business and Finance Research, v. 9 (3) p. 71-82, 2015
Mike Siew Wei Leong and Sheela Devi Sundarasen
Taylor's University and Multimedia University (MMU) - Faculty of Management
Date Posted: February 08, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Impact of Market Price Dissemination on Price Efficiency and Systematic Risk
Barbara A. Bliss , Mitch Warachka and Marc Weidenmier
University of San Diego - School of Business Administration , University of San Diego and Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: February 08, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Portfolio Turnover Activity and Mutual Fund Performance
Claudia Champagne , Aymen Karoui and Saurin Patel
Université de Sherbrooke , University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and Richard Ivey School of Business, University of Western Ontario
Date Posted: February 08, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper An Equilibrium Pricing for OTC Derivatives with Collateralization. Application of Economic Premium Principle
Kazuhiro Takino
Nagoya University of Commerce and Business Administration
Date Posted: February 06, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Probable Oil and Gas Reserves and Shareholder Returns: The Impact of Shale Gas
CESifo Working Paper Series No. 5687
Bard Misund and Petter Osmundsen
University of Stavanger and University of Stavanger
Date Posted: February 05, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets?
Nusret Cakici , Yi Tang and An Yan
Fordham University , Fordham University - School of Business and Fordham University Schools of Business
Date Posted: February 04, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Mark-to-Market Reinsurance and Portfolio Selection: Implications for Information Quality
Bong-Gyu Jang , Kyeong Tae Kim and Hyun-Tak Lee
Pohang University of Science and Technology (POSTECH) , POSTECH and Pohang University of Science and Technology (POSTECH)
Date Posted: February 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Private Information and the Distribution of Trading Volume
Matthijs Lof and Jos van Bommel
Aalto University and Universite du Luxembourg - School of Finance
Date Posted: February 03, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper High-Frequency Trading and Mutual Funds Performance
Nan Qin
Luter School of Business, Christopher Newport University
Date Posted: February 03, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper A Robust Reference-Dependent Model for Speculative Bubbles
Mu Zhang and Jie Zheng
Tsinghua University - School of Economics & Management and Tsinghua University, School of Economics & Management
Date Posted: February 03, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Information Arrival and the Term Structure of Short Selling Costs
Gregory Weitzner
University of Texas at Austin - Department of Finance
Date Posted: February 03, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Monetary Transmission: Are Emerging Market and Low Income Countries Different?
IMF Working Paper No. 15/239
Aleš Bulíř and Jan Vlček
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: February 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Global Bad and Good Uncertainties and Their Impact on Macro Aggregates and Stock Returns
Michael Semenischev
University of Muenster - Finance Center Muenster
Date Posted: February 03, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
Woraphon Wattanatorn , Chaiyuth Padungsaksawasdi , Sarayut Nathaphan and Pornchai Chunhachinda
Thammasat University - Thammasat Business School , Thammasat Business School , Mahidol University International College (MUIC) and Thammasat University
Date Posted: February 02, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Should You Buy or Sell Tail Risk Hedges? A Filtered Bootstrap Approach
Lorenzo Baldassini
Independent
Date Posted: February 02, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Stylized Facts of Intraday Precious Metal Returns
Jonathan A. Batten , Brian M. Lucey , Frank McGroarty , Maurice Peat and Andrew Urquhart
Trinity Business School, Trinity College Dublin , University of Southampton - School of Management , University of Sydney and Southampton Business School
Date Posted: February 02, 2016
Working Paper Series
70 downloads

Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies
Journal of Business Finance & Accounting, Forthcoming
Jo Danbolt , Antonios Siganos and Abongeh A. Tunyi
University of Edinburgh Business School , University of Glasgow and Liverpool Hope University
Date Posted: February 02, 2016
Accepted Paper Series

Incl. Electronic Paper Short Sale, Margin Purchase, and Stock Price Crash Risk
Yan Luo and Jinjuan Ren
Fudan University and University of Macau
Date Posted: February 02, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Fiscal Policy and the Cycle in Latin America: The Role of Financing Conditions and Fiscal Rules
BIS Working Paper No. 543
Enrique Alberola , Iván Kataryniuk , Angel Melguizo and René Orozco
BIS , Bank of Spain , Organization for Economic Co-Operation and Development (OECD) and Organization for Economic Co-Operation and Development (OECD)
Date Posted: February 02, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Option-Implied Volatility Spillovers between Risk Factors in FX Markets and States of the Global Economy
Klaus Grobys and Jari-Pekka Heinonen
University of Vaasa and University of Vaasa - Department of Accounting and Finance
Date Posted: February 02, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Commonality in Liquidity in Transatlantic Trading Venues
Pankaj K. Jain , Mohamed A. Mekhaimer and Sandra Mortal
University of Memphis - Fogelman College of Business and Economics , Clarkson University and University of Memphis
Date Posted: February 02, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper CDS Pricing and Accounting Disclosures: Evidence from U.S. Bank Holding Corporations Around the Recent Financial Crisis
Journal of Financial Stability, Forthcoming
Kiridaran (Giri) Kanagaretnam , Gaiyan Zhang and Sanjian Bill Zhang
York University - Schulich School of Business , University of Missouri at St. Louis - College of Business Administration and California State University Long Beach
Date Posted: February 01, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Necessary and Sufficient No-Arbitrage Conditions for the SSVI/S3 Volatility Curve
Timothy Klassen
PFT Analytics
Date Posted: February 01, 2016
Working Paper Series
77 downloads

Incl. Electronic Paper Does Company Green Score Affect Stock Price?
Review of Business & Finance Studies, v. 6 (3) p. 11-19
Larry Prober , Ilhan Meric and Gulser Meric
Rider University , Rider University and Rowan University - Accounting & Finance
Date Posted: February 01, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending
FRB Atlanta Working Paper No. 2016-1
Kaiji Chen , Jue Ren and Tao A. Zha
Emory University - Department of Economics , Emory University and Federal Reserve Bank of Atlanta
Date Posted: February 01, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Patterns of Time Value Decay in Options
Ryan McKeon
University of San Diego
Date Posted: February 01, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Fuentes Y Mecanismos De Financiacion En Las Pymes De Villavicencio (Colombia) (Sources and Mechanisms of Financing for SMEs In Villavicencio, Colombia)
Revista Global de Negocios, v. 3 (3) p. 93-110, 2015
María del Carmen Ruiz Sánchez
Universidad de los Llanos
Date Posted: February 01, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Taxonomy of Beta Based on Investment Outcomes
Sanne De Boer , Michael J. LaBella and Sarah Reifsteck
QS Investors , QS Investors and QS Investors
Date Posted: February 01, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Dividend Risk Premia
Georg Cejnek and Otto Randl
ZZ Vermögensverwaltung and WU Vienna University of Economics and Business
Date Posted: February 01, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Inventory Management in Customised Liquidity Pools
M. Alessandra Crisafi and Andrea Macrina
University College London and University College London
Date Posted: February 01, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Likelihood-Based Comparison of Macro Asset Pricing Models
Andrew Y. Chen and Rebecca Wasyk
Federal Reserve Board and Board of Governors of the Federal Reserve System
Date Posted: February 01, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Does More Complex Language in FOMC Decisions Impact Financial Markets?
Lee A. Smales and Nicholas Apergis
Curtin University of Technology - School of Economics and Finance and University of Piraeus
Date Posted: February 01, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Rentabilidad de los Fondos de Pensiones en España. 2000-2015 (Return of Pension Funds in Spain. 2000-2015)
Pablo Fernandez , Alberto Ortiz Pizarro , Pablo Fernandez Acin and Isabel Fernández Acín
University of Navarra - IESE Business School , University of Navarra, IESE Business School , Independent and University of Navarra
Date Posted: January 30, 2016
Last Revised: February 03, 2016
Working Paper Series
795 downloads

The Volatility of Return Revisions and Financial Statement Literacy in Emerging Markets: The Case of Cross-Listed Chinese Firms
Journal of Business Finance & Accounting, Forthcoming
Jeffrey L. Callen , Karen Lai and Steven X. Wei
University of Toronto - Rotman School of Management , Hong Kong Polytechnic University
Date Posted: January 29, 2016
Accepted Paper Series

Incl. Electronic Paper Why Do Equal-Weighted Portfolios Outperform Value-Weighted Portfolios?
Yuliya Plyakha , Raman Uppal and Grigory Vilkov
Universite du Luxembourg - School of Finance , EDHEC Business School and Frankfurt School of Finance & Management
Date Posted: January 29, 2016
Working Paper Series
49 downloads


 

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