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484,422
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393,787
Authors:
226,737
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68,988
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65,953,402
Last 12 months:
11,186,475
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238,981
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5,722,240
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JEL Code: G1
12,988,296 Total downloads
Showing Papers 27,801 - 27,850 of 36,695
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Asset Allocation Advice: Reconciling Expected Utility with Shortfall Risk
Michael J. Stutzer
University of Colorado at Boulder - Leeds School of Business
Date Posted: June 30, 2004
Working Paper Series
504 downloads
Decomposing European Bond and Equity Volatility
Charlotte Christiansen
University of Aarhus - School of Economics and Management - CREATES
Date Posted: June 30, 2004
Working Paper Series
195 downloads
Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds
Tom Arild Fearnley
Central Bank of Norway
Date Posted: June 30, 2004
Working Paper Series
271 downloads
False Signals from Stock Repurchase Announcements: Evidence from Earnings Management and Analysts' Forecast Revisions
De-Wai Chou
and
Jane-Raung Philip Lin
National Taiwan Normal Univeristy
and
National Chiao-Tung University - Graduate Institute of Finance
Date Posted: June 30, 2004
Working Paper Series
900 downloads
Is it Inflation or Inflation Variability? A Note on the Stock Return-Inflation Puzzle
K. Peren Arin and
Abdullah Mamun
Massey University - Department of Commerce
and
University of Saskatchewan - Department of Finance and Management Science
Date Posted: June 30, 2004
Working Paper Series
264 downloads
Liquidity Premium and a Two-factor Model
EFA 2004 Maastricht Meetings Paper No. 2678
Weimin Liu
Nottingham University Business School
Date Posted: June 30, 2004
Working Paper Series
985 downloads
Prediction Markets
Stanford GSB Research Paper No. 1854
Justin Wolfers and
Eric Zitzewitz
University of Michigan at Ann Arbor - Department of Economics
and
Dartmouth College
Date Posted: June 30, 2004
Working Paper Series
1256 downloads
Price Discovery and Volatility Spillovers in Index Futures Markets: Some Evidence from Mexico
Maosen Zhong ,
Ali F. Darrat and
Rafael Otero
University of Queensland - Business School
,
Louisiana Tech University - College of Business
and
University of Texas at Brownsville - School of Business
Date Posted: June 30, 2004
Working Paper Series
471 downloads
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
PIER Working Paper No. 04-028; Simon School Working Paper No. FR 04-13
Torben G. Andersen ,
Clara Vega
,
Tim Bollerslev and
Francis X. Diebold
Northwestern University - Kellogg School of Management
,
Board of Governors of the Federal Reserve System
,
Duke University - Finance
and
University of Pennsylvania - Department of Economics
Date Posted: June 30, 2004
Working Paper Series
709 downloads
The Behavior of China's Stock Prices in Response to the Proposal and Approval of Bonus Issues
Michelle L. Barnes
and
Shiguang Ma
Federal Reserve Bank of Boston
and
University of Wollongong - School of Accounting and Finance
Date Posted: June 30, 2004
Working Paper Series
374 downloads
The Telling Trades of Mutual Funds
Financial Management, Forthcoming
Gina Nicolosi
Northern Illinois University
Date Posted: June 30, 2004
Last Revised: May 06, 2009
Working Paper Series
202 downloads
Cross-border Corporate Ownership and Capital Market Integration in Europe: Evidence from Portfolio and Industrial Holdings
Journal of Economic Geography, Vol. 2, pp. 455-492, 2002
Dariusz Wojcik
University of Oxford, St. Peter's College
Date Posted: June 29, 2004
Accepted Paper Series
Moment Explosions in Stochastic Volatility Models
Leif B. G. Andersen and
Vladimir Piterbarg
Bank of America Merrill Lynch
and
Barclays Capital
Date Posted: June 29, 2004
Working Paper Series
3550 downloads
Convergence in Corporate Governance: Empirical Evidence from Europe 2000-2003
Dariusz Wojcik
University of Oxford, St. Peter's College
Date Posted: June 29, 2004
Working Paper Series
1375 downloads
A Comparison of Single-Factor Markov-Functional and Multi-Factor Market Models
Review of Derivatives Research, Vol. 13, No. 3, 2010
Raoul Pietersz
and
Antoon Pelsser
Erasmus Research Institute of Management (ERIM)
and
Maastricht University
Date Posted: June 29, 2004
Last Revised: May 07, 2011
Accepted Paper Series
447 downloads
The Risk of Optimal, Continuously Rebalanced Hedging Strategies and It's Efficient Evaluation via Fourier Transform
Cass Business School Research Paper
Ales Cerny
Cass Business School
Date Posted: June 29, 2004
Working Paper Series
345 downloads
Does Partnering Pay Off? - Stock Market Reactions to Strategic Alliance Announcements in Germany
Munich Business Research Working Paper
Carolin Häussler
University of Passau
Date Posted: June 29, 2004
Working Paper Series
487 downloads
'Dumb and Dumber' Explanations for Exchange Rate Dynamics
Journal of Applied Economics, Vol. 4, No. 2, pp. 187-216, November 2001
S. Brock Blomberg
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: June 29, 2004
Accepted Paper Series
Default Risk, Firm's Characteristics, and Risk Shifting
Yale ICF Working Paper No. 04-21
Ming Fang
and
Rui Zhong
Yale School of Management
and
Cheung Kong Graduate School of Business and University of Texas at Arlington
Date Posted: June 29, 2004
Working Paper Series
837 downloads
Facts and Fantasies about Commodity Futures
Yale ICF Working Paper No. 04-20
Gary B. Gorton and
K. Geert Rouwenhorst
Yale School of Management
and
Yale School of Management - International Center for Finance
Date Posted: June 29, 2004
Working Paper Series
24636 downloads
Introduction to Fast Fourier Transform in Finance
Cass Business School Research Paper
Ales Cerny
Cass Business School
Date Posted: June 29, 2004
Working Paper Series
2772 downloads
Shareholder Value Creation of Microsoft and GE
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 29, 2004
Working Paper Series
1779 downloads
The Impact of CEO Turnover on Equity Volatility
Journal of Business, Forthcoming
Matthew J. Clayton ,
Jay C. Hartzell and
Joshua V. Rosenberg
University of Virginia (UVA) - McIntire School of Commerce
,
University of Texas at Austin - Department of Finance
and
Federal Reserve Bank of New York
Date Posted: June 29, 2004
Accepted Paper Series
The Lander are the Building Blocks of the German Capital Market
Regional Studies, Vol. 36, pp. 877-896, 2002
Dariusz Wojcik
University of Oxford, St. Peter's College
Date Posted: June 29, 2004
Accepted Paper Series
Worsening of the Asian Financial Crisis: Who is to Blame?
William Davidson Institute Working Paper No. 658
Ali M. Kutan and
Brasukra G. Sudjana
Southern Illinois University at Edwardsville
and
United Nations - Support Facility for Indonesian Recovery (UNSFIR)
Date Posted: June 29, 2004
Working Paper Series
181 downloads
Insider Trading: Two Comments
Financial Analysts Journal, Vol. 60, No. 3, pp. 10-12, May/June 2004
Jack L. Treynor
and
Dean LeBaron
Independent
and
Independent
Date Posted: June 28, 2004
Accepted Paper Series
Term Structure of Interest Rates in India
Indian Economic Review, Vol. 38, No. 1, Jan-June 2003
Gangadhar Darbha
,
Sudipta Dutta Roy
and
Vardhana Pawaskar
National Stock Exchange of India
,
National Stock Exchange of India
and
National Stock Exchange of India
Date Posted: June 28, 2004
Accepted Paper Series
Changes in Equity Ownership and Changes in the Market Value of the Firm
CEPR Discussion Paper No. 4411
John J. McConnell ,
Henri Servaes and
Karl V. Lins
Purdue University
,
London Business School
and
University of Utah - Department of Finance
Date Posted: June 28, 2004
Working Paper Series
23 downloads
Did Houston Clients of Arthur Andersen Recognize Publicly Available Bad News in a Timely Fashion?
Contemporary Accounting Research, Forthcoming
Gopal V. Krishnan
American University
Date Posted: June 28, 2004
Accepted Paper Series
147 downloads
Market Discipline in Emerging Economies: Beyond Bank Fundamentals
UTDT - CIF Working Paper No. 1/2004
Eduardo Levy Levy-Yeyati ,
Maria Soledad Martinez Peria and
Sergio L. Schmukler
Universidad Torcuato Di Tella - School of Business
,
World Bank - Development Research Group (DECRG)
and
World Bank - Development Research Group (DECRG)
Date Posted: June 28, 2004
Working Paper Series
Credit Risk in a Network Economy
FAME Working Paper No. 106
Henri O. Schellhorn
and
Didier Cossin
affiliation not provided to SSRN
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 28, 2004
Working Paper Series
230 downloads
Heterogeneous Beliefs, Speculation, and the Equity Premium
Journal of Finance, January 2008, EFA 2004 Maastricht Meetings Paper No. 3125, AFA 2005 Philadelphia Meetings
Alexander David
University of Calgary - Haskayne School of Business
Date Posted: June 28, 2004
Last Revised: November 26, 2008
Working Paper Series
677 downloads
Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
Thierry Post and
P.J.P.M. Versijp
Koc University - Graduate School of Business
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: June 28, 2004
Working Paper Series
487 downloads
On Risk Management Determinants: What Really Matters?
HEC Montreal Risk Management Chair Working Paper No. 04-04
Georges Dionne and
Thouraya Triki
HEC Montreal - Department of Finance
and
HEC Montreal
Date Posted: June 28, 2004
Last Revised: February 22, 2012
Working Paper Series
1155 downloads
The Integration of Securitized Real Estate and Financial Assets
FAME Working Paper No. 111
Severine Cauchie
and
Martin Hoesli
University of Geneva - Graduate School of Business (HEC-Geneva)
and
University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: June 28, 2004
Working Paper Series
225 downloads
Voluntary Disclosure of Partially Verifiable Information
Schmalenbach Business Review, Vol. 56, pp. 139-163, April 2004
Evelyn Korn
University of Marburg - Faculty of Economics and Business Administration
Date Posted: June 28, 2004
Accepted Paper Series
172 downloads
Japan's Banking Crisis: Who Has the Most to Lose?
CEPR Discussion Paper No. 4403
Hideaki Miyajima
and
Yishay Yafeh
Waseda University - Graduate School of Commerce
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: June 25, 2004
Working Paper Series
20 downloads
Collective Management in an Agitated Market: The Dynamics of the Styles Starting from the Cards of Kohonen (La gestion collective dans un marche agite: la dynamique des styles a partir des cartes de Kohonen)
Forum Working Paper No. 2004-02
Sébastien Galanti
,
Tadjeddine Yamina
and
Catherine Aaron
University of Orleans
,
Université Paris X Nanterre
and
Université Paris I Panthéon-Sorbonne
Date Posted: June 24, 2004
Working Paper Series
88 downloads
Interbank Exposure: An Empirical Examination of Systemic Risk in the Belgian Banking System
CentER Discussion Paper No. 2004-04
Hans Degryse and
Gregory Nguyen
KU Leuven - Faculty of Business and Economics (FBE)
and
National Bank of Belgium - Research Department
Date Posted: June 24, 2004
Working Paper Series
415 downloads
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
Tinbergen Institute Discussion Paper No. 04-067/4
Martin Martens ,
Michiel De Pooter and
Dick J. C. van Dijk
Erasmus University Rotterdam (EUR)
,
Federal Reserve Board
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: June 24, 2004
Working Paper Series
749 downloads
Judging the Risk of Financial Instruments: Problems and Potential Remedies
Lisa Koonce ,
Marlys Gascho Lipe and
Mary Lea McAnally
University of Texas
,
University of Oklahoma - Michael F. Price College of Business
and
Texas A&M University (TAMU) - Department of Accounting
Date Posted: June 23, 2004
Working Paper Series
620 downloads
Using Earnings Announcement Returns as Evidence of Mispricing: The Importance of Information Flow
Dennis J. Chambers ,
Ross Jennings and
Robert B. Thompson
Kennesaw State University
,
University of Texas at Austin - Department of Accounting
and
American University
Date Posted: June 23, 2004
Working Paper Series
339 downloads
Introduction to Weather Derivative Pricing
Stephen Jewson
Risk Management Solutions
Date Posted: June 23, 2004
Working Paper Series
2033 downloads
Where is the Market? Evidence from Cross-Listings
EFA 2004 Maastricht Meetings Paper No. 4399
Michael Halling
,
Marco Pagano ,
Otto Randl and
Josef Zechner
University of Vienna - Department of Business Engineering
,
University of Naples Federico II - Department of Economics
,
WU Vienna University of Economics and Business
and
Vienna University of Economics and Business Administration
Date Posted: June 23, 2004
Working Paper Series
310 downloads
Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 2005; EFMA 2004 Basel Meetings Paper
Yigal Newman
and
Michael Rierson
affiliation not provided to SSRN
and
Barclays - Barclays Global Investors (BGI)
Date Posted: June 23, 2004
Working Paper Series
266 downloads
The Market Quality of Moderately Liquid Securities in a Hybrid Market: The Evidence
EFA 2004 Maastricht Meetings Paper No. 4034
Hung Neng Lai
National Central University at Taiwan
Date Posted: June 23, 2004
Working Paper Series
117 downloads
Option Valuation with Conditional Skewness
EFA 2004 Maastricht Meetings Paper No. 2964
Peter Christoffersen ,
Steven L. Heston and
Kris Jacobs
University of Toronto - Rotman School of Management
,
University of Maryland - Department of Finance
and
University of Houston - C.T. Bauer College of Business
Date Posted: June 23, 2004
Working Paper Series
533 downloads
Are Financial Crises Indeed 'Crises?' Evidence from the Emerging ADR Market
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 2715
Paolo Pasquariello
University of Michigan - Stephen M. Ross School of Business
Date Posted: June 23, 2004
Working Paper Series
245 downloads
Are 'Market Neutral' Hedge Funds Really Market Neutral?
EFA 2004 Maastricht Meetings Paper No. 2691
Andrew J. Patton
Duke University - Department of Economics
Date Posted: June 23, 2004
Working Paper Series
1239 downloads
A Theory of Strategic Intermediation and Endogenous Liquidity
EFA 2004 Maastricht Meetings Paper No. 5330
Jean-Pierre Zigrand
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: June 23, 2004
Working Paper Series
115 downloads
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