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JEL Code: G10
1,449,561 Total downloads
Showing Papers 2,951 - 3,000 of 4,444
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Competition for Order Flow and Smart Order Routing Systems CEPR Discussion Paper No. 5523
Thierry Foucault and
Albert J. Menkveld
Date Posted: June 14, 200620 downloads
Long Memory in Commodity Futures Volatility: A Wavelet Perspective Journal of Futures Markets, Vol. 27, No. 5, 2007
John Elder and
Hyun Jin
Date Posted: June 14, 2006Last Revised: July 13, 2008236 downloads
The Profitability of Active Stock Traders Journal of Applied Finance , Vol. 15, No. 2, Fall/Winter 2005
Ryan Garvey
and
Anthony Murphy
Date Posted: June 14, 20069 downloads
The Capital Asset Pricing Model: Some Empirical Tests Michael C. Jensen, STUDIES IN THE THEORY OF CAPITAL MARKETS, Praeger Publishers Inc., 1972
Michael C. Jensen ,
Fischer Black and
Myron S. Scholes
Date Posted: June 13, 200617459 downloads
Direction-of-Change Forecasts Based on Conditional Variance,
Skewness and Kurtosis Dynamics: International Evidence PIER Working Paper No. 06-016
Peter Christoffersen ,
Francis X. Diebold ,
Roberto S. Mariano ,
Anthony S. Tay and
Yiu Kuen Tse
Date Posted: June 12, 2006589 downloads
Margin Requirements and Stock Price Volatility When Agents' Beliefs are Heterogeneous
Tao Li
Date Posted: June 12, 2006Last Revised: March 08, 2009227 downloads
Fairness in Securities Arbitration: A Constitutional Mandate? Pace Law Review, Vol. 26, p. 73, 2006, Ohio State Public Law Working Paper No. 45
Sarah Rudolph Cole
Date Posted: June 08, 2006117 downloads
On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares
Pui-lam Leung
and
Wing-Keung Wong
Date Posted: June 08, 2006Last Revised: April 27, 2010305 downloads
Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VAR and C-Var
Wing-Keung Wong
and
Chenghu Ma
Date Posted: June 08, 2006Last Revised: May 31, 2010420 downloads
Three-Factor Profile Analysis
Pui-lam Leung
and
Wing-Keung Wong
Date Posted: June 08, 2006137 downloads
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios Applied Financial Economics, Vol. 16, pp. 1-15, 2006
Andrea Beltratti and
Claudio Morana
Date Posted: June 07, 2006
Conformity and Competition in Financial Certification EFA 2006 Zurich Meetings Paper
Beatriz Mariano
Date Posted: June 06, 2006140 downloads
Does the Method of Entry Matter? Evidence from Indian ADR and GDR Issues Pacific-Basin Finance Journal, Forthcoming
Madhu Kalimipalli and
Latha Ramchand
Date Posted: June 06, 2006
Communication Dilemma in Speculative Markets
Nevzat Eren
and
Han N. Ozsoylev
Date Posted: June 02, 2006136 downloads
Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private? CEPR Discussion Paper No. 5510
Arnoud W. A. Boot ,
Anjan V. Thakor and
Radhakrishnan Gopalan
Date Posted: June 02, 200617 downloads
Milestones in Financial Management Indian Institute of Management Calcutta Working Paper No. WPS-396/2000
Date Posted: June 02, 2006545 downloads
Recent Developments in Mathematical Finance: A Practitioner's Point of View
Marcus Overhaus
,
Ana Bermudez
,
Hans Buehler
,
Andrew Ferraris
,
Christopher Jordinson
,
Aziz Lamnouar
and
Anwar Puthu
Date Posted: June 01, 2006688 downloads
Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events
Alejandro Garcia-Canizares and
Ramazan Gencay
Date Posted: May 31, 2006160 downloads
The Momentum Effect: Omitted Risk Factors or Investor Behavior? Evidence from the Spanish Stock Market Quantitative Finance, Vol. 7, No. 6, pp. 637-650, 2007, FUNCAS Working Paper No. 252/2006
Luis Muga
and
Rafael Santamaria
Date Posted: May 30, 2006
Theory of Mutual Funds: The Effect of Principal Agency Conflicts on Mutual Fund Size
Tomasz P. Bednarczyk and
Dirk Eichler
Date Posted: May 30, 2006405 downloads
A Source of Long Memory in Volatility
Ser-Huang Poon ,
Namwon Hyung and
Clive W. J. Granger
Date Posted: May 26, 2006470 downloads
On the Time-Series of Expected Portfolio Returns; Fama and French's (1993) Three-Factor Model EFA 2006 Zurich Meetings Paper
Stylianos Paganopoulos and
Peter Taylor
affiliation not provided to SSRN
and
University of the West of England (UWE) - Bristol Business School
Date Posted: May 25, 2006Last Revised: September 20, 2010741 downloads
Short Sales Constraints and Momentum in Stock Returns Journal of Business Finance & Accounting, Vol. 33, No. 3-4, pp. 587-615, April 2006
Ashiq Ali and
Mark A. Trombley
Date Posted: May 25, 200620 downloads
The Relation Between Corporate Financing Activities, Analysts' Forecasts and Stock Returns Journal of Accounting and Economics, Forthcoming
Mark Thomas Bradshaw and
Richard G. Sloan
Date Posted: May 25, 2006933 downloads
A Tale of Two Prices: Liquidity and Asset Prices in Multiple Markets EFA 2006 Zurich Meetings
Justin S. P. Chan ,
Dong Hong and
Marti G. Subrahmanyam
Date Posted: May 24, 2006476 downloads
Convertible Bond Arbitrage, Liquidity Externalities and Stock Prices Journal of Financial Economics, Vol. 91, No. 2, pp. 227-251, February 2009, Yale ICF Working Paper No. 08-09
Darwin Choi ,
Mila Sherman and
Heather Tookes
Date Posted: May 24, 2006Last Revised: August 13, 20101059 downloads
Capital Market Behavior and Operational Announcements of Layoffs, Operation Closings, and Pay Cuts Review of Quantitative Finance and Accounting, Vol. 3, 1993
Ji-Chai Lin and
Michael S. Rozeff
Date Posted: May 23, 200688 downloads
Closed-End Fund Discounts and Premiums Pacific-Basin Capital Markets Research, Vol. 2, 1991
Michael S. Rozeff
Date Posted: May 23, 2006190 downloads
The Speed of Adjustment of Prices to Private Information: Empirical Tests Journal of Financial Research, Vol. 18, No. 2, Summer 1995
Ji-Chai Lin and
Michael S. Rozeff
Date Posted: May 23, 2006125 downloads
The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings Journal of Finance, Vol. 33, No. 1, March 1978
Lawrence D. Brown and
Michael S. Rozeff
Date Posted: May 23, 2006302 downloads
Volume, Volatility, Liquidity and Efficiency of the Singapore Stock Exchange Before and After Automation Pacific-Basin Finance Journal, Vol. 2, 1994
G. N. Naidu
and
Michael S. Rozeff
Date Posted: May 23, 2006398 downloads
Means Testing, Pensions and the Labour Market Watson Wyatt Technical Paper No. 2004-PL-02
Jonathan Gardner
,
J. Michael Orszag and
Paul Thornton
Date Posted: May 19, 200693 downloads
The Origins of Bubbles in Laboratory Asset Markets FRB of Atlanta Working Paper No. 2006-6
Lucy F. Ackert ,
Narat Charupat ,
Richard Deaves and
Brian Kluger
Date Posted: May 19, 2006175 downloads
IMF Data Standards Initiatives: A Consultative Approach to Enhancing Global Data Transparency IMF Working Paper No. 06/102
Anne Kester
Date Posted: May 17, 200665 downloads
Portfolio Choice with Consumption Growth and Variance Targets Watson Wyatt Technical Paper No. 2002-TR-18
J. Michael Orszag
Date Posted: May 17, 200665 downloads
The Chameleon Effect: Beyond the Bonding Hypothesis for Cross-Listed Securities
Cally Jordan
Date Posted: May 17, 2006122 downloads
The Uses and Abuses of Risk Management: How Men Learnt to Bet Against the Gods Times Literary Supplement, February 21, 1997
Kenneth Anderson
Date Posted: May 17, 2006Last Revised: July 05, 2010388 downloads
Volatility as an Asset Class: European Evidence
Martin Wallmeier and
Reinhold Hafner
Date Posted: May 17, 2006774 downloads
How have Older Workers Responded to Scary Markets? Watson Wyatt Technical Paper No. 2003-TR-07
Jonathan Gardner
and
J. Michael Orszag
Date Posted: May 16, 200663 downloads
Is Systematic Risk Priced in Options? Rotman School of Management Working Paper No. 06-05
Jin-Chuan Duan and
Jason Zhanshun Wei
Date Posted: May 16, 2006231 downloads
Switching to a Temporary Call Auction in Times of High Uncertainty Journal of Financial Research, Forthcoming
David Abad
and
Roberto Pascual
Date Posted: May 15, 2006Last Revised: February 06, 2009123 downloads
Two-Sided Markets and Intertemporal Trade Clustering: Insights into Trading Motives FRB of New York Staff Report No. 246
Robert A. Schwartz and
Asani Sarkar
Date Posted: May 15, 2006152 downloads
On the Magnet Effect of Price Limits Europen Financial Management Journal, Vol. 13, No. 5, November 2007
David Abad
and
Roberto Pascual
Date Posted: May 13, 2006Last Revised: October 31, 2011173 downloads
A Model of the U.K. Equity Premium Watson Wyatt Technical Paper No. 2002-TR-25
Mirko Cardinale
Date Posted: May 10, 2006121 downloads
Cointegration and the Relationship Between Pension Liabilities and Asset Prices Watson Wyatt Technical Paper No. 2003-TR-06
Mirko Cardinale
Date Posted: May 10, 2006235 downloads
The Halloween Effect in US Sectors The Financial Review, Forthcoming
Ben Jacobsen
Date Posted: May 10, 2006Last Revised: May 18, 20091933 downloads
Dynamic Modelling of Large Dimensional Covariance Matrices
Valeri Voev
Date Posted: May 09, 2006283 downloads
Portfolio Rules for Conditional Stochastic Dominance: Applications to the Elliptical Distributions
Ephraim Clark and
Octave Jokung
Date Posted: May 08, 200685 downloads
Statistical Properties, Dynamic Conditional Correlation, Scaling Analysis of High-Frequency Intraday Stock Returns: Evidence from Dow-Jones and Nasdaq Indices Physica A, Vol. 8, No. 388, pp. 1555-1570, 2009, Drexel University Working Paper, 18TH Australian Banking and Finance Annual Meeting 2005 in Sydney, Eastern Finance Association 2006 Annual Meeting in Philadelphia, USA
Thomas Chinan Chiang ,
Hai-Chin Yu and
Ming-Chya Wu
Date Posted: May 08, 2006Last Revised: August 13, 2009
Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets Using Logistic Smooth Transition Regression Models Quantitative Finance Research Centre Research Paper No. 172
Andreas Röthig
and
Carl Chiarella
Date Posted: May 02, 2006137 downloads
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