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484,509
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393,865
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226,776
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JEL Code: G1
12,993,443 Total downloads
Showing Papers 2,981 - 3,030 of 36,707
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Transaction-Based and Appraisal-Based Capitalization Rate Determinants
Swiss Finance Institute Research Paper No. 12-28
Alain Chaney
and
Martin Hoesli
Universitiy of Geneva
and
University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: August 30, 2012
Working Paper Series
168 downloads
Which Anomalies are More Popular? And Why?
Byoung-Hyoun Hwang and
Baixiao Liu
Purdue University - Krannert School of Management
and
Florida State University
Date Posted: August 30, 2012
Last Revised: March 31, 2013
Working Paper Series
332 downloads
Who Qualifies as an Audit Committee Financial Expert Under SEC Regulations and NYSE Rules?
2 DePaul Business & Commercial Law Journal (Forthcoming)
Lawrence James Trautman
Independent
Date Posted: August 30, 2012
Last Revised: March 10, 2013
Accepted Paper Series
135 downloads
The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS
Midwest Finance Association 2013 Annual Meeting Paper
Stefan Trueck
,
Wolfgang Hardle
and
Rafal Weron
Macquarie University Sydney - Department of Economics
,
Humboldt University of Berlin - School of Business and Economics
and
Wroclaw University of Technology - Institute of Organization and Management
Date Posted: August 29, 2012
Last Revised: January 25, 2013
Working Paper Series
104 downloads
A Model for Hedging Load and Price Risk in the Texas Electricity Market
Michael C. Coulon
,
Warren B. Powell
and
Ronnie Sircar
Princeton University - ORFE Department
,
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
and
Princeton University - Department of Operations Research and Financial Engineering
Date Posted: August 29, 2012
Working Paper Series
79 downloads
Analyst Forecast Revisions and Overconfidence
Jean-Sebastien Michel and
J. Ari Pandes
HEC Montreal
and
University of Calgary - Haskayne School of Business
Date Posted: August 29, 2012
Last Revised: April 04, 2013
Working Paper Series
78 downloads
Asymmetric Correlation and Volatility Dynamics Among Stock, Bond, and Securitized Real Estate Markets
Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Jian Yang
,
Yinggang Zhou
and
Wai Kin Leung
University of Colorado Denver - The Business School
,
The Chinese University of Hong Kong
and
Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
Date Posted: August 29, 2012
Accepted Paper Series
Chinese Stock Markets are Far from Efficient: Evidence from the Stock Dividend Effect
Jiandong Li
Central University of Finance and Economics
Date Posted: August 29, 2012
Working Paper Series
57 downloads
Costless Closing Price Manipulation in the Hong Kong Exchange
Sean Foley
and
Jane Chau
University of Sydney
and
University of Wollong - School of Accounting and Finance
Date Posted: August 29, 2012
Working Paper Series
39 downloads
Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity
25th Australasian Finance and Banking Conference 2012
Xiaoquan Jiang
and
Qiang Kang
Florida International University (FIU) - Department of Finance
and
Florida International University (FIU) - Department of Finance
Date Posted: August 29, 2012
Working Paper Series
54 downloads
Dodd-Frank: Content, Purpose, Implementation Status, and Issues
Economic Perspectives, Vol. XXXVI, No. 3, 2012
Douglas D. Evanoff and
William Moeller
Federal Reserve Bank of Chicago
and
affiliation not provided to SSRN
Date Posted: August 29, 2012
Last Revised: September 03, 2012
Accepted Paper Series
42 downloads
Effects Behind Words: Quantifying Qualitative Information in Corporate Announcements
Financial Management Association (FMA), European Conference 2011, Porto, Portugal
Michael Liebmann
,
Michael Hagenau
,
Matthias Häußler
and
Dirk Neumann
University of Freiburg (Germany)
,
University of Freiburg
,
University of Rostock
and
University of Freiburg (Germany) - University of Freiburg (Germany)
Date Posted: August 29, 2012
Working Paper Series
70 downloads
Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China
Financial Management, 2012
Shu Lin ,
Shu Tian and
Eliza Wu
Nanjing University - Department of Accounting, School of Business
,
Fudan University - School of Management
and
University of Technology, Sydney - UTS Business School
Date Posted: August 29, 2012
Accepted Paper Series
Foreign Investors’ Influence Towards Small Stock Exchanges Boom and Bust: Macedonian Stock Exchange Case
Dimche Lazarevski
University American College Skopje (UACS)
Date Posted: August 29, 2012
Working Paper Series
8 downloads
How Distorting are Stock Market Valuations Really to Corporate Investment?
Houdou Basse Mama
University of Hamburg
Date Posted: August 29, 2012
Working Paper Series
26 downloads
How Do Stock Returns on the U.S. Manufacturing Industry Respond to Raw Materials Price Shock?
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: August 29, 2012
Working Paper Series
Investor Sentiment - Relationship between VIX and Trading Volume
Violet U. T. Lei
,
Simon M. S. So
and
Maggie Zou
affiliation not provided to SSRN
,
University of Macau
and
affiliation not provided to SSRN
Date Posted: August 29, 2012
Working Paper Series
85 downloads
Logistic Law of Growth as a Base for Method of Forecasting Stock Market Data
Rafał Siedlecki
and
Daniel Papla
Wroclaw University of Economics
and
Wroclaw University of Economics
Date Posted: August 29, 2012
Last Revised: October 29, 2012
Working Paper Series
15 downloads
Lower Bound Approximation to Basket Option Values for Local Volatility Jump-Diffusion Models
Guoping Xu
and
Harry Zheng
Citi
and
Imperial College London - Mathematical Finance
Date Posted: August 29, 2012
Working Paper Series
34 downloads
Macroeconomic Implications of Time-Varying Risk Premia
ECB Working Paper No. 1463
Francois Gourio
Boston University - Department of Economics
Date Posted: August 29, 2012
Working Paper Series
37 downloads
Momentum in Style Portfolios: Risk or Inefficiency?
Midwest Finance Association 2013 Annual Meeting Paper
Paul Docherty
and
H. Chan
University of Newcastle (Australia)
and
University of Melbourne - Department of Finance
Date Posted: August 29, 2012
Working Paper Series
68 downloads
Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program
Fisher College of Business Working Paper No. 2012-03-020, Charles A. Dice Center Working Paper No. 2012-20
Sumit Agarwal ,
Gene Amromin
,
Itzhak Ben-David
,
Souphala Chomsisengphet
,
Tomasz Piskorski
and
Amit Seru
National University of Singapore
,
Federal Reserve Bank of Chicago
,
Ohio State University - Fisher College of Business, Finance Department
,
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
,
Columbia Business School - Finance and Economics
and
University of Chicago - Booth School of Business and NBER
Date Posted: August 29, 2012
Last Revised: November 26, 2012
Working Paper Series
904 downloads
Reformed Pensions Systems in Central and Eastern Europe: Challenges to Future Safe Pension Benefits
Dimche Lazarevski
and
Jadranka Mrsik
University American College Skopje (UACS)
and
affiliation not provided to SSRN
Date Posted: August 29, 2012
Working Paper Series
61 downloads
The Impact of Greed and Experience on Investors’ Returns and Banks’ Margins: Evidence from Short-Term Exchange-Traded Retail Products
Oliver Entrop
,
Alexander Schober
and
Marco Wilkens
University of Passau
,
University of Augsburg
and
University of Augsburg
Date Posted: August 29, 2012
Working Paper Series
71 downloads
Volume Reaction to Firm Specific News Announcements
Huu Nhan Duong
,
Petko S. Kalev and
Priyantha Mudalige
Monash University - Department of Accounting and Finance
,
University of South Australia - Centre for Applied Financial Studies
and
affiliation not provided to SSRN
Date Posted: August 29, 2012
Last Revised: October 02, 2012
Working Paper Series
40 downloads
Price Clustering or Psychological Barriers in Energy Futures?
Midwest Finance Association 2013 Annual Meeting Paper
Brian M. Lucey ,
Michael M. Dowling
and
Mark Cummins
Trinity College, Dublin - School of Business
,
Dublin City University Business School
and
Dublin City University Business School
Date Posted: August 28, 2012
Last Revised: January 25, 2013
Working Paper Series
108 downloads
A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners
25th Australasian Finance and Banking Conference 2012
Sudharshan Reddy Paramati
,
Rakesh Gupta and
Eduardo Roca
Griffith University - Department of Accounting, Finance and Economics
,
Griffith University - Griffith Business School
and
Griffith University - Department of Accounting, Finance and Economics
Date Posted: August 28, 2012
Working Paper Series
45 downloads
Chinese Stock Markets are Far from Efficient: Evidence from the Stock Dividend Effect
Jiandong Li
Central University of Finance and Economics
Date Posted: August 28, 2012
Working Paper Series
19 downloads
Decomposing the Probability of Informed Trading Measure
Wang Chun Wei
,
Alex Frino and
Dionigi Gerace
University of Sydney - Discipline of Finance
,
University of Sydney - Discipline of Finance
and
University of Sydney
Date Posted: August 28, 2012
Last Revised: October 04, 2012
Working Paper Series
130 downloads
Deriving the Rent Versus Buy Decision in the Absence of Expected Home Price Appreciation or Risk Premia
Cristian Voicu
and
Michael Joseph Seiler
Investment Technology Group
and
Old Dominion University - Finance
Date Posted: August 28, 2012
Working Paper Series
22 downloads
Do Fund Investors Know that Risk is Sometimes Not Priced?
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Fabian Irek
and
Thorsten Lehnert
Luxembourg School of Finance
and
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: August 28, 2012
Last Revised: March 12, 2013
Working Paper Series
105 downloads
Informational Overconfidence in Return Prediction - More Properties
Doron Sonsino
and
Eran Regev
College of Management Academic Studies (COMAS)
and
College of Management Academic Studies (COMAS)
Date Posted: August 28, 2012
Working Paper Series
8 downloads
LIBOR’s Poker: Interbank Borrowing Costs and Strategic Reporting
Jiakai Chen
University of California, Berkeley - Haas School of Business
Date Posted: August 28, 2012
Last Revised: April 27, 2013
Working Paper Series
101 downloads
Modelling and Replicating Hedge Fund Returns
The University of Melbourne, Centre for Actuarial Studies, Research Paper Series No. 203
Wang Chun Wei
University of Sydney - Discipline of Finance
Date Posted: August 28, 2012
Last Revised: August 31, 2012
Working Paper Series
56 downloads
Modelling Sovereign Ratings Impacts on Stock Return Distributions within a Multivariate Regime Switching Long Memory Framework
25th Australasian Finance and Banking Conference 2012
Hung Xuan Do
,
Robert Darren Brooks
,
Sirimon Treepongkaruna
and
Eliza Wu
Monash University
,
Monash University
,
University of Western Australia
and
University of Technology, Sydney - UTS Business School
Date Posted: August 28, 2012
Working Paper Series
33 downloads
On the Pricing of Salmon Futures and Options at Fish Pool
Christian-Oliver Ewald
,
Roy Nawar
and
Tak-Kuen Siu
University of Glasgow
,
University of Sydney
and
Macquarie University, Faculty of Business and Economics
Date Posted: August 28, 2012
Working Paper Series
81 downloads
Pricing of Derivatives on Commodity Indices
Johannes Rauch ,
Mikhail Krayzler
,
Bernhard Brunner and
Rudi Zagst
Technische Universität München (TUM) - HVB Institute for Mathematical Finance
,
Technische Universität München (TUM)
,
University of Augsburg - Department of Finance and Banking
and
Technische Universität München (TUM) - HVB Institute for Mathematical Finance
Date Posted: August 28, 2012
Working Paper Series
Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk
25th Australasian Finance and Banking Conference 2012
Yuji Sakurai and
Yoshihiko Uchida
University of California, Los Angeles (UCLA) - Anderson School of Management
and
Bank of Japan - Institute for Monetary and Economic Studies
Date Posted: August 28, 2012
Last Revised: February 14, 2013
Working Paper Series
132 downloads
Short Selling and Over‐Optimism: Do Short Sellers Profit on the Australian Stock Exchange?
25th Australasian Finance and Banking Conference 2012
David R. Gallagher ,
Petko S. Kalev and
Eben van Wyk
Centre for International Finance and Regulation
,
University of South Australia - Centre for Applied Financial Studies
and
RBS Equities (Australia) Limited
Date Posted: August 28, 2012
Working Paper Series
58 downloads
Signaling with Convertible Debt in High-Risk Industries
Dirk Schiereck
Darmstadt University of Technology
Date Posted: August 28, 2012
Working Paper Series
26 downloads
Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis
25th Australasian Finance and Banking Conference 2012
Stefan Straetmans
and
Sajid M. Chaudhry
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
and
Birmingham Business School, University of Birmingham
Date Posted: August 28, 2012
Working Paper Series
107 downloads
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options
25th Australasian Finance and Banking Conference 2012
Jamie Alcock and
Godfrey Smith
University of Cambridge - Department of Land Economy
and
The University of Queensland
Date Posted: August 28, 2012
Last Revised: February 16, 2013
Working Paper Series
50 downloads
The Impact of Underlying Market Closure on Futures Market Liquidity: A Note
International Journal of Banking and Finance, Vol. 9, No. 2, 2012
Wang Chun Wei
and
Alex Frino
University of Sydney - Discipline of Finance
and
University of Sydney - Discipline of Finance
Date Posted: August 28, 2012
Last Revised: October 04, 2012
Accepted Paper Series
32 downloads
The Safe-Haven Effect in Forward Premia: What Makes a Currency Trustworthy?
25th Australasian Finance and Banking Conference 2012
Date Posted: August 28, 2012
Working Paper Series
29 downloads
Time–Varying Dynamics and Asymmetric Effects of the Fama–French Factor Betas
25th Australasian Finance and Banking Conference 2012
Petko S. Kalev and
Leon Zolotoy
University of South Australia - Centre for Applied Financial Studies
and
Melbourne Business School
Date Posted: August 28, 2012
Working Paper Series
68 downloads
Unbiasedness and Risk Premiums in the Indian Currency Futures Market
Satish Kumar
and
Stefan Trueck
ICFAI Foundation for Higher Education (IFHE)
and
Macquarie University
Date Posted: August 28, 2012
Working Paper Series
17 downloads
Verified Emissions and Stock Prices: Is There a Link? - An Empirical Analysis of the European Emission Trading Scheme
CER-ETH – Center of Economic Research at ETH Zurich, Working Paper 12/165,
Peter Steffen Schmidt
and
Therese Werner
University of Zurich - Center für Nachhaltigkeit und unternehmerische Verantwortung (CCRS)
and
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: August 28, 2012
Working Paper Series
30 downloads
We Need Both Risk and Return: Evidence from Emerging Markets
Lokesh Atreja
affiliation not provided to SSRN
Date Posted: August 28, 2012
Working Paper Series
Why Pakistani Banks Failed to Adopt Advanced Approaches of Basel Accord According to Road Map of State Bank of Pakistan
Syed Alamdar Ali Shah
Superior Group of Colleges Lahore
Date Posted: August 28, 2012
Working Paper Series
67 downloads
Bank Credit, Asset Prices and Financial Stability: Evidence from French Banks
IMF Working Paper No. 12/103
Cyril Pouvelle
Banque de France
Date Posted: August 27, 2012
Working Paper Series
31 downloads
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