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484,173
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393,564
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226,645
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JEL Code: G1
12,978,025 Total downloads
Showing Papers 3,261 - 3,310 of 36,688
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Macroeconomic News and the DM/$ Exchange Rate
Marshall School of Business Working Paper No. FBE 05.12
Aris Protopapadakis and
Mark J. Flannery
University of Southern California - Marshall School of Business - Finance and Business Economics Department
and
University of Florida - Department of Finance, Insurance and Real Estate
Date Posted: July 30, 2012
Working Paper Series
28 downloads
Options and Sunspots in a Simple Monetary Economy
Economic Theory, Vol. 11, No. 2, 1998
Gaetano Antinolfi and
Todd Keister
Washington University in Saint Louis - Department of Economics
and
Rutgers University
Date Posted: July 30, 2012
Accepted Paper Series
The Importance of Jumps in Modelling Volatility During the 2008 Financial Crisis
Jing Chen ,
Julian M. Williams
,
Angela J. Black and
Oleg Gustap
Swansea University
,
University of Aberdeen Business School
,
University of Aberdeen - Business School
and
Nutmeg Saving and Investment Limited
Date Posted: July 30, 2012
Working Paper Series
58 downloads
What Drives the Quotes of Earnings Forecasters?
Tinbergen Institute Discussion Paper No. 12-067/4
Bert de Bruijn
and
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 30, 2012
Last Revised: August 09, 2012
Working Paper Series
19 downloads
Why Allow Internalization?
Katya Malinova
University of Toronto
Date Posted: July 30, 2012
Working Paper Series
48 downloads
Asset Allocation on the Ghana Stock Exchange
Lord Mensah
,
R. K. Avuglah
and
Vincent Dedu
University of Ghana Business School
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 29, 2012
Last Revised: July 31, 2012
Working Paper Series
57 downloads
Backward/Forward Optimal Combination of Performance Measures for Equity Screening
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13
Monica Billio ,
Massimiliano Caporin and
Michele Costola
Ca Foscari University of Venice - Department of Economics
,
University of Padova - Department of Economics and Management "Marco Fanno"
and
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: July 29, 2012
Working Paper Series
37 downloads
Discussion of 'Financial Reporting Frequency, Information Asymmetry, and the Cost of Equity'
Journal of Accounting & Economics (JAE), Forthcoming
Rodrigo S. Verdi
Massachusetts Institute of Technology (MIT)
Date Posted: July 29, 2012
Accepted Paper Series
200 downloads
Estimating the Cost of Equity: Why Do Simple Benchmarks Outperform Factor Models?
Nishad Kapadia and
Bradley S. Paye
Rice University
and
University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: July 29, 2012
Last Revised: November 14, 2012
Working Paper Series
91 downloads
Growth Investing: Betting on the Future?
Aswath Damodaran
New York University - Stern School of Business
Date Posted: July 29, 2012
Last Revised: August 14, 2012
Working Paper Series
962 downloads
Nonlinear Volatility Models in Economics: Smooth Transition and Neural Network Augmented GARCH, APGARCH, FI-GARCH and FIAGARCH Models
Melike Bildirici
and
Ozgur Omer Ersin
Yildiz Technical University
and
Beykent University - Department of Economics
Date Posted: July 29, 2012
Last Revised: August 09, 2012
Working Paper Series
48 downloads
On the Assessment of Beta Before World War I: Case Study of Brussels Stock Exchange (BSE)
Lord Mensah
and
Jan Annaert
University of Ghana Business School
and
Antwerp Management School
Date Posted: July 29, 2012
Last Revised: July 31, 2012
Working Paper Series
13 downloads
Downside Risk in Multiperiod Tracking Error Models
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2012
Diana Barro and
Elio Canestrelli
Ca Foscari University of Venice - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: July 28, 2012
Working Paper Series
68 downloads
Dynamic Tracking Error with Shortfall Control Using Stochastic Programming
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2012
Diana Barro and
Elio Canestrelli
Ca Foscari University of Venice - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: July 28, 2012
Working Paper Series
17 downloads
Earnings Opacity and Closed-End Country Fund Discounts
Feng Chen ,
Ole-Kristian Hope ,
Qingyuan Li
and
Xin Wang
University of Toronto - Rotman School of Management
,
University of Toronto - Rotman School of Management
,
Wuhan University - School of Economics and Management
and
University of Hong Kong - School of Business
Date Posted: July 28, 2012
Last Revised: April 01, 2013
Working Paper Series
256 downloads
Finding the Core: Network Structure in Interbank Markets
De Nederlandsche Bank Working Paper No. 348
Iman van Lelyveld
and
Daan Laurens in 't Veld
Bank for International Settlements (BIS) - Monetary and Economic Department
and
University of Amsterdam - Department of Quantitative Economics, CeNDEF
Date Posted: July 28, 2012
Working Paper Series
55 downloads
Optimal Hedging of a Contingent Claim with Ambiguity Aversion
Chongseok Hyun
and
Hyeng Keun Koo
Ajou University
and
Ajou University
Date Posted: July 28, 2012
Working Paper Series
67 downloads
The Whys of the LOIS: Credit Risk and Refinancing Rate Volatility
Raphael Douady
and
Stephane Crepey
Riskdata
and
Math Dept Univ. Evry
Date Posted: July 28, 2012
Last Revised: August 20, 2012
Working Paper Series
94 downloads
Equity Financing Capacity and Stock Returns: Evidence from China
Journal of International Financial Markets, Institutions and Money, Forthcoming
M. M. Fonseka ,
Lalith P. Samarakoon and
Gao-Liang Tian
Xi'an Jiaotong University (XJTU)
,
University of St. Thomas
and
Xi'an Jiaotong University (XJTU) - School of Management
Date Posted: July 27, 2012
Accepted Paper Series
38 downloads
Financial Markets and International Risk Sharing in Emerging Market Economies
ECB Working Paper No. 1451
Martin Schmitz
European Central Bank (ECB)
Date Posted: July 27, 2012
Working Paper Series
17 downloads
Forecasting Interest Rates with Shifting Endpoints
Tinbergen Institute Discussion Paper 12-076/4
Dick J. C. van Dijk ,
Siem Jan Koopman ,
Michel van der Wel
and
Jonathan H. Wright
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
,
VU University Amsterdam
,
Erasmus University Rotterdam
and
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: July 27, 2012
Last Revised: April 17, 2013
Working Paper Series
99 downloads
On the Optimal Type and Level of Guarantees for Prospect Theory Investors
Sebastian Ebert
,
Birgit Koos
and
Judith C. Schneider
University of Bonn
,
University of Bonn - Department of Economics
and
University of Muenster - Finance Center Muenster
Date Posted: July 27, 2012
Last Revised: December 17, 2012
Working Paper Series
86 downloads
Optimal Capital Structure and Growth Options in Mergers and Acquisitions
Midwest Finance Association 2013 Annual Meeting Paper
Elettra Agliardi
,
Amir Amel-Zadeh
and
Nicos Koussis
University of Bologna - Department of Economics
,
University of Cambridge - Judge Business School
and
Frederick University
Date Posted: July 27, 2012
Last Revised: February 24, 2013
Working Paper Series
204 downloads
Psychology of Corruption
Journal: The Learning Curve, Lady Shri Ram College for Women
Finalist, Young Psychologist 2012, National Paper Presentation Competition, Christ University, Bangalore, India
Divyanshi Chugh
affiliation not provided to SSRN
Date Posted: July 27, 2012
Accepted Paper Series
319 downloads
Trading Strategies of Corporate Insiders
Olga Lebedeva
,
Ernst G. Maug and
Christoph Schneider
University of Mannheim - Finance Area
,
University of Mannheim - Department of Business Administration and Finance
and
University of Mannheim - Department of Business Administration and Finance
Date Posted: July 27, 2012
Last Revised: November 08, 2012
Working Paper Series
106 downloads
Valuing Companies by Cash Flow Discounting: Fundamental Relationships and Unnecessary Complications
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: July 27, 2012
Last Revised: February 03, 2013
Working Paper Series
5635 downloads
Are ETNs Realizing Their Potential? An Empirical Investigation of ETNs vs. Other Exchange-Traded Products in the Precious Metals’ Space
Journal of Index Investing, 2012, Forthcoming
Hélyette Geman ,
Lovjit Thukral
and
Colbrin Wright
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
,
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
and
Brigham Young University
Date Posted: July 26, 2012
Accepted Paper Series
Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
Bertrand Tavin
Université Paris 1 - Panthéon Sorbonne
Date Posted: July 26, 2012
Last Revised: November 07, 2012
Working Paper Series
75 downloads
Do Returns Predict Realised Volatility and its Components?
Doureige Jurdi
La Trobe University
Date Posted: July 26, 2012
Working Paper Series
25 downloads
Does Ownership Structure Affecting IPO Underpricing: A Case of Indian Stock Market?
IJBEMR Volume 3, Issue 5 (May, 2012)
Rohit Bansal
and
Ashu Khanna
Indian Institute of Technology, Roorkee,India
and
affiliation not provided to SSRN
Date Posted: July 26, 2012
Accepted Paper Series
64 downloads
Don’t Hide Your Light Under a Bushel: Innovative Diversity and Stock Returns
David A. Hirshleifer ,
Po-Hsuan Hsu
and
Dongmei Li
University of California, Irvine - Paul Merage School of Business
,
University of Hong Kong
and
UC San Diego - Rady School of Management
Date Posted: July 26, 2012
Last Revised: September 05, 2012
Working Paper Series
104 downloads
Equities Market Level
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: July 26, 2012
Working Paper Series
550 downloads
Fat-Tails and Their (Un)Happy Endings: Correlation Bias and Its Implications for Systemic Risk and Prudential Regulation
Capco Journal of Financial Transformation, Vol. 32, pp. 49-57, August 2011
Jorge A. Chan-Lau
International Monetary Fund (IMF) - International Capital Markets Department
Date Posted: July 26, 2012
Accepted Paper Series
32 downloads
Profitability of Insider Trading in Europe: A Performance Evaluation Approach
Adriana Korczak
,
Piotr Korczak
and
Jędrzej Traczykowski
University of Bristol - School of Economics, Finance and Management
,
University of Bristol - Department of Finance and Accounting
and
Polska Telefonia Cyfrowa S.A.- Data Mining and Segmentation Unit
Date Posted: July 26, 2012
Working Paper Series
98 downloads
Random Effects of Business and Consumer Confidence on Stock Market Returns: Cross-Sectional Evidence
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: July 26, 2012
Working Paper Series
50 downloads
Reviewing the Efficient Markets' Hypothesis: New Data, New Crises, and New Estimations
Cuadernos de Economia, Vol. 30, No. 55, pp. 127-154, 2011
Jorge Mario Uribe Sr.
and
Ines M. Ulloa
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 26, 2012
Accepted Paper Series
17 downloads
Risk-On/Risk-Off, Capital Flows, Leverage and Safe Assets
BIS Working Paper No. 382
Robert N. McCauley
Bank for International Settlements (BIS)
Date Posted: July 26, 2012
Last Revised: January 22, 2013
Accepted Paper Series
108 downloads
Identification of Non Linear Dependence Episodes in the Mexican Peso
Cuadernos de Economia, Vol. 30, No. 55, pp. 91-104, 2011
Semei Coronado
and
Leonardo Gatica
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 25, 2012
Accepted Paper Series
1 downloads
The US Dollar Funding Premium of Global Banks
Asani Sarkar and
Warren B. Hrung
Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: July 25, 2012
Working Paper Series
86 downloads
A Mathematical Theory of Financial Bubbles
Philip Protter
Columbia University
Date Posted: July 24, 2012
Last Revised: November 04, 2012
Working Paper Series
364 downloads
Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds
Mohan Bijapur
,
Manuela Croci
and
Rida Zaidi
London School of Economics
,
National Bank of Abu Dhabi
and
The Royal Bank of Scotland
Date Posted: July 24, 2012
Last Revised: February 05, 2013
Working Paper Series
39 downloads
Does Ambiguity Diversification Pay?
Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: July 24, 2012
Working Paper Series
291 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Georgetown McDonough School of Business Research Paper 2012-16
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Leonard N. Stern School of Business - Department of Economics
and
Fordham University - School of Business
Date Posted: July 24, 2012
Last Revised: November 01, 2012
Working Paper Series
214 downloads
Firm Innovation and the Ratchet Effect Among Consumer Packaged Goods Firms
Marketing Science, Forthcoming
Christine Moorman ,
Simone Wies
,
Natalie Mizik
and
Fredrika J. Spencer
Fuqua School of Business, Duke University
,
Maastricht University - Department of Finance
,
University of Washington
and
University of North Carolina at Wilmington
Date Posted: July 24, 2012
Accepted Paper Series
Just Do It! Specific Rulemaking on Materiality Guidance in Insider Trading
72 La. L. Rev. 999 (2012), University of Tennessee Legal Studies Research Paper No. 196
Joan MacLeod Heminway
University of Tennessee College of Law
Date Posted: July 24, 2012
Last Revised: September 23, 2012
Accepted Paper Series
130 downloads
Leverage vs. Feedback: Which Effect Drives the Oil Market?
Sofiane Aboura
and
Julien Chevallier
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
and
University of Paris 8 Vincennes-Saint Denis
Date Posted: July 24, 2012
Working Paper Series
54 downloads
Politics and Stock Returns: A Rationalization
Ashraf Al Zaman
and
Oumar Sy
Saint Mary's University, Canada - Sobey School of Business
and
Dalhousie University
Date Posted: July 24, 2012
Working Paper Series
31 downloads
Price Discovery in European Energy Markets
John Swieringa
Australian National University (ANU)
Date Posted: July 24, 2012
Last Revised: September 06, 2012
Working Paper Series
39 downloads
Size Effects in the Pricing of Large Orders
Financial Markets, Institutions and Instruments, 2012
Padmaja Kadiyala and
P. V. Viswanath
Pace University - Lubin School of Business
and
affiliation not provided to SSRN
Date Posted: July 24, 2012
Accepted Paper Series
14 downloads
Structural Distortions in the Euro Interbank Market: The Role of ‘Key Players’ During the Recent Market Turmoil
Quaderni DSE Working Paper No. 841
Caterina Liberati
,
Massimiliano Marzo ,
Paolo Zagaglia and
Paola Zappa
Università degli Studi di Milano-Bicocca
,
University of Bologna - Department of Economics
,
University of Bologna
and
affiliation not provided to SSRN
Date Posted: July 24, 2012
Working Paper Series
10 downloads
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