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Showing Papers 3,321 - 3,370 of 13,819
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Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals CEPR Discussion Paper No. DP8150
Geert Bekaert and
Eric Engstrom
Date Posted: December 27, 20102 downloads
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence Banque de France Working Paper No. 77
Eric Jondeau and
Michael Rockinger
Date Posted: December 27, 201070 downloads
Aggregate Volatility and Market Jump Risk: A Risk-Based Explanation to Size and Value Premia
Yakup Eser Arisoy
Date Posted: December 26, 2010Last Revised: December 27, 2010132 downloads
Volatility Risk and the Value Premium: Evidence from the French Stock Market Journal of Banking and Finance, Vol. 34, No. 5, 2010
Yakup Eser Arisoy
Date Posted: December 26, 2010
Incorporating Managerial Information into Real Option Valuation
Sebastian Jaimungal
and
Yuri Lawryshyn
Date Posted: December 24, 2010Last Revised: March 28, 2011257 downloads
Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
Pavel Bandarchuk and
Jens Hilscher
Date Posted: December 23, 2010Last Revised: September 12, 2011604 downloads
Behavioural Present Value
Krzysztof Maciej Piasecki
Date Posted: December 22, 201039 downloads
Comatose Markets: What if Liquidity is Not the Norm?
Aswath Damodaran
Date Posted: December 22, 2010Last Revised: January 11, 20111024 downloads
Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach
Wing-Keung Wong
,
Weiwei Qiao
and
Zhuo Qiao
affiliation not provided to SSRN
and
University of Macau
Date Posted: December 22, 201075 downloads
Leverage and Liquidity: Evidence from the Closed-End Fund Industry
Yuehua Tang
Date Posted: December 22, 2010Last Revised: September 07, 2012122 downloads
New Nonlinear Jump Diffusion Models for Stock Price and Option Pricing
Huadong (Henry) Pang
Date Posted: December 21, 2010143 downloads
Delistings of Secondary Listings: Price and Volume Effects Financial Markets and Portfolio Management, Vol. 24, No. 4, pp. 395-418, 2010
Rico von Wyss
and
Matthias Pfister
affiliation not provided to SSRN
Date Posted: December 20, 2010
Managerial Skill and Closed-End Fund Discounts Financial Markets and Portfolio Management, Vol. 24, No. 4, pp. 441-451, 2010
Michael Bleaney and
R. Todd Smith
Date Posted: December 20, 2010
Portfolio Choice Under Local Industry and Country Factors Financial Markets and Portfolio Management, Vol. 24, No. 4, pp. 353-393, 2010
Carlos Castro
affiliation not provided to SSRN
Date Posted: December 20, 2010
Tiny Prices in a Tiny Market - Evidence from Portugal on Optimal Share Prices
João Pedro Pereira and
Teresa Cristina Varela Cutelo
affiliation not provided to SSRN
Date Posted: December 20, 201027 downloads
What Fuels the Boom Drives the Bust: Regulation and the Mortgage Crisis
Jihad Dagher and
Ning Fu
Date Posted: December 19, 2010Last Revised: December 04, 2012158 downloads
'Information, Liquidity, Asset Prices and Monetary Policy', Second Version PIER Working Paper No. 10-040
Benjamin R. Lester
,
Andrew Postlewaite and
Randall Wright
Date Posted: December 19, 201071 downloads
A User's Guide to the Triennial Central Bank Survey of Foreign Exchange Market Activity BIS Quarterly Review, December 2010
Michael R. King and
Carlos Mallo
Date Posted: December 19, 201096 downloads
Are Momentum Profits Driven by the Cross-Sectional Dispersion in Expected Stock Returns? Journal of Financial Markets, Forthcoming
Ajay Bhootra
Date Posted: December 19, 2010Last Revised: January 09, 2013152 downloads
Optimal Portfolio Allocation Under Higher Moments Banque de France Working Paper No. 108
Eric Jondeau and
Michael Rockinger
Date Posted: December 19, 201041 downloads
The $4 Trillion Question: What Explains FX Growth Since the 2007 Survey? BIS Quarterly Review, December 2010
Michael R. King and
Dagfinn Rime
Date Posted: December 19, 2010195 downloads
The Alpha of a Market Timer
Georges Hubner
Date Posted: December 19, 2010119 downloads
The Bank Bias: Segmentation of French Fund Families Banque de France Working Paper No. 107
Eric Jondeau and
Michael Rockinger
Date Posted: December 19, 201019 downloads
Should We Discount the Far-Distant Future at its Lowest Possible Rate? Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-25
Christian Gollier
Date Posted: December 18, 201029 downloads
New Sight of Herding Behavioural Through Trading Volume Economics Discussion Paper No. 2010-11
Shuntian Yao
Date Posted: December 18, 201056 downloads
Should We Discount the Far-Distant Future at its Lowest Possible Rate? Economics Discussion Paper No. 2009-7
Christian Gollier
Date Posted: December 18, 201012 downloads
Yes, We Should Discount the Far-Distant Future at its Lowest Possible Rate: A Resolution of the Weitzman-Gollier Puzzle Economics Discussion Paper No. 2009-42
Mark C. Freeman
Date Posted: December 18, 201016 downloads
Alan Greenspan, the Quants and Stochastic Optimal Control Economics Discussion Paper No. 2010-17
Jerome L. Stein
Date Posted: December 18, 201085 downloads
Commodity Index Trading and Hedging Costs
Celso Brunetti and
David Reiffen
Date Posted: December 18, 2010Last Revised: May 15, 2012204 downloads
Company Valuation: How to Deal with a Range of Values?
Wiktor Patena
Date Posted: December 18, 201098 downloads
Linking Decision and Time Utilities
Krzysztof Kontek
Date Posted: December 18, 2010Last Revised: December 21, 201049 downloads
Stages of the 2007/2008 Global Financial Crisis is There a Wandering Asset-Price Bubble? Economics Discussion Paper No. 2008-43
Lucjan T. Orlowski
Date Posted: December 18, 2010230 downloads
When Good News is Not so Good: Economy-Wide Uncertainty and Stock Returns
Hae Mi Choi
Date Posted: December 18, 2010Last Revised: March 01, 201294 downloads
Yes, We Should Discount the Far-Distant Future at its Lowest Possible Rate: A Resolution of the Weitzman-Gollier Puzzle Economics: The Open-Access, Open-Assessment E-Journal, Vol. 4, 2010-13
Mark C. Freeman
Date Posted: December 18, 201024 downloads
The Financial Institutions Incentives When They Place Financial Assets with Credit Risk to Retail Investors
Ramiro Losada
Date Posted: December 17, 2010Last Revised: March 13, 201321 downloads
Are All Individual Investors Equally Prone to the Disposition Effect All The Time? New Evidence from a Small Market Frontiers in Finance and Economics, Vol. 7, No. 2, 38-68, October 2010
Cristiana Cerqueira Leal
,
Manuel J. Rocha Armada and
Joao C. Duque
affiliation not provided to SSRN
Date Posted: December 17, 201086 downloads
Freight Options: Price Modeling and Empirical Analysis
Nikos K. Nomikos ,
Ioannis Kyriakou ,
Nikos C. Papapostolou
and
Panos K. Pouliasis
Date Posted: December 17, 2010
The Cross-Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads
Redouane Elkamhi
,
Kris Jacobs and
Xuhui (Nick) Pan
Date Posted: December 17, 2010Last Revised: March 12, 2011184 downloads
Would You Follow MM or a Profitable Trading Strategy? Frontiers in Finance and Economics, Vol. 7, No. 2, 69-89, October 2010
Yaz Gulnur Muradoglu and
Brian Baturevich
affiliation not provided to SSRN
Date Posted: December 17, 2010237 downloads
Market Reaction to an Earnings Shock: A Test of the Conservatism Effect CAAA Annual Conference 2012
Abdulaziz M. Alwathainani
Date Posted: December 16, 2010Last Revised: November 27, 2012
Conservatism Flow and the Pricing of Credit Risk
Sumantra Chakravarty
Date Posted: December 16, 2010Last Revised: August 05, 2011198 downloads
Do Dark Pools Harm Price Discovery?
Haoxiang Zhu
Date Posted: December 16, 2010Last Revised: November 21, 20121212 downloads
Liquidity and Capital Structure: Evidence from a Bank-dominated Economy
Prasit Udomsirikul ,
Seksak Jumreornvong and
Pornsit Jiraporn
Date Posted: December 16, 2010Last Revised: November 02, 2011242 downloads
Optimal Capital Requirements for a Large Insurer/AIG: A Stochastic Optimal Control Approach
Jerome L. Stein
Date Posted: December 16, 201054 downloads
Too Small or Too Low? New Evidence on the 4-Factor Model
Paola Brighi
,
Stefano d'Addona
and
Antonio Carlo Francesco Della Bina
Date Posted: December 16, 2010114 downloads
Trading and Liquidity with Limited Cognition
Bruno Biais ,
Johan Hombert
and
Pierre-Olivier Weill
Date Posted: December 15, 201067 downloads
Analytical Solution for Optimal Capital Structure in Perpetuities
Joseph Tham ,
Ignacio Velez-Pareja and
James W. Kolari
Date Posted: December 15, 2010Last Revised: October 19, 2011202 downloads
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Eric M. Aldrich and
Howard Kung
Date Posted: December 15, 2010Last Revised: May 06, 201189 downloads
Using Earnings Forecasts to Simultaneously Estimate Firm-Specific Cost of Equity and Long-Term Growth Review of Accounting Studies, Forthcoming
Alexander Nekrasov and
Maria Ogneva
Date Posted: December 15, 2010Last Revised: March 09, 2011434 downloads
Consistent Valuation of Project Finance and LBO's Using the Flows-to-Equity Method Swiss Finance Institute Research Paper No. 10-51
Ian A. Cooper and
Kjell G. Nyborg
Date Posted: December 14, 2010351 downloads
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