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JEL Code: G12
5,806,296 Total downloads
Showing Papers 3,361 - 3,410 of 13,821
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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, 20121214 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, 2011243 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
Is the Portfolio Effect Ending? Idiosyncratic and Market Risk Over the Long Run
David Le Bris
Date Posted: December 13, 2010Last Revised: December 12, 201262 downloads
A Data-Reconstructed Fractional Volatility Model Economics Discussion Paper No. 2008-22
Rui Vilela Mendes
and
Javier Ordóñez Monfort
Date Posted: December 13, 201010 downloads
A Theoretical Extension of the Consumption-Based CAPM Model
Georges Dionne and
Jingyuan Li
Date Posted: December 13, 2010Last Revised: June 02, 2011134 downloads
IPO Underpricing: A Literature Review
Deepak Agrawal
Date Posted: December 13, 2010683 downloads
Tax Expense Momentum Journal of Accounting Research, Forthcoming
Jacob K. Thomas and
Frank Zhang
Date Posted: December 13, 2010157 downloads
Macroeconomic Fundamentals and the Exchange Rate Dynamics: A No-Arbitrage Macro-Finance Approach
Junye Li
and
Weiwei Yin
Date Posted: December 12, 2010Last Revised: December 16, 201075 downloads
Predictability of Returns and Cash Flows
Ralph S. J. Koijen
and
Stijn Van Nieuwerburgh
Date Posted: December 12, 2010Last Revised: January 09, 2011984 downloads
Quantification of Counterparty Risk Via Bessel Bridges
Mark Davis
and
Martijn Pistorius
Date Posted: December 12, 2010137 downloads
Two Kinds of Value Premiums
Daehwan Kim
Date Posted: December 12, 201095 downloads
What Interest Rate Models to Use? Buy Side Versus Sell Side
Sanjay K. Nawalkha and
Riccardo Rebonato
Date Posted: December 12, 2010Last Revised: June 18, 2011407 downloads
News Analytics for Energy Futures
Svetlana Borovkova
Date Posted: December 11, 2010Last Revised: November 16, 2012
High Frequency Trading and the New-Market Makers AFA 2012 Paper, EFA 2011 Paper
Albert J. Menkveld
Date Posted: December 10, 2010Last Revised: May 14, 20135433 downloads
How Important is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange Bank of Canada Working Paper No. 2008-47
Ron Alquist
Date Posted: December 10, 201051 downloads
Trading Activity in the Equity Market and Its Contingent Claims: An Empirical Investigation
Richard Roll ,
Eduardo S. Schwartz and
Avanidhar Subrahmanyam
Date Posted: December 10, 2010Last Revised: March 31, 2012118 downloads
Asset Pricing with Durable Goods and Nonhomothetic Preferences
Michal Pakos
Date Posted: December 09, 201072 downloads
Mean-Variance Framework and Diversification Objective: Theoretical and Empirical Implications
Ghislain Yanou
Date Posted: December 09, 2010Last Revised: December 15, 2010132 downloads
The Black-Litterman Model: Wrong Views v.s. Opportunity Cost
Ghislain Yanou
Date Posted: December 09, 2010165 downloads
Pensions, Debt and Inflation Risk in a Monetary Union Netspar Discussion Paper No. 10/2010-070
Yvonne Adema
Date Posted: December 08, 201014 downloads
Credit Supply and the Price of Housing CEPR Discussion Paper No. DP8129
Giovanni Favara and
Jean M. Imbs
Date Posted: December 06, 20108 downloads
Executive Compensation, Risk Taking and the State of the Economy
Alon Raviv
and
Elif Sisli Ciamarra
Date Posted: December 06, 2010Last Revised: September 01, 2011352 downloads
International Diversification in a Troubled World – Do Frontier Assets Still Improve the Efficient Frontier? Journal of Investing, Forthcoming
Daniel M. Kohlert
Date Posted: December 06, 2010
A New Heston Based Stochastic Volatility Model for Stock Price and Option Pricing
Huadong (Henry) Pang
Date Posted: December 05, 2010262 downloads
Diversification Strategies and the Performance of Funds of Hedge Funds
Na Dai
and
Hany A. Shawky
Date Posted: December 05, 2010262 downloads
Extracting Information from Structured Credit Markets Bank of England Working Paper No. 407
Joseph Noss
affiliation not provided to SSRN
Date Posted: December 05, 201022 downloads
Mutual Fund Flows, Expected Returns, and the Real Economy
Stephan Jank
Date Posted: December 05, 2010Last Revised: August 18, 2011220 downloads
On Valuation with Stochastic Proportional Hazard Models in Finance International Journal of Theoretical and Applied Finance, Forthcoming
Akira Yamazaki
Date Posted: December 05, 2010Last Revised: December 20, 2012119 downloads
Role of Private Equity Exit Strategy, Governance Mechanism and Regulatory Constraint on Performance of Indian IPOs
B.V. Phani ,
Kunal
and
Supriya Katti
Date Posted: December 05, 2010Last Revised: December 14, 2010182 downloads
Sovereign Default Risk and the US Equity Market
Alexandre Jeanneret
Date Posted: December 05, 2010Last Revised: January 22, 2013264 downloads
The Relationship Between Credit Default Swap and Cost of Equity Capital Swiss Finance Institute Research Paper No. 10-49
Giovanni Barone-Adesi and
Moreno Brughelli
Date Posted: December 05, 2010308 downloads
It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Chris Kirby and
Barbara Ostdiek
Date Posted: December 04, 2010
Seasoned Equity Offerings by New Economy Companies in Australia
Zoltan Murgulov
and
Graham N. Bornholt
Date Posted: December 04, 201030 downloads
Are Credit Default Swaps a Sideshow? Evidence that Information Flows from Equity to CDS Markets
Jens Hilscher ,
Joshua Matthew Pollet
and
Mungo Ivor Wilson
Date Posted: December 03, 2010Last Revised: February 20, 2013247 downloads
The Impact of CDS Trading on the Bond Market: Evidence from Asia BIS Working Paper No. 332
Ilhyock Shim
and
Haibin Zhu
Date Posted: December 03, 201080 downloads
Depreciation Classes, Return on Investment and Economic Profitability
Carlo Alberto Magni
Date Posted: December 02, 2010Last Revised: December 25, 2010142 downloads
Hedge Funds, Misvaluation, and The HML Factor Returns
Joni Kokkonen
and
Matti Suominen
Date Posted: December 02, 2010Last Revised: October 21, 201186 downloads
The Gold Price in Times of Crisis
Jedrzej Pawel Bialkowski
,
Martin T. Bohl ,
Patrick M. Stephan
and
Tomasz Piotr Wisniewski
Date Posted: December 02, 2010Last Revised: August 30, 2012871 downloads
Derivative Choices of Retail Investors: Evidence from Germany
David Nicolaus
Date Posted: December 01, 2010
Pairs Trading in the Land Down Under Finance and Corporate Governance Conference 2011 Paper
Tim Bogomolov
Date Posted: December 01, 2010595 downloads
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