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5,858,417 Total downloads
Showing Papers 3,581 - 3,630 of 13,882
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Measuring Investors' Historical Returns: Hindsight Bias in Dollar-Weighted Returns Midwest Finance Association 2012 Annual Meetings Paper
Simon Hayley
Date Posted: October 28, 2010Last Revised: March 16, 2012215 downloads
The Swaption Cube
Anders B. Trolle and
Eduardo S. Schwartz
Date Posted: October 28, 2010Last Revised: July 21, 2012474 downloads
Finite Difference Based Calibration and Simulation
Jesper Andreasen and
Brian Norsk Huge
Date Posted: October 27, 2010Last Revised: October 30, 2010811 downloads
Regime Shifts in Mean-Variance Efficient Frontiers: Some International Evidence Federal Reserve Bank of St. Louis Working Paper No. 2010-040B
Massimo Guidolin and
Federica Ria
Date Posted: October 27, 2010Last Revised: November 24, 2010124 downloads
Portfolio Choice with Illiquid Assets
Andrew Ang ,
Dimitris Papanikolaou
and
Mark M. Westerfield
Date Posted: October 26, 2010Last Revised: April 22, 2013508 downloads
Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence Federal Reserve Bank of St. Louis Working Paper No. 2010-039A
Massimo Guidolin ,
Stuart Hyde ,
David G. McMillan
and
Sadayuki Ono
Date Posted: October 25, 201059 downloads
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk Banque de France Working Paper No. NER-R 155
Hanno N. Lustig and
Adrien Verdelhan
Date Posted: October 25, 201049 downloads
Pension Fund Trading and Stock Returns
Russell E. Jame
Date Posted: October 24, 2010Last Revised: May 31, 2012102 downloads
Explicit Solutions to Optimal Risk-Averse Trading of Defaultable Bonds Under Heterogeneous Beliefs
Tim Leung
Date Posted: October 23, 2010Last Revised: September 05, 2011137 downloads
Multivariate Asset Models Using Levy Processes and Applications Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Laura Ballotta and
Efrem Bonfiglioli
Date Posted: October 22, 2010Last Revised: February 12, 2013212 downloads
Comoment Risk and Stock Returns Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Marie Lambert
and
Georges Hubner
Date Posted: October 22, 2010130 downloads
Does R&D Investment Depend on Ex-Ante Productivity?
Ziemowit Bednarek
Date Posted: October 22, 2010Last Revised: January 23, 201157 downloads
Estimation and Calibration of a Dynamic Variance Gamma Model Using Vix Data
Lorenzo Mercuri
Date Posted: October 22, 2010161 downloads
Expected Returns Across Time Scales Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Christophe Boucher
and
Bertrand B. Maillet
Date Posted: October 22, 2010140 downloads
Game Hoarding in Europe: Stock-Price Consequences of Local Bias? Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Tom Aabo
,
Christos Pantzalis and
Maja Stoholm Sørensen
Date Posted: October 22, 2010Last Revised: June 01, 201230 downloads
Rollover Risk and Corporate Bond Spreads Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Patricio Valenzuela
Date Posted: October 22, 201076 downloads
Sentiment, Convergence of Opinion, and Market Crash
Qingwei Wang
Date Posted: October 22, 2010Last Revised: June 22, 201134 downloads
Stock Market Fundamentals and Bubbles: Implications for Prices, GDP and Consumption
David G. McMillan
Date Posted: October 22, 201078 downloads
The 2007-2009 Financial Crisis and Executive Compensation: An Analysis and a Proposal for a Novel Structure Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Alon Raviv
and
Yoram Landskroner
Date Posted: October 22, 2010445 downloads
The Informational Content of the Embedded Deflation Option in TIPS Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Olesya V. Grishchenko
,
Joel M. Vanden and
Jianing Zhang
Date Posted: October 22, 2010Last Revised: October 04, 201198 downloads
Time-Varying Beta: A Boundedly Rational Equilibrium Approach Quantitative Finance Research Centre Research Paper No. 275
Carl Chiarella
,
Roberto Dieci
and
Xuezhong He
Date Posted: October 22, 201061 downloads
Feasible Momentum Strategies in the US Stock Market
Manuel Ammann ,
Marcel Moellenbeck
and
Markus M. Schmid
Date Posted: October 21, 2010Last Revised: May 29, 20131222 downloads
Asset Pricing with Heterogeneous Beliefs and Endogenous Liquidity
Emilio Osambela
Date Posted: October 21, 2010Last Revised: June 24, 2012249 downloads
Understanding Asset Prices: Determinants and Policy Implications Banque de France Working Paper No. 168
Laurent Clerc
Date Posted: October 21, 201022 downloads
Volatility Interpolation
Jesper Andreasen and
Brian Norsk Huge
Date Posted: October 21, 2010Last Revised: October 30, 20101502 downloads
What is a Market Crash? Paris December 2010 Finance Meeting EUROFIDAI - AFFI
David Le Bris
Date Posted: October 21, 2010Last Revised: November 12, 201068 downloads
Did Eliminating the 20-F Reconciliation Between IFRS and US GAAP Matter?
John (Xuefeng) Jiang ,
Kathy R. Petroni and
Isabel Yanyan Wang
Date Posted: October 20, 2010320 downloads
Financial Distress and the Value Premium
George Blazenko and
Yufen Fu
Date Posted: October 20, 2010Last Revised: January 19, 2012144 downloads
Intraday Pricing of ETFs and Certificates Replicating the German DAX Index Review of Managerial Science, Vol. 5 Issue 4, pp. 337-351, 2011
Christoph Schmidhammer
,
Sebastian Lobe
and
Klaus Röder
Date Posted: October 20, 2010Last Revised: October 13, 2011137 downloads
Nonmyopic Optimal Portfolios in Viable Markets Swiss Finance Institute Research Paper No. 10-42
Jaksa Cvitanic and
Semyon Malamud
Date Posted: October 20, 201081 downloads
Credit Rating Dynamics in the Presence of Unknown Structural Breaks
Haipeng Xing ,
Ning Sun
and
Ying Chen
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 19, 2010Last Revised: October 28, 201068 downloads
Market Prices of Orthogonal Risk and Risk Aversion in Complete Stochastic Volatility Models: Theoretical and Empirical
Qian Han and
Calum G. Turvey
Date Posted: October 19, 201043 downloads
Emerging Market Mutual Fund Performance: Evidence for Poland
Jedrzej Pawel Bialkowski
and
Rogér Otten
Date Posted: October 18, 2010170 downloads
Performance Evaluation in Competitive REE Models
Paolo Colla
and
Jose M. Marin
Date Posted: October 17, 2010Last Revised: March 17, 2012726 downloads
Size, Value and Liquidity: Do They Really Matter on an Emerging Stock Market? ZEW - Centre for European Economic Research Discussion Paper No. 10-070
Judith Lischewski
and
Svitlana Voronkova
Date Posted: October 17, 201087 downloads
Trading Relative Performance with Alpha Indexes
Jacob S. Sagi and
Robert E. Whaley
Date Posted: October 16, 2010Last Revised: November 23, 2012868 downloads
Limited Asset Market Participation and the Variation of Real Risk Premia
Francisco Rivadeneyra
Date Posted: October 16, 201017 downloads
Option Pricing in a Dynamic Variance-Gamma Model Journal of Financial Decision Making, Vol. 7, 2011
Lorenzo Mercuri
and
Fabio Bellini
Date Posted: October 16, 2010Last Revised: November 26, 2012
Persistence of Size and Value Premia and the Robustness of the Fama-French Three Factor Model: Evidence from the Hong Kong Stock Market Investment Management and Financial Innovation, Vol. 5, No. 4, pp.39-49, 2008
Gilbert V. Nartea
,
Christopher Gan
and
Ji Wu
Date Posted: October 16, 2010Last Revised: August 30, 2011
Postmodern Corporate Finance Journal of Applied Corporate Finance, Vol. 22, No. 2, pp. 48-59, Spring 2010
Gregory V. Milano
Date Posted: October 16, 2010111 downloads
Reasonable People did Disagree: Optimism and Pessimism About the U.S. Housing Market Before the Crash FRB of Boston Public Policy Discussion Paper No. 10-5
Kristopher Gerardi ,
Christopher L. Foote and
Paul Willen
Date Posted: October 16, 2010139 downloads
Does Society Benefit from Investor Overconfidence in the Ability of Financial Market Experts? Journal of Economic Behavior and Organization, Vol. 58, pp. 95-116, 2005
Nathan Berg
and
Donald D. Lien
Date Posted: October 15, 201027 downloads
Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence Manchester Business School Research Paper No. 607
Massimo Guidolin ,
Stuart Hyde ,
David McMillan
and
Sadayuki Ono
affiliation not provided to SSRN
and
Hiroshima University
Date Posted: October 15, 201046 downloads
Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals Banco de Espana Working Paper No. 1032
Gabe De Bondt
,
Tuomas A. Peltonen
and
Daniel Santabárbara
Date Posted: October 14, 201064 downloads
High-Frequency Trading, Stock Volatility, and Price Discovery
Frank Zhang
Date Posted: October 14, 2010Last Revised: December 27, 20103626 downloads
Personality Journal of Behavioral Finance, 14:2, 116-113
Robert B. Durand ,
Rick Newby
,
Leila Peggs
and
Michelle Siekierka
Date Posted: October 13, 2010Last Revised: June 01, 2013
A Study on the Day-of-The-Week Effect in Fifty Five Stock Markets: Evidence from Asymmetric GARCH Models International Review of Business and Finance, Vol. 2, No. 2, 2010
Eleftherios Giovanis
Date Posted: October 13, 2010
Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets National Bank of Belgium Working Paper No. 71
Janet Mitchell
Date Posted: October 13, 201075 downloads
Positive Mood, Risk Attitudes, and Investment Decisions: Field Evidence from Comedy Movie Attendance in the U.S.
Gabriele M. Lepori
Date Posted: October 12, 2010Last Revised: October 16, 2010300 downloads
Debt Refinancing and Credit Risk Spanish Review of Financial Economics, Vol. 9, Issue 1, pp. 1-10
Santiago Forte
and
Juan Ignacio Peña
Date Posted: October 10, 2010Last Revised: January 19, 201265 downloads
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