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5,802,968 Total downloads
Showing Papers 3,641 - 3,690 of 13,813
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Liquidity as an Investment Style Yale SOM Working Paper
Zhiwu Chen ,
Roger G. Ibbotson and
Wendy Hu
affiliation not provided to SSRN
Date Posted: September 12, 2010Last Revised: September 15, 20101304 downloads
Revisiting the Interest Rate Puzzle Applied Economics Letters, Vol. 16, No. 13, pp. 1333-1340, 2009
Joe Akira Yoshino
and
Edson Bastos e Santos
Date Posted: September 12, 2010Last Revised: September 15, 201093 downloads
Stochastic Discount Factor in the Brazilian Equity Market (Fator de Desconto Estocástico no Mercado Acionário Brasileiro) (Portuguese) Revista Estudos Econômicos, São Paulo, 36(3): 435-463, jul-set 200,
André Borges Catalão
and
Joe Akira Yoshino
Date Posted: September 12, 2010Last Revised: September 15, 201036 downloads
Aggregate Earnings and Expected Stock Returns in Emerging Markets Emerging Markets Finance and Trade, Vol. 47, No. 3, 4-22
K. Ozgur Demirtas
and
Duygu Zirek
Date Posted: September 11, 2010Last Revised: December 12, 2012166 downloads
Corporate Bond Risk in the Brazilian Capital Market (Risco de Crédito e Alocação Ótima para uma Carteira de Debêntures) (Portuguese) Est. Economics, Vol. 38, No. 2, pp. 349-372, 2008
André Cadme Godoy
,
Rogério de Deus Oliveira
and
Joe Akira Yoshino
affiliation not provided to SSRN
,
Barclays Capital
and
Universidade de São Paulo - Department of Economics
Date Posted: September 11, 2010Last Revised: September 15, 201062 downloads
Is CAPM Dead or Alive in the Brazilian Equity Market? Review of Applied Economics, Vol. 5, Nos. 1 & 2, p. 127, 2009
Joe Akira Yoshino
and
Edson Bastos e Santos
Date Posted: September 11, 2010302 downloads
Testing House Price Index in the Brazilian Real Estate Market
Denisard Alves
,
Joe Akira Yoshino
,
Paula Pereda
and
Carla Amrein
Date Posted: September 11, 2010Last Revised: September 15, 201090 downloads
Commission Deregulation and Performance of Securities Firms: Further Evidence from Japan Journal of Economics and Business, Vol. 60, No. 4, pp. 355-368, 2008
Shinhua Liu
Date Posted: September 09, 2010
Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry Economic Research Initiatives at Duke (ERID) Working Paper Series No. 57
A. Ronald Gallant ,
Han Hong and
Ahmed Khwaja
Date Posted: September 09, 2010100 downloads
International Cross-Listing and Stock Pricing Efficiency: An Empirical Study Emerging Markets Review, Vol. 8, No. 4, pp. 251-263, 2007
Shinhua Liu
Date Posted: September 09, 2010
Investment Shocks and the Commodity Basis Spread
Fan Yang
Date Posted: September 09, 2010Last Revised: July 05, 2011305 downloads
Stock Returns and Monetary Policy: Are There Any Ties? CIRPEE Working Paper 10-26
Hafedh Bouakez
,
Badye Essid
and
Michel Normandin
Date Posted: September 09, 201063 downloads
The Shareholder Wealth Effects of Voluntary Foreign Delistings: An Empirical Analysis Applied Financial Economics Letters, Vol. 1, No. 4, pp. 199-204, 2005
Shinhua Liu and
John D. Stowe
Date Posted: September 09, 2010Last Revised: January 12, 201251 downloads
An Efficient GPU-Based Parallel Algorithm for Pricing Multi-Asset American Options
Duy Minh Dang ,
Christina Christara
and
Kenneth R. Jackson
Date Posted: September 08, 2010Last Revised: April 02, 2011552 downloads
Business Cycle Dynamics and Optimal Leverage
Philipp Immenkötter
Date Posted: September 08, 2010Last Revised: February 20, 2013378 downloads
Ageing and Asset Prices BIS Working Paper No. 318, August 2010
Elod Takats
Date Posted: September 07, 2010234 downloads
Benchmarking Hedge Funds: The Choice of the Factor Model
Manuel Ammann ,
Otto R. Huber
and
Markus M. Schmid
Date Posted: September 07, 2010Last Revised: August 29, 2011266 downloads
Reasoning the ‘Net-Present-Value’ Way: Some Biases and How to Use Psychology for Falsifying Decision Models
Carlo Alberto Magni
Date Posted: September 07, 2010107 downloads
Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle Journal of Finance, Forthcoming
Matthias Fleckenstein
,
Francis A. Longstaff and
Hanno N. Lustig
Date Posted: September 07, 2010Last Revised: August 24, 2012852 downloads
Default Risk of CMBS Loans: What Explains the Regional Variations?
Xudong An
,
Yongheng Deng and
Anthony B. Sanders
Date Posted: September 06, 2010133 downloads
Trading Activity and Financial Market Integration The Financial Review, Forthcoming
Chia-Hao Lee
and
Pei-I Chou
Date Posted: September 05, 2010Last Revised: December 18, 2011
Local Stability Analysis of a Stochastic Evolutionary Financial Market Model with a Risk-free Asset Swiss Finance Institute Research Paper No. 10-36
Igor V. Evstigneev ,
Thorsten Hens and
Klaus Reiner Schenk-Hoppé
Date Posted: September 04, 2010Last Revised: November 17, 2011224 downloads
International Bond Risk Premia
Magnus Dahlquist and
Henrik Hasseltoft
Date Posted: September 03, 2010Last Revised: December 16, 2012197 downloads
Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test
Dieter Hess and
Sebastian Orbe
Date Posted: September 03, 2010Last Revised: May 26, 2012295 downloads
Business Cycle Variation in the Risk-Return Trade-Off Journal of Monetary Economics, Forthcoming
Hanno N. Lustig and
Adrien Verdelhan
Date Posted: September 02, 2010Last Revised: November 13, 2012426 downloads
Analysis of the Distribution of Rates of Return on Stocks Making Use of Tukey’s G and H Distribution Cuadernos de Economía, Vol. 29, No. 52, 2010 ,
Andrés Mauricio Mendoza Piñeros
,
José Alfredo Jiménez Moscoso
and
Universidad Nacional de Colombia
affiliation not provided to SSRN
Date Posted: September 02, 2010Last Revised: January 20, 201132 downloads
Soft Information and Economic Activity: Evidence from the Beige Book
Shibley Sadique
,
Francis Haeuck In
,
Madhu Veeraraghavan
and
Paul Wachtel
Date Posted: September 02, 201048 downloads
Stylized Facts of Financial Markets and Modeling Volatility (The Case of Tehran Stock Exchange)
Kamran Pakizeh
Date Posted: September 01, 2010Last Revised: November 22, 2012170 downloads
A New 'Risky' World Order: Unstable Risk Premiums: Implications for Practice
Aswath Damodaran
Date Posted: September 01, 2010Last Revised: September 06, 20101444 downloads
An Analysis of the Determinants of Credit Default Swap Spread Changes Before and During the Subprime Financial Turmoil Bank of Italy Temi di Discussione (Working Paper) No. 749
Antonio Di Cesare and
Giovanni Guazzarotti
Date Posted: September 01, 2010391 downloads
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy
Nektarios Aslanidis
and
Charlotte Christiansen
Date Posted: September 01, 2010Last Revised: April 16, 201394 downloads
The Pricing of Government-Guaranteed Bank Bonds Bank of Italy Temi di Discussione (Working Paper) No. 753
Aviram Levy
and
Andrea Zaghini
Date Posted: September 01, 201064 downloads
Why Does Higher Variability of Trading Activity Predict Lower Expected Returns?
Alexander Barinov
Date Posted: September 01, 2010Last Revised: September 24, 201271 downloads
Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much Swiss Finance Institute Research Paper No. 11-33
Fabio Trojani
,
Christian Wiehenkamp
and
Jan Wrampelmeyer
Date Posted: August 30, 2010Last Revised: February 17, 2013252 downloads
Accounting-Based Versus Market-Based Cross-Sectional Models of CDS Spreads Journal of Banking and Finance, Vol. 33, No. 4, 2009
Sanjiv Ranjan Das ,
Paul Hanouna and
Atulya Sarin
Date Posted: August 30, 2010
IPO's: The Impact of Venture Capital Links? 23rd Australasian Finance and Banking Conference 2010 Paper
Craig D. Mellare
Date Posted: August 30, 2010234 downloads
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia
Christian David Dick
,
Maik Schmeling
and
Andreas Schrimpf
Date Posted: August 30, 2010Last Revised: May 06, 2011123 downloads
On the Economic Consequences of Index-Linked Investing CHALLENGES TO BUSINESSES IN THE TWENTY-FIRST CENTURY: THE WAY FORWARD, W.T. Allen, R. Khurana, J. Lorsch, G. Rosenfeld, eds., 2010
Jeffrey Wurgler
Date Posted: August 30, 20101362 downloads
Why did the Crisis of 2008 Happen?
Nassim Nicholas Taleb
Date Posted: August 29, 2010Last Revised: November 16, 20129609 downloads
An Integrated Model for Hybrid Securities Management Science, Vol. 53, No. 9, pp. 1439-1451, 2007
Sanjiv Ranjan Das and
Rangarajan K. Sundaram
Date Posted: August 29, 2010Last Revised: March 14, 2011
Asset Pricing Models in Indian Capital Markets
Mihir Dash
and
Rishika Rao
affiliation not provided to SSRN
Date Posted: August 29, 2010431 downloads
Tax saving's valuation under its appropiate risk profile: A Contingent Claim Approach
Gonzalo Diaz-Hoyos Sr.
and
Ignacio Velez-Pareja
Date Posted: August 29, 2010Last Revised: March 07, 201176 downloads
Exigency for Sukuk Bonds Financing: Issues and Discussions
Shamsher Mohamad
,
Taufiq Hassan Shah IV
and
Dr. Adesina-Uthman
Date Posted: August 28, 2010502 downloads
Google Search Volume and its Influence on Liquidity and Returns of German Stocks Financial Markets and Portfolio Management, Vol. 25, No. 3, pp. 239-264, 2011
Matthias Bank
,
Martin Larch
and
Georg Peter
Date Posted: August 28, 2010Last Revised: August 04, 2011343 downloads
Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields
Kenneth J. Singleton
Date Posted: August 28, 201085 downloads
Credit Default Swap Spreads as Viable Substitutes for Credit Ratings University of Pennsylvania Law Review, Vol. 158, 2010, San Diego Legal Studies Paper No. 10-031
Mark J. Flannery ,
Joel F. Houston and
Frank Partnoy
Date Posted: August 27, 2010Last Revised: September 03, 2010665 downloads
A Meta-Analysis of the Equity Premium Tinbergen Institute Discussion Paper 10-078/3
Casper Van Ewijk
,
Henri L. F. de Groot and
Coos Santing
affiliation not provided to SSRN
Date Posted: August 26, 2010Last Revised: August 18, 2012206 downloads
Equity Capital Raising in Australia During 2008 and 2009
Simon J Connal
and
Martin Lawrence
Date Posted: August 26, 2010151 downloads
On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500
Giovanna Zanotti ,
Alonso Pena
and
Barbara Alemanni
Date Posted: August 26, 2010261 downloads
Asset Selection Using a Factor Model and Data Envelope Analysis-A Quantile Regression Approach 23rd Australasian Finance and Banking Conference 2010 Paper
David E. Allen and
Abhay Kumar Singh
Date Posted: August 25, 2010112 downloads
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