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A Cross-Exchange Comparison of Execution Costs and Information Flow for NYSE-Listed Stocks
Hendrik Bessembinder and
Herbert M. Kaufman
Date Posted: February 21, 1997
A Discrete Choice Model of Dividend Reinvestment Plans: Classification and Prediction Managerial and Decision Economics, Vol. 32, 2011
Thomas P. Boehm and
Ramon P. DeGennaro
Date Posted: December 28, 2011
A Generalized Fourier Transform Approach to Risk Measures Journal of Statistical Mechanics (2010) P01005, Erratum: J. Stat. Mech. (2012) E05001
Giacomo Bormetti
,
Valentina Cazzola
,
Giacomo Livan
,
Guido Montagna
and
Oreste Nicrosini
affiliation not provided to SSRN
,
Abdus Salam International Centre Theoretical Physics (ICTP)
,
University of Pavia and INFN, Pavia Unit
and
Istituto Nazionale di Fisica Nucleare Sezione di Pavia
Date Posted: June 06, 2012
A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model Journal of Investment Consulting, Vol. 14, No. 1, 32-37, 2013
Theodore Economou
,
Gregoire Haenni
and
Elena Manola-Bonthond
Date Posted: May 08, 2013
A Guide to Choosing Absolute Bank Capital Requirements Journal of Banking and Finance, Vol. 26, No. 5, 2002
Mark Carey
Date Posted: August 05, 2002
A Kinetic Thermodynamics Approach to the Psychology of Fluctuations in Financial Markets Appl. Math. Lett,. Vol. 3, pp. 17-19, 1990
Gunduz Caginalp
and
G.B. Ermentrout
Date Posted: January 18, 2010
A Liquidity Motivated Algorithm for Discerning Trade Direction Multinational Finance Journal, Vol. 12, No. 1/2, 2008
David Michayluk
and
Laurie Prather
Date Posted: September 07, 2008Last Revised: September 09, 2008
A Multi-Factor Analysis of Country Fund Returns Journal of Financial Research
Seth C. Anderson ,
B. Jay Coleman ,
Cheryl J. Frohlich and
Jeffrey W. Steagall
Date Posted: July 14, 2000
A Multibeta Representation Theorem for Linear Asset Pricing Theories Journal of Financial Economics, Vol. 46, No. 3, pp. 357-381, 1997
Sanjay K. Nawalkha
Date Posted: March 23, 2007
A Near-Nonparametric Partially Sequential Test for Monitoring Phase II Location under Pairwise Dependence between Two Phases Sequential Analysis, 30: 208–228, 2011, Indian Institute of Management Udaipur Research Paper Series No. 2012-2171274,
Amitava Mukherjee
Date Posted: April 10, 2013
A New Approach to Characterizing and Forecasting Electricity Price Volatility International Journal of Forecasting, Vol. 24, No. 4, 2008
Kam Fong Chan ,
Philip Gray and
Bart van Campen
Date Posted: August 09, 2009
A New Set of Measures on International Financial Integration 3rd Financial Markets Asia-Pacific Conference, Sydney
Võ Xuân Vinh
Date Posted: September 25, 2006
A New Stochastic Duration Based on the Vasicek and CIR Term Structure Theories J of Business Finance and Accounting, Vol. 27, No. 7&8, September/October 2000
Xueping Wu
Date Posted: March 27, 2001
A New Value-Weighted Total Return Index for the Finnish Stock Market 1912-1969 Research in International Business and Finance, Vol. 24, No. 3, pp. 267-283, 2010
Peter M. Nyberg and
Mika Vaihekoski
Date Posted: August 12, 2008Last Revised: September 27, 2010
A Nonparametric Test of Monthly Seasonality for International Stock Markets
Jason Zhanshun Wei
Date Posted: July 03, 1998
A Note on Analysts' Earnings Forecast Errors Distribution Journal of Accounting & Economics, Vol. 36, No. 1-3, pp. 147-164, December 2003
Daniel A. Cohen and
Thomas Z. Lys
Date Posted: January 07, 2004
A Note on Asset Proportions, Stochastic Dominance and the 50% Rule Management Science, December 1999
Ephraim Clark and
Octave Jokung
Date Posted: May 15, 2000
A Note on Overfishing, Fishing Rights and Futures Markets EUROPEAN J. OF LAW AND ECONOMICS
Erwin H. Bulte and
Joost M. E. Pennings
Date Posted: June 19, 1997
A Note on Perceptions of Finance Journal Quality Review of Quantitative and Finance Accounting
Stephen F. Borde ,
John Cheney and
Jeff Madura
Date Posted: March 29, 1999
A Perspective on Credit Derivatives International Review of Financial Analysis, Vol. 11, No. 3, pp. 251-278, 2002
Jonathan A. Batten and
Warren P. Hogan
Date Posted: May 06, 2003
A Reexamination of Fractional Integrating Dynamics in Foreign Currency Markets: A Wavelet Based Analysis International Review of Economics and Finance, Vol. 15, 2006
Hyun Jin
,
John Elder and
Won W. Koo
Date Posted: June 14, 2006Last Revised: January 16, 2011
A Remark on Clarke'S Normal Cone and the Marginal Cost Pricing Rule Journal of Mathematical Economics, Vol. 18, pp. 95-101, 1989
Elyes Jouini
Date Posted: August 15, 2007
A Social Disclosure Index for Assessing Social Programmes in Brazilian Listed Firms
Rodrigo S. Gonçalves
,
Elionor F.J. Weffort
and
Jorge K. Niyama
Date Posted: March 28, 2012Last Revised: October 01, 2012
A Specialist's Quoted Depth as a Strategic Choice Variable 12-96
Kenneth A. Kavajecz
Date Posted: September 18, 1996
A Statistical Analysis of Mutual Fund Performance Measures: The Relevance of IR, Betas and Sharpe Ratios Journal of Index and Investing, Vol. 1, No. 2, pp. 89-106, Fall 2010
Hery Razafitombo
Date Posted: December 19, 2011
A Structural Analysis of Mutual Fund Performance: A Comparative Study for Domiciliation Places Journal of Index and Investing, Vol. 1, No. 4, Spring 2011
Hery Razafitombo
and
Virginie Terraza
Date Posted: December 19, 2011
A Threshold Stochastic Conditional Duration Model for Financial Transaction Data
Zhongxian Men
,
Tony S. Wirjanto and
Adam W. Kolkiewicz
Date Posted: March 31, 2013
A Transactions Data Analysis of Intraday Betas Financial Review, May 1998
Larry J. Lockwood ,
Thomas H. McInish and
Suhkyong Kim
Date Posted: June 15, 1998
A Unified Treatment of Finite and Infinite Economies: Limited Arbitrage is Necessary and Sufficient for the Existence of Equilibrium and the Core Economic Theory, Vol. 12, Iss. 1, 1998
Graciela Chichilnisky and
Geoffrey M. Heal
Date Posted: October 04, 1998
A Unifying Theory of Credit and Equity Rationing in Markets with Adverse Selection Stanford GSB Research Paper No. 1356, Sauder School of Business Working Paper
Thomas F. Hellmann
Date Posted: April 19, 1998
A.I.R.A.P. - Alternative Views on Alternative Investments INTELLIGENT HEDGE FUND INVESTING, Barry Schachter, ed., Risk Books, 2004
Milind Sharma
Date Posted: July 07, 2004
About Stock Markets Predictability
Hicham Abdelouahab Benjelloun
Date Posted: February 06, 2009
Accounting Conservatism, the Sarbanes‐Oxley Act, and Crash Risk CAAA Annual Conference 2010
Xiaohua Fang
,
Yanju Liu
and
Baohua Xin
Date Posted: January 07, 2010
Accruals and the Performance of Stock Returns Following External Financing Activities The British Accounting Review, Vol. 43, pp. 214-229, 2011
George A. Papanastasopoulos ,
Dimitrios D. Thomakos
and
Tao Wang
Date Posted: August 26, 2008Last Revised: August 06, 2011
Active Management vs. Passive Management in the Colombian Private Pension Open Mutual Fund Industry: A Performance Analysis Using Proxy ETFs as Market Benchmarks
Edgardo Cayon Fallon
,
Tomas Di Santo Rojas and
Camilo Roncancio Peña
Date Posted: January 28, 2009Last Revised: May 13, 2013
Adverse Selection, Inventory Holding Costs, and Depth Journal of Financial Research
Frank Heflin and
Kenneth W. Shaw
Date Posted: January 26, 2000
Algorithmic Activity on Xetra Journal of Trading, Summer 2009
Markus Gsell
Date Posted: November 18, 2008Last Revised: June 03, 2009
All Things Considered, Taxes Drive the January Effect Journal of Financial Research, Forthcoming
Honghui Chen and
Vijay Singal
Date Posted: January 24, 2004
Alternative Beta Applied - An Introduction to Hedge Fund Replication Financial Markets and Portfolio Management, Vol. 22, No. 3, pp. 259-279, 2008
Roman Tancar
and
Jan Viebig
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 17, 2008
Alternative Trading Systems
Jennifer S. Conrad ,
Kevin M. Johnson and
Sunil Wahal
Date Posted: July 16, 2001
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation
Mark Broadie ,
Jerome Detemple ,
Eric Ghysels and
Olivier Torres
Date Posted: November 14, 1996
An Application of CDS-Implied Ratings to Synthetic CDOs
David T. Hamilton and
Eugenia Fingerman
Date Posted: February 11, 2008
An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach
Sandra Peterson ,
Richard C. Stapleton and
Marti G. Subrahmanyam
affiliation not provided to SSRN
,
University of Strathclyde, Glasgow - Department of Accounting and Finance
and
New York University - Stern School of Business
Date Posted: October 15, 1998
An Empirical Analysis of Stock and Bond Market Liquidity Review of Financial Studies, Forthcoming
Tarun Chordia ,
Asani Sarkar and
Avanidhar Subrahmanyam
Date Posted: March 29, 2004
An Empirical Analysis of the Relationships Between Currency Risk, Country Development, and Country Location International Journal of Business, Vol. 3, 1998
Svyatoslav V. Yenin and
Stephen F. Borde
Date Posted: February 19, 1999
An Empirical Comparison of Continuous-Time Models of Implied Volatility Indices Journal of Banking and Finance, Vol. 31, No. 12, pp. 3584-3603, 2007
George Dotsis
,
Dimitris Psychoyios and
George S. Skiadopoulos
Date Posted: January 27, 2007Last Revised: January 03, 2008
An Empirical Examination of Jump Risk in U.S Equity and Bond Markets North American Actuarial Journal, Vol. 11, pp. 76-91, October 2007
Lee M. Dunham
and
Geoffrey C. Friesen
Date Posted: August 19, 2011
An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps
Anurag Gupta and
Marti G. Subrahmanyam
Date Posted: October 15, 1998
An Empirical Examination of the Geometric Brownian Motion Hypothesis Via the Space-Time Duality of a Stochastic Process
Moshe A. Milevsky
Date Posted: August 04, 1995
An Empirical Examination of U.S. Dollar Swap Spreads
Bernadette A. Minton
Date Posted: July 23, 1999
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