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JEL Code: G12
5,805,334 Total downloads
Showing Papers 3,721 - 3,770 of 13,819
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The Indicative Value - Price Puzzle in ETNs: Liquidity Constraints, Information Signaling, or an Ineffective System for Share Creation? Journal of Investing, Vol. 20, No. 3, 2011
Dean Diavatopoulos ,
James Felton
and
Colbrin Wright
Date Posted: August 20, 2010Last Revised: September 05, 2012118 downloads
The Valuation of Tax Loss Carryforwards
Felix Georg Streitferdt
affiliation not provided to SSRN
Date Posted: August 20, 2010134 downloads
Creative Destruction and Asset Prices
Joachim Grammig and
Stephan Jank
Date Posted: August 18, 2010Last Revised: May 12, 2013217 downloads
Paying the High Price of Active Management: A New Look at Mutual Fund Fees World Economics, Vol. 11, No. 3, July-September 2010
Ross M. Miller
Date Posted: August 17, 2010Last Revised: September 25, 2010336 downloads
Size and Value Premium in International Portfolios: Evidence from Fifteen European Countries
Ayesha Afzal
Date Posted: August 17, 201079 downloads
Cost of Capital and Value Without Circularity for Constant Growth Perpetuities
Felipe Mejia-Pelaez and
Ignacio Velez-Pareja
Date Posted: August 16, 2010Last Revised: January 24, 2011247 downloads
Anticipated and Repeated Shocks in Liquid Markets
Dong Lou
,
Hongjun Yan
and
Jinfan Zhang
Date Posted: August 15, 2010Last Revised: May 03, 2013310 downloads
Path-Dependent Options Pricing: A Quasi Monte Carlo Simulation Approach with MATLAB
Jay Au Yeung
Date Posted: August 15, 2010Last Revised: October 18, 2010451 downloads
Predictable Return Distributions
Thomas Quistgaard Pedersen
Date Posted: August 15, 2010121 downloads
Risk and Returns of Commercial Real Estate: A Property Level Analysis
Liang Peng
Date Posted: August 15, 2010229 downloads
The Microstructure of Fear, the Fama-French Factors and the Global Financial Crisis of 2007 and 2008 23rd Australasian Finance and Banking Conference 2010 Paper
Dominic Lim
,
Robert B. Durand and
Joey Wenling Yang
Date Posted: August 15, 2010Last Revised: August 16, 2010124 downloads
Valuation Differences between Credit Default Swap and Corporate Bond Markets Journal of Credit Risk, Forthcoming
Oliver Entrop
,
Richard Schiemert
and
Marco Wilkens
Date Posted: August 14, 2010Last Revised: May 13, 2013495 downloads
Asset Tangibility, Industry Representation and the Cross Section of Equity Returns 23rd Australasian Finance and Banking Conference 2010 Paper
Paul Docherty
,
H. Chan and
Stephen Andrew Easton
Date Posted: August 14, 201065 downloads
Dividend Increases and Initiations and Default Risk in Equity Returns Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Andreas Charitou ,
Neophytos Lambertides
and
Giorgos Theodoulou
affiliation not provided to SSRN
Date Posted: August 14, 2010
Losses, Dividend Reductions, and Market Reaction Associated with Past Earnings and Dividends Patterns Journal of Accounting, Auditing and Finance, Forthcoming
Andreas Charitou ,
Neophytos Lambertides
and
Giorgos Theodoulou
affiliation not provided to SSRN
Date Posted: August 14, 2010
Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets
Brajesh Kumar
and
Ajay Pandey
Date Posted: August 14, 2010329 downloads
World Equity Premium Based Risk Aversion Estimates CESifo Working Paper No. 3152
Lorenzo Pozzi ,
Casper G. de Vries and
Jorn Zenhorst
Date Posted: August 12, 201071 downloads
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
Yufeng Han
,
Ke Yang
and
Guofu Zhou
Date Posted: August 12, 2010Last Revised: May 22, 20125672 downloads
Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings C.D. Howe Institute Backgrounder, No. 130, May 2010
Philippe Bergevin
Date Posted: August 12, 201075 downloads
Innovative Credit Default Management in the Banks Through Credit Default Swaps: An Analysis of Credit Derivatives
Deepak Tandon
and
Saurabh Agarwal
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: August 12, 2010Last Revised: August 23, 2010239 downloads
Vultures Circling Overhead: Does Short Selling Tell the Future?
Christo Ferreira ,
Fei Wu
and
Udomsak Wongchoti
Date Posted: August 12, 2010Last Revised: September 02, 201094 downloads
Heterogeneity in Stock Prices: A STAR Model with Multivariate Transition Function HECER Discussion Paper No 301
Matthijs Lof
Date Posted: August 11, 2010Last Revised: May 08, 201294 downloads
A Proposition on the Martingale Representation Theorem and on the Approximate Hedging of Financial Contingent Claims Centre Emile Bernheim WP-CEB No. 06/004
Andre Farber
,
Nguyen Van Huu
and
Quan Hoang Vuong
Date Posted: August 10, 201060 downloads
Cost of Capital with Levered Cost of Equity as the Risk of Tax Shields Mays Business School Research Paper No. 2011-12
Joseph Tham ,
Ignacio Velez-Pareja and
James W. Kolari
Date Posted: August 10, 2010Last Revised: December 19, 2011274 downloads
Discrete Time Models (Mo Hinh Roi Rac) (In Vietnamese) Nguyen Van Huu, Vuong Quan Hoang, MATHEMATICAL METHODS IN FINANCE (Cac Phuong Phap Toan Hoc Trong Tai Chinh), Chapter 1, pp. 15-34, Vietnam National University Press, Hanoi, March 2007
Nguyen Van Huu
and
Quan Hoang Vuong
Date Posted: August 10, 201020 downloads
The Log-Linear Return Approximation, Bubbles, and Predictability Journal of Financial and Quantitative Analysis, Vol. 47, Nr. 3, 2012, s. 643-665.
Tom Engsted ,
Thomas Quistgaard Pedersen
and
Carsten Tanggaard
Date Posted: August 09, 2010Last Revised: February 28, 2013173 downloads
A Model of Bank Liquidity
Jianbo Tian
Date Posted: August 09, 2010161 downloads
Non-Dividend Paying Stocks and the Negative Value Premium 23rd Australasian Finance and Banking Conference 2010 Paper
George Blazenko and
Yufen Fu
Date Posted: August 09, 2010Last Revised: January 04, 2012114 downloads
Pricing Multiple Triggers Contingent Claims
Ernest Tafolong
and
Bruno Feunou
affiliation not provided to SSRN
and
Bank of Canada
Date Posted: August 09, 2010Last Revised: July 18, 201163 downloads
The Defeasance of Control Rights
Carsten Bienz ,
Antoine Faure-Grimaud and
Zsuzsanna Fluck
Date Posted: August 09, 2010Last Revised: September 04, 2010110 downloads
Seasonalities in the Monthly Stock Returns: Evidence from Bangladesh Dhaka Stock Exchange (DSE) International Research Journal of Finance and Economics, No. 24, pp. 167-176, February 2009
Md. Khokan Bepari
and
A. T. Mollik
Date Posted: August 08, 2010
Contingent Capital: An In-Depth Discussion
Stan Maes and
Wim Schoutens
Date Posted: August 06, 2010Last Revised: August 28, 2010417 downloads
Determinants of Expected Stock Returns: Large Sample Evidence from the German Market
Sabine Artmann
,
Philipp Finter
and
Alexander Kempf
Date Posted: August 06, 2010Last Revised: July 28, 2011195 downloads
Evaluating Implied Cost of Capital Estimates
Charles M.C. Lee ,
Eric C. So and
Charles C. Y. Wang
Date Posted: August 06, 2010Last Revised: September 08, 2011702 downloads
Instability of Stock Beta in Dhaka Stock Exchange (DSE), Bangladesh Managerial Finance, Vol. 36, No. 10, pp. 886 - 902
A. T. Mollik and
Md. Khokan Bepari
Date Posted: August 06, 2010Last Revised: October 20, 2010
Long-Term Tactical Asset Allocation
Jinqiang Guo
Date Posted: August 06, 2010Last Revised: June 06, 2012
The Equity Risk Premium in 2010
John R. Graham and
Campbell R. Harvey
Date Posted: August 06, 2010Last Revised: August 10, 20101405 downloads
A New Measure of Tactical Allocation Skills in Performance Attribution Analysis Journal of Performance Measurement, Forthcoming
Wenling Lin
Date Posted: August 05, 2010Last Revised: August 12, 2010
A Note on Utility-Based Pricing
Mark Davis
and
Daisuke Yoshikawa
Date Posted: August 05, 201064 downloads
Comovement and Investment Banking Networks
Gustavo Grullon ,
James Weston and
Shane Underwood
Date Posted: August 05, 2010111 downloads
Endogenous Leverage and Expected Stock Returns
Tatiana Chebonenko ,
Xiangyie Xie Spencer
,
Igor Cunha
,
Fabricio D'Almeida and
Timothy C. Johnson
Date Posted: August 05, 2010Last Revised: December 06, 2010196 downloads
Funding Liquidity Risk and the Cross-Section of Stock Returns FRB of New York Staff Report No. 464
Tobias Adrian
and
Erkko Etula
affiliation not provided to SSRN
Date Posted: August 05, 2010138 downloads
Investors' Compensation for Illiquidity - Evidence from the German Stock Market International Journal of Economic Research, Forthcoming
Matthias Bank
,
Martin Larch
and
Georg Peter
Date Posted: August 05, 2010Last Revised: November 30, 2010112 downloads
Modeling Heterogeneous Beliefs and Short Sale Constraint: Evidences from Segmented Capital Markets of China
Jing Lu
Date Posted: August 05, 201040 downloads
Private Equity Performance and Liquidity Risk Netspar Discussion Paper No. 06/2010-024, Journal of Finance, Forthcoming
Francesco A. Franzoni
,
Eric Nowak and
Ludovic Phalippou
Date Posted: August 05, 2010Last Revised: September 13, 2012233 downloads
Should Investors Include Commodities in Their Portfolios After All? New Evidence Journal of Banking and Finance, Vol. 35, No. 10, 2011
Charoula Daskalaki
and
George S. Skiadopoulos
Date Posted: August 05, 2010Last Revised: November 27, 2011684 downloads
Uncertainty of Information, Reaction of Investors and Post-Earnings Announcement Drift: Some Empirical Evidences from A-H Share Markets of China
Jing Lu
Date Posted: August 05, 201070 downloads
Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns Journal of Futures Markets 31 (January 2011), pp. 34-54
Jared DeLisle
,
James S. Doran and
David R. Peterson
Date Posted: August 04, 2010Last Revised: November 15, 201287 downloads
Do Stock Prices Influence Analysts’ Earnings Forecasts?
Jeffrey S. Miller and
Lisa M. Sedor
Date Posted: August 04, 201068 downloads
Inflation and the Constant Growth Model – Reconciling the Literature Abacus, Forthcoming
Daniel Kiechle
and
Niklas Lampenius
Date Posted: August 04, 2010Last Revised: January 12, 2012167 downloads
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