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Full Text Papers: 398,298
Authors: 228,729
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Last 12 months: 11,229,174
Last 30 days: 844,246

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SSRN eLibrary Search Results
JEL Code: G10
1,466,060 Total downloads
Showing Papers 3,751 - 3,800 of 4,477
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Incl. Electronic Paper Island Tides: Exploring ECN Liquidity
EFMA 2003 Helsinki Meetings
Oliver Hansch
Pennsylvania State University
Date Posted: June 21, 2003
Working Paper Series
429 downloads

Incl. Fee Electronic Paper The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
CEPR Discussion Paper No. 3651
 Harald Hau
University of Geneva - Geneva Finance Research Institute
Date Posted: June 20, 2003
Working Paper Series
18 downloads

Convexity: A Comparison and Reconciliation of its Different Forms
Journal of Financial Research, Forthcoming
 Louis D'Antonio and Thomas J. Cook
University of Denver - Daniels College of Business and University of Denver - Daniels College of Business
Date Posted: June 18, 2003
Accepted Paper Series

Incl. Electronic Paper Financing Entrepreneurial Firms in Europe: Facts, Issues, and Research Agenda
CESifo Working Paper Series No. 958
 Laura Bottazzi and Marco Da Rin
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research and Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Date Posted: June 17, 2003
Working Paper Series
456 downloads

What Drives the Japanese Yen Eurobond Term Structure of Japanese Bonds
Quarterly Review of Economics and Finance, Vol. 43, No. 3, pp. 518-541, 2003
 Jonathan A. Batten , Francis Haeuck In and Sangbae Kim
Hong Kong University of Science & Technology - Department of Finance , Monash University - Department of Accounting and Finance and Kyungpook National University - School of Business Administartion
Date Posted: June 17, 2003
Accepted Paper Series

Incl. Electronic Paper Systematic Liquidity and Expected Returns: Evidence from the London Stock Exchange
EFMA 2003 Helsinki Meetings
 Evangelos Giouvris
Durham University - Department of Economics and Finance
Date Posted: June 15, 2003
Working Paper Series
552 downloads

Incl. Electronic Paper The Quality of Corporate Credit Rating: An Empirical Investigation
EFMA 2003 Helsinki Meetings
 Koresh Galil
Ben-Gurion University of the Negev - Department of Economics
Date Posted: June 14, 2003
Working Paper Series
1371 downloads

Incl. Electronic Paper Pursuing Value Through Liquidity: Share Retention, Lockup, and Underpricing in IPOs
 Steven X. Zheng , Joseph P. Ogden and Frank C. Jen
University of Manitoba - Asper School of Business , State University of New York (SUNY) at Buffalo - School of Management and SUNY at Buffalo - School of Management
Date Posted: June 12, 2003
Working Paper Series
382 downloads

Incl. Electronic Paper Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets
Max Planck Institute for Research into Economic Systems, Papers on Strategic Interaction No. 34-2002
 Gerlinde Fellner and Boris Maciejovsky
University of Ulm - Department of Mathematics and Economics and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics
Date Posted: June 12, 2003
Working Paper Series
178 downloads

Incl. Electronic Paper Limited Stock Market Participation and Asset Prices in a Dynamic Economy
EFMA 2003 Helsinki Meetings
 Hui Guo
University of Cincinnati - Department of Finance - Real Estate
Date Posted: June 12, 2003
Working Paper Series
260 downloads

Incl. Electronic Paper Was There Front Running During the LTCM Crisis?
FRB International Finance Discussion Paper No. 758
 Fang Cai
Board of Governors of the Federal Reserve System - Division of International Finance
Date Posted: June 09, 2003
Working Paper Series
588 downloads

Earnings Quality and Short Sellers
Accounting Horizons, pp. 49-61, Supplement 2003
Date Posted: June 09, 2003
Accepted Paper Series

Momentum and Turnover: Evidence from the German Stock Market
Schmalenbach Business Review, Vol. 55, pp. 108-135, 2003
 Markus Glaser and Martin Weber
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Date Posted: June 06, 2003
Last Revised: April 18, 2011
Accepted Paper Series

Incl. Electronic Paper A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations (Second Version)
PIER Working Paper No. 03-013
 Francis X. Diebold and Michael W. Brandt
University of Pennsylvania - Department of Economics and Duke University - Fuqua School of Business
Date Posted: June 04, 2003
Working Paper Series
223 downloads

Incl. Electronic Paper Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment
Cowles Foundation Discussion Paper No. 1420
 Martin Shubik and Eric Smith
Yale University - School of Management and Santa Fe Institute - Economics
Date Posted: June 04, 2003
Working Paper Series
66 downloads

Incl. Electronic Paper Structure, Clearinghouses and Symmetry
Cowles Foundation Discussion Paper No. 1419
 Martin Shubik and Eric Smith
Yale University - School of Management and Santa Fe Institute - Economics
Date Posted: June 04, 2003
Working Paper Series
112 downloads

Incl. Electronic Paper A Monetary Policy Rule Based on Nominal and Inflation-indexed Treasury Yield
FEDS Working Paper No. 2003-07
 Brian P. Sack
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Date Posted: June 04, 2003
Working Paper Series
128 downloads

Hide-and-Seek in the Market: Placing and Detecting Hidden Orders
Review of Finance, 2007
 Rudy De Winne and Catherine D'Hondt
Université Catholique de Louvain and Louvain School of Management - UCL
Date Posted: June 03, 2003
Accepted Paper Series

Incl. Electronic Paper Are Non-Audit Fees Associated with Restated Financial Statements? Initial Empirical Evidence
 Kannan Raghunandan , William J. Read and Scott Whisenant
Florida International University (FIU) - School of Accounting , Bentley University - Department of Accountancy and University of Kansas
Date Posted: May 29, 2003
Working Paper Series
922 downloads

Incl. Electronic Paper Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds
 Ali Hortacsu and Chad Syverson
University of Chicago - Department of Economics and University of Chicago - Department of Economics
Date Posted: May 27, 2003
Working Paper Series
738 downloads

Incl. Electronic Paper Portfolio Return Characteristics of Different Industries
ERIM Report Series Reference No. ERS-2003-014-F&A
 I. Pouchkarev , J. Spronk and Pim van Vliet
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) , Erasmus Research Institute of Management (ERIM) and Robeco Asset Management - Quantitative Strategies
Date Posted: May 27, 2003
Working Paper Series
498 downloads

Survival and Default of Original Issue High-Yield Bonds
Financial Management, Vol. 32, No. 1, Spring 2003
 Thomas Moeller and Carlos A. Molina
Texas Christian University - Neeley School of Business and IESA
Date Posted: May 27, 2003
Accepted Paper Series

Strategic Trading, Liquidity and Information Acquisition
The Review of Financial Studies, Forthcoming
 Haim Mendelson and Tunay Tunca
Stanford University - Stanford Graduate School of Business and Stanford Graduate School of Business
Date Posted: May 26, 2003
Accepted Paper Series

Weather, Stock Returns, and the Impact of Localized Trading
Journal of Financial and Quantitative Analysis, Forthcoming
 Tim Loughran and Paul H. Schultz
University of Notre Dame and University of Notre Dame - Department of Finance
Date Posted: May 26, 2003
Accepted Paper Series

Incl. Electronic Paper Stock Market Sensitivity to Interest Rates and Inflation
EFMA 2003 Helsinki Meetings
 Nikolaos Tessaromatis
EDHEC Business School and EDHEC Risk Institute
Date Posted: May 26, 2003
Working Paper Series
1686 downloads

Incl. Electronic Paper Un-intimidating Portfolio Theory and Statistics
 Tom Arnold and Lance A. Nail
University of Richmond - E. Claiborne Robins School of Business and University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods
Date Posted: May 26, 2003
Working Paper Series
519 downloads

Small Levels of Predictability and Large Economic Gains
Journal of Empirical Finance, Forthcoming
 Yexiao Xu
University of Texas at Dallas - School of Management
Date Posted: May 25, 2003
Accepted Paper Series

Hedging Options under Transaction Costs and Stochastic Volatility
Journal of Economic Dynamics & Control, Vol. 27, No. 6, February 2003
 Roy Kouwenberg , Jacek Gondzio and Ton Vorst
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , University of Edinburgh - School of Mathematics and VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: May 23, 2003
Accepted Paper Series

Incl. Electronic Paper Economic Hedging Portfolios
Tilburg University Working Paper
 Rob W. J. van den Goorbergh , Frans de Roon and Bas J. M. Werker
Tilburg University - Department of Finance , Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Date Posted: May 22, 2003
Working Paper Series
216 downloads

Incl. Electronic Paper Risk Measurement for Asset Managers: A Test of Relative VaR
Newfin Working Paper No. 6/02
 Davide Maspero and Francesco Saita
Bocconi University - Department of Finance and Bocconi University - Department of Finance
Date Posted: May 22, 2003
Working Paper Series
1022 downloads

Incl. Electronic Paper Small Levels of Predictability and Large Economic Gains
 Yexiao Xu
University of Texas at Dallas - School of Management
Date Posted: May 12, 2003
Working Paper Series
97 downloads

Incl. Electronic Paper Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
CFS Working Paper No. 2003/04
 Stefan Mittnik and Marc S. Paolella
University of Kiel - Institute of Statistics & Econometrics and University of Zurich
Date Posted: May 12, 2003
Working Paper Series
302 downloads

Incl. Electronic Paper Decimalization and Market Quality
EFMA 2003 Helsinki Meetings
 Robin K. Chou and Wan-Chen Lee
National Chengchi University and Ching-Yun Institute of Technology
Date Posted: May 08, 2003
Working Paper Series
193 downloads

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
Hong Kong University of Science & Technology - Department of Finance and University of Technology, Sydney - School of Finance and Economics
Date Posted: May 06, 2003
Accepted Paper Series

Incl. Electronic Paper Intertrade Duration and Information-Based Trading on an Electronic Order-Driven Market
 Jiekun Huang
National University of Singapore (NUS) - Department of Finance
Date Posted: April 30, 2003
Last Revised: August 23, 2008
Working Paper Series
385 downloads

Evidence on the Joint Determination of Audit and Non-Audit Fees
Journal of Accounting Research, Vol. 41, No. 4, pp. 721-744, September 2003
 Scott Whisenant , Srinivasan Sankaraguruswamy and Kannan Raghunandan
University of Kansas , National University of Singapore (NUS) - Department of Accounting and Florida International University (FIU) - School of Accounting
Date Posted: April 24, 2003
Accepted Paper Series

Incl. Electronic Paper Are Firms Successful at Selectively Hedging?
 Gregory W. Brown , Pete Crabb and David Haushalter
University of North Carolina (UNC) at Chapel Hill - Finance Area , Northwest Nazarene University and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: April 24, 2003
Working Paper Series
1273 downloads

Risks and Portfolio Decisions Involving Hedge Funds
Review of Financial Studies, Forthcoming
 Vikas Agarwal and Narayan Y. Naik
Georgia State University and London Business School - Institute of Finance and Accounting
Date Posted: April 21, 2003
Accepted Paper Series

Incl. Electronic Paper Extreme Contagion in Equity Markets
IMF Working Paper No. 02/98
 Jorge A. Chan-Lau , Donald J. Mathieson and James Y. Yao
International Monetary Fund (IMF) - International Capital Markets Department , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: April 16, 2003
Working Paper Series
238 downloads

Incl. Electronic Paper Loss Function Assumptions in Rational Expectations Tests on Financial Analysts' Earnings Forecasts
Emory University Working Paper
 Sudipta Basu and Stanimir Markov
Temple University - Fox School of Business and Management and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: April 09, 2003
Working Paper Series
391 downloads

Incl. Electronic Paper Unsolicited Credit Ratings: Theory and Empirical Evidence
 Soku Byoun and Yoon S. Shin
Baylor University and Loyola College in Maryland
Date Posted: April 09, 2003
Working Paper Series
494 downloads

Incl. Electronic Paper Closing Call Auctions and Liquidity
 Michael J. Aitken , Alex Frino and Carole Comerton-Forde
University of New South Wales (UNSW) - School of Banking and Finance , University of Sydney - Discipline of Finance and University of Melbourne - Department of Finance
Date Posted: April 09, 2003
Working Paper Series
374 downloads

Incl. Electronic Paper Estimating Indices in the Presence of Seller Reservation Prices
Yale ICF Working Paper No. 03-05
 Liang Peng and William N. Goetzmann
University of Colorado at Boulder and Yale School of Management - International Center for Finance
Date Posted: April 08, 2003
Working Paper Series
231 downloads

Incl. Fee Electronic Paper Dynastic Management
CEPR Discussion Paper No. 3767
 Francesco Caselli and Nicola Gennaioli
London School of Economics & Political Science (LSE) - Department of Economics and Centro di Ricerca sull'Economia delle Istituzioni (CREI) (Research Center on Economics of Institutions)
Date Posted: March 26, 2003
Working Paper Series
26 downloads

Incl. Fee Electronic Paper Anatomy of the Eurobond Market 1980-2000
European Financial Management, Vol. 8, pp. 373-385, 2002
 Anouk G. P. Claes , Ruud Polfliet and Marc J. K. de Ceuster
Facultés Universitaires Saint-Louis, Faculté ESPO , University of Antwerp - Faculty of Applied Economics and University of Antwerp - Faculty of Applied Economics - City Campus
Date Posted: March 18, 2003
Accepted Paper Series
37 downloads

Incl. Electronic Paper Nonparametric Estimation of Copulas for Time Series
FAME Research Paper No. 57
 O. Scaillet and Jean-David Fermanian
University of Geneva - HEC and CREST
Date Posted: March 12, 2003
Working Paper Series
861 downloads

Incl. Electronic Paper How Costly is it to Ignore Breaks When Forecasting the Direction of a Time Series?
CESifo Working Paper Series No. 875
 M. Hashem Pesaran and Allan G. Timmermann
University of Southern California and University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 10, 2003
Working Paper Series
197 downloads

Incl. Electronic Paper Generalized Hyperbolic Distributions and Brazilian Data
Banco Central do Brasil Working Paper No. 52
 José Fajardo and Aquiles Farias
Getulio Vargas Foundation and Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: March 02, 2003
Working Paper Series
163 downloads

Incl. Fee Electronic Paper Exchange Rate, Equity Prices and Capital Flows
CEPR Discussion Paper No. 3735
 Harald Hau and Helene Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Date Posted: February 27, 2003
Working Paper Series
28 downloads

Incl. Electronic Paper Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market
AFA 2004 San Diego Meetings
 Evan Gatev and Philip E. Strahan
Simon Fraser University and Boston College - Department of Finance
Date Posted: February 26, 2003
Working Paper Series
585 downloads


 

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