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JEL Code: G12
5,795,931 Total downloads
Showing Papers 3,761 - 3,810 of 13,809
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Pricing Barrier and American Options under the SABR model on the GPU Concurrency and Computation: Practice and Experience, 2011
Yu Tian
,
Zili Zhu
,
Fima Klebaner
and
Kais Hamza
Date Posted: August 04, 2010Last Revised: April 10, 2011316 downloads
The Cross-Section of German Stock Returns: New Data and New Evidence
Sabine Artmann
,
Philipp Finter
,
Alexander Kempf ,
Stefan Koch
and
Erik Theissen
Date Posted: August 04, 2010361 downloads
The Impact of CDS Trading on the Bond Market: Evidence from Asia
Ilhyock Shim
and
Haibin Zhu
Date Posted: August 04, 2010Last Revised: November 17, 201084 downloads
The Impact of Investor Sentiment on the German Stock Market
Philipp Finter
,
Alexandra Niessen-Ruenzi
and
Stefan Ruenzi
Date Posted: August 04, 2010Last Revised: September 07, 2010335 downloads
An Examination of Traditional Style Indexes Journal of Index Investing, vol. 1, no. 2, Fall 2010, pp. 14-23
Jason C. Hsu
,
Vitali Kalesnik and
Himanshu Surti
Date Posted: August 02, 2010Last Revised: November 03, 2010219 downloads
Momentum in Corporate Bond Returns
Gergana Jostova ,
Stanislava (Stas) Nikolova ,
Alexander Philipov
and
Christof W. Stahel
Date Posted: August 02, 2010Last Revised: January 08, 2013371 downloads
The Advantages of Using Quarterly Returns for Long-Term Event Studies Review of Quantitative Finance and Accounting, Forthcoming
Ronald Bremer
,
Bonnie Buchanan
and
Philip C. English
Date Posted: August 02, 2010
Analytical Solution to the Circularity Problem When Using Discounted Cash Flow Valuation (Solución Analítica al Problema de la Circularidad Usando Flujos de Caja Descontados) (Spanish) Innovar, Vol. 21, No. 42 octubre-diciembre, 2011. (Próximo a aparecer en inglés).,
Felipe Mejia-Pelaez and
Ignacio Velez-Pareja
Date Posted: August 01, 2010Last Revised: December 23, 2011270 downloads
Cost of Equity and WACC for Perpetuities with Constant Growth The Valuation Journal, Vol. 5, No. 2, pp. 89-121, 2010
Felipe Mejia-Pelaez and
Ignacio Velez-Pareja
Date Posted: August 01, 2010Last Revised: January 24, 2011280 downloads
ISDA Valuation Cases
Rupert Macey-Dare
Date Posted: August 01, 2010Last Revised: January 26, 2011448 downloads
Risk Sharing, Costly Participation, and Monthly Returns 23rd Australasian Finance and Banking Conference 2010 Paper, Midwest Finance Association 2012 Annual Meetings Paper
Terrence Hendershott ,
Sunny X. LI ,
Albert J. Menkveld and
Mark S. Seasholes
Date Posted: August 01, 2010Last Revised: September 23, 2011238 downloads
Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs
Keith P. Anderson
,
Chris Brooks
and
Sotiris Tsolacos
Date Posted: August 01, 2010122 downloads
From Property Companies to Real Estate Investment Trusts: The Impact of Economic and Property Factors in the UK Commercial Property Returns
Vitor Leone
Date Posted: July 31, 201066 downloads
On the Economic Link Between Asset Prices and Real Activity
Juan Ignacio Peña and
Rosa Rodríguez
Date Posted: July 31, 201097 downloads
Explicit Representation of Cost-Efficient Strategies
Carole Bernard
,
Phelim P. Boyle and
Steven Vanduffel
Date Posted: July 30, 2010Last Revised: April 18, 2013307 downloads
Hedge Fund Characteristics and Performance Persistence
Manuel Ammann ,
Otto R. Huber
and
Markus M. Schmid
Date Posted: July 30, 2010Last Revised: October 31, 2010496 downloads
The Equity Premium Revisited Journal of Portfolio Management, Forthcoming
Bradford Cornell ,
Max Moroz
and
Robert D. Arnott
Date Posted: July 30, 2010355 downloads
A Critique of Alan Greenspan’s Retrospective on the Crisis
Jerome L. Stein
Date Posted: July 29, 2010
Debt Default Risk and the Correlation of Stock Returns and Bond Yield Changes
Ilhan Demiralp
and
Scott E. Hein
Date Posted: July 29, 2010130 downloads
Some Analytical and Empirical Results on the Relation between Idiosyncratic Volatility and Expected Stock Return 23rd Australasian Finance and Banking Conference 2010 Paper
Don (Tissa) U. A. Galagedera
Date Posted: July 29, 2010Last Revised: September 14, 201091 downloads
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models CEPR Discussion Paper No. DP7943
Francisco Penaranda
and
Enrique Sentana
Date Posted: July 28, 20105 downloads
Quantifying the Distortionary Fiscal Cost of 'The Bailout' CEPR Discussion Paper No. DP7941
Francisco Gomes ,
Alexander Michaelides and
Valery Polkovnichenko
Date Posted: July 28, 20104 downloads
Aggregate Return on Investment and Investment Decisions: A Cash-Flow Perspective The Engineering Economist, Vol. 56, No. 2, pp. 140–169, 2011,
Carlo Alberto Magni
Date Posted: July 28, 2010Last Revised: July 23, 2011198 downloads
Corporate Tax Avoidance and Stock Price Crash Risk: Firm-Level Analysis Journal of Financial Economics, Vol. 100, pp. 639-662, 2011.
Jeong-Bon Kim V
,
Yinghua Li and
Liandong Zhang
Date Posted: July 28, 2010Last Revised: April 19, 2011780 downloads
Risk Management of Alpha Models
Tony Elavia and
Migene Kim
Date Posted: July 28, 2010Last Revised: August 10, 2010347 downloads
Risk Premia in General Equilibrium CESifo Working Paper Series No. 3131
Olaf Posch
Date Posted: July 28, 201066 downloads
The Measurement of Returns in Tests of the CAPM
Carl R. Schwinn
Date Posted: July 28, 2010121 downloads
Hop, Skip and Jump - What are Modern 'Jump' Tests Finding in Stock Returns?
Michael Schwert
Date Posted: July 27, 2010106 downloads
An Evolutionary Explanation of the Value Premium Puzzle NCCR Financial Valuation and Risk Management Working Paper No. 280
Thorsten Hens ,
Terje Lensberg
,
Klaus Reiner Schenk-Hoppé and
Peter Woehrmann
Date Posted: July 26, 201075 downloads
Cash-Flow Risks, Financial Leverage and the Cross Section of Equity Returns
Marcelo Verdini Maia
Date Posted: July 26, 2010
Long-Horizon Return Regressions with Historical Volatility and Other Long-Memory Variables
Natalia Sizova
Date Posted: July 26, 201046 downloads
The Option to Stock Volume Ratio and Future Returns Journal of Financial Economics (JFE), Forthcoming
Travis L. Johnson and
Eric C. So
Date Posted: July 25, 2010Last Revised: January 07, 2013330 downloads
Average Stock Variance and Market Returns: Evidence of Time-Varying Predictability at the Daily Frequency Journal of Portfolio Management, Forthcoming
Huafeng (Jason) Chen ,
Hernan Ortiz-Molina
and
Siliang Zhang
Date Posted: July 24, 2010Last Revised: July 26, 2010355 downloads
Into the Abyss: What If Nothing is Risk Free?
Aswath Damodaran
Date Posted: July 24, 20103009 downloads
Timanco S.A.: Unpaid Taxes, Losses Carried Forward, Foreign Debt, Presumptive Income and Adjustment for Inflation: Matching DCF and EVA©
Ignacio Velez-Pareja and
Joseph Tham
Date Posted: July 24, 201078 downloads
Strategic Default and Equity Risk Across Countries Journal of Finance, Forthcoming
Giovanni Favara ,
Enrique J. Schroth
and
Philip Valta
Date Posted: July 23, 2010Last Revised: March 13, 2013150 downloads
Illiquidity and Stock Returns: Evidence from the German Stock Market
Stefan Koch
Date Posted: July 23, 2010Last Revised: August 10, 2010114 downloads
International Asset Pricing with Recursive Preferences Journal of Finance, Forthcoming
Riccardo Colacito and
Mariano Massimiliano Croce
Date Posted: July 23, 2010Last Revised: January 24, 2013221 downloads
Large-Time Asymptotics of the Heston Model: From IG to NIG
Shu Tong Tse
Date Posted: July 23, 201042 downloads
Why ‘Democracy’ and ‘Drifter’ Firms can have Abnormal Returns: The Joint Importance of Corporate Governance and Abnormal Accruals in Separating Winners from Losers 23rd Australasian Finance and Banking Conference 2010 Paper
Koon Boon Kee
Date Posted: July 23, 201089 downloads
Why ‘Democracy’ and ‘Drifter’ Firms can have Abnormal Returns: The Joint Importance of Corporate Governance and Abnormal Accruals in Separating Winners from Losers
Koon Boon Kee
Date Posted: July 21, 201050 downloads
Risk Aversion and Risk Premia in the CDS Market BIS Quarterly Review, December 2005
Jeffery D. Amato
Date Posted: July 20, 2010322 downloads
Money and Liquidity in Financial Markets CEPR Discussion Paper No. DP7905
Kjell G. Nyborg and
Per Östberg
Date Posted: July 19, 20108 downloads
Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns CEPR Discussion Paper No. DP7896
Rui A. Albuquerque
Date Posted: July 19, 20102 downloads
Uncertainty About Government Policy and Stock Prices CEPR Discussion Paper No. DP7897
Lubos Pastor and
Pietro Veronesi
Date Posted: July 19, 20102 downloads
Banking and Sovereign Risk in the Euro Area CEPR Discussion Paper No. DP7833
Stefan Gerlach ,
Alexander Schulz
and
Guntram B. Wolff
Date Posted: July 19, 201037 downloads
Long-Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
Yulei Luo
Date Posted: July 19, 201021 downloads
Longshots, Overconfidence and Efficiency on the Iowa Electronic Market
Joyce E. Berg
and
Thomas Rietz
Date Posted: July 19, 201083 downloads
Tax Efficient Infrastructure Financing: Reducing Funding Costs Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Gordon Mackenzie
Date Posted: July 19, 201051 downloads
: Change Analysis of Dynamic Copula for Measuring Dependence in Multivariate Financial Data Quantitative Finance, Vol. 10, No. 4. pp. 421-430, 2009
Jing Zhang
and
Dominique Guegan
affiliation not provided to SSRN
and
Universite Paris 1 Pantheon-Sorbonne
Date Posted: July 18, 2010
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