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JEL Code: G12
5,800,338 Total downloads
Showing Papers 3,861 - 3,910 of 13,812
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The Market for Borrowing Corporate Bonds
Paul Asquith ,
Andrea S. Au ,
Thomas R. Covert
and
Parag Pathak
Date Posted: June 28, 2010Last Revised: October 25, 2011168 downloads
Consumption-Wealth Ratio and Housing Prices Banque de France Working Paper No. 264
Simon Dubecq
and
Imen Ghattassi
Date Posted: June 27, 201030 downloads
Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy Banque de France Working Paper No. 254
Simon Dubecq
,
Benoit Mojon and
Xavier Ragot
Date Posted: June 27, 201088 downloads
Risky Tax Shields and Risky Debt: A Monte Carlo Approach
Ignacio Velez-Pareja
Date Posted: June 27, 2010Last Revised: August 10, 2010151 downloads
The Demand for Information
Gordon Sims
Date Posted: June 27, 2010273 downloads
Diving into Dark Pools Charles A. Dice Center Working Paper No. 2010-10, Fisher College of Business Working Paper No. 2010-03-010
Sabrina Buti
,
Barbara Rindi and
Ingrid M. Werner
Date Posted: June 26, 2010Last Revised: November 29, 20111141 downloads
Frequency-Domain Analysis of Debt Service in a Macro-Finance Model for the Euro Area Banque de France Working Paper No. 261
Jean-Paul Renne
Date Posted: June 26, 201022 downloads
Prospect Theory and Trading Patterns Journal of Banking and Finance, Vol. 37, No. 8, 2013
Jing Yao
and
Duan Li
Date Posted: June 26, 2010Last Revised: May 16, 2013
Testing for Rational Bubbles in a Co-Explosive Vector Autoregression Shorter and revised version published in: Econometrics Journal, Vol. 15, Nr. 2, 2012, s. 226-254.
Tom Engsted and
Bent Nielsen
Date Posted: June 26, 2010Last Revised: February 28, 201335 downloads
Asset Pricing with Partial-Moments Journal of Banking and Finance, Vol. 36, No. 7, 2012
Date Posted: June 25, 2010Last Revised: June 05, 2012
Evaluating Alternative Methods for Testing Asset Pricing Models with Historical Data Journal of Empirical Finance, Vol. 18, pp. 136-146, 2011
Gonzalo Rubio
and
Martin Lozano
Date Posted: June 25, 2010Last Revised: January 09, 2011183 downloads
Social VAT: Good or Bad Idea? (La TVA Sociale: Bonne ou Mauvaise Idée?) (French) Banque de France Working Paper No. 244
Patrick Feve ,
Julien Matheron and
Jean-Guillaume Sahuc
Date Posted: June 25, 201077 downloads
Can the Consumption-Free Nonexpected Utility Model Solve the Risk Premium Puzzle? An Empirical Study of the Japanese Stock Market ISER Discussion Paper No. 783
Myong-Il Kang
Date Posted: June 24, 201021 downloads
Do Hedge Funds Supply or Demand Immediacy?
Petri Jylha
,
Kalle Rinne
and
Matti Suominen
Date Posted: June 24, 2010Last Revised: May 14, 2012334 downloads
Prediction Accuracy and Sloppiness of Log-Periodic Functions
David Brée
,
Damien Challet and
Pier Paolo Peirano
Date Posted: June 24, 201021 downloads
Canonical Option Pricing and Greeks with Implications for Market Timing
Date Posted: June 23, 2010Last Revised: January 29, 2011122 downloads
The Partial-Moment Analogue of the Black
CAPM—Completing a Parallelism
Date Posted: June 23, 2010Last Revised: July 12, 201164 downloads
A Binomial Zero Coupon Model of Expected Bond Returns Term Structure
Zvika Afik
and
Simon Benninga
Date Posted: June 22, 201069 downloads
Fast Valuation and Calibration of Credit Default Swaps Under Levy Dynamics
Fang Fang ,
Henrik Jönsson
,
Cornelis W. Oosterlee and
Wim Schoutens
Date Posted: June 22, 201084 downloads
Financial Reporting Quality and Idiosyncratic Return Volatility Journal of Accounting & Economics, Forthcoming
Shivaram Rajgopal and
Mohan Venkatachalam
Date Posted: June 22, 2010
Information Content of Order Flow and Cross-Market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets HKIMR Working Paper No. 02/2010
Eric Girardin ,
Dijun Tan
and
Woon K. Wong
Date Posted: June 22, 201065 downloads
Pricing Constant Maturity Credit Default Swaps Under Jump Dynamics Journal of Credit Risk Vol. 5, No. 1, pp. 1-21, 2009
Henrik Jönsson
and
Wim Schoutens
Date Posted: June 22, 201052 downloads
Trading Frequency and Asset Pricing on the London Stock Exchange: Evidence from a New Price Impact Ratio Journal of Banking and Finance, 2011, Vol. 35, pp. 3335-3350
Chris Florackis
,
Andros Gregoriou and
Alexandros Kostakis
Date Posted: June 22, 2010Last Revised: October 02, 2012353 downloads
An Empirical Examination of the Validity of the CAPM in the Vietnamese Stock Market Vietnam Securities Review, Vol. 140, pp. 9-11, 2010
Vuong Minh Giang
Date Posted: June 21, 2010
Money and Liquidity in Financial Markets Swiss Finance Institute Research Paper No. 10-25
Kjell G. Nyborg and
Per Östberg
Date Posted: June 21, 2010352 downloads
The Effect of Changes in Index Constitution: Evidence from the Korean Stock Market
Joo Young Yun
Date Posted: June 21, 201052 downloads
The Impact of Credit Risk and Implied Volatility on Stock Returns
Florian Steiger
Date Posted: June 21, 2010106 downloads
New Evidence on the Relation between Return Volatility and Trading Volume
Thomas Chinan Chiang ,
Zhuo Qiao
and
Wing-Keung Wong
Date Posted: June 20, 2010190 downloads
Predicting Premiums for the Market, Size, Value, and Momentum Factors Financial Markets and Portfolio Management, Vol. 23, No. 2, pp. 137-155, 2009
Michael Steiner
Date Posted: June 20, 2010
Pricing Volatility of Stock Returns with Volatile and Persistent Components Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 243-269, 2009
Jie Zhu
Date Posted: June 20, 2010
Risk Premiums in the Cross-Section of Commodity Convenience Yields
Axel Herbert Kind
and
Axel H. Kind
affiliation not provided to SSRN
and
University of Basel
Date Posted: June 20, 2010152 downloads
The Ex-Dividend Day Stock Price Anomaly: Evidence from the Greek Stock Market Financial Markets and Portfolio Management, Vol. 23, No. 1, pp. 59-91, 2009
Apostolos Dasilas
Date Posted: June 20, 2010
Ambiguity Aversion and the Arbitrage Pricing Theory
Valery Polkovnichenko
Date Posted: June 19, 2010Last Revised: July 08, 2010139 downloads
An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies: An Empirical Study for the German Stock Market Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 285-313, 2009
Marcus Deetz
,
Thorsten Poddig
,
Irina Sidorovitch
and
Armin Varmaz
Date Posted: June 19, 2010
Heterogeneous Time Varying Transaction Costs and Asset Pricing in International Equity Markets Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 271-283, 2009
Andros Gregoriou ,
Christos Ioannidis and
Sugata Ghosh
Date Posted: June 19, 2010
Intraday Volatility Responses to Monetary Policy Events Financial Markets and Portfolio Management, Vol. 23, No. 4, pp. 383-399, 2009
Asger Lunde and
Allan A. Zebedee
Date Posted: June 19, 2010
It’s All Overreaction: Earning Momentum to Value/Growth CAAA Annual Conference 2011
Abdulaziz M. Alwathainani
Date Posted: June 19, 2010Last Revised: December 01, 201197 downloads
Lemmings in the Bond Market? An Empirical Analysis of the Term Structure of Credit Spreads Financial Markets and Portfolio Management, Vol. 23, No. 1, pp. 31-57, 2009
Date Posted: June 19, 2010
Short Interest in Exchange-Traded Funds Financial Markets and Portfolio Management, Vol. 22, No. 4, pp. 381-402, 2008
Jeff Madura and
Thanh Ngoc Do
affiliation not provided to SSRN
Date Posted: June 19, 2010
Asymmetric Information, Adverse Selection, and the Pricing of CMBS
Xudong An
,
Yongheng Deng and
Stuart A. Gabriel
Date Posted: June 18, 2010Last Revised: April 09, 2011143 downloads
Capital Assets Pricing on KSE-Pakistan and Fundamental Values: An Analysis of FCF and EPS World Applied Sciences Journal, Vol. 12, No. 5
Muhammad Hanif and
Zulfiqar Ali Shah
affiliation not provided to SSRN
Date Posted: June 18, 2010Last Revised: September 06, 2011201 downloads
Earnings Conference Calls and Stock Returns: The Incremental Informativeness of Textual Tone Journal of Banking and Finance, Vol. 36, No. 4, pp. 992-1011, 2012
S. McKay Price ,
James S. Doran ,
David R. Peterson and
Barbara A. Bliss
Date Posted: June 18, 2010Last Revised: February 25, 2012397 downloads
Forecasting the Past: The Case of Us Interest Rate Forecasts Financial Markets and Portfolio Management, Vol. 22, No. 4, pp. 357-379, 2008
Markus Spiwoks
,
Nils Bedke
and
Oliver Hein
affiliation not provided to SSRN
,
University of Goettingen (Gottingen)
and
Goethe University Frankfurt
Date Posted: June 18, 2010
Price Impact and Portfolio Impact Swiss Finance Institute Research Paper No. 10-26
Jaksa Cvitanic and
Semyon Malamud
Date Posted: June 18, 2010299 downloads
Return Dispersion and Expected Returns Financial Markets and Portfolio Management, Vol. 24, No. 2, pp. 107-135, 2010
Xiaoquan Jiang
Date Posted: June 18, 2010
The Information Content of Changes in Index Composition 23rd Australasian Finance and Banking Conference 2010 Paper
Joo Young Yun
and
Tong Suk Kim
Date Posted: June 18, 2010Last Revised: October 30, 201058 downloads
The Price of Risk in Equilibrium: A Novel Framework
Roger Dayala
Date Posted: June 18, 2010Last Revised: March 06, 2013
A Macro Finance Term Structure Model with Stochastic Volatility
Linlin Niu
Date Posted: June 17, 201060 downloads
A Note on Exchange Options Under Stochastic Interest Rates
Carole Bernard
and
Zhenyu Cui
Date Posted: June 17, 2010140 downloads
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility
Linlin Niu
Date Posted: June 17, 2010Last Revised: June 25, 201082 downloads
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