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JEL Code: G12
5,806,303 Total downloads
Showing Papers 3,961 - 4,010 of 13,821
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Risk-Taking by Banks: What Did We Know and When Did We Know It? AFA 2012 Chicago Meetings Paper
Sugato Bhattacharyya and
Amiyatosh K. Purnanandam
Date Posted: June 03, 2010Last Revised: November 18, 2011764 downloads
Wealth Effects: The French Case Banque de France Working Paper No. 276
Valerie Chauvin
and
Olivier Damette
Date Posted: June 03, 201016 downloads
Innovation in Trading Activity: Should Stock Markets Be More Transparent?
Camilla Mazzoli
,
Merlin Rothfeld
and
Caterina Lucarelli
affiliation not provided to SSRN
and
Università Politecnica delle Marche
Date Posted: June 02, 201083 downloads
Order Aggressiveness, Pre-Trade Transparency, and Long Memory in an Order-Driven Market Journal of Economic Dynamics and Control, Vol. 35, 1938-1963, 2011
Ryuichi Yamamoto
Date Posted: June 02, 2010Last Revised: June 11, 2012
Size and Liquidity Effects in Nigeria
Bruce Allen Hearn
Date Posted: June 02, 201074 downloads
Excess Comovement in International Equity Markets: Evidence from Cross-Border Mergers Review of Financial Studies, Vol. 23, No. 4, pp. 1718-1740, April 2010
Richard A. Brealey ,
Ian A. Cooper and
Evi Kaplanis
Date Posted: June 01, 2010
Term Structures of Liquidity Premia in the U.S. Treasury Market
Wolfgang Bühler and
Volker Vonhoff
Date Posted: June 01, 2010Last Revised: March 12, 2011200 downloads
Houses, Banks, and Financial Markets: Why the Crisis this Time? 23rd Australasian Finance and Banking Conference 2010 Paper
Jon A. Garfinkel
and
Jarjisu Sa-Aadu
Date Posted: May 31, 201074 downloads
Orphans Deserve Attention: Financial Reporting in the Missing Months When Corporations Change Fiscal Year
Kai Du
and
Frank Zhang
Date Posted: May 31, 2010Last Revised: September 06, 2011243 downloads
Theory and Empirics of an Affine Term Structure Model Applied to European Data AESTIMATIO, The IEB International Journal of Finance, pp. 2:2-19, 2011
Vicente Jakas
Date Posted: May 30, 2010Last Revised: September 02, 201157 downloads
New Performance-Vested Stock Option Schemes Applied Financial Economics, Forthcoming
An Chen
,
Markus Pelger and
Klaus Sandmann
Date Posted: May 29, 2010Last Revised: November 12, 2012166 downloads
205 Preguntas y Respuestas sobre Finanzas (205 Questions on Finance) (Spanish)
Pablo Fernandez
Date Posted: May 29, 2010Last Revised: April 18, 20134724 downloads
Optimal Portfolio Selection in Nonlinear Arbitrage Spreads
Hamad Alsayed
and
Frank McGroarty
Date Posted: May 29, 2010Last Revised: August 15, 2011354 downloads
Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model Riksbank Research Paper Series No. 67, Sveriges Riksbank Working Paper Series No. 236
Ferre De Graeve
,
Maarten Dossche
,
Marina Emiris ,
Henri R. Sneessens and
Rafael Wouters
Date Posted: May 29, 201058 downloads
Transaction Costs, Liquidity and Expected Returns at the Berlin Stock Exchange, 1892-1913 MPI Collective Goods Preprint, No. 2010/20
Carsten Burhop
and
Sergey Gelman
Date Posted: May 29, 201045 downloads
A Macro-Finance Approach to Exchange Rate Determination
Yu-Chin Chen and
Kwok Ping Tsang
Date Posted: May 28, 2010202 downloads
Fund Managers, Career Concerns, and Asset Price Volatility Federal Reserve Bank of Minneapolis Staff Report 446
Veronica Guerrieri
and
Peter Kondor
Date Posted: May 28, 2010
A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Giovanni Calice
,
Christos Ioannidis and
Rong Hui Miao
Date Posted: May 27, 2010Last Revised: November 20, 201055 downloads
Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals ECB Working Paper No. 1190
Gabe De Bondt
,
Tuomas A. Peltonen
and
Daniel Santabárbara
Date Posted: May 25, 201070 downloads
The Euro as a Reserve Currency for Global Investors Banco de Espana Working Paper No. 1014
Luis M. Viceira and
Ricardo Gimeno
Date Posted: May 25, 2010108 downloads
Bond Risk Premiums and Optimal Monetary Policy
Francisco Palomino
Date Posted: May 24, 2010
The Impact of IFRS Adoption on the Value Relevance of Book Value and Earnings Journal of Contemporary Accounting and Economics, Forthcoming
Peter Clarkson ,
J. Douglas Hanna ,
Gordon D. Richardson and
Rex Thompson
Date Posted: May 24, 2010Last Revised: April 15, 2011870 downloads
Alan Greenspan, the Quants and Stochastic Optimal Control
Jerome L. Stein
Date Posted: May 21, 201071 downloads
Equity Premia and State-Dependent Risks CIRPEE Working Paper 10-19
Mohammed Bouaddi
,
Denis Larocque
and
Michel Normandin
Date Posted: May 21, 201020 downloads
The Capital Asset Pricing Model, A Fundamental Critique Business Valuation Review, Vol.31, Issue 1, pp.23-34, 2012
Roger Dayala
Date Posted: May 21, 2010Last Revised: March 06, 2013444 downloads
Asymmetric Momentum Effects Under Uncertainty
David Kelsey
,
Roman Kozhan
and
Wei Pang
Date Posted: May 20, 2010509 downloads
Fiscal Activism and the Cost of Debt Financing
Hans Dewachter and
Priscilla Toffano
Date Posted: May 20, 201023 downloads
Liquidity Risk of Corporate Bond Returns: A Conditional Approach Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Viral V. Acharya ,
Yakov Amihud and
Sreedhar T. Bharath
Date Posted: May 20, 2010Last Revised: October 26, 2012507 downloads
Explaining the Favorite-Longshot Bias: Is it Risk-Love or Misperceptions? CEPR Discussion Paper No. DP7801
Erik Snowberg
and
Justin Wolfers
Date Posted: May 19, 20102 downloads
The Price of Liquidity: Bank Characteristics and Market Conditions CEPR Discussion Paper No. DP7794
Falko Fecht
,
Kjell G. Nyborg and
Jörg Rocholl
Date Posted: May 19, 20102 downloads
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences CEPR Discussion Paper No. DP7781
Jesús Fernández-Villaverde ,
Ralph S. J. Koijen
,
Juan Francisco Rubio-Ramirez and
Jules H. van Binsbergen
Date Posted: May 19, 20102 downloads
An Alternative Three-Factor Model
Long Chen
,
Robert Novy-Marx
and
Lu Zhang
Date Posted: May 19, 2010Last Revised: June 09, 20115922 downloads
Bubbles Everywhere in Human Affairs Swiss Finance Institute Research Paper No. 10-16
Monika Gisler and
Didier Sornette
Date Posted: May 19, 2010379 downloads
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices Swiss Finance Institute Research Paper No. 10-21
Felix Kubler and
Karl H. Schmedders
Date Posted: May 19, 2010Last Revised: March 23, 2013238 downloads
Market Risk Premium Used in 2010 by Analysts and Companies: A Survey with 2,400 Answers
Pablo Fernandez and
Javier del Campo Baonza
affiliation not provided to SSRN
Date Posted: May 19, 2010Last Revised: May 24, 20105905 downloads
On Asymmetric Funding of Swaps and Derivatives - A Funding Cost Explanation of Negative Swap Spreads
Wu Jiang Lou
Date Posted: May 19, 2010289 downloads
Pricing Timer Options Journal of Computational Finance, Vol. 15, No. 1, 2011
Carole Bernard
and
Zhenyu Cui
Date Posted: May 19, 2010Last Revised: January 24, 2012586 downloads
Firm Valuation: Tax Shields & Discount Rates
Thomas Ansay
Date Posted: May 18, 2010Last Revised: May 21, 2010299 downloads
The Housing Price Forecasting and the Outbreak of the Financial Crisis: Evidence of the Arima Model
Yi-Chi Chen
and
Wei-Choun Yu
Date Posted: May 18, 201095 downloads
Invisible Value? Valuing Companies with Intangible Assets
Aswath Damodaran
Date Posted: May 17, 20101114 downloads
The Octopus: Valuing Multi-Business, Multi-National Companies
Aswath Damodaran
Date Posted: May 17, 2010737 downloads
Volatility Rules: Valuing Emerging Market Companies
Aswath Damodaran
Date Posted: May 17, 2010879 downloads
Examining the Bond Premium Puzzle with a DSGE Model
Diane Rosenberger
affiliation not provided to SSRN
Date Posted: May 16, 2010
Exploring the Sensitivity of Corporate Bond Yield Spreads to Changes in the Yield Curve
Moahmed Lotfi Boulkeroua
and
Andrew W. Stark
affiliation not provided to SSRN
and
University of Manchester - Manchester Business School
Date Posted: May 16, 2010Last Revised: May 24, 201084 downloads
Market Risk Premium Used in 2010 by Professors: A Survey with 1,500 Answers
Pablo Fernandez and
Javier del Campo Baonza
affiliation not provided to SSRN
Date Posted: May 16, 2010Last Revised: May 17, 20103856 downloads
Reversion to the Mean, Taken to the Extreme
Jan H. Timmer
affiliation not provided to SSRN
Date Posted: May 16, 2010384 downloads
Structural Properties of Commodity Futures Term Structures and Their Implications for Basic Trading Strategies
Rolf Dürr
and
Matthias Voegeli
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: May 16, 20101056 downloads
A Contribution to the Theory of Financial Fragility and Crisis Levy Economics Institute, Working Papers Series
Amit Bhaduri
Date Posted: May 15, 2010106 downloads
An Analysis of Risk Changes Surrounding French Convertible Bond Offerings Bankers, Markets and Investors Meeting, July-August, 2010
, French Finance Association International Meeting, Spring 2010
Khalid Elbadraoui
,
Jean-Jacques Lilti
and
Bouchra M'Zali
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: May 15, 201034 downloads
Another Look at Trading Costs and Short-Term Reversal Profits
Wilma de Groot
,
Joop Huij
and
Weili Zhou
Date Posted: May 15, 2010Last Revised: July 26, 2011901 downloads
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