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JEL Code: G10
1,448,784 Total downloads
Showing Papers 421 - 470 of 4,442
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Arbitraging Mispriced Assets with Separation Portfolios to Lessen Total Risk Serie Documentos de Trabajo, Documento Nro. 203
Rodolfo Apreda
Date Posted: May 22, 200915 downloads
ARCH Effects and Trading Volume
Jeff Fleming ,
Chris Kirby and
Barbara Ostdiek
Date Posted: September 26, 2005294 downloads
ARCH, GARCH and EGARCH Models: Applications to Financial Series Cuadernos de Economía, Vol. 27, No. 48, 2008,
Marta Casas
and
Edilberto Cepeda
Date Posted: August 27, 20081046 downloads
Are 'Market Neutral' Hedge Funds Really Market Neutral? EFA 2004 Maastricht Meetings Paper No. 2691
Andrew J. Patton
Date Posted: June 23, 20041239 downloads
Are All Financial Time-Series Alike? Evidence from 18th Century Stock Markets
Paul Harrison
Date Posted: September 18, 1996
Are Analysts Affected by Sentiment?
Guy Kaplanski and
Haim Levy
Date Posted: June 17, 2011Last Revised: May 05, 2013210 downloads
Are Analysts' Loss Functions Asymmetric? Journal of Forecasting, November 2011
Mark A. Clatworthy
,
David A. Peel and
Peter F. Pope
Date Posted: January 16, 2006Last Revised: June 04, 2012
Are Electricity Risk Premia Affected by Emission Allowance Prices? Evidence from the EEX, Nord Pool and Powernext Energy Policy, Vol. 37, No. 7, pp. 2594-2604, 2009
George Daskalakis and
Raphael N. Markellos
Date Posted: January 28, 2008Last Revised: September 16, 2009482 downloads
Are ETNs Realizing Their Potential? An Empirical Investigation of ETNs vs. Other Exchange-Traded Products in the Precious Metals’ Space Journal of Index Investing, 2012, Forthcoming
Hélyette Geman ,
Lovjit Thukral
and
Colbrin Wright
Date Posted: July 26, 2012
Are Ex-day Dividend Clientele Effects Dead? Dividend Yield verses Dividend Size
Tongshu Ma and
Keith Jakob
Date Posted: May 02, 2004366 downloads
Are Firms Successful at Selectively Hedging?
Gregory W. Brown
,
Pete Crabb and
David Haushalter
Date Posted: April 24, 20031272 downloads
Are Forward Premia Mean Reverting? Applied Finacial Economics, Vol. 10, pp. 343-350, 2000
Walid Hejazi and
Zhixin Li
Date Posted: June 13, 2001
Are Freight Futures Markets Efficient? Evidence from IMAREX
Lambros Goulas
and
George S. Skiadopoulos
Date Posted: April 01, 2010Last Revised: November 27, 2011284 downloads
Are Freight Futures Markets Efficient? Evidence from Imarex International Journal of Forecasting, Forthcoming
Lambros Goulas
and
George S. Skiadopoulos
Date Posted: November 26, 2011
Are IFRS Value-Relevant for Separate Financial Statements? Evidence from the Italian Stock Market
Vera Palea
Date Posted: August 12, 2012Last Revised: October 31, 201222 downloads
Are Institutions Momentum Traders?
Timothy R. Burch and
Bhaskaran Swaminathan
Date Posted: November 23, 2001545 downloads
Are Investors Reluctant to Realize Their Losses? Journal of Finance 1998
Terrance Odean
Date Posted: August 02, 1998
Are Investors Reluctant to Realize Their Losses?
Terrance Odean
Date Posted: June 01, 19981020 downloads
Are Leveraged and Inverse ETFs the New Portfolio Insurers?
Tugkan Tuzun
Date Posted: December 19, 2012Last Revised: January 16, 2013184 downloads
Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes FRB of New York Staff Report No. 395
Michel van der Wel
,
Albert J. Menkveld and
Asani Sarkar
Date Posted: May 28, 2009171 downloads
Are Momentum Profits Driven by the Cross-Sectional Dispersion in Expected Stock Returns? Journal of Financial Markets, Forthcoming
Ajay Bhootra
Date Posted: December 19, 2010Last Revised: January 09, 2013152 downloads
Are Monthly Seasonals Real? A Three Century Perspective The Review of Finance, Forthcoming
Cherry Yi Zhang and
Ben Jacobsen
Date Posted: October 26, 2010Last Revised: September 06, 20121237 downloads
Are Non-Audit Fees Associated with Restated Financial Statements? Initial Empirical Evidence
Kannan Raghunandan ,
William J. Read
and
Scott Whisenant
Date Posted: May 29, 2003920 downloads
Are Offices Really More Risky than Retail? A Note on Relative Real Estate Sector Risk
Nirit Bregman
and
Daniel Baraz
Date Posted: March 26, 2012Last Revised: January 24, 201323 downloads
Are Regime Shift Risks Priced in Asset Markets?
Kyriakos Chourdakis
,
Yiannis Dendramis
and
Elias Tzavalis
affiliation not provided to SSRN
,
Athens University of Economics and Business - Department of Economics
and
Athens University of Economics and Business - Department of Economics
Date Posted: January 29, 201175 downloads
Are Reported Mutual Fund Yields Useful? An Analysis of Municipal Bond Funds
Vaneesha Boney
and
George Comer III
Date Posted: December 10, 201051 downloads
Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis Journal of Financial Stability, Forthcoming
Martin T. Bohl ,
Arne Christian Klein
and
Pierre L. Siklos
Date Posted: September 05, 2011Last Revised: December 01, 2012155 downloads
Are Stock Recommendations Useful? 1741 Asset Management Research Note Series 4/2012
Ireneus Stanislawek
Date Posted: December 01, 2012102 downloads
Are Stock Returns Long Term Dependent? Some Empirical Evidence Journal of International Financial Markets, Institutions and Money, Vol. 5, No. 2/3, 1995
Ben Jacobsen
Date Posted: June 28, 1998
Are Stocks in New Industries Like Lottery Tickets? FRB of Atlanta Working Paper No. 2002-15
Gerald P. Dwyer and
Cora Barnhart
Date Posted: September 24, 2002140 downloads
Are the Best Small Companies the Best Investments? Journal of Financial Research
W. Scott Bauman ,
C. Mitchell Conover and
Don R. Cox
Date Posted: February 12, 2001
Are There Benefits to Being Naked?
Giovanni Calice
,
Jing Chen and
Julian M. Williams
Date Posted: January 16, 2011Last Revised: February 08, 2011146 downloads
Are There Investor Clienteles in Rental Housing? Real Estate Economics, Vol. 32, No. 3, pp. 413-436, 2004
Gavin A. Wood and
Yong Tu
Date Posted: October 02, 200818 downloads
Are Value and Size Fundamentals Proxies for the Systematic Risk Factors?
Alexander Subbotin
and
Thierry Chauveau
Date Posted: February 27, 201179 downloads
Are VIX Futures Prices Predictable? An Empirical Investigation International Journal of Forecasting, Vol. 27, No. 2, pp. 543-560, 2011
Eirini Konstantinidi
and
George S. Skiadopoulos
Date Posted: August 23, 2008Last Revised: February 02, 2011
Are Women Executives Disadvantaged? Ross School of Business Paper No. 1128
Sreedhar T. Bharath ,
M. P. Narayanan and
H. Nejat Seyhun
Date Posted: October 01, 2008Last Revised: July 23, 2009273 downloads
Are You Trading Predictably?
Steven L. Heston ,
Robert A. Korajczyk ,
Ronnie Sadka
and
Lewis D. Thorson
Date Posted: June 05, 2010Last Revised: September 05, 20101133 downloads
Argentina's Banking System in The Nineties: from Financial Deepening to Systemic Crisis
Guillermo Rozenwurcel and
Leonardo Bleger
Date Posted: July 31, 1997
Argumentation in Financial Markets
Fernando Estrada
Date Posted: January 19, 2010350 downloads
Assessing High House Prices: Bubbles, Fundamentals, and Misperceptions FRB Staff Report No. 218
Charles P. Himmelberg ,
Christopher J. Mayer and
Todd M. Sinai
Date Posted: October 04, 2005575 downloads
Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings; FAME Research Paper No 24
Francois Lhabitant
Date Posted: April 30, 20013604 downloads
Assessing Models of Individual Equity Option Prices
Gurdip Bakshi ,
Charles Cao and
Zhaodong Zhong
Date Posted: April 11, 2012139 downloads
Assessing Multivariate Predictors of Financial Market Movements: A Latent Factor Frame Work for Ordinal Data Swiss Finance Institute Research Paper No. 08-45
Philippe Huber
,
O. Scaillet and
Maria-Pia Victoria-Feser
Date Posted: December 23, 2008124 downloads
Assessing Predictability with Surrogate Data
Nicolas Wesner
Date Posted: June 30, 2004111 downloads
Assessing the Benefits of International Portfolio Diversification in Bonds and Stocks ECB Working Paper No. 883
Roberto A. De Santis and
Lucio Sarno
Date Posted: April 01, 2008321 downloads
Assessing the Market Timing Performance of Managed Portfolios Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986
Ravi Jagannathan and
Robert A. Korajczyk
Date Posted: October 21, 2011Last Revised: May 03, 2012278 downloads
Assessing the Quality of 'Furfine-Based' Algorithms FRB of New York Staff Report No. 575
Olivier Armantier and
Adam M. Copeland
Date Posted: October 19, 201210 downloads
Assessing the Risk in Sample Minimum Risk Portfolios
Gopal Basak ,
Tongshu Ma and
Ravi Jagannathan
Date Posted: May 04, 2004249 downloads
Assessing Time-Series Versus Cross-Sectional Influences in Panel Estimates:
International Financial Architecture and Expected Equity Premia
Raj Aggarwal and
John W. Goodell
Date Posted: April 30, 201251 downloads
Asset Bubbles: An Application to Residential Real Estate European Financial Management, Vol. 18, Issue 3, pp. 464-491, 2012
Anna Scherbina and
Bernd Schlusche
Date Posted: May 19, 2012
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