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JEL Code: G12
5,858,412 Total downloads
Showing Papers 4,221 - 4,270 of 13,882
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Market Belief, Trading Volume, Price Volatility, and Illiquidity
Songtao Wang
Date Posted: March 22, 2010128 downloads
Obtaining Point Estimates of State Variables from the Term Structure of Interest Rates
Narayan Bulusu
Date Posted: March 22, 201023 downloads
The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards AFA 2011 Denver Meetings Paper
Andrea Buraschi ,
Paolo Porchia
and
Fabio Trojani
Date Posted: March 22, 2010Last Revised: October 26, 2010234 downloads
What Broker Charges Reveal About Mortgage Credit Risk AFA 2011 Denver Meetings Paper
Antje Berndt ,
Burton Hollifield and
Patrik Sandås
Date Posted: March 22, 2010Last Revised: June 21, 2012307 downloads
Inefficiencies in the Pricing of Exchange-Traded Funds
Antti Petajisto
Date Posted: March 21, 2010Last Revised: March 12, 2013660 downloads
Does Ambiguity Matter? Estimating Asset Pricing Models with a Multiple-Priors Recursive Utility
Daehee Jeong
,
Hwagyun Kim
and
Joon Y. Park
affiliation not provided to SSRN
,
Texas A&M University - Mays Business School
and
Texas A&M University
Date Posted: March 21, 2010Last Revised: November 21, 201232 downloads
Momentum, Credit Risk and Business Cycles
Sirajum Munira
and
Yaz Gulnur Muradoglu
Date Posted: March 21, 2010131 downloads
Long-Run Risks and Value Premium: The International Evidence
David Ng and
Jiyoun An
Date Posted: March 20, 2010Last Revised: March 28, 20132 downloads
A Structural Model of Default Risk Journal of Fixed Income, Vol. 19, No. 3, pp. 77-94, Winter 2010
Jason C. Hsu
,
Jesus Saa-Requejo and
Pedro Santa-Clara
Date Posted: March 20, 2010Last Revised: November 03, 2010163 downloads
A Neoclassical Model of Managed Distribution Plans: Theory and Evidence
Martin Cherkes ,
Jacob S. Sagi and
Zhi Jay Wang
Date Posted: March 19, 2010Last Revised: November 23, 201250 downloads
Cash Flow and Discount Rate Risk in Up and Down Markets: What is Actually Priced? Journal of Financial and Quantitative Analysis (JFQA), Vol. 47, No. 6, 2012
Mahmoud Botshekan
,
Roman Kräussl and
Andre Lucas
Date Posted: March 19, 2010Last Revised: March 02, 2013256 downloads
A Comparative Study of Equity Based Mutual Fund of Reliance and HDFC Prabandhan & Taqniki, Vol. 3, pp. 145-154, October 2009
Deepak Agrawal and
Deepak Patidar
Date Posted: March 19, 2010789 downloads
Can the Performance of Structural Corporate Bond Models Be Improved?
Craig W. Holden and
Zhongyan Zhu
Date Posted: March 19, 2010125 downloads
Credit Conditions and Expected Stock Returns
Sudheer Chava ,
Heungju Park
and
Michael F. Gallmeyer
Date Posted: March 19, 2010Last Revised: June 23, 2012325 downloads
Disaster Risk and Business Cycles AFA 2011 Denver Meetings Paper
Francois Gourio
Date Posted: March 19, 2010199 downloads
Do Arbitrageurs Really Avoid High Idiosyncratic Risk Stocks?
Itzhak Ben-David
,
Denys Glushkov
and
Rabih Moussawi
Date Posted: March 19, 2010Last Revised: February 16, 2011224 downloads
Government Spending, Political Cycles and the Cross Section of Stock Returns
Frederico Belo ,
Vito Gala and
Jun Li
Date Posted: March 19, 2010Last Revised: October 10, 2011590 downloads
Insider Trading and the Long-Run Performance of IPOs
Hafiz Hoque
and
Meziane Lasfer
Date Posted: March 19, 2010190 downloads
Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels Journal of Financial Economics (JFE), Forthcoming
Gurdip Bakshi ,
Dilip B. Madan and
George Panayotov
Date Posted: March 19, 201041 downloads
Security Choice and Price Impact under Heterogeneous Beliefs Sixth Singapore International Conference on Finance 2012 Paper
Onur Bayar
,
Thomas J. Chemmanur and
Mark H. Liu
Date Posted: March 19, 2010Last Revised: May 12, 2013111 downloads
Trading Imbalances, Liquidity, and the Law of One Price
Mark S. Seasholes and
Clark Liu
Date Posted: March 19, 201090 downloads
Underreaction to News in the US Stock Market
Nitish Ranjan Sinha
Date Posted: March 19, 2010Last Revised: September 15, 2012615 downloads
Exuberant Innovation: The Human Genome Project Swiss Finance Institute Research Paper No. 10-12
Monika Gisler ,
Didier Sornette and
Ryan Woodard
Date Posted: March 18, 201078 downloads
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation AFA 2013 San Diego Meetings Paper
Peter Christoffersen ,
Bruno Feunou
,
Kris Jacobs and
Nour Meddahi
Date Posted: March 18, 2010Last Revised: December 08, 2012334 downloads
The Skew Risk Premium in the Equity Index Market AFA 2011 Denver Meetings Paper
Roman Kozhan
,
Anthony Neuberger and
Paul Schneider
Date Posted: March 18, 2010Last Revised: November 28, 2012996 downloads
Asset Pricing with Heterogeneous Investors and Portfolio Constraints
Georgy Chabakauri
Date Posted: March 18, 2010Last Revised: May 06, 2013407 downloads
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? Journal of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Jessica A. Wachter
Date Posted: March 18, 2010Last Revised: August 08, 2012189 downloads
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence UIC College of Business Administration Research Paper No. 10-06
Zhi Da
,
Re Guo and
Ravi Jagannathan
Date Posted: March 18, 2010417 downloads
Long Run and the Temporal Aggregation of Risks
Fulvio Ortu ,
Andrea Tamoni
and
Claudio Tebaldi
Date Posted: March 18, 2010Last Revised: November 23, 201094 downloads
Market Regimes, Sectorial Investments, and Time-Varying Risk Premiums
Kuan Xu ,
Payton LIu
and
Yonggan Zhao
Date Posted: March 18, 201076 downloads
Return Smoothing and its Implications for Performance Analysis of Hedge Funds
Jing-Zhi Huang ,
John Liechty
and
Marco Rossi
Date Posted: March 18, 2010Last Revised: March 21, 2010103 downloads
Shadow Banking System, Derivatives and Liquidity Risks MFA Annual Meeting, Chicago, March, 2011
Jianbo Tian
Date Posted: March 18, 2010Last Revised: January 20, 2011424 downloads
The 'Real' Value of Conflicted Analyst Coverage
Stacey E. Jacobsen
and
Xiaoyun Yu
Date Posted: March 18, 2010Last Revised: January 02, 201384 downloads
The Dark and the Bright Side of Liquidity Risks: Evidence from Open-End Real Estate Funds in Germany
Falko Fecht
and
Michael Wedow
Date Posted: March 18, 201035 downloads
What Does Stock Ownership Breadth Measure?
James J. Choi ,
Li Jin and
Hongjun Yan
Date Posted: March 18, 2010Last Revised: July 04, 2012281 downloads
Why Surplus Consumption in the Habit Model May Be Less Persistent than You Think AFA 2011 Denver Meetings Paper
Anthony W. Lynch and
Oliver Randall
Date Posted: March 18, 201080 downloads
Stock Price Fragility
Robin M. Greenwood
and
David Thesmar
Date Posted: March 17, 2010113 downloads
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
Laurent E. Calvet ,
Adlai J. Fisher and
Liuren Wu
Date Posted: March 17, 2010Last Revised: April 16, 2013493 downloads
A Random Walk by Fund of Funds Managers?
Frans de Roon ,
Jinqiang Guo
and
Jenke ter Horst
Date Posted: March 17, 2010Last Revised: May 10, 2010235 downloads
Asset Prices and Institutional Investors AFA 2011 Denver Meetings Paper
Suleyman Basak and
Anna Pavlova
Date Posted: March 17, 2010Last Revised: August 27, 2012814 downloads
Can Overconfidence and Biased Self-Attribution Explain the Momentum, Reversal and Share Issuance Anomalies? Evidence from Short-Term Institutional Investors AFA 2011 Denver Meetings Paper
Martijn Cremers and
Ankur Pareek
Date Posted: March 17, 2010Last Revised: February 23, 2012894 downloads
Default Risk, Idiosyncratic Coskewness and Equity Returns
Fousseni Chabi-Yo
and
Jun Yang
Date Posted: March 17, 201075 downloads
Financial Crisis and Bank Lending
Simon H. Kwan
Date Posted: March 17, 2010147 downloads
Glamour Brands and Glamour Stocks AFA 2011 Denver Meetings Paper
Matthew T. Billett ,
Zhan Jiang
and
Lopo Rego
Date Posted: March 17, 2010Last Revised: April 11, 2012420 downloads
Hedge Fund Attrition, Survivorship Bias, and Performance: Perspectives from the Global Financial Crisis
Xiaoqing Eleanor Xu ,
Jiong Liu
and
Anthony Loviscek
Date Posted: March 17, 2010825 downloads
How are Shorts Informed? Short Sellers, News, and Information Processing AFA 2011 Denver Meetings Paper, Utah Winter Finance Conference Selection, 2010
Joseph Engelberg
,
Adam V. Reed
and
Matthew Ringgenberg
Date Posted: March 17, 2010Last Revised: October 09, 2012
Idiosyncratic Risk and the Cross-Section of Realized
Returns: Reconciling the Aggregate Returns’
Predictability Evidence
Daniel Mantilla-Garcia
,
Lionel Martellini and
René Garcia
Date Posted: March 17, 2010138 downloads
Information Asymmetry, Price Discovery, and the Chinese B-Share Discount Puzzle Pacific-Basin Finance Journal, Vol. 21, 2013
John A. Doukas and
Liu Wang
Date Posted: March 17, 2010Last Revised: November 19, 201210 downloads
Information Flow Risk, Supply Chain Characteristics and Corporate Bond Yield Spreads
Tsung-Kang Chen
,
Hsien-Hsing Liao
,
Hui-Ju Kuo
and
Yu-Ling Hsieh
Date Posted: March 17, 2010Last Revised: December 30, 201098 downloads
Liquidity, Price Behavior and Market-Related Events
Ran Lu-Andrews
,
John L. Glascock and
Steve L. Slezak
Date Posted: March 17, 2010Last Revised: September 05, 201066 downloads
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