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489,633
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398,485
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228,803
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69,680
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239,806
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JEL Code: G12
5,858,992 Total downloads
Showing Papers 4,481 - 4,530 of 13,883
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Future of Investment Banks: Strategies to Survive Pratibimb '08 (Paper Presentation Competition), WIPRO & IBA, Bangalore
Wasif Mukhtar and
Safia Husein Roohani
affiliation not provided to SSRN
Date Posted: January 23, 2010262 downloads
IBEX 35: 1991-2009 - Value Creation and Return
Pablo Fernandez and
Javier del Campo Baonza
affiliation not provided to SSRN
Date Posted: January 23, 2010Last Revised: February 06, 20101027 downloads
Liquidity-Adjusted Benchmark Yield Curve: A Look at Trading Concentration and Information Review of Pacific Basin Financial Markets and Policies (RPBFMP), Vol. 10, No. 4, 2007
William T. LIn
and
David S. Sun
Date Posted: January 23, 2010
On Behavioral Arrow-Pratt Risk Process with Applications to Risk Pricing, Stochastic Cash Flows, and Risk Control
Date Posted: January 23, 201044 downloads
Price Informativeness and Predictability: How Liquidity Can Help Applied Economics, Vol. 43(17), 2199-2217.
William T. LIn
,
Shih-Chuan Tsai
and
David S. Sun
Date Posted: January 23, 2010Last Revised: June 01, 201244 downloads
What Causes Herding: Information Cascade or Search Cost?
William T. LIn
,
Shih-Chuan Tsai
and
David S. Sun
Date Posted: January 23, 2010Last Revised: February 16, 2011140 downloads
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel AFA 2011 Denver Meetings Paper
Peter Christoffersen ,
Kris Jacobs and
Steven L. Heston
Date Posted: January 22, 2010Last Revised: June 07, 2012883 downloads
Concentrated Equilibrium and Intraday Patterns in Financial Markets Applied Mathematical Finance, Forthcoming
Ryosuke Ishii
and
Katsumasa Nishide
affiliation not provided to SSRN
and
International Graduate School of Social Sciences, Yokohama National University
Date Posted: January 22, 2010Last Revised: January 07, 2012
Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?
Xiaoquan Jiang
and
Bong-Soo Lee
Date Posted: January 22, 2010Last Revised: January 29, 2010881 downloads
Optimal Portfolio Selection with a Shortfall Probability Constraint: Evidence from Alternative Distribution Functions
Yalcin and
Atakan Yalcin
affiliation not provided to SSRN
and
Ozyegin University
Date Posted: January 22, 2010Last Revised: February 07, 2010105 downloads
Liquidity and Information Asymmetry in the Real Estate Market
Siu Kei Wong ,
Chung Yim Edward Yiu and
K.W. Chau
Date Posted: January 21, 2010Last Revised: December 18, 2012324 downloads
A Temporary Equilibrium Model of Asset Pricing CERGE-EI Working Paper Series No. 132
George Vachadze
Date Posted: January 21, 2010Last Revised: January 29, 201010 downloads
Is the Price Kernel Monotone?
Giovanni Barone-Adesi and
Hakim Dall'O
Date Posted: January 21, 201058 downloads
Performance Maximization of Actively Managed Funds FRB of New York Staff Report No. 427
Paolo Guasoni ,
Gur Huberman and
Zhenyu Wang
Date Posted: January 21, 2010134 downloads
Repo Market Effects of the Term Securities Lending Facility FRB of New York Staff Report No. 426
Michael J. Fleming ,
Warren B. Hrung
and
Frank M. Keane
Date Posted: January 21, 2010228 downloads
Solving the Present Crisis and Managing the Leverage Cycle Cowles Foundation Discussion Paper No. 1751
John Geanakoplos
Date Posted: January 21, 2010376 downloads
Tres sentencias judiciales con varios errores sobre valoración (A True Story About Civil Courts and Company Valuation)
Pablo Fernandez
Date Posted: January 20, 2010Last Revised: April 18, 20132598 downloads
On the Size of the Active Management Industry CEPR Discussion Paper No. DP7637
Lubos Pastor and
Robert F. Stambaugh
Date Posted: January 20, 20102 downloads
A Statistical Comparison of the CAPM to the Fama-French Three Factor Model and the Carhart's Model Global Journal of Finance and Banking Issues, Vol. 2, No. 2, 2008
Zakri Y. Bello
Date Posted: January 20, 2010427 downloads
Chasing Trends in the U.S. Housing Market
Roy Kouwenberg
Date Posted: January 20, 2010Last Revised: March 02, 2011680 downloads
Forward Contract Pricing
Ilya I. Gikhman
Date Posted: January 20, 201055 downloads
The Leverage Cycle Cowles Foundation Discussion Paper No. 1715R
John Geanakoplos
Date Posted: January 20, 2010179 downloads
Influences of Money Supply and Oil Price on U.S. Stock Market North American Journal of Finance and Banking Research, Vol. 2, No. 2, 2008
Matiur Rahman
and
mustafa muhammad ashraf
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 19, 2010165 downloads
The Value of Introducing Structural Reform to Improve Bond Market Liquidity: Experience from the U.K. Gilt Market European Journal of Finance and Banking Research, Vol. 2, No. 2, 2009
Moorad Choudhry
Date Posted: January 19, 201092 downloads
A Kinetic Thermodynamics Approach to the Psychology of Fluctuations in Financial Markets Appl. Math. Lett,. Vol. 3, pp. 17-19, 1990
Gunduz Caginalp
and
G.B. Ermentrout
Date Posted: January 18, 2010
A Structural Model of Short-Term Reversals
Kalle Rinne
and
Matti Suominen
Date Posted: January 18, 2010Last Revised: May 21, 2012292 downloads
Evidence for Hedge Fund Predictability from a Multivariate Student-T Full-Factor GARCH Model
Ioannis D. Vrontos
Date Posted: January 18, 201088 downloads
Long-Run Consumption Risk and the Real Yield Curve
Shu Wu
Date Posted: January 18, 201021 downloads
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
Hooi Hooi Lean
,
Michael McAleer and
Wing-Keung Wong
Date Posted: January 18, 2010325 downloads
Numerical Studies of Differential Equations Related to Theoretical Financial Markets Appl. Math. Lett., Vol. 4, pp. 35-38, 1991
Gunduz Caginalp
and
G.B. Ermentrout
Date Posted: January 18, 2010
Options Mispricing in Indian Derivative Markets: A Multiple Models Application Framework
Ravi Agarwal ,
Wasif Mukhtar ,
Nataraj K.
,
Sweta Agarwal
and
Ridhima Arora
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 18, 2010Last Revised: February 20, 2010159 downloads
Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns Charles A. Dice Center Working Paper No. 2010-1 , Fisher College of Business Working Paper No. 2010-03-001
Kewei Hou and
Mathijs A. Van Dijk
Date Posted: January 18, 2010Last Revised: July 17, 2012465 downloads
Trading Halts and Information Asymmetry
Woo-Baik Lee
,
Jong Won Park
and
Steven J. Jordan
affiliation not provided to SSRN
Date Posted: January 18, 2010120 downloads
Aggregate Market Reaction to Earnings Announcements Journal of Accounting Research, Forthcoming
William M. Cready and
Umit G. Gurun
Date Posted: January 17, 2010Last Revised: January 23, 2010371 downloads
Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic CERGE-EI Working Paper Series No. 136
Jan Hanousek and
Libor Nemecek
Date Posted: January 17, 20107 downloads
A Critique of the Literature on the US Financial Debt Crisis
Jerome L. Stein
Date Posted: January 16, 2010174 downloads
Public Debt Sustainability and Management in a Compound Option Framework IMF Working Paper WP/10/2
Jorge A. Chan-Lau and
Andre Oliveira Santos Sr.
Date Posted: January 16, 2010Last Revised: January 28, 201050 downloads
Speculative Component of Market Quotations of Financial Assets LAM LAMBERT Academic Publishing Gmbh & Co. KG, 2010
Magomet Yandiev
Date Posted: January 16, 2010Last Revised: August 30, 2011284 downloads
Term Structure, Expectations Hypothesis and Uncovered Interest Parity in Colombia (Estructura a Plazo, Hipótesis De Expectativas Y Paridad Descubierta De Intereses En Colombia) Documentos de Trabajo, Facultad de Economía, Universidad del Rosario, No. 46,
Juan Camilo Rojas
Date Posted: January 16, 201034 downloads
The Strategic Specialist and Imperfect Competition in a Limit Order Market Journal of Banking and Finance, Vol. 34, No. 1, 2010
Ariadna Dumitrescu
Date Posted: January 16, 2010Last Revised: January 20, 2010
Leveraged CAPM
Jörg Seidel
Date Posted: January 15, 2010Last Revised: August 23, 2010127 downloads
The Risk of Beta – Investor Learning and Prospect Theory Finance and Corporate Governance Conference 2010 Paper
Dirk G. Baur
and
Niels Schulze
Date Posted: January 15, 2010Last Revised: March 14, 2010353 downloads
'Hot' Debt Markets and Capital Structure
John A. Doukas
Date Posted: January 14, 2010
Determinants of Trading Profits of Individual Traders: Risk Premia or Information?
Michael Dewally ,
Louis H. Ederington and
Chitru S. Fernando
Date Posted: January 14, 2010Last Revised: January 29, 2013397 downloads
Detecting Informed Trading Activities in the Options Markets Swiss Finance Institute Research Paper No. 11-42
Marc Chesney ,
Remo Crameri
and
Loriano Mancini
Date Posted: January 13, 2010Last Revised: July 04, 2012646 downloads
How are Shorts Informed? Short Sellers, News, and Information Processing Journal of Financial Economics, Forthcoming
Joseph Engelberg
,
Adam V. Reed
and
Matthew Ringgenberg
Date Posted: January 13, 2010Last Revised: October 09, 20121946 downloads
On the Hansen-Jagannathan Distance with a No-Arbitrage Constraint
Nikolay Gospodinov
,
Cesare Robotti and
Raymond Kan
Date Posted: January 13, 2010Last Revised: April 02, 201262 downloads
Size and Liquidity Effects in Japanese Regional Stock Markets Journal of Japanese and International Economies, Vol. 25, No. 2, 2011
Bruce Allen Hearn
Date Posted: January 12, 2010Last Revised: November 19, 201262 downloads
A Match in the Dark: Understanding Crossing Network Liquidity
Sugata Ray
Date Posted: January 12, 2010Last Revised: March 18, 2010206 downloads
A Match in the Dark: Understanding Crossing Network Liquidity
Sugata Ray
Date Posted: January 12, 2010
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