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484,343
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393,706
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226,701
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JEL Code: G1
12,986,130 Total downloads
Showing Papers 4,701 - 4,750 of 36,690
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Does Trading Remove or Bring Frictions?
Emerging Markets Finance and Trade, Forthcoming
William T. LIn
,
David S. Sun
and
Shih-Chuan Tsai
Tamkang University - Banking & Finance
,
Kai Nan University
and
National Taiwan Normal University
Date Posted: March 12, 2012
Last Revised: June 01, 2012
Accepted Paper Series
47 downloads
How Do Insider Trading Policies Affect the Information Content of Insider Trades?
Millicent Chang
and
Marvin Wee
University of Western Australia
and
The University of Western Australia
Date Posted: March 12, 2012
Working Paper Series
84 downloads
Illiquidity Commonality Across Equity and Credit Markets
Miriam Marra
University of Reading - ICMA Centre
Date Posted: March 12, 2012
Last Revised: October 26, 2012
Working Paper Series
94 downloads
Individual Investor Activity and Performance
Magnus Dahlquist ,
Jose Vicente Martinez
and
Paul Söderlind
Stockholm School of Economics
,
University of Oxford - Said Business School
and
University of St. Gallen
Date Posted: March 12, 2012
Working Paper Series
28 downloads
Investing in Commodities: Popular Beliefs and Misconceptions
Journal of Asset Management, Vol. 13, No. 2, pp. 77-83, 2012
George S. Skiadopoulos
University of Piraeus
Date Posted: March 12, 2012
Accepted Paper Series
Keep it Simple: Dynamic Bond Portfolios Under Parameter Uncertainty
Peter Feldhütter
,
Linda Sandris Larsen ,
Claus Munk and
Anders B. Trolle
London Business School
,
University of Southern Denmark
,
Copenhagen Business School
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 12, 2012
Last Revised: November 16, 2012
Working Paper Series
88 downloads
Keep Taking the Private Equity Medicine? How Operating Performance Differs between Secondary Deals and Companies that Return to Public Markets
Miguel Sousa
and
Tim Jenkinson
University of Oxford - Said Business School
and
University of Oxford - Said Business School
Date Posted: March 12, 2012
Last Revised: March 15, 2012
Working Paper Series
81 downloads
Market Timing with Moving Averages
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: March 12, 2012
Last Revised: November 09, 2012
Working Paper Series
3032 downloads
Portfolio Selection for Insurance Linked Securities: An Application of Multiple Criteria Decision Making
UNSW Australian School of Business Research Paper No. AIPAR 2012/4
Michael Sherris
and
Dominic TP Ho Quang
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
Australian School of Business
Date Posted: March 12, 2012
Working Paper Series
119 downloads
Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Journal of Financial and Quantitative Analysis, Forthcoming
Michael Neumann
and
George S. Skiadopoulos
Queen Mary, University of London - School of Economics and Finance
and
University of Piraeus
Date Posted: March 12, 2012
Accepted Paper Series
Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Longzhen Fan
,
Canlin Li
and
Guofu Zhou
Department of Finance, School of Management, Fudan University
,
Federal Reserve Board
and
Washington University in St. Louis - Olin School of Business
Date Posted: March 12, 2012
Last Revised: March 27, 2013
Working Paper Series
77 downloads
Risk-Based Approach for the Management of a Defined Benefit Pension Scheme
Ryle Perera
Macquarie University
Date Posted: March 12, 2012
Working Paper Series
22 downloads
Search Costs and Investor Trading Activity: Evidences from Limit Order Book
Emerging Markets Finance and Trade, Forthcoming
William T. LIn
,
Shih-Chuan Tsai
and
David S. Sun
Tamkang University - Banking & Finance
,
National Taiwan Normal University
and
Kai Nan University
Date Posted: March 12, 2012
Last Revised: April 26, 2013
Accepted Paper Series
17 downloads
Securitization and Lending Competition
AFA 2013 San Diego Meetings Paper
David M. Frankel
and
Yu Jin
Iowa State University
and
Shanghai University of Finance and Economics
Date Posted: March 12, 2012
Working Paper Series
109 downloads
The Theoretical Debate on the Recent Great Crisis
Rivista Italiana degli Economisti, Vol. 1, April 2012
Beniamino Moro
Universita di Cagliari
Date Posted: March 12, 2012
Accepted Paper Series
A Regulator's Exercise of Career Option to Quit and Join a Regulated Firm's Management with Applications to Financial Institutions
Proceedings of Academy of Behavioral Finance & Economics, 2012
John A. Cole
North Carolina Agricultural & Technical State University - School of Business & Economics
Date Posted: March 11, 2012
Last Revised: August 02, 2012
Working Paper Series
88 downloads
Counterparty Risk in Exchange Traded Notes (ETNs): Theory and Evidence
Balazs Cserna
,
Ariel Levy
and
Zvi Wiener
University of Frankfurt
,
affiliation not provided to SSRN
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 11, 2012
Working Paper Series
164 downloads
Credit Default Swaps and CDS-Bond Basis with Russian Companies: A Review and an Analysis of the Effects of the Short Selling Ban During the Second Great Contraction (Кредитные Свопы и Базис Между Кредитными Свопами и Облигациями Для Российских Компаний: Обзор и Анализ Влияния Запрета На Короткие Продажи)
Applied Econometrics, Vol. 25, No. 1, pp. 3-24, 2012
Elvina A. Frolova
Paris School of Economics (PSE)
Date Posted: March 11, 2012
Last Revised: April 17, 2012
Accepted Paper Series
Credit Derivatives and Earnings Announcements
Claremont McKenna College Robert Day School of Economics and Finance Research Paper No. 2012-03
George E. Batta
,
Jiaping Qiu
and
Fan Yu
Claremont McKenna College - Robert Day School of Economics and Finance
,
McMaster University - Michael G. DeGroote School of Business
and
Claremont McKenna College - Robert Day School of Economics and Finance
Date Posted: March 11, 2012
Last Revised: May 11, 2013
Working Paper Series
130 downloads
Don't Fight the Fed!
Review of Finance, Forthcoming
Paulo F. Maio
Hanken School of Economics
Date Posted: March 11, 2012
Last Revised: December 22, 2012
Accepted Paper Series
112 downloads
Hidden Liquidity: Some New Light on Dark Trading
Johnson School Research Paper Series No. 46-2011
Robert J. Bloomfield ,
Maureen O'Hara and
Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: March 11, 2012
Last Revised: June 28, 2012
Working Paper Series
133 downloads
Optimal Asset-Liability Management Investment Portfolio
Yaniv Zaks
Bar-Ilan University
Date Posted: March 11, 2012
Last Revised: June 17, 2012
Working Paper Series
101 downloads
The Contagion and Competition Effects of Bank Bailouts Announced in October 2008
Michael R. King
University of Western Ontario - Richard Ivey School of Business
Date Posted: March 11, 2012
Last Revised: January 21, 2013
Working Paper Series
45 downloads
The Impact of Macro News on Volatility of Stock Exchanges
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: March 11, 2012
Working Paper Series
The Jumps in the Stock Returns: The Evidence from the Polish Stock Market
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: March 11, 2012
Working Paper Series
50 downloads
An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 5, Issue 1, pp. 91-101, 2012
Mihir Dash
,
Jay H. Dagha
,
Pooja Sharma
and
Rashmi Singhal
Alliance University - School of Business
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 10, 2012
Last Revised: October 31, 2012
Accepted Paper Series
107 downloads
Brokerage-Firm Trading and Profits Around Recommendation Revision Dates
Anders Anderson
and
Jose Vicente Martinez
Institute for Financial Research
and
University of Oxford - Said Business School
Date Posted: March 10, 2012
Working Paper Series
20 downloads
Information Acquisition, International Under-Diversification and Portfolio Performance of Institutional Investors
Nicole Y. Choi ,
Mark Fedenia ,
Hilla Skiba
and
Tatyana Sokolyk
University of Wyoming - Department of Economics and Finance
,
University of Wisconsin - Madison - Department of Finance, Investment and Banking
,
University of Wyoming - Department of Economics and Finance
and
Brock University
Date Posted: March 10, 2012
Working Paper Series
42 downloads
Liquidity Measure Distortions in Fast Markets: Expensive and Cheap Solutions
Craig W. Holden and
Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance
and
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: March 10, 2012
Working Paper Series
66 downloads
Option Pricing Models with HF Data: An Application of the Black Model to the WIG20 Index
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 5, Issue 1, pp. 70-90, 2012
Ryszard Kokoszczynski
,
Pawel Sakowski and
Robert Slepaczuk
Dept. of Economics, Warsaw University
,
University of Warsaw
and
Warsaw University, Department of Economics
Date Posted: March 10, 2012
Last Revised: October 31, 2012
Accepted Paper Series
61 downloads
The Ex-Dividend Day Anomaly in the Spanish Stock Market
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 5, Issue 1, pp. 102-114, 2012
Josep Garcia-Blandon
and
Monica Martinez-Blasco
Facultat d'Economia IQS, Universitat Ramon Llull
and
Facultat d'Economia IQS, Universitat Ramon Llull
Date Posted: March 10, 2012
Last Revised: October 31, 2012
Accepted Paper Series
63 downloads
Active Share on the Johannesburg Stock Exchange
Chris Muller
and
Mike Ward
affiliation not provided to SSRN
and
University of Pretoria - Gordon Institute of Business Science
Date Posted: March 09, 2012
Working Paper Series
41 downloads
An Automatic Procedure for the Estimation of the Tail Index
MPRA Paper No. 37023
Ricardo Gimeno
and
Clara I. Gonzalez
Bank of Spain
and
Foundation for Applied Economic Research (FEDEA)
Date Posted: March 09, 2012
Working Paper Series
56 downloads
Colombian ADRs: Why so Few?
Innovar Journal, Vol. 21, No. 42, pp. 69-87, December 2011
María Andrea Trujillo ,
Alexander Guzman and
Maximiliano Gonzalez
Colegio de Estudios Superiores de Administración - CESA - Universidad de los Andes - School of Management
,
Colegio de Estudios Superiores de Administración - CESA - Universidad de los Andes - School of Management
and
Universidad de los Andes - School of Management
Date Posted: March 09, 2012
Accepted Paper Series
21 downloads
Empirical Testing of the CAPM on the Johannesburg Stock Exchange
Mike Ward
and
Chris Muller
University of Pretoria - Gordon Institute of Business Science
and
affiliation not provided to SSRN
Date Posted: March 09, 2012
Working Paper Series
191 downloads
Management Influence on Auditor Selection and Subsequent Impairments of Auditor Independence During the Post-SOX Period
Dan S. Dhaliwal ,
Phillip T. Lamoreaux ,
Clive S. Lennox and
Landon M. Mauler
University of Arizona - Department of Accounting
,
University of Arizona - Department of Accounting
,
Nanyang Technological University
and
University of Arizona
Date Posted: March 09, 2012
Last Revised: March 16, 2013
Working Paper Series
241 downloads
Measuring Human Security: The Why and the How
Allan Dwyer
Mount Royal University - Bissett School of Business
Date Posted: March 09, 2012
Working Paper Series
43 downloads
Net Foreign Asset (Com) Position: Does Financial Development Matter?
De Nederlandsche Bank Working Paper No. 340
Robert Vermeulen
and
Jakob de Haan
De Nederlandsche Bank
and
University of Groningen - Faculty of Economics and Business
Date Posted: March 09, 2012
Working Paper Series
25 downloads
Size-Based Efficiency in the Italian Banking System: An Empirical Review
Paola Parravicini
Università degli Studi di Milano
Date Posted: March 09, 2012
Working Paper Series
Stale and Scale Effects in Markets-Based Accounting Research: Evidence from the Valuation of Dividends
European Accounting Review Forthcoming
Igor Goncharov
and
David Veenman
WHU - Otto Beisheim School of Management
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: March 09, 2012
Last Revised: March 03, 2013
Accepted Paper Series
422 downloads
Style-Based Effects on the Johannesburg Stock Exchange: A Graphical Time-Series Approach
Chris Muller
and
Mike Ward
affiliation not provided to SSRN
and
University of Pretoria - Gordon Institute of Business Science
Date Posted: March 09, 2012
Working Paper Series
79 downloads
The Impact of Bond Rating Changes on Corporate Bond Prices: New Evidence from the Over-the-Counter Market
Journal of Banking and Finance, Vol. 34, pp. 2822-2836, 2010
Anthony D. May
Wichita State University - W. Frank Barton School of Business
Date Posted: March 09, 2012
Accepted Paper Series
47 downloads
The Pitch Rather than the Pit: Investor Inattention During FIFA World Cup Matches
Michael Ehrmann and
David-Jan Jansen
European Central Bank (ECB)
and
De Nederlandsche Bank
Date Posted: March 09, 2012
Working Paper Series
18 downloads
The Private Premium in Public Bonds
FRB of New York Staff Report No. 553
Anna Kovner
and
Chenyang (Jason) Wei
Federal Reserve Banks - Federal Reserve Bank of New York
and
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Date Posted: March 09, 2012
Working Paper Series
24 downloads
Who is Driving the Baseline Variables of Global Macro? - Gold and US Dollar Index Implicit Calibration on Global Macro Cycles
Sihai Fang
NINTH QUANT MACRO INSTITUTE
Date Posted: March 09, 2012
Working Paper Series
64 downloads
Why Do Firms Rarely Adopt IFRS Voluntarily? Academics Find Significant Benefits and the Costs Appear to be Low
Review of Accounting Studies, Vol. 17, No. 3, 2012
Hans Bonde Christensen
University of Chicago - Booth School of Business
Date Posted: March 09, 2012
Last Revised: May 28, 2012
Accepted Paper Series
606 downloads
The Convergence and Divergence of Investors’ Opinions around Earnings News: Evidence
from a Social Network
Paul J. Irvine and
Tao Shu
University of Georgia - Department of Banking and Finance
and
University of Georgia - Department of Banking and Finance
Date Posted: March 08, 2012
Last Revised: February 03, 2013
Working Paper Series
103 downloads
Aggregate Investment and its Consequences
Salman Arif
Indiana University - Kelley School of Business
Date Posted: March 08, 2012
Working Paper Series
37 downloads
An Extension of the Consumption-Based CAPM Model
Georges Dionne ,
Jingyuan Li
and
Cedric Okou
HEC Montreal - Department of Finance
,
Lingnan University - Department of Finance and Insurance
and
HEC Montreal - Department of Finance
Date Posted: March 08, 2012
Last Revised: October 01, 2012
Working Paper Series
82 downloads
Balance-Sheet Shocks and Recapitalizations
IMF Working Paper No. 12/68
Damiano Sandri and
Fabian V. Valencia
International Monetary Fund (IMF) - Research Department
and
International Monetary Fund (IMF) - Research Department
Date Posted: March 08, 2012
Working Paper Series
10 downloads
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