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JEL Code: G12
5,803,921 Total downloads
Showing Papers 4,801 - 4,850 of 13,814
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Credit Line Availability and Utilization in REITs Journal of Real Estate Research, Forthcoming
William G. Hardin III and
Matthew D. Hill
Date Posted: September 25, 2009Last Revised: June 25, 2010112 downloads
Global and Local Sources of Risk in Eastern European Emerging Stock Markets Czech Journal of Economics and Finance, Vol. 59, No. 1, pp. 2-19, 2009
Elena Fedorova and
Mika Vaihekoski
Date Posted: September 25, 2009
How Much Stock Return Predictability Can We Expect From an Asset Pricing Model?
Guofu Zhou
Date Posted: September 25, 2009Last Revised: April 28, 2010302 downloads
The Role of Stock Liquidity in Executive Compensation The Accounting Review, Forthcoming
Sudarshan Jayaraman and
Todd T. Milbourn
Date Posted: September 25, 2009Last Revised: July 24, 2011332 downloads
Asset Returns with Earnings Management
Bo Sun
Date Posted: September 24, 2009Last Revised: October 05, 2009100 downloads
Difficulties in the Pricing of Risks in a Fast-Moving Financial Landscape (A Methodological Perspective)
Hans J. Blommestein
Date Posted: September 24, 200984 downloads
The Financial Crisis as a Symbol of the Failure of Academic Finance? (A Methodological Digression)
Hans J. Blommestein
Date Posted: September 24, 2009817 downloads
What Motivates Exchangeable Debt Offerings? Journal of Corporate Finance, Forthcoming
Anna N. Danielova
,
Scott Smart and
John Boquist
Date Posted: September 24, 200965 downloads
Credit Dynamics in a First Passage Time Model with Jumps CPQF Working Paper Series No. 21
Natalie Packham
,
Lutz Schloegl
and
Wolfgang M. Schmidt
affiliation not provided to SSRN
and
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 23, 2009Last Revised: August 13, 201092 downloads
Financial Modeling, Valuation and Corporate Performance Management
Pedro Góes Monteiro de Oliveira
Date Posted: September 23, 2009386 downloads
Stock-Market Prices with Forgetful Investors
Diego Nocetti
Date Posted: September 23, 200936 downloads
The Value Relevance of Income Statement Items in an Emerging Capital Market: The Case of Iran
Abbas Aflatooni
and
Mohsen Dastgir Sr.
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 23, 2009178 downloads
Centralized Clearing for Over-the-Counter Derivatives
Gordon C. Rausser ,
William Balson and
Reid B. Stevens
affiliation not provided to SSRN
and
University of California, Berkeley
Date Posted: September 21, 2009592 downloads
Forcing Multinationals to Play Fair: Proposals for a Rigorous Transfer Pricing Theory
Elizabeth Chorvat
Date Posted: September 21, 2009Last Revised: December 01, 2009144 downloads
Wealth Effects: The French Case
Valerie Chauvin
and
Olivier Damette
Date Posted: September 21, 200926 downloads
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and
Thomas Kokholm
Date Posted: September 19, 2009Last Revised: December 26, 20101452 downloads
Credit Ratings and Credit Risk: Is One Measure Enough? AFA 2013 San Diego Meetings Paper
Jens Hilscher and
Mungo Ivor Wilson
Date Posted: September 18, 2009Last Revised: March 08, 20131724 downloads
Habit Formation in an Overlapping Generations Model with Borrowing Constraints European Financial Management, Forthcoming
Amadeu DaSilva
,
Mira Farka
and
Christos I. Giannikos
Date Posted: September 18, 200948 downloads
Incorporating Liquidity Risk in Value-at-Risk Based on Liquidity Adjusted Returns
Lei Wu
Date Posted: September 18, 2009279 downloads
Momentum and Occam's Razor: Behavioral Delayed Overreaction or Arbitrage-Cost and Risk-Premium Dynamics?
Joseph P. Ogden
Date Posted: September 18, 200988 downloads
Structural Uncertainty, Learning, and Asset Pricing
Evgenia Gvozdeva and
Praveen Kumar
Date Posted: September 18, 2009Last Revised: March 15, 201078 downloads
The Stock-Bond Return Relation, the Term-Structure's Slope, and Asset-Class Risk Dynamics Journal of Financial and Quantitative Analysis, Forthcoming.
Naresh Bansal
,
Robert A. Connolly Jr. and
Christopher Todd Stivers
Date Posted: September 18, 2009Last Revised: October 05, 2012457 downloads
Expected Stock Returns and Variance Risk Premia Finance and Economics (FEDS) Discussion Paper No. W 2007-11
Tim Bollerslev and
Hao Zhou
Date Posted: September 17, 2009246 downloads
Applying Linear Realization Theory to HJM Markovian Representation
Xiaoxia Ye
Date Posted: September 16, 200940 downloads
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
Victor DeMiguel ,
Yuliya Plyakha
,
Raman Uppal and
Grigory Vilkov
Date Posted: September 16, 2009Last Revised: June 18, 20122133 downloads
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Re-Balancing?
YiLi Chien
,
Harold L. Cole and
Hanno N. Lustig
Date Posted: September 16, 2009Last Revised: September 01, 2011450 downloads
The Vietnamese Corporate Bond Market: An Early Exploration into the 1992-1999 Period Centre Emile Bernheim WP-CEB No.00/001
Quan Hoang Vuong
Date Posted: September 16, 200999 downloads
Valuation of a Cashflow CDO Without Monte Carlo Simulation
Donal A. Gallagher
,
James P. Gleeson ,
Chris Kenyon
and
Roland Lichters
Date Posted: September 16, 2009284 downloads
A Reexamination of Corporate Governance and Equity Prices with Updated and Supplemental Results Review of Financial Studies, Forthcoming
Shane A. Johnson ,
Theodore C. Moorman and
Sorin M. Sorescu
Date Posted: September 15, 2009Last Revised: October 18, 2011192 downloads
Measuring the Inflation Risk Premium on U.S. Treasury Securities: Does the Federal Government Have a Risk Premium?
James Ross McCown and
Ron Shaw
Date Posted: September 15, 2009Last Revised: May 24, 201088 downloads
Stock Market Efficiency with Respect to a New Measure of Earnings News
Cameron Truong
and
Philip B. Shane
Date Posted: September 15, 2009167 downloads
Systemic Risk and the Refinancing Ratchet Effect MIT Sloan Research Paper No. 4750-09, Harvard Business School Finance Working Paper No. 1472892
Amir Khandani ,
Andrew W. Lo and
Robert C. Merton
Date Posted: September 15, 2009Last Revised: February 05, 20121072 downloads
The ABX: How Do the Markets Price Subprime Mortgage Risk? BIS Quarterly Review September 2008
Ingo Fender and
Martin Scheicher
Date Posted: September 15, 2009169 downloads
The Effects of Reporting Complexity on Small and Large Investor Trading
Brian P. Miller
Date Posted: September 15, 2009Last Revised: May 14, 2010390 downloads
The Forward Rates for Multifactor Model of Term Structure “With Square Root”
Gennady Medvedev
Date Posted: September 15, 200939 downloads
Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research
Linda Smith Bamber ,
Orie E. Barron and
Douglas E. Stevens
Date Posted: September 15, 2009Last Revised: March 18, 2010721 downloads
The Equity Premium in 150 Textbooks
Pablo Fernandez
Date Posted: September 14, 2009Last Revised: February 04, 20137971 downloads
Do Financial Analysts’ Long-Term Growth Forecasts Reflect Effective Effort Towards Informative Stock Recommendations?
Boochun Jung
,
Philip B. Shane and
Yanhua Sunny Yang
Date Posted: September 14, 200996 downloads
Financial Safety Inequalities Based on Expected Risks for Credit Institutions 5th International AFIR (Approach for FInancial Risks) Symposium, Vol. 2. pp. 511–518, Bruxelles, 1995 ,
Gennady Medvedev
Date Posted: September 14, 20099 downloads
Mispricing in Indian Derivatives Markets: An Analytical Study of Options Contracts
Neelam Mundhra
and
Ravi Agarwal
Date Posted: September 14, 2009261 downloads
On Fitting the Autoregressive Investment Models to Real Financial Data 26th International Congress of Actuaries, Investment, Vol. 7, pp. 187-211, Birmingham, June 1998
Gennady Medvedev
Date Posted: September 14, 200936 downloads
Properties of Yield Curves and Forward Curves for Affine Term Structure Models 13th Annual International AFIR Symposium, Vol. 1, pp. 491, Maastricht, 2003
Gennady Medvedev
Date Posted: September 14, 200934 downloads
The Cost of Equity for Global Banks: A CAPM Perspective from 1990 to 2009 BIS Quarterly Review, September 2009
Michael R. King
Date Posted: September 14, 2009Last Revised: September 21, 2009409 downloads
The Explicit Form of No Arbitrage Condition When the Term Structure Model is Multi-Factor EURO Working Group on Financial Modelling, Trondheim, 2000
Gennady Medvedev
Date Posted: September 14, 200922 downloads
The Market Price of Risk for Affine Interest Rate Term Structures 6th International AFIR-Colloquium, pp. 913-924, Nuremberg, October 1-31, 1996
Samuel H. Cox and
Gennady Medvedev
Date Posted: September 14, 200944 downloads
The Processes with Dependent Increments as Mathematical Models of the Interest Rate Processes 10th Intern. AFIR Symposium, Tromsø, pp. 483-505, 2000,
Gennady Medvedev
Date Posted: September 14, 200930 downloads
The Expectations Clock: A Unified Model for Over- and Under-Reaction
G. Kevin Spellman
Date Posted: September 12, 2009151 downloads
Limits to Arbitrage: Time-Varying Market Neutrality of Hedge Funds
Arjen Siegmann and
Denitsa Stefanova
Date Posted: September 11, 2009209 downloads
Management Forecasts and the Cost of Equity
Mei Feng
,
Chan Li
and
Zhaoyang Gu
Date Posted: September 11, 2009271 downloads
Option Valuation in Multivariate SMM/SABR Models (with an Application to the CMS Spread)
Joerg Kienitz
and
Manuel Wittke
Date Posted: September 11, 2009Last Revised: June 30, 2010348 downloads
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