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JEL Code: G10
1,448,970 Total downloads
Showing Papers 481 - 530 of 4,442
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Ex-Dividend Behaviour and the Clientele Effects: Evidence Based on Canadian and US Dividend Tax Cuts
Oliver Okafor
and
Hussein Warsame
University of Calgary
and
University of Calgary
Date Posted: July 10, 2012
Working Paper Series
Commodity and Equity Markets: Some Stylized Facts from a Copula Approach
Anne Laure Delatte
and
Claude Lopez
Groupe ESC Rouen
and
Banque de France
Date Posted: July 09, 2012
Working Paper Series
75 downloads
Taxation and the Cash Flow Sensitivity of Dividends
Economics Letters, Vol. 118, No. 1, 2013
Marcus Jacob and
Martin Jacob
WHU - Otto Beisheim School of Management
and
WHU - Otto Beisheim School of Management
Date Posted: July 04, 2012
Last Revised: April 03, 2013
Accepted Paper Series
114 downloads
Ownership, Control and Market Liquidity
Finance (The Journal of the French Finance Association), 2012, 33, 2, pp. 61-99
Edith Ginglinger and
Jacques Hamon
Université Paris-Dauphine
and
Université Paris Dauphine - CEREG
Date Posted: July 03, 2012
Last Revised: February 06, 2013
Accepted Paper Series
93 downloads
Test for the Influence of Subprime Crisis on Chinese Stock Market Returns
Kai Shi and Li Nie, Does Subprime Crisis affect Chinese stock market returns? Jornal of Applied Finance and Banking, 2012, No. 6
Kai Shi
and
Li Nie
Northeast Normal University
and
Hitotsubashi University - Graduate School of Commerce and Management
Date Posted: July 03, 2012
Last Revised: November 21, 2012
Accepted Paper Series
26 downloads
Fire-sales and Information Advantage: When Bank-Affiliation Helps
Lei Zhang and
Massimo Massa
Nanyang Technological University (NTU)
and
INSEAD - Finance
Date Posted: July 02, 2012
Last Revised: November 30, 2012
Working Paper Series
38 downloads
Patience and Impatience of Stock Traders
Peter Lerner (Ret.)
Rollins College
Date Posted: June 29, 2012
Working Paper Series
7 downloads
Asymptotics for Exponential Levy Processes and Their Volatility Smile: Survey and New Results
Leif B. G. Andersen and
Alexander Lipton
Bank of America Merrill Lynch
and
affiliation not provided to SSRN
Date Posted: June 28, 2012
Working Paper Series
190 downloads
Estimating Probability Distributions of Future Asset Prices: Empirical Transformations from Option-Implied Risk-Neutral to Real-World Density Functions
Bank of England Working Paper No. 455
Rupert de Vincent-Humphreys
and
Joseph Noss
Bank of England
and
affiliation not provided to SSRN
Date Posted: June 26, 2012
Working Paper Series
55 downloads
Basis of Financial Arithmetic from the Point View of the Utility Theory
Krzysztof Maciej Piasecki
Poznan University of Economics - Department of Operations Research
Date Posted: June 24, 2012
Last Revised: February 22, 2013
Working Paper Series
37 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Leonard N. Stern School of Business - Department of Economics
and
Fordham University - School of Business
Date Posted: June 23, 2012
Last Revised: October 08, 2012
Working Paper Series
530 downloads
Jump and Volatility Risk Premia: Empirical Estimations Following Tail Events
Dan Galai ,
Haim Kedar-Levy and
Ben Z. Schreiber
Hebrew University of Jerusalem - Jerusalem School of Business Administration
,
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
and
Bank of Israel
Date Posted: June 23, 2012
Working Paper Series
84 downloads
Order Dynamics in a High-Frequency Trading Environment
Hans-Peter Burghof and
Julian Stitz
University of Hohenheim
and
affiliation not provided to SSRN
Date Posted: June 22, 2012
Last Revised: February 24, 2013
Working Paper Series
Why Is It that I am not Warren Buffett?
Elena Chirkova
National Research University Higher School of Economics
Date Posted: June 22, 2012
Working Paper Series
209 downloads
The Relative Pricing of Cross-Listed Securities: The Case of Chinese A- and H-Shares
Midwest Finance Association 2013 Annual Meeting Paper
Yao Zheng and
Eric Osmer
University of New Orleans - College of Business Administration - Department of Economics and Finance
and
University of New Orleans - College of Business Administration - Department of Economics and Finance
Date Posted: June 21, 2012
Last Revised: January 25, 2013
Working Paper Series
22 downloads
Do Commodity Index Traders Destabilize Agricultural Futures Prices?
Martin T. Bohl ,
Farrukh Javed
and
Patrick M. Stephan
University of Muenster
,
Lund University
and
University of Muenster
Date Posted: June 20, 2012
Working Paper Series
141 downloads
Alternative Beta: Point of Reference - Does it Matter?
Journal of Investment Strategies, Winter 2012/13, Vol. 2, No. 1, pp. 103-109
Daniel Leveau
,
Patrick Gander
and
Thomas Pfiffner
1741 Asset Management
,
Independent
and
1741 Asset Management
Date Posted: June 19, 2012
Last Revised: January 22, 2013
Accepted Paper Series
92 downloads
Online Learning of Informed Market Making
Gal Zahavi and
Ori Gil
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
and
Technion-Israel Institute of Technology
Date Posted: June 18, 2012
Working Paper Series
133 downloads
Monitoring Costs, Credit Constraints and Entrepreneurship
IZA Discussion Paper No. 6594
Sanjay Banerji ,
Rajesh Raj
and
Kunal Sen
Durham University - Durham Business School
,
Centre for Multi-Disciplinary Development Research (CMDR)
and
University of East Anglia
Date Posted: June 16, 2012
Working Paper Series
12 downloads
Convex Duality in Mean Variance Hedging Under Convex Trading Constraints
Swiss Finance Institute Research Paper No. 12-24
Christoph Czichowsky
and
Martin Schweizer
affiliation not provided to SSRN
and
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Date Posted: June 16, 2012
Last Revised: June 19, 2012
Working Paper Series
27 downloads
Does a Bull-Bear Valuation Analysis Increase the Accuracy of Analysts’ Target Prices?
Noor A. Hashim
and
Norman C. Strong
University of Manchester - Manchester Business School
and
University of Manchester - Manchester Business School
Date Posted: June 16, 2012
Working Paper Series
58 downloads
Information Inertia
Scott Condie ,
Jayant V. Ganguli and
Philipp K. Illeditsch
Brigham Young University - Department of Economics
,
University of Essex - Department of Economics
and
University of Pennsylvania - Finance Department
Date Posted: June 16, 2012
Last Revised: August 10, 2012
Working Paper Series
144 downloads
Bank Leverage Cycles
Banco de Espana Working Paper No. 1222
Galo Nuno
and
Carlos Thomas
Bank of Spain - Department of International Economics & International Relations
and
Banco de España
Date Posted: June 15, 2012
Working Paper Series
44 downloads
Do Wealthier Households Save More? – The Impact of the Demographic Factor
Ruhr Economic Paper No. 338
Ansgar Hubertus Belke ,
Christian Dreger
and
Richard R. Ochmann
University of Duisburg-Essen - Department of Economics
,
German Institute for Economic Research (DIW Berlin)
and
German Institute for Economic Research (DIW Berlin)
Date Posted: June 15, 2012
Working Paper Series
4 downloads
On the Relationship between Arithmetic and Geometric Returns
Dimitry Mindlin
CDI Advisors
Date Posted: June 14, 2012
Working Paper Series
69 downloads
The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance
Mila Sherman
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
Date Posted: June 14, 2012
Working Paper Series
156 downloads
Circuit Breakers and Market Runs
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Sarah Draus
and
Mark Van Achter
Centre for Studies in Economics and Finance
and
Rotterdam School of Management, Erasmus University
Date Posted: June 12, 2012
Working Paper Series
29 downloads
An Empirical Investigation of Consumption-Based Asset Pricing Models With Stochastic Habit Formation
Olesya V. Grishchenko
and
Qiang Dai
Federal Reserve Board
and
affiliation not provided to SSRN
Date Posted: June 12, 2012
Working Paper Series
8 downloads
Employee Market Risk and Retirement Cyclicality: A Natural Experiment
Matthew Gustafson
University of Rochester - William E. Simon Graduate School of Business Administration
Date Posted: June 12, 2012
Last Revised: August 28, 2012
Working Paper Series
49 downloads
Network Features of European Trading Venues
Caterina Lucarelli
,
Philip Molyneux
and
Stefania Vitali
Università Politecnica delle Marche
,
Bangor University, Bangor Business School
and
ETH Zurich
Date Posted: June 11, 2012
Working Paper Series
9 downloads
Public News Arrival and Cross-Asset Correlation Breakdown: Implications for Algorithmic Trading
Kin-Yip Ho ,
Wai-Man (Raymond) Liu and
Jing Yu
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
,
School of Finance, Actuarial Studies & Applied Statistics, Australian National University
and
University of Western Australia - Department of Accounting and Finance
Date Posted: June 11, 2012
Working Paper Series
21 downloads
The Average-Internal-Rate-of-Return Approach for Investment Performance Measurement
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 10, 2012
Last Revised: January 29, 2013
Working Paper Series
85 downloads
Share Issuance Effects in the Cross-Section of Stock Returns
David P. Lancaster and
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
and
Griffith University - Department of Accounting, Finance and Economics
Date Posted: June 10, 2012
Working Paper Series
83 downloads
Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Bertrand Tavin
Université Paris 1 - Panthéon Sorbonne
Date Posted: June 09, 2012
Last Revised: November 07, 2012
Working Paper Series
22 downloads
Contagion Implied by Fluctuating Attention to News
Michael Hasler
Ecole Polytechnique Fédérale de Lausanne
Date Posted: June 09, 2012
Working Paper Series
26 downloads
Interval and Fuzzy Average Internal Rate of Return for Investment Appraisal
Maria Letizia Guerra
,
Carlo Alberto Magni
and
Luciano Stefanini
University of Bologna - Department of Mathematics for Economic and Social Sciences
,
University of Modena and Reggio Emilia - Department of Economics
and
University of Urbino Carlo Bo - Faculty of Economics
Date Posted: June 09, 2012
Last Revised: June 11, 2012
Working Paper Series
64 downloads
Law and Credit Constraints in Transition Economies
Economics of Transition, Vol. 20, Issue 3, pp. 425-455, 2012
Goran Skosples
affiliation not provided to SSRN
Date Posted: June 07, 2012
Accepted Paper Series
The Golden Dilemma
Claude B. Erb and
Campbell R. Harvey
TR
and
Duke University - Fuqua School of Business
Date Posted: June 06, 2012
Last Revised: May 05, 2013
Working Paper Series
13485 downloads
A Case of Project Finance in the Water Industry (Un Caso di Project Finance Nel Settore Idrico)
Amministrazione & Finanza, Ipsoa, Milan, n.6, pp. 57-68, 2009
Enzo Scannella
University of Palermo - Department of Economics, Business and Finance
Date Posted: June 06, 2012
Accepted Paper Series
A Generalized Fourier Transform Approach to Risk Measures
Journal of Statistical Mechanics (2010) P01005, Erratum: J. Stat. Mech. (2012) E05001
Giacomo Bormetti
,
Valentina Cazzola
,
Giacomo Livan
,
Guido Montagna
and
Oreste Nicrosini
Scuola Normale Superiore
,
affiliation not provided to SSRN
,
Abdus Salam International Centre Theoretical Physics (ICTP)
,
University of Pavia and INFN, Pavia Unit
and
Istituto Nazionale di Fisica Nucleare Sezione di Pavia
Date Posted: June 06, 2012
Accepted Paper Series
Do Wealthier Households Save More? The Impact of the Demographic Factor
DIW Berlin Discussion Paper No. 1211
Ansgar Hubertus Belke ,
Christian Dreger
and
Richard R. Ochmann
University of Duisburg-Essen - Department of Economics
,
German Institute for Economic Research (DIW Berlin)
and
German Institute for Economic Research (DIW Berlin)
Date Posted: June 06, 2012
Working Paper Series
19 downloads
Using Project Financing to Finance Public Works (Il Project Finance Nel Finanziamento Delle Opere Pubbliche)
Finanziamenti su misura, Ipsoa, Milan, n. 9, pp. 15-22, 2009
Enzo Scannella
University of Palermo - Department of Economics, Business and Finance
Date Posted: June 06, 2012
Accepted Paper Series
Higher-Moment Risk Exposures in Hedge Funds
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Marie Lambert
,
Georges Hubner and
Nicolas A. Papageorgiou
University of Liege - HEC Management School
,
HEC Management School - University of Liège
and
HEC Montreal - Department of Finance
Date Posted: June 05, 2012
Working Paper Series
27 downloads
An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?
Dipartimento do Scienze Economiche Universita degli Studi de Firenze Working Paper No. 12/2012
Giulio Cifarelli
and
Paolo Paesani
University of Florence - Dipartimento di Scienze Economiche
and
University of Rome - Tor Vergata - Department of Economics and Institutions
Date Posted: June 04, 2012
Working Paper Series
39 downloads
Estimating Term Structure Changes Using Principal Component Analysis in Indian Sovereign Bond Market
Golaka C. Nath
Clearing Corporation of India
Date Posted: June 04, 2012
Last Revised: July 09, 2012
Working Paper Series
84 downloads
The Nature and Regulation of Alberta Derivatives Markets
Priscilla P. Bunke
Fraser Milner Casgrain LLP
Date Posted: June 01, 2012
Working Paper Series
11 downloads
Liability-Driven Investing (LDI) via Single Manager Hedge Funds: A Novel, Common-Sense Approach to LDI with Implications for Asset and Liability Modeling and Asset Allocation
Sara Statman
Statman Advisors (Customised Hedge Fund Portfolios & Intra-Day Portfolio Management)
Date Posted: May 31, 2012
Working Paper Series
Credit Portfolio Models in the Presence of Forward-Looking Stress Events
Alexander Denev
Royal Bank of Scotland (RBS)
Date Posted: May 28, 2012
Last Revised: February 14, 2013
Working Paper Series
105 downloads
Diversification Benefits of Sector Investments in Indian Capital Market
International Journal of Business and Management Cases, Vol. 1 No.2
Amitesh Kapoor
Lovely Professional University
Date Posted: May 28, 2012
Last Revised: July 30, 2012
Accepted Paper Series
74 downloads
Do Wealthier Households Save More? The Impact of the Demographic Factor
IZA Discussion Paper No. 6567
Ansgar Hubertus Belke ,
Christian Dreger
and
Richard R. Ochmann
University of Duisburg-Essen - Department of Economics
,
German Institute for Economic Research (DIW Berlin)
and
German Institute for Economic Research (DIW Berlin)
Date Posted: May 26, 2012
Working Paper Series
12 downloads
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