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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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Last 30 days: 1,053,329

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SSRN eLibrary Search Results
JEL Code: G12
5,802,389 Total downloads
Showing Papers 4,851 - 4,900 of 13,813
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Effectiveness of Price Limit Hits of Japan
Haitham Nobanee and Maryam Al Hajjar
Abu Dhabi University and Abu Dhabi University
Date Posted: September 10, 2009
Last Revised: September 09, 2011
Working Paper Series

Empirical Analysis of Price Limit Hits of Tokyo Stock Exchange
Wasim K. AlShattarat , Haitham Nobanee and Ayman E. Haddad
affiliation not provided to SSRN , Abu Dhabi University and Hashemite University
Date Posted: September 10, 2009
Last Revised: September 09, 2011
Working Paper Series

Price Limits and Volatility: A New Approach and Some New Empirical Evidence from the Tokyo Stock Exchange
Haitham Nobanee , Wasim K. AlShattarat , Ayman E. Haddad and Maryam Al Hajjar
Abu Dhabi University , affiliation not provided to SSRN , Hashemite University and Abu Dhabi University
Date Posted: September 10, 2009
Last Revised: September 09, 2011
Working Paper Series

Incl. Electronic Paper The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options
Alexandra Hansis , Christian Schlag and Grigory Vilkov
Goethe University Frankfurt - House of Finance , Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Date Posted: September 10, 2009
Last Revised: February 02, 2010
Working Paper Series
326 downloads

Incl. Electronic Paper Theory of Rational Futures-Style Option Pricing
Rodolfo Oviedo and Domingo A. Tarzia
Universidad Austral and Univ. Austral, FCE, Mathematics Department & CONICET
Date Posted: September 10, 2009
Working Paper Series
150 downloads

Incl. Electronic Paper Asian and Australian Options from a New Perspective: An Australian Approach
Christian-Oliver Ewald , Olaf Menkens and Sai Hung Marten Ting
University of Glasgow , Dublin City University - School of Mathematical Sciences and University of Sydney
Date Posted: September 09, 2009
Last Revised: September 12, 2012
Working Paper Series
113 downloads

Incl. Electronic Paper Piety and Profits: Stock Market Anomaly During the Muslim Holy Month
Finance and Corporate Governance Conference 2010 Paper
Jedrzej Pawel Bialkowski , Ahmad Etebari and Tomasz Piotr Wisniewski
University of Canterbury - Department of Economics and Finance , University of New Hampshire and University of Leicester
Date Posted: September 09, 2009
Last Revised: May 19, 2011
Working Paper Series
655 downloads

Incl. Electronic Paper The Identification of Trademark Filing Strategies: Creating, Hedging, Modernizing, and Extending Brands
Philipp G. Sandner
TUM School of Management, Technische Universität München
Date Posted: September 09, 2009
Working Paper Series
158 downloads

Incl. Electronic Paper The Market Price of Risk of the Variance Term Structure
George Dotsis
Essex Finance Centre, Essex Business School,University of Essex -
Date Posted: September 09, 2009
Last Revised: April 26, 2011
Working Paper Series
205 downloads

Incl. Electronic Paper The Market Value of R&D, Patents and Trademarks
Research Policy, Vol. 40, No. 7, pp. 969-985
Philipp G. Sandner and Joern Block
TUM School of Management, Technische Universität München and University of Trier - Faculty of Management
Date Posted: September 09, 2009
Last Revised: November 01, 2011
Accepted Paper Series
339 downloads

Incl. Fee Electronic Paper Disasters Implied by Equity Index Options
CEPR Discussion Paper No. DP7416
David K. Backus , Mikhail Chernov and Ian Martin
NYU Stern School of Business , London School of Economics and Stanford University
Date Posted: September 08, 2009
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
CEPR Discussion Paper No. DP7398
Suleyman Basak and Hongjun Yan
London Business School and Yale University - International Center for Finance
Date Posted: September 08, 2009
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Dynamic Trading with Predictable Returns and Transaction Costs
CEPR Discussion Paper No. DP7392
Nicolae Garleanu and Lasse Heje Pedersen
University of California, Berkeley - Haas School of Business and New York University (NYU) - Department of Finance
Date Posted: September 08, 2009
Working Paper Series
3 downloads

Incl. Electronic Paper Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises
NYU Working Paper No. FIN-09-009
Nils Friewald , Rainer Jankowitsch and Marti G. Subrahmanyam
Vienna University of Economics and Business , Vienna University of Economics and Business and New York University - Stern School of Business
Date Posted: September 08, 2009
Last Revised: March 16, 2010
Working Paper Series
151 downloads

Incl. Electronic Paper Equilibrium Driven by Discounted Dividend Volatility
Swiss Finance Institute Research Paper No. 09-34
Jaksa Cvitanic and Semyon Malamud
California Institute of Technology - Division of the Humanities and Social Sciences and Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Date Posted: September 08, 2009
Working Paper Series
66 downloads

Incl. Electronic Paper Exchange-Traded Fund Introductions and Closed-End Discounts and Volume
Financial Review, Forthcoming
Scott W. Barnhart and Stuart Rosenstein
Florida Atlantic University and Inner Banks Financial Analysis, LLC
Date Posted: September 08, 2009
Last Revised: September 29, 2009
Accepted Paper Series
288 downloads

Incl. Electronic Paper Exchange-Traded Fund Introductions and Closed-End Fund Discounts and Volume (Unabridged Version)
Finanical Review, Abridged Version, Forthcoming
Scott W. Barnhart and Stuart Rosenstein
Florida Atlantic University and Inner Banks Financial Analysis, LLC
Date Posted: September 08, 2009
Accepted Paper Series
98 downloads

Incl. Electronic Paper Pricing of Commercial Real Estate Securities during the 2007-2009 Financial Crisis
Joost Driessen and Otto Van Hemert
Tilburg University - Department of Finance and New York University (NYU) - Department of Finance
Date Posted: September 08, 2009
Last Revised: July 29, 2011
Working Paper Series
1126 downloads

Incl. Electronic Paper The Value of a Variance Swap - A Question of Interest
Risk, pp. 82-85, June 2010
Per Horfelt and Olaf Torne
Barclays - Barclays Capital - New York and Ecole Centrale Paris, BNP Paribas Chair of Quantitative Finance
Date Posted: September 08, 2009
Last Revised: June 08, 2010
Working Paper Series
582 downloads

Incl. Electronic Paper Using Patent Citation Patterns to Infer Innovation Market Competition
Research Policy, Vol. 40, No. 6, 2011
Darshak Patel and Michael R. Ward
Gatton College of Business and Economics, Department of Economics, University of Kentucky and University of Texas at Arlington - College of Business Administration - Department of Economics
Date Posted: September 08, 2009
Last Revised: May 21, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Economists' Hubris: The Case of Asset Pricing
Journal of Financial Transformation, Vol. 27, pp. 9-13, December 2009
Shahin Shojai and George Feiger
Ernst & Young LLP and Contango Capital Advisors
Date Posted: September 07, 2009
Last Revised: October 05, 2009
Accepted Paper Series
5671 downloads

Incl. Electronic Paper Retail Investor Industry Demand and the Cross-Section of Stock Returns
Russell E. Jame and Qing Tong
University of New South Wales and Singapore Management University - School of Business
Date Posted: September 06, 2009
Last Revised: April 26, 2013
Working Paper Series
181 downloads

Incl. Electronic Paper A Flow-Based Explanation for Return Predictability
Dong Lou
London School of Economics & Political Science (LSE)
Date Posted: September 06, 2009
Last Revised: July 01, 2010
Working Paper Series
409 downloads

Incl. Electronic Paper Do Voluntary Disclosures that Disavow the Reliability of Mandated Fair Value Information Reflect Legitimate Concerns About Reliability?
AAA 2010 Financial Accounting and Reporting Section (FARS) Paper
Walter G. Blacconiere , James R. Frederickson , Marilyn F. Johnson and Melissa Fay Lewis
Indiana University Bloomington - Department of Accounting , Melbourne Business School , Michigan State University - Department of Accounting & Information Systems and University of Utah
Date Posted: September 06, 2009
Last Revised: October 06, 2010
Working Paper Series
261 downloads

Incl. Electronic Paper Hitting the Rate Notes
Bloomberg Markets, July 2009
Mirko Filippi and Harvey J. Stein
Bloomberg L.P. and Bloomberg L.P.
Date Posted: September 06, 2009
Last Revised: February 15, 2012
Accepted Paper Series
328 downloads

Incl. Electronic Paper Did Fair Valuation Depress Equity Values During the 2008 Financial Crisis?
Claudine Madras Gartenberg and George Serafeim
New York University (NYU) - Leonard N. Stern School of Business and Harvard University - Harvard Business School
Date Posted: September 05, 2009
Last Revised: November 03, 2009
Working Paper Series
677 downloads

Incl. Electronic Paper An Emerging Equilibrium in the EU Emissions Trading Scheme
Energy Economics, Forthcoming
Don Bredin and Cal B. Muckley
University College Dublin and University College Dublin (UCD) - UCD Smurfit Graduate School of Business
Date Posted: September 04, 2009
Last Revised: September 17, 2010
Accepted Paper Series
272 downloads

Incl. Electronic Paper Beware of the Beta Flip! Pitfalls in DCF-Valuations of Temporarily and Sustainably Distressed Companies and How to Avoid Them
Matthias Meitner
Allianz SE
Date Posted: September 04, 2009
Working Paper Series
216 downloads

Incl. Electronic Paper The Impacts of Liquidity Risk on Option Prices
Robin K. Chou , San-Lin Chung , Yu-Jen Hsiao and Yaw-Huei Wang
National Chengchi University , National Taiwan University - Department of Finance , National Central University at Taiwan and National Taiwan University
Date Posted: September 04, 2009
Working Paper Series
175 downloads

Incl. Electronic Paper Does the Accrual Anomaly End When Accruals Reverse?
Tatiana Fedyk , Zvi Singer and Theodore Sougiannis
Arizona State University (ASU) - School of Accountancy , McGill University - Desautels Faculty of Management and University of Illinois at Urbana-Champaign - Department of Accountancy
Date Posted: September 03, 2009
Last Revised: May 01, 2013
Working Paper Series
412 downloads

Incl. Electronic Paper Estimating Continuous-Time Stochastic Volatility Models of the Short-Term Interest Rate: A Comparison of the Generalized Method of Moments and the Kalman Filter
Review of Quantitative Finance and Accounting, Vol. 33, No. 4, 2009
Travis Sapp
Iowa State University - Department of Finance
Date Posted: September 03, 2009
Accepted Paper Series
159 downloads

Incl. Electronic Paper Nonlinear Price Evolution
Quarterly of Applied Mathematics, Vol. 63, pp. 715-720, 2005
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Date Posted: September 03, 2009
Accepted Paper Series
70 downloads

Incl. Electronic Paper Ups and Downs: Valuing Cyclical and Commodity Companies
Aswath Damodaran
New York University - Stern School of Business
Date Posted: September 03, 2009
Working Paper Series
1708 downloads

Incl. Electronic Paper Stock Market Efficiency with Reference to a New Measure of Earnings News
Cameron Truong and Philip B. Shane
Monash University and University of Virginia - McIntire School of Commerce
Date Posted: September 02, 2009
Working Paper Series
46 downloads

Taxes and Ex-Dividend Day Returns: Evidence from REITs
National Tax Journal, Vol. 62, No. 4, December 2009
Oliver Zhen Li and David P. Weber
National University of Singapore and University of Connecticut - Department of Accounting
Date Posted: September 01, 2009
Last Revised: December 16, 2009
Accepted Paper Series

An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies: An Empirical Study for the German Stock Market
Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 285-313, 2009
Marcus Deetz , Thorsten Poddig , Irina Sidorovitch and Armin Varmaz
University of Bremen , University of Bremen , University of Bremen and Brown University - Department of Economics
Date Posted: August 31, 2009
Accepted Paper Series

Incl. Electronic Paper Delta-Hedging Works: On Market Completeness in Diffusion Models
Hans Buehler
JP Morgan Chase, London
Date Posted: August 31, 2009
Last Revised: October 06, 2009
Working Paper Series
141 downloads

Incl. Electronic Paper Do Announcements of Corporate Bond Rating Revisions Matter?
22nd Australasian Finance and Banking Conference 2009
Hasniza Mohd Taib , Emawtee Bissoondoyal-Bheenick , Terrence A. Hallahan and Amalia Di Iorio
RMIT University - School of Economics, Finance and Marketing , Monash University , Victoria University and School of Economics, Finance and Marketing, RMIT University
Date Posted: August 31, 2009
Last Revised: November 25, 2009
Working Paper Series
138 downloads

Incl. Electronic Paper Do Emerging Market Firms Follow Different Dividend Policies? Empirical Investigation on the Pre and Post Reform Dividend Policy and Behaviour of Dhaka Stock Exchange Listed Firms
Sabur Mollah
Stockholm University
Date Posted: August 31, 2009
Last Revised: September 03, 2012
Working Paper Series
74 downloads

Incl. Electronic Paper The Impact of Management Earnings Forecasts on Firm Risk and Firm Value
AAA 2010 Financial Accounting and Reporting Section (FARS) Paper
Stephen R. Foerster , Stephen Sapp and Yaqi Shi
University of Western Ontario - Richard Ivey School of Business , University of Western Ontario - Richard Ivey School of Business and University of Western Ontario - Richard Ivey School of Business
Date Posted: August 31, 2009
Working Paper Series
311 downloads

Incl. Electronic Paper The Q-Theory Approach to Understanding the Accrual Anomaly
Journal of Accounting Research, Forthcoming
Jin (Ginger) Wu , Lu Zhang and Frank Zhang
University of Georgia - Department of Banking and Finance , Ohio State University - Fisher College of Business and Yale School of Management
Date Posted: August 31, 2009
Accepted Paper Series
306 downloads

Asset Pricing, the Fama-French Factor Model and the Implications of Quantile Regression Analysis
22nd Australasian Finance and Banking Conference 2009
David E. Allen , Abhay Kumar-Singh and Robert J. Powell
Edith Cowan University - School of Finance and Business Economics , Edith Cowan University and Edith Cowan University - School of Accounting, Finance and Economics
Date Posted: August 30, 2009
Last Revised: June 30, 2010
Working Paper Series

Incl. Electronic Paper Market Efficiency in Emerging Stock Market: Evidence from Bangladesh
Journal of Emerging Market Finance, Vol. 7, pp. 17-41, 2008
Mobarek Asma
Stockholm Business School
Date Posted: August 30, 2009
Accepted Paper Series
374 downloads

Incl. Electronic Paper Valuation of Tax Expense
Jacob K. Thomas and Frank Zhang
Yale School of Management and Yale School of Management
Date Posted: August 30, 2009
Last Revised: June 27, 2012
Working Paper Series
340 downloads

Incl. Electronic Paper Do Firms’ Nonfinancial Disclosures Enhance the Value of Analyst Services?*
D. Craig Nichols and Matthew M. Wieland
Cornell University - Samuel Curtis Johnson Graduate School of Management and Kelley School of Business Indianapolis
Date Posted: August 29, 2009
Working Paper Series
109 downloads

An Empirical Study on the Decoupling Movements between Corporate Bond and CDS Spreads
ECB Working Paper No. 1085
Ioana Alexopoulou , Magnus Andersson and Oana Maria Georgescu
European Central Bank (ECB) , European Central Bank (ECB) and Deutsche Bundesbank
Date Posted: August 28, 2009
Working Paper Series

Incl. Electronic Paper Counterparty Valuation Adjustments
CREDIT RISK FRONTIERS: SUBPRIME CRISIS, PRICING AND HEDGING, CVA, MBS, RATINGS, AND LIQUIDITY; Tomasz Bielecki, Damiano Brigo and Frederic Patras, eds., February 2011
Harvey J. Stein and Kin Pong Lee
Bloomberg L.P. and Bloomberg L.P.
Date Posted: August 28, 2009
Last Revised: February 15, 2012
Accepted Paper Series
2370 downloads

Incl. Electronic Paper Foreign Ownership and Local Market Reaction to Changes of the Constituents in the International Stock Index: Evidence from Additions to and Deletions from Msci Taiwan Index
22nd Australasian Finance and Banking Conference 2009
Cheng-Yi Shiu and Jessie Y. Wu
National Central University at Taiwan - Department of Finance and National Central University at Taiwan
Date Posted: August 28, 2009
Working Paper Series
73 downloads

Incl. Electronic Paper Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Robert H. Smith School Research Paper No. RHS 06-107
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: August 28, 2009
Last Revised: February 29, 2012
Working Paper Series
127 downloads

Incl. Electronic Paper Another Look at Equity and Enterprise Valuation Based on Multiples
Mingcherng Deng , Peter D. Easton and Julian Yeo
CUNY Baruch College , University of Notre Dame - Department of Accountancy and Columbia University - Accounting
Date Posted: August 27, 2009
Last Revised: April 05, 2012
Working Paper Series
450 downloads


 

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