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489,519
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398,394
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228,766
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69,683
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239,806
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JEL Code: G12
5,858,691 Total downloads
Showing Papers 4,881 - 4,930 of 13,883
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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, 2009179 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, 2009597 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, 20101469 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, 20131759 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, 2009286 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, 2012461 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, 2009251 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, 20122160 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, 2011453 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, 2009286 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, 2009168 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, 20121080 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, 2009171 downloads
The Effects of Reporting Complexity on Small and Large Investor Trading
Brian P. Miller
Date Posted: September 15, 2009Last Revised: May 14, 2010392 downloads
The Forward Rates for Multifactor Model of Term Structure “With Square Root”
Gennady Medvedev
Date Posted: September 15, 200940 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, 2010730 downloads
The Equity Premium in 150 Textbooks
Pablo Fernandez
Date Posted: September 14, 2009Last Revised: February 04, 20138034 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, 2009263 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, 2009413 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, 200945 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, 200931 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, 2009273 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, 2010351 downloads
Why Stock Options are the Best Form of Executive Compensation (And How to Make Them Even Better)
Richard A. Booth
Date Posted: September 11, 2009395 downloads
Effectiveness of Price Limit Hits of Japan
Haitham Nobanee
and
Maryam Al Hajjar
Date Posted: September 10, 2009Last Revised: September 09, 2011
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, 2009Last Revised: September 09, 2011
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
affiliation not provided to SSRN
,
Hashemite University
and
Abu Dhabi University
Date Posted: September 10, 2009Last Revised: September 09, 2011
The Dynamics of Risk-Neutral Implied Moments: Evidence from Individual Options
Alexandra Hansis
,
Christian Schlag and
Grigory Vilkov
Date Posted: September 10, 2009Last Revised: February 02, 2010330 downloads
Theory of Rational Futures-Style Option Pricing
Rodolfo Oviedo and
Domingo A. Tarzia
Date Posted: September 10, 2009154 downloads
Asian and Australian Options from a New Perspective: An Australian Approach
Christian-Oliver Ewald
,
Olaf Menkens
and
Sai Hung Marten Ting
Date Posted: September 09, 2009Last Revised: September 12, 2012113 downloads
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
Date Posted: September 09, 2009Last Revised: May 19, 2011661 downloads
The Identification of Trademark Filing Strategies: Creating, Hedging, Modernizing, and
Extending Brands
Philipp G. Sandner
Date Posted: September 09, 2009162 downloads
The Market Price of Risk of the Variance Term Structure
George Dotsis
Date Posted: September 09, 2009Last Revised: April 26, 2011206 downloads
The Market Value of R&D, Patents and Trademarks Research Policy, Vol. 40, No. 7, pp. 969-985
Philipp G. Sandner and
Joern Block
Date Posted: September 09, 2009Last Revised: November 01, 2011348 downloads
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