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489,423
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JEL Code: G12
5,857,381 Total downloads
Showing Papers 4,941 - 4,990 of 13,874
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The Impacts of Liquidity Risk on Option Prices
Robin K. Chou ,
San-Lin Chung ,
Yu-Jen Hsiao
and
Yaw-Huei Wang
Date Posted: September 04, 2009175 downloads
Does the Accrual Anomaly End When Accruals Reverse?
Tatiana Fedyk
,
Zvi Singer
and
Theodore Sougiannis
Date Posted: September 03, 2009Last Revised: May 01, 2013417 downloads
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
Date Posted: September 03, 2009159 downloads
Nonlinear Price Evolution Quarterly of Applied Mathematics, Vol. 63, pp. 715-720, 2005
Gunduz Caginalp
Date Posted: September 03, 200970 downloads
Ups and Downs: Valuing Cyclical and Commodity Companies
Aswath Damodaran
Date Posted: September 03, 20091717 downloads
Stock Market Efficiency with Reference to a New Measure of Earnings News
Cameron Truong
and
Philip B. Shane
Date Posted: September 02, 200946 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
Date Posted: September 01, 2009Last Revised: December 16, 2009
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
Date Posted: August 31, 2009
Delta-Hedging Works: On Market Completeness in Diffusion Models
Hans Buehler
Date Posted: August 31, 2009Last Revised: October 06, 2009148 downloads
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
Date Posted: August 31, 2009Last Revised: November 25, 2009140 downloads
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
Date Posted: August 31, 2009Last Revised: September 03, 201276 downloads
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
Date Posted: August 31, 2009313 downloads
The Q-Theory Approach to Understanding the Accrual Anomaly Journal of Accounting Research, Forthcoming
Jin (Ginger) Wu
,
Lu Zhang and
Frank Zhang
Date Posted: August 31, 2009310 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
Date Posted: August 30, 2009Last Revised: June 30, 2010
Market Efficiency in Emerging Stock Market: Evidence from Bangladesh Journal of Emerging Market Finance, Vol. 7, pp. 17-41, 2008
Mobarek Asma
Date Posted: August 30, 2009376 downloads
Valuation of Tax Expense
Jacob K. Thomas and
Frank Zhang
Date Posted: August 30, 2009Last Revised: June 27, 2012349 downloads
Do Firms’ Nonfinancial Disclosures Enhance the Value of Analyst Services?*
D. Craig Nichols
and
Matthew M. Wieland
Date Posted: August 29, 2009109 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
Date Posted: August 28, 2009
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
Date Posted: August 28, 2009Last Revised: February 15, 20122403 downloads
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
Date Posted: August 28, 200973 downloads
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
Date Posted: August 28, 2009Last Revised: February 29, 2012127 downloads
Another Look at Equity and Enterprise Valuation Based on Multiples
Mingcherng Deng
,
Peter D. Easton and
Julian Yeo
Date Posted: August 27, 2009Last Revised: April 05, 2012464 downloads
Characterizing the Risk of IPO Long-Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment Financial Management, Vol. 40, pp. 1067-1086, 2011
Richard B. Carter ,
Rick Dark ,
Ioannis V. Floros and
Travis Sapp
Date Posted: August 27, 2009Last Revised: May 03, 2012114 downloads
Continuously Monitored Barrier Options Under Markov Processes
Martijn Pistorius and
Aleksandar Mijatovic
Date Posted: August 27, 2009Last Revised: October 11, 2010201 downloads
Geographic Based Mutual Funds: An Empirical Analysis of the Portfolio Properties of a Hawaii Focused Fund Academy of Accounting and Financial Studies Journal, Vol. 11, No. 1, pp. 93-110, 2007
Terrance Jalbert and
chantelle Schieven
affiliation not provided to SSRN
Date Posted: August 27, 2009Last Revised: June 17, 201128 downloads
Opening Jump and Noise Trading 22nd Australasian Finance and Banking Conference 2009
Srinivasan Maheswaran ,
G. Balasubramanian
and
Chirackel Ahammed Yoonus
Date Posted: August 27, 2009Last Revised: July 11, 2011145 downloads
The Causal Impact of Media in Financial Markets
Joseph Engelberg
and
Christopher A. Parsons
Date Posted: August 27, 2009Last Revised: March 15, 2010314 downloads
Monetary Policy Inertia: More a Fiction than a Fact? CEPR Discussion Paper No. DP7341
Agostino Consolo
and
Carlo A. Favero
Date Posted: August 26, 20093 downloads
Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns are Independently Distributed CEPR Discussion Paper No. DP7344
Rachel A.J. Pownall ,
Kathryn Graddy and
Jonathan H. Hamilton
Date Posted: August 26, 20093 downloads
Comparing Models of Corporate Bankruptcy Prediction: Distance to Default vs. Z-Score
Warren Miller
Date Posted: August 26, 2009Last Revised: November 10, 20091390 downloads
How Does European Integration Affect the European Stock Markets? DIW Berlin Discussion Paper No. 885
Burcu Erdogan
Date Posted: August 26, 200935 downloads
Quantifying Private Benefits of Control from a Structural Model of Block Trades CEPR Discussion Paper No. DP7358
Rui A. Albuquerque and
Enrique J. Schroth
Date Posted: August 26, 20091 downloads
Required Rates of Return and Financial Contracting for Entrepreneurial Ventures
Richard L. Smith
Date Posted: August 26, 2009204 downloads
The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research? European Financial Management, Forthcoming
Avanidhar Subrahmanyam
Date Posted: August 26, 2009Last Revised: September 30, 20091720 downloads
What Happened to the US Stock Market? Accounting for the Last 50 Years FRB of St. Louis Working Paper No. 187
Michele Boldrin
and
Adrian Peralta-Alva
Date Posted: August 26, 2009103 downloads
A Macro and Rational Approach to Asset Price Bubbles: Definition and Early Identification in Real Time
Yuming Sheng
affiliation not provided to SSRN
Date Posted: August 25, 20097 downloads
CAPM & Co. Revisited - Modeling Risk and Return of Private Equity Funds
Timo Litty
and
Valentin Braun
affiliation not provided to SSRN
and
Goethe University Frankfurt
Date Posted: August 25, 2009279 downloads
Equity Valuation in the Coal Seam Gas Industry 22nd Australasian Finance and Banking Conference 2009
Duncan Keith
,
Simone Kelly and
Ray Patrick McNamara
affiliation not provided to SSRN
,
Bond University - Finance
and
Bond University
Date Posted: August 25, 2009191 downloads
On Capital Market Ratios and Stock Valuation: A Geometric Approach 22nd Australasian Finance and Banking Conference 2009
A. K. M. Azhar
,
Suzana Idayu Wati Osman
and
R. A. Parinduri
affiliation not provided to SSRN
and
Nottingham University Business School, Malaysia Campus
Date Posted: August 25, 2009Last Revised: November 09, 2009277 downloads
The Asymptotics of Extreme Returns in the Australian Stock Market 22nd Australasian Finance and Banking Conference 2009
Nagaratnam Jeyasreedharan ,
Lakshman Alles
and
Nihal Dayaratne Yatawara
Date Posted: August 25, 200965 downloads
A Factor Analysis Approach to Measuring European Loan and Bond Market Integration 22nd Australasian Finance and Banking Conference 2009
Rien Wagenvoort ,
André Ebner
and
Magdalena Morgese Borys
Date Posted: August 24, 2009Last Revised: November 23, 200994 downloads
Economic Geography, Venture Capital and Focal Points of Entrepreneurial Activity PIER Working Paper No. 09-032
Yochanan Shachmurove
Date Posted: August 24, 2009448 downloads
Estimating Exponential Affine Models with Correlated Measurement Errors: Applications to Fixed Income and Commodities 22nd Australasian Finance and Banking Conference 2009
M. A. H. Dempster and
Ke Tang
Date Posted: August 24, 2009127 downloads
Gauge Invariance, Geometry and Arbitrage
Samuel Vazquez
and
Simone Farinelli
affiliation not provided to SSRN
and
Core Dynamics GmbH
Date Posted: August 24, 2009Last Revised: May 18, 2012107 downloads
Liquidity Premia in German Government Bonds ECB Working Paper No. 1081
Jacob Ejsing
and
Jukka Sihvonen
Date Posted: August 24, 2009125 downloads
Modelling Price Movement and Trading Volume in Conditional Volatility 22nd Australasian Finance and Banking Conference 2009
Sze Shih Ting and
Don (Tissa) U. A. Galagedera
Date Posted: August 24, 2009Last Revised: December 14, 200992 downloads
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis
David Michayluk
and
Lucy Zhao
Date Posted: August 24, 2009105 downloads
The Reception of Public Signals in Financial Markets: What if Central Bank Communication Becomes Stale? ECB Working Paper No. 1077
Michael Ehrmann and
David Sondermann
Date Posted: August 24, 200940 downloads
TSX Index Revisions and Corporate Performance 22nd Australasian Finance and Banking Conference 2009
Lucy Zhao
Date Posted: August 24, 200939 downloads
Mutual Fund Tournaments 22nd Australasian Finance and Banking Conference 2009
Iwan Meier and
Aymen Karoui
Date Posted: August 23, 2009Last Revised: May 23, 2011
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