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238,981
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JEL Code: G12
5,800,348 Total downloads
Showing Papers 4,981 - 5,030 of 13,812
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Volatility Spreads and Expected Stock Returns Management Science, Forthcoming
Turan G. Bali and
Armen Hovakimian
Date Posted: August 04, 2009463 downloads
Optimal Options Pricing and Trading: A New Theory
Moawia Alghalith
Date Posted: August 03, 2009Last Revised: December 06, 201088 downloads
On the Martingale Representation Theorem and Approximate Hedging a Contingent Claim in the Minimum Mean Square Deviation Criterion VNU Journal of Science, Mathematics & Physics , Vol. 23, pp. 143-154, 2007
Nguyen Van Huu
and
Quan Hoang Vuong
Date Posted: August 02, 2009295 downloads
Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value Bulletin of Economic Research, Vol. 55, No. 2, pp.149-176, 2003
Carlo Alberto Magni
Date Posted: August 01, 2009149 downloads
The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence Journal of Real Estate Finance and Economics, Forthcoming
Gang-Zhi Fan
,
Zsuzsa R. Huszar and
Weina Zhang
Date Posted: August 01, 2009Last Revised: November 16, 2011201 downloads
A Note on Heterogeneous Beliefs with CRRA Utilities
A. A. Brown
Date Posted: July 31, 200945 downloads
Asset Return Dynamics under Bad Environment-Good Environment Fundamentals
Geert Bekaert and
Eric Engstrom
Date Posted: July 31, 2009Last Revised: June 28, 2011655 downloads
Heterogeneous Beliefs with Partial Observations
A. A. Brown
Date Posted: July 31, 200933 downloads
Snowball Effect of a CDS Market
Svetlana Boyarchenko and
Sergei Levendorskii
Date Posted: July 31, 2009260 downloads
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform FRB of New York Staff Report No. 381
Michael J. Fleming and
Bruce Mizrach
Date Posted: July 31, 200995 downloads
A Case of Insider Trading in Spain (in Spanish)
Pablo Fernandez
Date Posted: July 30, 2009Last Revised: September 09, 20091873 downloads
Calendar Spreads, Risk Premium and the Convenience Yield
Sami Attaoui
,
Constantin Mellios
and
Pierre Six
Date Posted: July 29, 2009440 downloads
Heterogeneous Beliefs with Finite-Lived Agents
L. C. G. Rogers and
A. A. Brown
Date Posted: July 29, 200934 downloads
The Dynamics of International Asset Price Linkages and Their Effects on German Stock and Bond Markets BIS Conference Papers Vol. 8: International Financial Markets and the Implications for Monetary and Financial Stability, 2000
Dietrich Domanski
and
Manfred Kremer
Date Posted: July 29, 200961 downloads
Deviation from Normality and Sharpe Ratio Behavior: A Brief Simulation Study Proceedings of the 6th International Conference on Applied Financial Economics (AFE), Samos (Greece), July 2-5, 2009, Investment Management and Financial Innovations, Vol. 7, No. 4, pp. 95-107, 2010
Hayette Gatfaoui
Date Posted: July 28, 2009Last Revised: October 26, 2011103 downloads
Information Risk and Fair Values: An Examination of Equity Betas Journal of Accounting Research, Forthcoming
Edward J. Riedl and
George Serafeim
Date Posted: July 28, 2009Last Revised: January 18, 20111013 downloads
Performance Metrics for Algorithmic Traders UIC College of Business Administration Research Paper No. 09-14
Dale W. R. Rosenthal
Date Posted: July 28, 2009Last Revised: January 05, 2012900 downloads
Determinants of Commercial Banks' Residual Profitability: An Industry Approach Spanish Journal of Finance and Accounting, Vol. 37, No. 139, pp. 469-500, September 2008
Borja Amor-Tapia
,
Maria T. Tascón and
José L. Fanjul
Date Posted: July 27, 2009Last Revised: September 27, 2009
Modelling Excess Profit Economic Modelling, Vol. 21, No. 3, pp. 595-617, May 2004
Carlo Alberto Magni
Date Posted: July 27, 2009Last Revised: July 29, 2009157 downloads
Psychological Determinants of Occurrence and Magnitude of Market Crashes
Patrick L. Leoni
Date Posted: July 27, 200936 downloads
Testing Linearity in Term Structures
Chiara Peroni
Date Posted: July 27, 200925 downloads
Dynamic Corporate Capital Stocks: Cross-sectional and Inter-temporal Stock Return Patterns AFA 2011 Denver Meetings Paper
Jacob S. Sagi ,
Matthew I. Spiegel and
Masahiro Watanabe
Date Posted: July 26, 2009Last Revised: January 27, 2013198 downloads
A Logical Umbrella for Firm Evaluation: The Fundamental Relation (Un ombrello logico per la valutazione d'azienda: la relazione fondamentale) La Valutazione delle Aziende, Vol. 54, pp. 26-33, September
Carlo Alberto Magni
Date Posted: July 26, 2009Last Revised: September 23, 2010115 downloads
Economic Value Added and Systemic Value Added: Symmetry, Additive Coherence and Differences in Performance Applied Financial Economics Letters, Vol. 2, No. 3, pp. 151-154, May 2006
Roberto Ghiselli Ricci
and
Carlo Alberto Magni
Date Posted: July 26, 2009288 downloads
Portfolio Choice and Pricing in Illiquid Markets Journal of Economic Theory, 2007
Nicolae Garleanu
Date Posted: July 26, 2009
Incomplete Financial Markets and Jumps in Asset Prices University of Copenhagen Department of Economics Discussion Paper No. 09-12
Hervé Cres
,
Tobias Markeprand
and
Mich Tvede
affiliation not provided to SSRN
and
University of Copenhagen - Department of Economics
Date Posted: July 25, 200956 downloads
Ambiguous Information, Risk Aversion, and Asset Pricing
Philipp K. Illeditsch
Date Posted: July 23, 2009274 downloads
Intergenerational Risksharing and Equilibrium Asset Prices: An Economy with Factor Accumulation
Yongyang Su
Date Posted: July 23, 200917 downloads
Cost of Capital and Valuation with Imperfect Diversification and Unsystematic Risks
Marco Wolfrum
and
Werner Gleißner
affiliation not provided to SSRN
and
Independent
Date Posted: July 22, 2009Last Revised: April 13, 2010107 downloads
Financial Crisis and Interacting Heterogeneous Agents
Weihong Huang
,
Huanhuan Zheng and
Wai-Mun Chia
affiliation not provided to SSRN
,
Nanyang Technological University (NTU) - Division of Economics
and
Nanyang Technological University (NTU) - School of Humanities & Social Sciences
Date Posted: July 21, 2009Last Revised: September 17, 2009150 downloads
Price Divergence from Fundamental Value and the Value Relevance of Accounting Information Contemporary Accounting Research, Forthcoming
Simon Fung
,
Lixin (Nancy) Su
and
Xindong Kevin Zhu
Date Posted: July 21, 2009Last Revised: April 14, 2010
Stages of the Ongoing Global Financial Crisis: Is There a Wandering Asset-Price Bubble? CASE Network Studies and Analyses No. 372
Lucjan T. Orlowski
Date Posted: July 21, 2009220 downloads
Technology Adoption, Vintage Capital and Asset Prices
Xiaoji Lin
Date Posted: July 21, 2009Last Revised: March 16, 2010217 downloads
Volatility Pricing in the Stock and Treasury Markets
Claudia E. Moise
Date Posted: July 21, 2009Last Revised: February 19, 201171 downloads
What's the Best Way to Trade Using the January Barometer?
Michael J. Cooper ,
John J. McConnell and
Alexei V. Ovtchinnikov
Date Posted: July 20, 2009237 downloads
The Security Market Plane 22nd Australasian Finance and Banking Conference 2009
Bernard Bollen
Date Posted: July 20, 200963 downloads
Market Jump Risk and the Price Structure of Individual Equity Options WFA 2010 Victoria meetings
Redouane Elkamhi
and
Chayawat Ornthanalai
Date Posted: July 19, 2009Last Revised: June 01, 2010305 downloads
Accounting, Intangible Assets, Stock Market Activity, and Measurement and Disclosure Policy: Views from the UK
Elisabeth Dedman ,
Sulaiman Mouselli
,
Yun Shen
and
Andrew W. Stark
affiliation not provided to SSRN
,
University of Bath
and
University of Manchester - Manchester Business School
Date Posted: July 18, 2009285 downloads
A Delegated Agent Asset-pricing model UCLA Anderson School of Management, Finance Working Papers Series 3-04
Bradford Cornell and
Richard Roll
Date Posted: July 18, 2009103 downloads
Aggregate Earnings, Firm-Level Earnings and Expected Stock Returns Journal of Financial and Quantitative Analysis (JFQA), Vol. 43, No. 3, pp. 657-684, 2008
Turan G. Bali ,
K. Ozgur Demirtas
and
Hassan Tehranian
Date Posted: July 18, 2009Last Revised: February 27, 2012649 downloads
An Examination of Mutual Fund Timing Ability Using Monthly Holdings Data
Edwin J. Elton ,
Martin J. Gruber and
Christopher R. Blake
Date Posted: July 18, 2009168 downloads
Corporate Financing Activities and Contrarian Investment Review of Finance, Vol. 14, No. 3, pp. 543-584, 2010, Georgetown McDonough School of Business Research Paper
Turan G. Bali ,
K. Ozgur Demirtas
and
Armen Hovakimian
Date Posted: July 18, 2009Last Revised: April 19, 2013470 downloads
Credit Rating Dynamics and Markov Mixture Models Journal of Banking and Finance, Forthcoming, Wharton Financial Institutions Center Working Paper No. 04-15
Halina Frydman and
Til Schuermann
Date Posted: July 18, 2009
Nonlinear Asymmetric Models of the Short Term Interest Rate Journal of Futures Markets, Vol. 26, No. 9, pp. 869-894, 2006
K. Ozgur Demirtas
Date Posted: July 18, 2009Last Revised: November 09, 2009195 downloads
Analyst Disagreement and Aggregate Volatility Risk
Alexander Barinov
Date Posted: July 17, 2009Last Revised: August 06, 2012166 downloads
Short-Selling and Floating Constraints and Cross-Listed Stock Prices
Steven Shuye Wang and
Wei Li
Date Posted: July 17, 2009149 downloads
The Affine Heston Model with Correlated Gaussian Interest Rates for Pricing Hybrid Derivatives Delft Univ. of Technology Technical Report No. 09-07
Lech A. Grzelak ,
Cornelis W. Oosterlee and
Sacha van Weeren
affiliation not provided to SSRN
Date Posted: July 17, 2009Last Revised: October 21, 2010457 downloads
Long Memory and Tail Dependence in Trading Volume and Volatility CREATES Research Paper No. 2009-30
Eduardo Rossi and
Paolo Santucci de Magistris
Date Posted: July 16, 2009Last Revised: April 09, 2011116 downloads
The Role of Speculators in the Crude Oil Futures Market
Jeffrey H. Harris and
Bahattin Buyuksahin
Date Posted: July 16, 20091203 downloads
The Stock Market and Aggregate Employment
Long Chen
and
Lu Zhang
Date Posted: July 16, 2009Last Revised: September 16, 2009280 downloads
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