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JEL Code: G14
3,733,672 Total downloads
Showing Papers 501 - 550 of 9,943
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Information Content in Sneer Asymmetry: An Application to OOS Implied Volatility Forecasting
Youngsoo Choi
,
Steven J. Jordan
and
Wonchang Lee
Hankuk University of Foreign Studies
,
affiliation not provided to SSRN
and
Hi Investment & Securities Co., Ltd.
Date Posted: November 25, 2012
Working Paper Series
29 downloads
Inter-Linkages, Co-Integration and Global Financial Crisis: India's Experience and Preparedness
Vanita Tripathi
,
Ritika Seth
and
Mohit Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce
,
Motilal Nehru College, University of Delhi
and
affiliation not provided to SSRN
Date Posted: November 24, 2012
Working Paper Series
30 downloads
Martingale Difference Hypothesis and Financial Crisis: Empirical Evidence from European Emerging Foreign Exchange Markets
Economic Systems, Vol. 36, No. 3, 2012
Dorina Lazar
,
Alexandru Todea
and
Diana Filip
Babes-Bolyai University - Faculty of Economics and Business Administration
,
Babes-Bolyai University - Faculty of Economics and Business Administration
and
Babes-Bolyai University - Faculty of Economics and Business Administration
Date Posted: November 24, 2012
Accepted Paper Series
Investment Horizon Dependent CAPM: Adjusting Beta for Long-Term Dependence
Carlos León
,
Karen Leiton
and
Alejandro Reveiz
Banco de la República (Central Bank of Colombia)
,
affiliation not provided to SSRN
and
World Bank
Date Posted: November 24, 2012
Working Paper Series
32 downloads
Investor Reaction to Mandatory Offers on the Warsaw Stock Exchange
Contemporary Economics, Vol. 6, No. 2, pp. 74-83, 2012
Szymon Okoń
Poznan University of Economics
Date Posted: November 23, 2012
Accepted Paper Series
27 downloads
Catalysts for Price Discovery in the European Union Emissions Trading System
Emma Schultz
and
John Swieringa
Australian National University (ANU)
and
Australian National University (ANU)
Date Posted: November 22, 2012
Working Paper Series
10 downloads
High Frequency Trading and Listed Companies - The Changing Roles of Mandatory Disclosure Requirements and Market Abuse
Giuseppe Ciallella
LUISS Guido Carli
Date Posted: November 22, 2012
Last Revised: June 08, 2013
Working Paper Series
Contagious Runs in Money Market Funds and the Impact of a Government Guarantee
Hugh Hoikwang Kim
University of Pennsylvania - The Wharton School
Date Posted: November 21, 2012
Working Paper Series
Does the Law of Diminishing Return Drive Down Return on Equity Investments?
Ulugbek Saidiev
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Date Posted: November 21, 2012
Last Revised: November 29, 2012
Working Paper Series
16 downloads
On Diversification
Ben Jacobsen and
Frans de Roon
New Zealand Institute of Advanced Study
and
Tilburg University - Department of Finance
Date Posted: November 21, 2012
Working Paper Series
207 downloads
Does Transparency Harm Traders: Evidence from a Disclosure Regulation
Saptarshi Mukherjee
Indian School of Business
Date Posted: November 21, 2012
Last Revised: January 15, 2013
Working Paper Series
7 downloads
Managerial Risk Attitudes and Biases, and Hedging Behaviors in the Financial Markets
Francis K. Adams
Pennsylvania State University
Date Posted: November 20, 2012
Working Paper Series
78 downloads
Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market
Michael Brolley
and
Katya Malinova
University of Toronto - Department of Economics
and
University of Toronto
Date Posted: November 20, 2012
Working Paper Series
111 downloads
Volatility and Return (Empirical Evidence from Tehran and International Stock Exchanges)
Journal of Economic Modeling Research (April 5, 2011)
Kamran Pakizeh
Department of Financial Engineering, University of Economc Sciences
Date Posted: November 19, 2012
Accepted Paper Series
34 downloads
A Reassessment of Stock Market Integration in SADC: The Determinants of Liquidity and Price Discovery in Namibia
Applied Financial Economics, Vol. 23, 2013
Bruce Allen Hearn and
Jenifer Piesse
University of Sussex
and
Bournemouth University
Date Posted: November 19, 2012
Accepted Paper Series
13 downloads
Equity Risk as a Determinant of Future Term-Structure Volatility
Naresh Bansal
and
Christopher Todd Stivers
Saint Louis University - Department of Finance
and
University of Louisville
Date Posted: November 19, 2012
Last Revised: May 15, 2013
Working Paper Series
45 downloads
March Madness and Investor Mood
Marcin Krolikowski
University of South Florida - College of Business Administration
Date Posted: November 19, 2012
Working Paper Series
47 downloads
Stock Market Returns and Liquidity: Dynamic Relationships and Causality
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: November 18, 2012
Last Revised: June 15, 2013
Working Paper Series
66 downloads
Revealing Downturns
Martin C. Schmalz
and
Sergey Zhuk
University of Michigan - Stephen M. Ross School of Business
and
University of Vienna
Date Posted: November 17, 2012
Last Revised: April 19, 2013
Working Paper Series
74 downloads
Strategic Conservative Earnings Management of Technology Firms: Evidence from the IPO Market
Financial Markets, Institutions & Instruments, Vol. 21, Issue 5, pp. 261-293, 2012
Bill Francis
,
Mingming Zhou
and
Iftekhar Hasan
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology
,
University of Colorado at Colorado Springs - College of Business
and
Fordham University
Date Posted: November 17, 2012
Accepted Paper Series
Conviction in Equity Investing
Mike Sebastian
Hewitt EnnisKnupp
Date Posted: November 17, 2012
Working Paper Series
156 downloads
OPEC 'Fair Price' Pronouncements and the Market Price of Crude Oil
Energy Journal, 2013
Celso Brunetti ,
Bahattin Buyuksahin
,
Michel A. Robe and
Kirsten R. Soneson
Federal Reserve Board
,
Bank of Canada
,
American University - Kogod School of Business
and
Commodity Futures Trading Commission (CFTC)
Date Posted: November 17, 2012
Accepted Paper Series
A Solution to Fulfill the Underwriter's Constant Need for Accurate Property Valuations: A True Sales Price
Real Estate Finance, 2012, Volume 29, Issue 3, p. 12-20.
J. Reid Cummings
and
Donald R. Epley
University of South Alabama
and
University of South Alabama
Date Posted: November 17, 2012
Last Revised: November 20, 2012
Accepted Paper Series
126 downloads
Getting Better: Learning to Invest in an Emerging Stock Market
John Y. Campbell ,
Tarun Ramadorai and
Benjamin Ranish
Harvard University - Department of Economics
,
University of Oxford - Said Business School
and
Harvard University - Faculty of Arts and Sciences
Date Posted: November 17, 2012
Last Revised: April 02, 2013
Working Paper Series
371 downloads
Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
Keith P. Anderson
and
Chris Brooks
The York Management School
and
University of Reading - ICMA Centre
Date Posted: November 16, 2012
Working Paper Series
118 downloads
Valuation Effects of Corporate Strategic Transactions in the Cleantech Industry
Houdou Basse Mama
,
Nicolas Koch
,
Alexander Bassen
and
Theo Bank
University of Hamburg
,
University of Hamburg
,
University of Hamburg
and
affiliation not provided to SSRN
Date Posted: November 16, 2012
Working Paper Series
25 downloads
Does Renegotiation of Financial Contracts Matter for Shareholders? Empirical Evidence from Europe
Christophe J. Godlewski
LaRGE Research Center (University of Strasbourg)
Date Posted: November 16, 2012
Working Paper Series
17 downloads
The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market
Yee Cheng Loon
and
Zhaodong Zhong
State University of New York at Binghamton
and
Rutgers University
Date Posted: November 15, 2012
Last Revised: June 06, 2013
Working Paper Series
104 downloads
Financial Analysts Impact on Stock Volatility
Clara I. Gonzalez
and
Ricardo Gimeno
Foundation for Applied Economic Research (FEDEA)
and
Bank of Spain
Date Posted: November 15, 2012
Working Paper Series
57 downloads
Credit Rating Changes and Institutional Trading
Journal of Trading, Forthcoming
Pankaj K. Jain and
Qin Wang
University of Memphis - Fogelman College of Business and Economics
and
University of Michigan - Dearborn
Date Posted: November 15, 2012
Last Revised: December 07, 2012
Accepted Paper Series
47 downloads
Disagreement, Underreaction, and Stock Returns: A Decomposition Perspective of the Return Predictability of Analyst Forecast Dispersion
Ling Cen
,
K. C. John Wei and
Liyan Yang
University of Toronto - Rotman School of Management
,
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
University of Toronto - Rotman School of Management
Date Posted: November 15, 2012
Last Revised: June 03, 2013
Working Paper Series
64 downloads
Speed, Algorithmic Trading, and Market Quality Around Macroeconomic News Announcements
Tinbergen Institute Discussion Paper No. 12-121/III
Martin L. Scholtus ,
Dick J. C. van Dijk and
Bart Frijns
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
,
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Auckland University of Technology - Faculty of Business & Law
Date Posted: November 14, 2012
Working Paper Series
201 downloads
Trade Execution Skill by Floor Traders in Futures Markets: A Reexamination
Haiwei Chen
University of Texas, Pan American
Date Posted: November 14, 2012
Working Paper Series
7 downloads
Building Castles in the Air: Evidence from Industry IPO Waves
Zhi Da
,
Ravi Jagannathan and
Jianfeng Shen
University of Notre Dame - Mendoza College of Business
,
Northwestern University - Kellogg School of Management
and
The University of New South Wales - School of Banking and Finance, Australian School of Business
Date Posted: November 14, 2012
Last Revised: January 26, 2013
Working Paper Series
66 downloads
Exchange-Traded Funds: Sector Performance and Diversification
Carl F. Luft
and
John P. Plamondon
DePaul University - Department of Finance
and
DePaul University - Department of Finance
Date Posted: November 14, 2012
Working Paper Series
73 downloads
Empirical Cross-Sectional Asset Pricing
Stefan Nagel
Stanford Graduate School of Business
Date Posted: November 13, 2012
Working Paper Series
147 downloads
What Drives the Libor-OIS Spread? Evidence from Five Major Currency Libor-OIS Spreads
Jin Cui
,
Francis Haeuck In
and
Elizabeth Ann Maharaj
Monash University
,
Monash University - Department of Accounting and Finance
and
Monash University
Date Posted: November 11, 2012
Working Paper Series
179 downloads
Short-Sale Constraints and Securities Lending by Exchange-Traded Funds
Managerial Finance, Vol. 39, No. 5, pp. 444 - 456 (2013)
Naresh Bansal
,
Ryan McKeon
and
Marko Svetina
Saint Louis University - Department of Finance
,
University of San Diego
and
University of San Diego
Date Posted: November 11, 2012
Last Revised: April 19, 2013
Accepted Paper Series
Investors’ Demand for Sell-Side Research: SEC Filings, Media Coverage, and Market Factors
Alastair Lawrence
,
James Ryans
and
Yuan Sun
University of California, Berkeley - Haas School of Business
,
University of California, Berkeley - Haas School of Business
and
University of California, Berkeley - Haas School of Business
Date Posted: November 11, 2012
Last Revised: April 26, 2013
Working Paper Series
95 downloads
Does Relationship Matter? The Choice of Financial Advisors
Bank of Finland Research Discussion Paper No. 28/2012
Bill Francis
,
Iftekhar Hasan and
Xian Sun
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology
,
Fordham University
and
Johns Hopkins University - Carey Business School
Date Posted: November 11, 2012
Working Paper Series
51 downloads
High-Frequency Trading Synchronizes Prices in Financial Markets
Austin Gerig
University of Oxford - Said Business School
Date Posted: November 10, 2012
Working Paper Series
122 downloads
Off-Exchange Market Making Price Aggressiveness of Systematic Internalisers
Peter Gomber
and
Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration
and
Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: November 10, 2012
Last Revised: May 14, 2013
Working Paper Series
Home Preference at Selecting Financial Advisors in Cross-Border M&As
Bank of Finland Research Discussion Paper No. 31/2012
Bill Francis
,
Iftekhar Hasan and
Xian Sun
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology
,
Fordham University
and
Johns Hopkins University - Carey Business School
Date Posted: November 10, 2012
Working Paper Series
24 downloads
Illusion of Growth: Merger-Related Transitory Growth and Its Implications for Growth and Accrual Mispricing
Daniel W. Collins and
Jaewoo Kim
University of Iowa - Department of Accounting
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: November 09, 2012
Working Paper Series
78 downloads
A Study of the Efficiency and Unbiasedness in NCDEX: A Case Study of Guar Gum
Presented at XI Capital Market Conference, IICM Mumbai, 21-22, December 2012
Tarun Kumar Soni
National Institute of Financial Management
Date Posted: November 09, 2012
Last Revised: January 01, 2013
Accepted Paper Series
Individualism, Synchronized Stock Price Movements, and Stock Market Volatility
Feng Zhan
York University - Schulich School of Business
Date Posted: November 09, 2012
Last Revised: March 04, 2013
Working Paper Series
44 downloads
Concealing the Trading Footprint: Optimal Execution Horizon
Marcos Lopez de Prado
Hess Energy Trading Company
Date Posted: November 08, 2012
Last Revised: April 28, 2013
Working Paper Series
473 downloads
The Role of Non-Financial Measures in Management Forecasts
Joseph F. Brazel
,
Bradley E. Lail
and
Donald P. Pagach
North Carolina State University - Poole College of Management - Department of Accounting
,
Baylor University
and
North Carolina State University
Date Posted: November 08, 2012
Last Revised: May 24, 2013
Working Paper Series
7 downloads
Are Top-Tens Better? A Study on Investor Attention and Ranking Lists
Diefeng Peng
,
Yulei Rao
and
Mei Wang
Central South University
,
Central South University
and
WHU - Otto Beisheim School of Management
Date Posted: November 08, 2012
Working Paper Series
49 downloads
Drained by DRIPS: The Hidden Cost of Buying on the Dividend Pay Date
Henk Berkman and
Paul D. Koch
University of Auckland - Faculty of Business & Economics
and
University of Kansas - Finance Area
Date Posted: November 07, 2012
Working Paper Series
157 downloads
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