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JEL Code: G14
3,695,062 Total downloads
Showing Papers 5,301 - 5,350 of 9,880
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Market-Based Estimates of Value Gains from Takeovers: An Intervention Approach
Sanjai Bhagat and
David A. Hirshleifer
Date Posted: February 24, 1997
Market-Based Measures of Monetary Policy Expectations Federal Reserve Bank of San Francisco Working Paper No. 2006-04
Refet S. Gurkaynak ,
Brian P. Sack and
Eric T. Swanson
Date Posted: November 25, 2002256 downloads
Market-Based Regulation and the Informational Content of Prices FRB Richmond Working Paper No. 06-12
Philip Bond ,
Itay Goldstein
and
Edward S. Prescott
Date Posted: December 07, 20126 downloads
Market-Related Values and Pension Accounting
Paquita Y. Davis-Friday ,
Jeffrey S. Miller and
H. Fred Mittelstaedt
Date Posted: February 02, 2005479 downloads
Market-Timing Strategies That Worked FRB of Kansas City Research Working Paper No. 02-01
Pu Shen
Date Posted: October 20, 20031011 downloads
Market-Wide Attention, Trading, and Stock Returns
Yu Yuan
Date Posted: March 17, 2008Last Revised: September 19, 2012772 downloads
Marketing Closed-End Fund IPOs: An Analysis of the International Stock Funds Financial Review, Vol. 40, No. 4, November 2005
Terry Nixon and
David M. Shull
Date Posted: August 15, 2005
Markets Change Every Day: Evidence from the Memory of Trade Direction
Spyros Skouras and
Christos Axioglou
affiliation not provided to SSRN
Date Posted: January 07, 2011Last Revised: January 20, 2011153 downloads
Marketwide Private Information and Market Volatility-Volume Relation
Laura Xiaolei Liu
Date Posted: May 25, 2007104 downloads
Marketwide Private Information in Stocks: Forecasting Currency Returns AFA 2007 Chicago Meetings Paper
Rui A. Albuquerque ,
Eva de Francisco
and
Luis Brandao Marques
Date Posted: March 01, 2006130 downloads
Marketwide Private Information in Stocks: Forecasting Currency Returns CEPR Discussion Paper No. 5604
Rui A. Albuquerque ,
Eva de Francisco
and
Luis Brandao Marques
Date Posted: July 05, 200615 downloads
Markowitz Meets Kahneman: Portfolio Selection Under Divided Attention Finance Research Letters, Vol. 3, No. 2, pp. 106-113, June 2006
Diego Nocetti
Date Posted: July 31, 2009
Martha Stewart and the Forbidden Fruit: A New Story of Eve Michigan State Law Review, Vol. 2009, p. 1017, Winter 2009, University of Tennessee Legal Studies Research Paper No. 126
Joan MacLeod Heminway
Date Posted: October 15, 2010Last Revised: November 11, 2010196 downloads
Martha Stewart's Lessons in Behavioral Finance Journal of Investment Consulting, Vol. 7, No. 2, pp. 52-60, 2005
Meir Statman
Date Posted: November 05, 20102 downloads
Martha Stewart, Normal Investor
Meir Statman
Date Posted: October 15, 2004194 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
Date Posted: November 24, 2012
Material Adverse Change Clauses and Acquisition Dynamics Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
David J. Denis and
Antonio J. Macias
Date Posted: May 17, 2010Last Revised: February 02, 2012255 downloads
Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets UC Santa Cruz Economics Working Paper No. 03-6
Rita Madarassy Akin
Date Posted: June 27, 2003380 downloads
Maximum Likelihood Estimation of a Poissonian Count Rate Function for the Followers of a Twitter Account Making Directional Forecasts of the Stock Market
Graham L. Giller
Date Posted: June 22, 2009Last Revised: June 25, 2009116 downloads
Maximum Predictability of Australian Industry Stock Returns
Juan Yao
Date Posted: February 28, 2005113 downloads
May 6th – Signals from a Very Brief but Emblematic Catastrophe on Wall Street
Paul A. David
Date Posted: July 31, 2010465 downloads
May I Have Your Attention, Please: The Market Microstructure of Investor Attention
Christopher Fink
and
Thomas Johann
Date Posted: September 01, 2012Last Revised: January 18, 2013106 downloads
Mean Reversion and Persistence in Commodity Markets in India
Brajesh Kumar
and
Priyanka Singh
Date Posted: August 07, 2008Last Revised: August 08, 2008
Mean Reversion in Asset Returns with Varying Debt and Equity Components: Evidence and Implications from Preferred Stock QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 37 No. 3, Fall 1997
Carl R. Chen and
David A. Sauer
Date Posted: September 24, 1997
Mean Reversion in Earnings and the Use of E/P Multiples in Corporate Valuation Journal of Applied Finance, Vol. 14, No. 1, Spring/Summer 2004
Mukesh Bajaj ,
David J. Denis and
Atulya Sarin
Date Posted: January 10, 200520 downloads
Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century De Nederlandsche Bank Working Paper No. 247
Laura Spierdijk ,
Jacob Antoon Bikker
and
Pieter van den Hoek
Date Posted: October 22, 2011272 downloads
Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century Netspar Discussion Paper No. 03/2010-009
Laura Spierdijk ,
Jacob Antoon Bikker
and
Pieter van den Hoek
Date Posted: June 18, 2010Last Revised: January 17, 2012266 downloads
Mean Reversion in Stock Prices in an Emerging Market: Sri Lankan Evidence Proceedings of the Annual Research Sessions of the Faculty of Graduate Studies, University of Sri Jayewardenepura, Sri Lanka, 1998
Lalith P. Samarakoon
Date Posted: April 28, 2009Last Revised: February 16, 2010178 downloads
Mean-Semivariance Behavior: A Note Finance Letters, Vol. 1, No. 1, 2003
Javier Estrada
Date Posted: June 06, 2003
Measure for Measure: The Relation between Forecast Accuracy and Recommendation Profitability of Analysts
Yonca Ertimur
,
Jayanthi Sunder
and
Shyam V. Sunder
Date Posted: April 05, 2006572 downloads
Measurement of Liquidity Stocks and Cut-Off Point Determination Using Simulated Multinomial Logistic of the Average Value of the Ask-Bid Adjusted with the Average Rate of Inter-Arrival Ask-Bid on the Stock Market
Athor Subroto
Date Posted: March 06, 201144 downloads
Measurement, Metrology, and the Coordination of Sociotechnical Networks
William P. Fisher Jr.
Date Posted: September 12, 201119 downloads
Measures of Stock Market Value and Returns for the US Nonfinancial Corporate Sector, 1900-2000 World Economics
Stephen H. Wright
Date Posted: August 22, 2002
Measures of Stock Market Value and Returns for the US Nonfinancial Corporate Sector, 1900-2000 Birkbeck College, Economics Working Paper
Stephen H. Wright
Date Posted: February 13, 2002301 downloads
Measures of the Riskiness of Banking Organizations: Subordinated Debt Yields, Risk-Based Capital, and Examination Ratings FRB Atlanta Working Paper No. 2001-25a
Douglas D. Evanoff and
Larry D. Wall
Date Posted: December 08, 2001349 downloads
Measures of the Riskiness of Banking Organizations: Subordinated Debt Yields, Risk-Based Capital, and Examination Ratings Journal of Banking and Finance, Forthcoming
Douglas D. Evanoff and
Larry D. Wall
Date Posted: January 16, 2002
Measuring Abnormal Bond Performance Review of Financial Studies, Forthcoming
Hendrik Bessembinder ,
Kathleen M. Kahle ,
William F. Maxwell and
Danielle Xu
Date Posted: January 19, 2005Last Revised: July 17, 20081215 downloads
Measuring Abnormal Credit Default Swap Spreads
Christian Andres
,
André Betzer
and
Markus Doumet
Date Posted: December 29, 2012102 downloads
Measuring and Monitoring Time-Varying Information Asymmetry
Olga Lebedeva
Date Posted: June 06, 201242 downloads
Measuring Closing Price Manipulation Journal of Financial Intermediation, Forthcoming
Carole Comerton-Forde
and
Tālis J. Putniņš
Date Posted: August 23, 2007Last Revised: April 28, 2010672 downloads
Measuring Equity Premium Using Earnings Forecasts: An International Analysis
James J. Claus and
Jacob K. Thomas
Date Posted: August 13, 19991213 downloads
Measuring Equity Risk with Option-Implied Correlations EFA 2009 Bergen Meetings Paper
Adrian Buss
and
Grigory Vilkov
Date Posted: November 16, 2008Last Revised: December 27, 20121537 downloads
Measuring European Financial Integration ECB Occasional Paper No. 14
Lieven Baele
,
Annalisa Ferrando ,
Peter Hördahl ,
Elizaveta Krylova
and
Cyril Monnet
Date Posted: August 16, 2005487 downloads
Measuring Financial Cash Flow and Term Structure Dynamics Kent State GSM Dept. of Finance Working Paper
Cornelis A. Los
Date Posted: December 06, 2001271 downloads
Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility CIRANO Scientific Publication No. 2011s-27
Jean-Marie Dufour
,
René Garcia and
Abderrahim Taamouti
Date Posted: March 07, 2011108 downloads
Measuring Investor Sentiment in the Stock Market
Francisca Beer
and
Mohamed Zouaoui
Date Posted: October 06, 2011Last Revised: October 09, 2011224 downloads
Measuring Investor Sentiment with Mutual Fund Flows Journal of Financial Economics (JFE), Forthcoming
Azi Ben-Rephael
,
Shmuel Kandel (deceased) and
Avi Wohl
Date Posted: September 14, 2008Last Revised: September 21, 20111025 downloads
Measuring Investors' Opinion Divergence Journal of Accounting Research, 2009
Jon A. Garfinkel
Date Posted: November 21, 2003Last Revised: June 26, 2009502 downloads
Measuring Market Cleanliness
Ben Dubow
and
Nuno B. Monteiro
affiliation not provided to SSRN
Date Posted: October 12, 2007135 downloads
Measuring Mutual Fund Herding - A Structural Approach
Stefan Frey
,
Patrick Herbst
and
Andreas Walter
Date Posted: March 05, 2008Last Revised: June 27, 2012565 downloads
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