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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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SSRN eLibrary Search Results
JEL Code: G15
1,826,857 Total downloads
Showing Papers 5,321 - 5,370 of 6,385
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Incl. Electronic Paper Confidence in the Familiar: An International Perspective
Sauder School of Business Working Paper
Kai Li
University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 12, 2003
Working Paper Series
196 downloads

Confidence in the Familiar: An International Perspective
Journal of Financial and Quantitative Analysis, Forthcoming
Kai Li
University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 12, 2003
Accepted Paper Series

The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets
Multinational Finance Journal, Forthcoming
Winston Lin , Hong-Jen Lin and Yueh Chen
SUNY at Buffalo - School of Management , Nyack College and National Sun Yat-Sen University
Date Posted: June 10, 2003
Accepted Paper Series

The Sensitivity of the Optimal Hedge Ratio to Model Specification
Finance Letters, Vol. 1, No. 1, 2003
Imad A. Moosa
Monash University
Date Posted: June 06, 2003
Accepted Paper Series

Mean-Semivariance Behavior: A Note
Finance Letters, Vol. 1, No. 1, 2003
Javier Estrada
IESE Business School
Date Posted: June 06, 2003
Accepted Paper Series

Herding Behavior in European Futures Markets
Finance Letters, Vol. 1, No. 1, 2003
Kimberly C. Gleason , Chun I. Lee and Ike Mathur
University of Pittsburgh - Finance Group , Loyola Marymount University - Department of Finance and Computer Information Systems and Southern Illinois University at Carbondale - Department of Finance
Date Posted: June 06, 2003
Accepted Paper Series

Diversification Benefits of Emerging Markets Subject to Portfolio Constraints
Journal of Empirical Finance, Vol. 10
Kai Li , Asani Sarkar and Zhenyu Wang
University of British Columbia (UBC) - Sauder School of Business , Federal Reserve Bank of New York and University of Texas at Austin - Department of Finance
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper Global Price of Foreign Exchange Risk and the Local Factor
EFMA 2003 Helsinki Meetings
Francesca Carrieri , Vihang R. Errunza and Basma Majerbi
McGill University - Desautels Faculty of Management , McGill University - Desautels Faculty of Management and University of Victoria - Faculty of Business
Date Posted: June 04, 2003
Working Paper Series
337 downloads

Return Predictability in African Stock Markets
Review of Financial Economics, Vol. 12, pp. 247-270, 2003
Joe Appiah-Kusi and Kojo Menyah
Africa Financial Research Centre Ltd. and London Metropolitan University - Department of Accounting, Banking and Financial Systems (ABFS)
Date Posted: June 04, 2003
Last Revised: May 14, 2009
Accepted Paper Series

Incl. Electronic Paper Firm-level Evidence on International Stock Market Comovement
FRB of Atlanta Working Paper No. 2003-8
Robin Brooks and Marco Del Negro
International Monetary Fund (IMF) - Financial Studies Division and Federal Reserve Bank of New York
Date Posted: May 30, 2003
Working Paper Series
147 downloads

Incl. Electronic Paper Return Performance and Liquidity of Cross-Listed Central European Stocks
Martin T. Bohl and Piotr Korczak
University of Muenster and University of Bristol - Department of Finance and Accounting
Date Posted: May 30, 2003
Working Paper Series
373 downloads

Incl. Electronic Paper Are Latin American Markets Predictable?
Óscar E. Carbonell López and Ahmad Rahnema
Universidad Panamericana - Instituto Panamericano de Alta Dirección de Empresa (IPADE) and University of Navarra - Barcelona Campus
Date Posted: May 29, 2003
Working Paper Series
102 downloads

Incl. Electronic Paper The Overseas Listing Decision: New Evidence of Proximity Preference
Review of Financial Studies, 2004, 17(3), 769-809, Darden Business School Working Paper No. 03-07
Sergei Sarkissian and Michael J. Schill
McGill University and University of Virginia - Darden Graduate School of Business Administration
Date Posted: May 29, 2003
Last Revised: November 13, 2012
Accepted Paper Series
1356 downloads

Incl. Electronic Paper The Importance of Industry and Country Effects in the EMU Equity Markets
Miguel A. Ferreira and Miguel Angelo Ferreira
Nova School of Business and Economics and Banco Comercial Portugues
Date Posted: May 27, 2003
Working Paper Series
203 downloads

Contagion in Financial Markets After September 11 - Myth or Reality?
Journal of Financial Research, Vol. 27, pp. 95-114, 2004
Mark T. Hon , Jack Strauss and Soo Keong Yong
Nation Capital , Saint Louis University - Department of Economics and National University of Singapore (NUS) - Department of Business Policy
Date Posted: May 27, 2003
Accepted Paper Series

The Ex-Dividend Day Behavior of American Depository Receipts
Journal of Multinational Financial Management, Forthcoming
Larry R. Gorman , Arvind Mahajan and Robert A. Weigand
California Polytechnic State University , Texas A&M University (TAMU) - Department of Finance and Washburn University School of Business
Date Posted: May 27, 2003
Accepted Paper Series

Scaling Relationships of Gaussian Processes
Economics Letters, Vol. 72, No. 3, pp. 291-296
Jonathan A. Batten and Craig Ellis
Hong Kong University of Science & Technology - Department of Finance and University of Western Sydney - School of Business
Date Posted: May 26, 2003
Accepted Paper Series

Time Variation in the Credit Spreads on Australian Eurobonds
Pacific Basin Finance Journal, Vol. 11, No. 1, pp. 81-99, January 2003
Jonathan A. Batten and Warren P. Hogan
Hong Kong University of Science & Technology - Department of Finance and University of Technology, Sydney - School of Finance and Economics
Date Posted: May 26, 2003
Accepted Paper Series

Incl. Electronic Paper Return Anomalies on the Nikkei: Are they Statistical Illusions?
Jonathan A. Batten , Craig Ellis and Thomas Fetherston
Hong Kong University of Science & Technology - Department of Finance , University of Western Sydney - School of Business and University of Alabama at Birmingham
Date Posted: May 26, 2003
Working Paper Series
386 downloads

Incl. Electronic Paper Disclosure Practices of Foreign Companies Interacting with U.S. Markets
Harvard Business School Strategy Unit Working Paper No. 03-081, Harvard NOM Working Paper No. 03-29
Tarun Khanna , Krishna Palepu and Suraj Srinivasan
Harvard University - Strategy Unit , Harvard University - Harvard Business School and Harvard Business School
Date Posted: May 26, 2003
Working Paper Series
2410 downloads

Incl. Electronic Paper Migration, Spillovers, and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity
World Bank Policy Research Working Paper No. 3046
Ross Levine and Sergio L. Schmukler
UC Berkeley and World Bank - Development Research Group (DECRG)
Date Posted: May 26, 2003
Working Paper Series
227 downloads

Incl. Electronic Paper September 11 and Time-Varying Beta of United States Companies
EFMA 2003 Helsinki Meetings
Taufiq Choudhry
Bradford University School of Management
Date Posted: May 23, 2003
Working Paper Series
440 downloads

Incl. Electronic Paper Sovereign Debt and the Cost of Migration: India 1990-1992
EFMA 2003 Helsinki Meetings
Ephraim Clark and Geeta Lakshmi
Middlesex University - SKEMA LSMRC Research Center and University of Nottingham
Date Posted: May 21, 2003
Working Paper Series
145 downloads

Incl. Electronic Paper An Economic Measure of Diversification Benefits
Yale ICF Working Paper No. 03-11
Lingfeng Li
Capula Investment Services
Date Posted: May 21, 2003
Working Paper Series
1066 downloads

Incl. Electronic Paper Transaction Costs and Trading Activity in the Index Futures Market: The Case of the Transaction Tax Reduction in Taiwan
EFMA 2003 Helsinki Meetings
Huimin Chung , Mei-Ying Liu , Soushan Wu and Fu-Ju Yang
National Chiao-Tung University - Graduate Institute of Finance , Soochow University , Securities & Futures Institute and Chinese Culture University - Department of Banking and Finance
Date Posted: May 16, 2003
Working Paper Series
321 downloads

Incl. Electronic Paper Measuring Systematic Risk in Emu Government Yield Spreads
Review of Finance, Vol. 8, No. 2, pp. 171-197, 2004
Alois Geyer , Stephan Kossmeier and Stefan Pichler
VGSF (Vienna Graduate School of Finance)WU (Vienna University of Economics and Business) , Vienna University of Technology - Department of Financing of Industry and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Date Posted: May 12, 2003
Last Revised: September 15, 2011
Accepted Paper Series
342 downloads

Incl. Electronic Paper Democratization's Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries
William Davidson Institute Working Paper No. 546
Paul M. Vaaler , Burkhard N. Schrage and Steven Block
University of Minnesota, Twin Cities - Carlson School of Management , Singapore Management University and Tufts University - The Fletcher School of Law and Diplomacy
Date Posted: May 11, 2003
Working Paper Series
159 downloads

Incl. Electronic Paper Market Integration and International Asset Allocation
Nuno Goncalves Gracias Fernandes
IMD International
Date Posted: May 07, 2003
Working Paper Series
302 downloads

Incl. Electronic Paper What Factors Determine International Real Estate Security Returns?
FAME Research Paper No. 50
Foort Hamelink and Martin Hoesli
Lombard Odier & Cie and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: May 06, 2003
Working Paper Series
735 downloads

Incl. Electronic Paper Currency Dependence of Corporate Credit Spreads
Rainer Jankowitsch and Stefan Pichler
Vienna University of Economics and Business and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Date Posted: May 06, 2003
Working Paper Series
373 downloads

Incl. Electronic Paper Asymmetric Exposure to Foreign-Exchange Risk: Financial and Real Option Hedges Implemented by U.S. Multinational Corporations
David Carter , Christos Pantzalis and Betty J. Simkins
Oklahoma State University - Stillwater - Department of Finance , University of South Florida - College of Business Administration and Oklahoma State University - Stillwater - Department of Finance
Date Posted: May 06, 2003
Working Paper Series
878 downloads

Incl. Electronic Paper Intertrade Duration and Information-Based Trading on an Electronic Order-Driven Market
Jiekun Huang
National University of Singapore (NUS) - Department of Finance
Date Posted: April 30, 2003
Last Revised: August 23, 2008
Working Paper Series
385 downloads

Incl. Electronic Paper The Systemic Risk Potential in European Banking - Evidence from Bivariate GARCH Models
ZEW Discussion Paper No. 03-11
Michael Schröder and Martin Schüler
Centre for European Economic Research (ZEW) - International Finance and Financial Management and Centre for European Economic Research (ZEW)
Date Posted: April 30, 2003
Working Paper Series
489 downloads

Incl. Fee Electronic Paper Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
CEPR Discussion Paper No. 3808
Eric van Wincoop and Philippe Bacchetta
University of Virginia (UVA) - Department of Economics and University of Lausanne
Date Posted: April 29, 2003
Working Paper Series
24 downloads

Incl. Electronic Paper Why Does Book Building Drive Out Auction Methods of IPO Issuance? Evidence from Japan
Claremont Graduate University Working Paper
Kenji Kutsuna and Richard L. Smith
Osaka City University and University of California, Riverside - Anderson Graduate School of Management
Date Posted: April 27, 2003
Working Paper Series
511 downloads

Incl. Electronic Paper Long-Term Dependence Characteristics of European Stock Indices
Kent State University Department of Finance Working Paper
Cornelis A. Los and Joanna M. Lipka
Alliant School of Management and Kent State University - Department of Finance
Date Posted: April 24, 2003
Working Paper Series
305 downloads

Incl. Electronic Paper Transmission of Information Across International Equity Markets
FRB International Finance Discussion Paper No. 759
Jon Wongswan
Phatra Securities
Date Posted: April 24, 2003
Working Paper Series
224 downloads

Incl. Electronic Paper Imperfect Competition, Information Heterogeneity, and Financial Contagion
Stern School of Business Working Paper
Paolo Pasquariello
University of Michigan - Stephen M. Ross School of Business
Date Posted: April 23, 2003
Working Paper Series
236 downloads

Incl. Electronic Paper Is Singapore Displacing Hong Kong? Evidence from the Stock Markets

Leo H. Chan
Woodbury School of Business, Utah Valley University
Date Posted: April 22, 2003
Working Paper Series
178 downloads

Incl. Electronic Paper Stock Market Volatility: Examining North America, Europe and Asia
National University of Singapore, Economics Working Paper
Gamini Premaratne and Lakshmi Balasubramanyan
University of Brunei Darussalam - Universiti Brunei Darussalam and Pennsylvania State University - Department of Finance
Date Posted: April 21, 2003
Working Paper Series
578 downloads

Incl. Electronic Paper Fractional Versus Decimal Pricing: Evidence from the UK Long Gilt Futures Market
EFMA 2003 Helsinki Meetings
Owain Ap Gwilym , Ian D. McManus and Stephen Thomas
Bangor Business School , University of Southampton - School of Management and University of Southampton - School of Management
Date Posted: April 19, 2003
Working Paper Series
134 downloads

Understanding the Determinants of Sovereign Debt Ratings: Evidence for the Two Leading Agencies
Journal of Economics and Finance, Vol. 27, No. 1, Spring 2003
Antonio Afonso
Technical University of Lisbon - ISEG (School of Economics and Management)
Date Posted: April 16, 2003
Accepted Paper Series

Incl. Electronic Paper Extreme Contagion in Equity Markets
IMF Working Paper No. 02/98
Jorge A. Chan-Lau , Donald J. Mathieson and James Y. Yao
International Monetary Fund (IMF) - International Capital Markets Department , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: April 16, 2003
Working Paper Series
238 downloads

Incl. Electronic Paper Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
Reserve Bank of Australia Research Working Paper No. 2003-02
Anthony J. Richards and Mark Gugiatti
Reserve Bank of Australia - Economic Research and Reserve Bank of Australia - International Department
Date Posted: April 15, 2003
Working Paper Series
195 downloads

An Analysis of Hedge Fund Performance
Journal of Empirical Finance Journal of Empirical Finance, Vol. 11, No. 1, pp. 55-89, January 2004
Daniel P.J. Capocci and Georges Hubner
HEC - Université de Liège and HEC Management School - University of Liège
Date Posted: April 15, 2003
Accepted Paper Series

Incl. Electronic Paper What do Financial Markets Think of War in Iraq?
Stanford GSB Research Paper No. 1785
Andrew Leigh , Justin Wolfers and Eric Zitzewitz
Australian National University - Economics Program, Research School of Social Sciences , University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: April 14, 2003
Working Paper Series
900 downloads

Incl. Electronic Paper Investment Opportunities in Central and Eastern European Equity Markets
ZEW Discussion Paper No. 00-42
Michael Schröder
Centre for European Economic Research (ZEW) - International Finance and Financial Management
Date Posted: April 11, 2003
Working Paper Series
159 downloads

Incl. Electronic Paper Market Segmentation and Information Diffusion in China's Stock Markets: Panel Data Unit Root and Cointegration Tests on A and B Share Prices
EFMA 2003 Helsinki Meetings
Niklas Ahlgren , Boo Sjöö and Jianhua Zhang
Hanken School of Economics - Department of Finance and Statistics , University of Skovde and Göteborg University - School of Business, Economics and Law
Date Posted: April 10, 2003
Working Paper Series
666 downloads

Incl. Fee Electronic Paper Government Bonds in Domestic and Foreign Currency: The Role of Macroeconomic and Institutional Factors
CEPR Discussion Paper No. 3789
Stijn Claessens , Daniela Klingebiel and Sergio L. Schmukler
International Monetary Fund (IMF) , World Bank - Policy Unit and World Bank - Development Research Group (DECRG)
Date Posted: April 10, 2003
Working Paper Series
27 downloads

Incl. Electronic Paper Collateralised Loan Obligations (CLOs) - A Primer
CFS Working Paper No. 2002/13
Andreas A. Jobst
Bermuda Monetary Authority (BMA)
Date Posted: April 10, 2003
Working Paper Series
1496 downloads


 

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