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JEL Code: G12
5,857,219 Total downloads
Showing Papers 5,801 - 5,850 of 13,874
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Testing Asymmetric-Information Asset Pricing Models
Bryan T. Kelly and
Alexander Ljungqvist
Date Posted: January 09, 2009Last Revised: July 16, 20111093 downloads
A Challenge to Triumphant Optimists? A Blue Chips Index for the Paris Stock-Exchange (1854-2007) Financial History Review, Vol. 17, No..2, p. 141-183, 2010
David Le Bris
and
Pierre-Cyrille Hautcoeur
Date Posted: January 08, 2009Last Revised: September 14, 2010245 downloads
Asymmetric Asset Price Reaction to News and Arbitrage Risk
John A. Doukas and
Meng Li
Date Posted: January 08, 2009110 downloads
The Two Faces of Analyst Coverage
John A. Doukas ,
Chansog (Francis) Kim and
Christos Pantzalis
Date Posted: January 08, 200988 downloads
Wars, Inflation and Stock Market Returns in France, 1870-1945 Financial History Review, 19.3, 2012, pp. 337-361
David Le Bris
Date Posted: January 08, 2009Last Revised: December 12, 2012118 downloads
Daily Short Interest, Idiosyncratic Risk, and Stock Returns
Andrea S. Au ,
John A. Doukas and
Zhan M. Onayev
Date Posted: January 07, 2009108 downloads
Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Gurdip Bakshi ,
Dilip B. Madan and
George Panayotov
Date Posted: January 07, 2009171 downloads
An Improved Convolution Algorithm for Discretely Sampled Asian Options Cass Business School Research Paper
Ales Cerny and
Ioannis Kyriakou
Date Posted: January 05, 2009Last Revised: October 30, 2011337 downloads
Stochastic Volatility and Time-Varying Country Risk in Emerging Markets European Journal of Finance, Vol. 15, No. 3, 2009
Anders C. Johansson
Date Posted: January 05, 2009Last Revised: May 15, 2009
The Impact of Seasonal Affective Disorder on Financial Analysts and Equity Market Returns
Kin Lo and
Serena Shuo Wu
Date Posted: January 05, 2009Last Revised: March 30, 2010274 downloads
Option-Implied Risk Attitude Under Rank Dependent Utility
Maik Dierkes
Date Posted: January 04, 2009Last Revised: December 09, 2010
The Effect of Earnings Surprises on Information Asymmetry Journal of Accounting & Economics, Vol. 47, pp. 208-225, 2009
Stephen Brown ,
Stephen A. Hillegeist and
Kin Lo
Date Posted: January 04, 2009Last Revised: July 08, 2009
Analyzing the Time-Varying Stock Market Risk-Return Relation
C. N. V. Krishnan and
Ralitsa Petkova
Date Posted: January 02, 2009Last Revised: June 21, 2011281 downloads
Emerging Markets Spreads at the Turn of the Century: A Roller Coaster Revista de Análisis Económico/Economic Analysis Review, Vol. 23, No. 2, pp. 57-94, December 2008,
Sergio Godoy
Date Posted: December 31, 200831 downloads
The Value and Accounting Premium for South African-Listed Shares Journal of Economic & Financial Sciences (JEF), Vol. 2, No. 2, pp. 187-202, October 2008
Jürgen Ernstberger
,
Christian Heinze
and
Oliver Vogler
Date Posted: December 30, 2008
Cross-Sectional Estimation Biases in Risk Premia and Zero-Beta Excess Returns
Jianhua Yuan
and
Robert Savickas
Date Posted: December 29, 2008Last Revised: July 20, 2009148 downloads
On the Discounting Phenomenon and Capitalization Techniques in the Mortgage Lending Context The RSA Voproci Ocenki Quarterly, Vol. 1, No. 1, pp. 4-14, January 1996
Lev Ivanovich Artemenkov
Date Posted: December 29, 200814 downloads
On Decomposing Net Final Values: EVA, SVA and Shadow Project Theory and Decision, Vol. 59, pp. 51-95, 2005
Carlo Alberto Magni
Date Posted: December 26, 2008Last Revised: June 15, 2011141 downloads
Coupling Index and Stocks
Benjamin Jourdain
and
Mohamed Sbai
Date Posted: December 24, 2008Last Revised: November 16, 2009187 downloads
Investor Heterogeneity, Asset Pricing and Volatility Dynamics Journal of Economic Dynamics and Control, Forthcoming, Johnson School Research Paper Series No. #13-09
David Weinbaum
Date Posted: December 24, 2008Last Revised: April 14, 2009454 downloads
Volatility Components, Leverage Effects, and the Return-Volatility Relations Journal of Banking and Finance, Forthcoming
Junye Li
Date Posted: December 24, 2008Last Revised: December 15, 2010134 downloads
Disclosure and the Cost of Capital: Evidence from Firms' Response to the Enron Shock Chicago Booth School of Business Research Paper No. 08-26
Christian Leuz and
Catherine M. Schrand
Date Posted: December 23, 2008Last Revised: November 25, 20111445 downloads
Extracting Market Expectations from Yield Curves Augmented by Money Market Interest Rates: The Case of Japan ECB Working Paper No. 980
Teppei Nagano
and
Naohiko Baba
affiliation not provided to SSRN
Date Posted: December 23, 200887 downloads
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Finance Models to the UK Real Yield Curve Bank of England Working Paper No. 358
Michael Joyce ,
Iryna Kaminska
and
Peter M. Lildholdt
Date Posted: December 23, 200869 downloads
Monetary Shocks and Bond Market Reactions: Evidence from the Narrative Approach to Shock Identification
Chin-Wen Huang
Date Posted: December 22, 2008Last Revised: February 04, 2009
The Stock-Bond Correlation and Macroeconomic Conditions: One and a Half Centuries of Evidence
Jian Yang
,
Yinggang Zhou
and
Zijun Wang
Date Posted: December 22, 2008353 downloads
Earnings Surprise and Sophisticated Investor Preferences in India Journal of Contemporary Accounting and Economics, Forthcoming
Kaustav Sen
Date Posted: December 21, 2008
Trading Constraints and Illiquidity Discounts European Journal of Finance, Forthcoming
Wenxuan Hou
and
Sydney Howell
Date Posted: December 20, 2008Last Revised: January 03, 2012154 downloads
Analysts' Earnings Forecast Errors and Cost of Equity Capital Estimates Review of Accounting Studies, Vol. 18, No. 1, 2013
Stephannie Larocque
Date Posted: December 19, 2008Last Revised: August 25, 2012352 downloads
Approximating Correlated Defaults University of Illinois at Chicago College of Business Administration Research Paper Series
Dale W. R. Rosenthal
Date Posted: December 19, 2008Last Revised: October 02, 2012258 downloads
Bilateral Counterparty Risk Valuation with Stochastic Dynamical Models and Application to Credit Default Swaps
Damiano Brigo and
Agostino Capponi
Date Posted: December 19, 2008Last Revised: November 19, 2009903 downloads
Changing Times: The Pricing Problem in Non-Linear Models Fisher College of Business Working Paper No. 2008-03-022, Charles A. Dice Center for Research in Financial Economics Working Paper No. 2008-24
Robert L. Kimmel
Date Posted: December 19, 2008129 downloads
Corporate Bonds as Financing Vehicle in Central- and Eastern Europe Proceedings of the 11th Annual Conference on Marketing and Business Strategies for Central and Eastern Europe, Vienna, 2003
Peter R. Haiss and
Stefan Marin
affiliation not provided to SSRN
Date Posted: December 19, 2008Last Revised: February 10, 2011
Credit Risk Modeling with Misreporting and Incomplete Information International Journal of Theoretical and Applied Finance, Vol. 12, 2009
Agostino Capponi and
Jaksa Cvitanic
Date Posted: December 19, 2008Last Revised: February 08, 2009211 downloads
Is Corporate Governance Relevant for Euro-Credit Spreads? Evidence from the CDS Market
Klaus-Michael Menz
Date Posted: December 19, 2008Last Revised: March 09, 201069 downloads
Is it the Weather? Comment Journal of Banking and Finance, Forthcoming, Rotman School of Management Working Paper No. 1317939
Mark J. Kamstra ,
Lisa A. Kramer and
Maurice D. Levi
Date Posted: December 19, 2008Last Revised: January 26, 2009
It Pays to Follow the Leader: Acquiring Targets Picked by Private Equity Journal of Financial and Quantitative Analysis (JFQA), Vol. 47, No. 5, 2012
Amy K. Dittmar ,
Di Li
and
Amrita Nain
Date Posted: December 19, 2008Last Revised: June 03, 2013184 downloads
Modelling Subordinated Stochastic Processes with Student's t and Generalized Secant Hyperbolic Increments: Empirical Study of Speculative Energy Markets
Jean Hu
affiliation not provided to SSRN
Date Posted: December 19, 2008Last Revised: January 20, 2011144 downloads
Competitive Rational Expectations Equilibria Without Apology CEPR Discussion Paper No. DP7025
Alex Kovalenkov and
Xavier Vives
Date Posted: December 18, 20082 downloads
A Global Liquidity Factor for Fixed Income Pricing
Andreas Gintschel
and
Christian Wiehenkamp
Date Posted: December 18, 2008Last Revised: August 12, 2009374 downloads
Do Mutual Funds Styles Reflect a Country-Specific Investment Philosophy? The Italian Case Applied Financial Economics, Vol. 16, No. 4, 2006
Roberto Savona
Date Posted: December 18, 200858 downloads
Estimating the Responses of REIT Returns to Monetary Policy: A Time Varying Markov Regime Switch Model Approach
Chin-Wen Huang
Date Posted: December 18, 2008Last Revised: December 27, 2008
What is the Riskfree Rate? A Search for the Basic Building Block
Aswath Damodaran
Date Posted: December 18, 2008Last Revised: July 01, 20094562 downloads
Accounting Rules? Stock Buybacks and Stock Options: Additional Evidence UC Davis Graduate School of Management Research Paper No. 08-09
Paul A. Griffin and
Ning Zhu
Date Posted: December 17, 2008Last Revised: December 20, 2009420 downloads
Capitalizing Research & Development and 'Other Information': The Incremental Information Content of Accruals versus Cash Flows Journal of Management Control, Vol. 22, No. 3, pp. 241-278, 2011
Tami Dinh Thi
and
Wolfgang Schultze
Date Posted: December 17, 2008Last Revised: September 13, 2012569 downloads
Does Volatility Matter? Expectations of Price Return and Variability in an Asset Pricing Experiment
Giulio Bottazzi
and
Francesca Pancotto
Date Posted: December 17, 2008Last Revised: April 01, 200977 downloads
On the Risk-Neutral Value of Debt Tax Shields
Massimiliano Barbi
Date Posted: December 17, 2008Last Revised: November 17, 2009115 downloads
Pricing Kernels with Stochastic Skewness and Volatility Risk Management Science, Vol. 58, No. 3, pp. 624-640, March 2012, Charles A. Dice Center Working Paper No. 2008-25 , Fisher College of Business Working Paper No. 2008-03-023
Fousseni Chabi-Yo
Date Posted: December 17, 2008Last Revised: May 17, 2012108 downloads
Stock Return Seasonalities and Investor Structure: Evidence From
China's B-Share Market
Pierre L. Siklos
Date Posted: December 17, 2008104 downloads
Sull'Impiego dell'Approccio DCF per la Misurazione del Valore
Massimiliano Barbi
Date Posted: December 17, 2008200 downloads
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