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5,796,994 Total downloads
Showing Papers 6,051 - 6,100 of 13,809
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Mutual Fund Competition in the Presence of Dynamic Flows Swiss Finance Institute Research Paper No. 08-26
Michèle Breton
,
Julien N. Hugonnier and
Tarek Masmoudi
Date Posted: September 10, 2008Last Revised: February 29, 2012
Mutual Fund Competition and Stock Market Liquidity CEPR Discussion Paper No. 4787
Massimo Massa
Date Posted: March 08, 200527 downloads
Music and the Market: Song and Stock Volatility
Philip Maymin
Date Posted: November 05, 2008Last Revised: October 12, 20111487 downloads
Murphy's Law and Market Anomalies Journal of Portfolio Management, Winter 1999
Elroy Dimson and
Paul Marsh
Date Posted: February 23, 1999
Murphy's Law and Market Anomalies
Elroy Dimson and
Paul Marsh
Date Posted: October 24, 19983340 downloads
Murdering Mr. Market: An Equity Valuation and Capital Allocation Model for Long-Term Value-Investors
Myuran Rajaratnam
,
Balakanapathy Rajaratnam
and
Kanshukan Rajaratnam
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 29, 2011Last Revised: October 18, 2011201 downloads
Municipal Bond Liquidity Before and After the Financial Crisis
Date Posted: January 26, 201357 downloads
Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
Thierry Post and
P.J.P.M. Versijp
Date Posted: June 28, 2004487 downloads
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
Date Posted: October 22, 2002156 downloads
Multivariate Stochastic Volatility Via Wishart Random Processes
Alexander Philipov
and
Mark E. Glickman
Date Posted: December 25, 2004583 downloads
Multivariate Markov Chain Approximations
Simon Scheuring
and
Benjamin Jonen
Date Posted: March 11, 201320 downloads
Multivariate Long-Memory Modeling of Daily Surface Air Temperatures and the Valuation of Weather Derivative Portfolios
Stephen Jewson
and
Rodrigo Caballero
Date Posted: July 25, 2003341 downloads
Multivariate Lévy Processes with Dependent Jump Intensity Quantitative Finance, Forthcoming
Roberto Marfè
Date Posted: July 20, 2011
Multivariate Contemporaneous Threshold Autoregressive Models FRB of St. Louis Working Paper No. 2007-019A
Michael Dueker ,
Zacharias Psaradakis ,
Martin Sola and
Fabio Spagnolo
Date Posted: May 15, 200793 downloads
Multivariate Asset Price Dynamics with Stochastic Covariation
Julian M. Williams
and
Christos Ioannidis
Date Posted: January 18, 2007169 downloads
Multivariate Asset Models Using Levy Processes and Applications Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Laura Ballotta and
Efrem Bonfiglioli
Date Posted: October 22, 2010Last Revised: February 12, 2013208 downloads
Multiscale Intensity Models for Single Name Credit Derivatives
Evan Papageorgiou
and
Ronnie Sircar
Date Posted: August 08, 2006156 downloads
Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives
Evan Papageorgiou
and
Ronnie Sircar
Date Posted: June 26, 2007134 downloads
Multiplicity in General Financial Equilibrium with Portfolio Constraints Journal of Economic Theory, Forthcoming
Suleyman Basak ,
Anna Pavlova ,
David Cass (deceased) and
Juan Manuel Licari
Date Posted: August 21, 2006
Multiplicity in General Financial Equilibrium with Portfolio Constraints PIER Working Paper No. 06-012
Suleyman Basak ,
Anna Pavlova ,
David Cass (deceased) and
Juan Manuel Licari
Date Posted: March 27, 2006563 downloads
Multiplicity in General Financial Equilibrium with Portfolio Constraints CEPR Discussion Paper No. 5804
Suleyman Basak ,
Anna Pavlova ,
David Cass (deceased) and
Juan Manuel Licari
Date Posted: October 11, 200614 downloads
Multiplicity in Financial Equilibrium with Portfolio Constrains Under the Generalized Logarithmic Utility Model
Alex Barrachina
,
Gonzalo Rubio
and
Amparo Urbano
affiliation not provided to SSRN
,
Universidad Cardenal Herrera CEU
and
University of Valencia - Department of Economics
Date Posted: November 28, 201113 downloads
Multiplicative Models of Financial Returns an What We Fail to Get When They are Disregarded Serie Documentos de Trabajo No. 454
Rodolfo Apreda
Date Posted: June 23, 201110 downloads
Multiple-Curve Valuation with One-Factor Hull-White Model
Jun Zhu
Date Posted: May 01, 2012Last Revised: July 30, 2012222 downloads
Multiple Unit Auctions and Short Squeezes FEEM Working Paper No. 27.2003; EFA 2002 Berlin Meetings Presented Paper; IFA Working Paper No. 328
Kjell G. Nyborg and
Ilya A. Strebulaev
Date Posted: April 10, 2003377 downloads
Multiple Trees Subject to Event Risk EFA 2009 Bergen Meetings Paper
Paolo Porchia
and
Fabio Trojani
Date Posted: February 08, 2009Last Revised: June 30, 2009106 downloads
Multiple Risky Securities Valuation I
Ilya I. Gikhman
Date Posted: October 14, 2011Last Revised: November 02, 201156 downloads
Multiple Ratings and Credit Standards: Differences of Opinion in the Credit Rating Industry Federal Reserve Bank of New York Staff Reports, April 1996, No. 12
Richard Cantor and
Frank Packer
Date Posted: December 26, 1998
Multiple Directorships and Acquirer Returns Journal of Banking and Finance, Forthcoming
Seoungpil Ahn ,
Pornsit Jiraporn and
Young Sang Kim
Date Posted: August 30, 2007Last Revised: February 15, 2010255 downloads
Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble 25th Australasian Finance and Banking Conference 2012
Vitor Leone
Date Posted: April 05, 2012Last Revised: May 22, 201245 downloads
Multiperiod Asset Pricing in the Presence of Transaction Costs and Taxes Lancaster University Working Paper No. 2000-02
Pengguo Wang and
Ser-Huang Poon
Date Posted: March 16, 2000
Multimarket Trading and the Cost of Debt: Evidence from Global Bonds ECB Working Paper No. 1212
Lubomir Petrasek
Date Posted: June 11, 201044 downloads
Multifrequency News and Stock Returns Sauder School of Business Working Paper
Laurent E. Calvet and
Adlai J. Fisher
Date Posted: June 20, 2005190 downloads
Multifractality of Deutschemark / US Dollar Exchange Rates Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Adlai J. Fisher ,
Laurent E. Calvet and
Benoit B. Mandelbrot
Date Posted: April 21, 19982466 downloads
Multifractal Financial Chaos in an Artificial Economy
Carlos Pedro dos Santos Gonçalves
Date Posted: March 27, 2010Last Revised: June 21, 2010141 downloads
Multifactor Risk Loadings and Abnormal Returns Under Uncertainty and Learning
Simone Salotti
and
Carmine Trecroci
Date Posted: April 20, 2010Last Revised: July 02, 2012178 downloads
Multifactor Portfolio Efficiency and Multifactor Asset Pricing J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, December 1996
Eugene F. Fama
Date Posted: April 09, 1997
Multifactor Models for Managing Interest Rate Risk
Sanjay K. Nawalkha and
Gloria M. Soto
Date Posted: September 06, 2008846 downloads
Multifactor Models Do Not Explain Deviations from the CAPM Rodney L. White Center Working Paper, 1994
A. Craig Mackinlay
Date Posted: September 07, 1999
Multifactor Explanations of Returns on the Warsaw Stock Exchange in Light of the ICAPM Economic Systems, Vol. 36, No. 4, 2012
Stanislaw Urbanski
Date Posted: December 08, 2012
Multifactor Explanations of Asset Pricing Anomalies J. OF FINANCE, Vol. 51 No. 1, March 1996
Eugene F. Fama and
Kenneth R. French
Date Posted: June 28, 1998
Multifactor Expected-Returns Models and the Performance of Superstock Portfolios in the UK Equity Market
Arief Daynes ,
Panagiotis Andrikopoulos and
Paraskevas Pagas
Date Posted: March 06, 2008Last Revised: August 26, 2008243 downloads
Multifactor Asset Pricing Analysis of International Value Investment Strategies
John A. Doukas ,
Bala Arshanapalli and
T. Daniel Coggin
Date Posted: January 18, 1998992 downloads
Multicountry Comparisons of the Consumption Based Capital Asset Pricing Model: Germany, Japan, and U.S.A.
Amlan Roy
Date Posted: September 07, 1999
Multi-National Evidence on Calendar Patterns in Stock Returns: An Empirical Case Study on Investment Strategy and the Halloween Effect The International Journal of Business and Finance Research, Vol. 4, No. 4, pp. 23-42, 2010
Dirk Swagerman
and
Ivan Novakovic
Date Posted: July 03, 201176 downloads
Multi-Lagged Specification of the Ohlson Model Journal of Accounting, Auditing & Finance, Vol 14, No 2 (New Series), Spring 1999
Mindy Morel
Date Posted: October 22, 1999
Multi-Fractal Processes as Models for Financial Returns: A First Assessment Working Paper No. B-456
Thomas Lux
Date Posted: November 14, 1999675 downloads
Multi-Factor Cross Currency Libor Market Models: Implementation, Calibration and Examples
Ahsan Amin
Date Posted: August 10, 2008596 downloads
Multi-Asset Spread Option Pricing and Hedging Quantitative Finance, Vol. 10, No. 3, pp. 305–324, 2010,
Minqiang Li
,
Jieyun Zhou
and
Shijie Deng
Date Posted: March 13, 2010
Movements in the Equity Premium: Evidence from a Time Varying VAR EFMA 2004 Basel Meetings Paper
Massi De Santis
Date Posted: May 08, 2004
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