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JEL Code: G10
1,447,880 Total downloads
Showing Papers 61 - 110 of 4,442
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A Dynamic Limit Order Market with Diversity in Trading Horizons
Mark Van Achter
Date Posted: March 17, 2008Last Revised: March 18, 2009185 downloads
A Face Can Launch a Thousand Shares (and a 0.80% Abnormal Return) Journal of Behavioral Finance, Vol. 9, pp. 107-116, 2008
Matteo P. Arena and
John S. Howe
Date Posted: October 23, 2007Last Revised: August 14, 2009158 downloads
A Financial Systemic Stress Index for Greece
Dimitrios P. Louzis
and
Angelos T. Vouldis
Date Posted: January 10, 2011157 downloads
A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates Economics Bulletin, Forthcoming
Jean-Michel Sahut
and
Mehdi Mili
Date Posted: February 07, 20111087 downloads
A Formalized Hybrid Portfolio Replication Technique Applied to Participating Life Insurance Portfolios
Ludovic Dubrana
Date Posted: November 25, 2011120 downloads
A Framework for Collateral Risk Control Determination ECB Working Paper No. 209
Fernando González
,
Didier Cossin ,
Zhijiang Huang
and
Daniel Aunon-Nerin
affiliation not provided to SSRN
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 10, 2003351 downloads
A Framework for Examining Asset Allocation Alpha Journal of Index Investing, Forthcoming
Jason C. Hsu
and
Omid Shakernia
Date Posted: January 11, 2013244 downloads
A Frontier Market Case: Does Bucharest Stock Exchange Have a Leading Domestic Index? Journal Studia Universitatis Babes-Bolyai Negotia, LVII, 2, 2012, pp. 3-26
Cornelia Pop
,
Dragos Bozdog and
Adina Calugaru
Date Posted: January 24, 201310 downloads
A g-and-h Copula Approach to Risk Measurement in Multivariate Financial Models
Markus Huggenberger
and
Timo Klett
Date Posted: September 15, 2010Last Revised: December 18, 2010199 downloads
A General Analysis of Brokers' Trading, With Applications to Order Flow Internalization and Off-Exchange Block Sales
Sugato Chakravarty and
Asani Sarkar
Date Posted: June 01, 1998277 downloads
A General Approach to Compute Standard Risk Measures International Conference of the French Finance Association (AFFI), May 2011
Abdou Kelani
and
Francois Quittard-Pinon
Date Posted: May 07, 2011Last Revised: November 15, 2012196 downloads
A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk Journal of Financial Economics, Forthcoming, FRB of New York Staff Report No. 185
Joshua V. Rosenberg and
Til Schuermann
Date Posted: February 10, 2006710 downloads
A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk FRB of New York Staff Report No. 185
Joshua V. Rosenberg and
Til Schuermann
Date Posted: May 14, 2004889 downloads
A Generalized Earnings-Based Stock Valuation Model
Ming Dong and
David A. Hirshleifer
Date Posted: November 22, 20041108 downloads
A Generalized Fourier Transform Approach to Risk Measures Journal of Statistical Mechanics (2010) P01005, Erratum: J. Stat. Mech. (2012) E05001
Giacomo Bormetti
,
Valentina Cazzola
,
Giacomo Livan
,
Guido Montagna
and
Oreste Nicrosini
affiliation not provided to SSRN
,
Abdus Salam International Centre Theoretical Physics (ICTP)
,
University of Pavia and INFN, Pavia Unit
and
Istituto Nazionale di Fisica Nucleare Sezione di Pavia
Date Posted: June 06, 2012
A Glimpse into the Dark: Price Formation, Transaction Cost and Market Share of the Crossing Network
Mao Ye
Date Posted: January 10, 2010Last Revised: June 19, 2011402 downloads
A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model Journal of Investment Consulting, Vol. 14, No. 1, 32-37, 2013
Theodore Economou
,
Gregoire Haenni
and
Elena Manola-Bonthond
Date Posted: May 08, 2013
A Guide to Choosing Absolute Bank Capital Requirements FRB International Finance Discussion Paper No. 726
Mark Carey
Date Posted: June 27, 2002413 downloads
A Guide to Choosing Absolute Bank Capital Requirements Journal of Banking and Finance, Vol. 26, No. 5, 2002
Mark Carey
Date Posted: August 05, 2002
A Guide to Duration, DV01, and Yield Curve Risk Transformations
Thomas Coleman
Date Posted: January 01, 2011Last Revised: January 23, 2011668 downloads
A High-Frequency Analysis of Trading Activity in the Corporate Bond Market: Do Macro Announcements Drive Activity?
James J. Forest
and
Brian Berry
Date Posted: January 01, 2011Last Revised: July 24, 201222 downloads
A High-Low Model of Daily Stock Price Ranges CESifo Working Paper Series No. 2387
Stephen Yan-Leung Cheung ,
Yin-Wong Cheung and
Alan T. K. Wan
Date Posted: September 08, 2008188 downloads
A High-Low Model of Daily Stock Price Ranges HKIMR Working Paper No.3/2009
Stephen Yan-Leung Cheung ,
Yin-Wong Cheung and
Alan T. K. Wan
Date Posted: February 02, 200985 downloads
A Introduction to Behavioral Economics: The Complicating But Sometimes Critical Considerations
Hugh H. Schwartz
Date Posted: January 30, 2007Last Revised: November 11, 20071422 downloads
A Kinetic Thermodynamics Approach to the Psychology of Fluctuations in Financial Markets Appl. Math. Lett,. Vol. 3, pp. 17-19, 1990
Gunduz Caginalp
and
G.B. Ermentrout
Date Posted: January 18, 2010
A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence
O. Scaillet
Date Posted: February 20, 2005125 downloads
A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements FAME Research Paper No. 159
Philippe Huber
,
O. Scaillet and
Maria-Pia Victoria-Feser
Date Posted: November 28, 2005224 downloads
A Least Squares Regression Realised Covariation Estimation Under MMS Noise and Non-Synchronous Trading
Ingmar Nolte
,
Michalis Vasios
and
Valeri Voev
Date Posted: January 23, 201330 downloads
A Liquidity Motivated Algorithm for Discerning Trade Direction Multinational Finance Journal, Vol. 12, No. 1/2, 2008
David Michayluk
and
Laurie Prather
Date Posted: September 07, 2008Last Revised: September 09, 2008
A Literature Review of Risk Perception Studies in Behavioral Finance: The Emerging Issues
Victor Ricciardi
Date Posted: May 25, 20074051 downloads
A Markov-Switching Vector Error Correction Model of the Indian Stock Prices and Trading Volume
Alok Kumar
Date Posted: April 20, 2005Last Revised: April 20, 2009289 downloads
A Model of Collateral, Investment, and Adverse Selection
Alberto Martin
Date Posted: April 08, 200929 downloads
A Model of Financial Structure and Financial Fragility
Robert Van Order
Date Posted: June 08, 2002447 downloads
A Model of the IPO Process where Underpricing Can Be the Equilibrium Outcome
Peter J. Phillips
Date Posted: March 27, 2007220 downloads
A Model of the U.K. Equity Premium Watson Wyatt Technical Paper No. 2002-TR-25
Mirko Cardinale
Date Posted: May 10, 2006121 downloads
A Model-Independent Measure of Aggregate Idiosyncratic Risk
Turan G. Bali ,
Nusret Cakici and
Haim Levy
Date Posted: March 16, 2005Last Revised: February 27, 2012600 downloads
A Model-Independent Replicating Approach for Variance Swaps
Ludovic Dubrana
Date Posted: October 04, 2012110 downloads
A Momentum Trading Strategy Based on the Low Frequency
Component of the Exchange Rate Xfi Centre For Financial & Investment Working Paper No. 08/04
Richard D. F. Harris and
Fatih Yilmaz
Date Posted: August 27, 20081524 downloads
A Monetary Policy Rule Based on Nominal and Inflation-indexed
Treasury Yield FEDS Working Paper No. 2003-07
Brian P. Sack
Date Posted: June 04, 2003128 downloads
A Multi-Factor Analysis of Country Fund Returns Journal of Financial Research
Seth C. Anderson ,
B. Jay Coleman ,
Cheryl J. Frohlich and
Jeffrey W. Steagall
Date Posted: July 14, 2000
A Multibeta Representation Theorem for Linear Asset Pricing Theories American Finance Association Meeting, Chicago, January 1998
Sanjay K. Nawalkha
Date Posted: April 30, 2007107 downloads
A Multibeta Representation Theorem for Linear Asset Pricing Theories Journal of Financial Economics, Vol. 46, No. 3, pp. 357-381, 1997
Sanjay K. Nawalkha
Date Posted: March 23, 2007
A Multifactor Model of Stock Returns with Endogenous Regime Switching EFMA 2004 Basel Meetings Paper; University of St. Gallen Economics Discussion Paper No. 2004-01
Patrick Coggi
and
Bogdan Manescu
Date Posted: May 28, 2004146 downloads
A Multifactor Model of Stock Returns with Endogenous Regime Switching EFMA 2004 Basel Meetings Paper; University of St. Gallen Economics Discussion Paper No. 2004-01
Patrick Coggi
and
Bogdan Manescu
Date Posted: June 12, 2004161 downloads
A Multifactor Model of Stock Returns with Endogenous Regime Switching University of St. Gallen Economics Discussion Paper No. 2004-01
Patrick Coggi
and
Bogdan Manescu
Date Posted: April 12, 2004302 downloads
A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
Chew Lian Chua
and
Sarantis Tsiaplias
Date Posted: August 25, 2009Last Revised: March 22, 2011138 downloads
A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics
Katarzyna Bien
,
Ingmar Nolte
and
Winfried Pohlmeier
Date Posted: January 24, 2007173 downloads
A Near-Nonparametric Partially Sequential Test for Monitoring Phase II Location under Pairwise Dependence between Two Phases Sequential Analysis, 30: 208–228, 2011, Indian Institute of Management Udaipur Research Paper Series No. 2012-2171274,
Amitava Mukherjee
Date Posted: April 10, 2013
A Network-Based Analysis of Over-the-Counter Markets AFA 2012 Chicago Meetings Paper
Michael Gofman
Date Posted: September 23, 2010Last Revised: August 16, 2011146 downloads
A New Approach of Kernel Bandwidth Applications for Time-series Using the Example of the Prediction of the Euro's Exchange Rate
Tim Brailsford ,
Jack H.W. Penm and
R. Deane Terrell
Date Posted: February 14, 2004221 downloads
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