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226,645
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JEL Code: G14
3,695,742 Total downloads
Showing Papers 6,201 - 6,250 of 9,882
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Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures
James Richard Cummings
and
Alex Frino
Macquarie University, Faculty of Business and Economics
and
University of Sydney - Discipline of Finance
Date Posted: August 25, 2008
Last Revised: November 24, 2011
Working Paper Series
110 downloads
Price Formation in Spot and Futures Markets: Exchange Traded Funds vs. Index Futures
Bernd Schlusche
Board of Governors of the Federal Reserve System
Date Posted: October 06, 2009
Working Paper Series
394 downloads
Price Formation on Stock Exchanges: The Evolution of Trading Within the Day
REVIEW OF FINANCIAL STUDIES Volume 7, Number 3, 1994
Mason S. Gerety and
J. Harold Mulherin
Northern Arizona University - Department of Finance
and
University of Georgia - Department of Banking and Finance
Date Posted: May 14, 2000
Accepted Paper Series
Price Formation with Autocorrelated Order Flow: Theory and Evidence
Tarun Chordia and
Avanidhar Subrahmanyam
Emory University - Department of Finance
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: October 25, 2002
Working Paper Series
533 downloads
Price Impact of Block Trades: New Evidence from Downstairs Trading on the World's Largest Carbon Futures Exchange
Gbenga Ibikunle
,
Andros Gregoriou and
Naresh Pandit
University of Edinburgh Business School
,
University of East Anglia
and
University of East Anglia (UEA) - Norwich Business School
Date Posted: November 02, 2011
Last Revised: April 21, 2013
Working Paper Series
40 downloads
Price Improvement and Order Execution Quality on the Boston Options Exchange
Nabil Khoury
,
Stylianos Perrakis and
Marko Savor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
,
Concordia University, Quebec - John Molson School of Business
and
University of Quebec in Montreal
Date Posted: November 21, 2006
Last Revised: October 27, 2010
Working Paper Series
77 downloads
Price Indexes Based on the Hedonic Repeat Sales Method: Application to the Housing Market
John M. Clapp
University of Connecticut - Department of Finance
Date Posted: February 21, 1997
Working Paper Series
Price Inflation and Wealth Transfer During the 2008 SEC Short-Sale Ban
The Journal of Investment Management, Second Quarter, 2013
Lawrence Harris ,
Ethan Namvar
and
Blake Phillips
University of Southern California - Marshall School of Business - Finance and Business Economics Department
,
University California, Berkeley
and
University of Waterloo
Date Posted: March 23, 2009
Last Revised: February 20, 2013
Accepted Paper Series
359 downloads
Price Limit Performance: Evidence from the Tokyo Stock Exchange
Journal of Finance, June 1997
Kenneth Kim and
S. Ghon Rhee
SUNY at Buffalo - School of Management
and
University of Hawaii at Manoa - Shidler College of Business
Date Posted: April 18, 1998
Accepted Paper Series
Price Limits and Stock Market Volatility in the Athens Stock Exchange
European Financial Management, Vol. 5, No. 1, March 1999, Cass Business School Research Paper
Gikas Manalis ,
Kate Phylaktis and
Manolis G. Kavussanos
Hellenic Exchanges Holdings SA
,
City University London - Sir John Cass Business School
and
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: October 25, 1998
Accepted Paper Series
Price Limits and Volatility: A New Approach and Some New Empirical Evidence from the Tokyo Stock Exchange
Haitham Nobanee
,
Wasim K. AlShattarat
,
Ayman E. Haddad
and
Maryam Al Hajjar
Abu Dhabi University
,
affiliation not provided to SSRN
,
Hashemite University
and
Abu Dhabi University
Date Posted: September 10, 2009
Last Revised: September 09, 2011
Working Paper Series
Price Limits, Volatility, Liquidity and Abnormal Returns: An Event Study from the Athens Stock Exchange
NEW DEVELOPMENTS IN FINANCIAL MODELING, Soares, O.J, Pina, P.J., & Catalão, M., eds., Cambridge Scholars Publishing, Newcastle UT , 2008,
Theodoros G. Stamatiou
EFG Eurobank - Division of Research and Forecasting
Date Posted: November 14, 2007
Last Revised: April 26, 2012
Accepted Paper Series
402 downloads
Price Limits: How Effective? Evidence from the Istanbul Stock Exchange
Recep Bildik and
Guzhan Gulay
Istanbul Stock Exchange
and
Istanbul Stock Exchange
Date Posted: October 04, 2004
Working Paper Series
252 downloads
Price Manipulation by Intermediaries
Bedri Kamil Onur Tas
,
Serkan Imisiker
and
Rasim Ozcan
TOBB University of Economics and Technology - Department of Economics
,
Central Bank of Turkey
and
affiliation not provided to SSRN
Date Posted: February 26, 2012
Last Revised: March 14, 2012
Working Paper Series
162 downloads
Price Manipulation in Parallel Markets with Different Transparency
Massimo Massa
INSEAD - Finance
Date Posted: March 20, 2002
Working Paper Series
370 downloads
Price Models and Earnings Response Coefficients
Norman C. Strong ,
Martin Walker and
Zhongtao Harding
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
and
University of Manchester
Date Posted: August 28, 1995
Working Paper Series
Price Momentum and Trading Volume
Charles M.C. Lee and
Bhaskaran Swaminathan
Stanford University - Graduate School of Business
and
LSV Asset Management
Date Posted: July 06, 1998
Working Paper Series
4792 downloads
Price Momentum in the New Zealand Stock Market: A Proper Accounting for Transactions Costs and Risk
Sam Trethewey
and
Timothy Falcon Crack
affiliation not provided to SSRN
and
University of Otago - Department of Finance and Quantitative Analysis
Date Posted: February 20, 2009
Last Revised: December 21, 2009
Working Paper Series
194 downloads
Price Movements, Information and Liquidity in the Night Trading Market
Financial Review, Vol. 41, No. 1, February 2006
Antoine Giannetti
,
Stephen J. Larson ,
Chun I. Lee and
Jeff Madura
Florida Atlantic University
,
Eastern Illinois University - School of Business
,
Loyola Marymount University - Department of Finance and Computer Information Systems
and
Florida Atlantic University - College of Business
Date Posted: December 12, 2005
Accepted Paper Series
Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market
Charlie Charoenwong and
English
Nanyang Technological University (NTU)
and
Nanyang Technological University (NTU) - Nanyang Business School
Date Posted: July 22, 2007
Working Paper Series
92 downloads
Price of Publicity
Umit G. Gurun
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: October 19, 2009
Last Revised: March 17, 2012
Working Paper Series
264 downloads
Price Pressure Around the Year-End: Evidence From Emerging Markets
Samer A. M. Al-Rjoub
Hashemite University - Department of Finance and Banking
Date Posted: March 02, 2006
Working Paper Series
204 downloads
Price Pressure from Dividend Reinvestment Activity: Evidence from Closed-End Funds
Jennifer L. Blouin and
C. Bryan Cloyd
University of Pennsylvania - Accounting Department
and
Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems
Date Posted: March 09, 2005
Working Paper Series
254 downloads
Price Pressure: Evidence from the 'Dartboard' Column
Journal of Business, Vol. 72, No. 1, January 1999
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Date Posted: November 07, 1998
Accepted Paper Series
Price Pressures
WFA 2010 paper
Terrence Hendershott and
Albert J. Menkveld
University of California, Berkeley - Haas School of Business
and
VU University Amsterdam
Date Posted: May 31, 2009
Last Revised: September 06, 2012
Accepted Paper Series
1322 downloads
Price Reaction to Rights Issues in the Indian Capital Market
Vijaya B. Marisetty ,
Alastair Marsden and
Madhu Veeraraghavan
RMIT University
,
University of Auckland - Faculty of Business & Economics
and
Monash University – Department of Accounting and Finance and Corporate Finance Cluster
Date Posted: May 08, 2007
Working Paper Series
327 downloads
Price Reactions to Corporate Name Changes
Hung Wan Kot
and
Ji Zhang
Hong Kong Baptist University - Department of Finance & Decision Sciences
and
University of Waikato
Date Posted: August 20, 2007
Last Revised: July 23, 2009
Working Paper Series
212 downloads
Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Roni Michaely ,
Richard H. Thaler and
Kent L. Womack
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
University of Chicago - Booth School of Business
and
University of Toronto - Rotman School of Management
Date Posted: May 10, 2000
Accepted Paper Series
Price Reactions to Public Announcements
FRB Atlanta Working Paper 96-16
B. Sailesh Ramamurtie and
Michael J. Rebello
affiliation not provided to SSRN
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: February 17, 1997
Working Paper Series
Price Responsiveness of Informed Investors to Increases in Financial Statement Disclosure Quality
MS No. 98-3052
Renee A. Price
University of Nebraska
Date Posted: October 30, 1998
Working Paper Series
844 downloads
Price Reversal and Drift Following Earnings Announcements
The Financial Review
David A. Ziebart ,
Li-Chin Jennifer Ho and
Chao-Shin Liu
University of Illinois at Urbana-Champaign - Department of Accountancy
,
University of Texas at Arlington
and
University of Notre Dame - Department of Accountancy
Date Posted: May 19, 1998
Accepted Paper Series
Price Risk and Momentum Crash
Hwai-Chung Ho
and
Hongwei Chuang
Department of Finance, National Taiwan University
and
Academia Sinica - Institute of Statistical Science
Date Posted: May 01, 2013
Working Paper Series
17 downloads
Price Support and Spreads in the IPO Aftermarket: An Empirical Microstructure Study
Quarterly Review of Economics and Finance, Forthcoming
Mingsheng Li
and
Robert C. Eisenstadt
Bowling Green State University - College of Business Administration
and
University of Louisiana at Monroe
Date Posted: May 10, 2005
Accepted Paper Series
169 downloads
Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination
Paul A. Weller ,
Geoffrey C. Friesen
and
Lee M. Dunham
University of Iowa - Department of Finance
,
University of Nebraska at Lincoln - Department of Finance
and
Creighton University - College of Business Administration
Date Posted: March 20, 2007
Working Paper Series
1031 downloads
Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
AFA 2003 Washington, DC Meetings, Yale ICF Working Paper No. 02-12
Masahiro Watanabe
University of Alberta - School of Business
Date Posted: May 07, 2002
Working Paper Series
921 downloads
Price Volatility and Market Frictions
STOCK MARKET VOLATILITY, Greg N. Gregoriou, ed., Chapman & Hall/CRC, April 2009
Peter Lerner (Ret.) and
Chunchi Wu
Rollins College
and
Universtity at Buffalo
Date Posted: December 21, 2007
Last Revised: March 07, 2012
Accepted Paper Series
Price, Earnings, and Revenue Momentum Strategies
Hong-Yi Chen
,
Sheng-Syan Chen
,
Chin-Wen Hsin
and
Cheng-Few Lee
Natioal Cental University at Taiwan -Department of Finance
,
National Taiwan University - Department of Finance
,
Yuan-Ze University - Department of Finance
and
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Date Posted: March 22, 2010
Working Paper Series
849 downloads
Price-Based Return Comovement
T. Clifton Green and
Byoung-Hyoun Hwang
Emory University - Goizueta Business School
and
Purdue University - Krannert School of Management
Date Posted: March 21, 2007
Last Revised: March 26, 2008
Working Paper Series
411 downloads
Price-Volume Correlation in the Housing Market: Causality and Co-Movements
Journal of Real Estate Finance and Economics, Vol. 40, No. 1, 2010
Jim Clayton
,
Liang Peng and
Norman G. Miller
Pension Real Estate Association
,
University of Colorado at Boulder
and
University of San Diego - Real Estate Institute
Date Posted: September 26, 2009
Accepted Paper Series
Price-Volume Correlation in the Housing Market: Causality and Co-Movements
Jim Clayton ,
Norman G. Miller and
Liang Peng
University of Cincinnati - Department of Finance - Real Estate
,
University of San Diego - Real Estate Institute
and
University of Colorado at Boulder
Date Posted: March 18, 2008
Working Paper Series
223 downloads
Price-Volume Relations of DAX Companies
Financial Markets and Portfolio Management, Vol. 21, No. 3, pp. 353-379, 2007
Henryk Gurgul Sr.
,
Pawel Majdosz
and
Roland Mestel
Independent
,
affiliation not provided to SSRN
and
University of Graz
Date Posted: September 11, 2007
Accepted Paper Series
Prices, Price Processes, Volume and Their Information
- A Survey of the Market Microstructure Literature -
Financial Markets Group, LSE Working Paper No. DP 270
Markus K. Brunnermeier
Princeton University - Department of Economics
Date Posted: May 16, 1998
Working Paper Series
Pricing Accuracy, Liquidity and Trader Behavior with Closing Price Manipulation
Experimental Economics, Forthcoming
Carole Comerton-Forde
and
Tālis J. Putniņš
University of Melbourne - Department of Finance
and
University of Technology, Sydney - UTS Business School
Date Posted: November 10, 2008
Last Revised: October 12, 2010
Working Paper Series
207 downloads
Pricing an Emerging Industry: Evidence from Internet Subsidiary Carve-Outs
AFA 2001 New Orleans; EFA 0062
Michael J. Schill and
Chunsheng Zhou
University of Virginia - Darden Graduate School of Business Administration
and
Peking University - Guanghua School of Management - Finance
Date Posted: December 02, 1999
Working Paper Series
1697 downloads
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High Frequency Data
Gianluca Cassese and
Massimo Guidolin
Department of Economics, Statistics and Management
and
Bocconi University - Department of Finance
Date Posted: September 02, 2003
Working Paper Series
320 downloads
Pricing and Mispricing Effects of SFAS 131
Journal of Business Finance and Accounting, 2008
Ole-Kristian Hope ,
Wayne B. Thomas ,
Tony Kang
and
Florin P. Vasvari
University of Toronto - Rotman School of Management
,
University of Oklahoma, Michael F. Price College of Business
,
Oklahoma State University - School of Accounting
and
London Business School
Date Posted: February 15, 2008
Accepted Paper Series
Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions
25th Australasian Finance and Banking Conference 2012
Eric C. Chang ,
Yan Luo
and
Jinjuan Ren
University of Hong Kong - School of Business
,
University of Hong Kong - School of Business
and
University of Macau - Faculty of Business Administration
Date Posted: August 25, 2012
Working Paper Series
59 downloads
Pricing Electricity Derivatives under Future Information
Markus Hess
Independent
Date Posted: October 03, 2012
Last Revised: May 03, 2013
Working Paper Series
107 downloads
Pricing Exotic Barrier Options with Finite Differences
Guanghua Cao
Morgan Stanley
Date Posted: May 30, 2007
Working Paper Series
672 downloads
Pricing Implications of Shared Variance in Liquidity Measures
NHH Dept. of Finance & Management Science Discussion Paper No. 2006/9
Lorán Chollete ,
Randi Naes
and
Johannes Atle Skjeltorp
UiS Business School
,
Norwegian Ministry of Trade and Industry
and
Central Bank of Norway
Date Posted: March 07, 2007
Working Paper Series
130 downloads
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