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JEL Code: G1
12,976,597 Total downloads
Showing Papers 6,351 - 6,400 of 36,688
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Comprehensive Income Disclosures and Analysts' Valuation Judgments
D. Eric Hirst
and
Patrick E. Hopkins
Date Posted: March 02, 19981208 downloads
Comprehensive Income Disclosures and Analysts' Valuation Judgments Journal of Accounting Research, 1998 Supplement
D. Eric Hirst
and
Patrick E. Hopkins
Date Posted: February 17, 1999
Comprehensive Versus Partial Deferred Tax Liabilities and Equity Market Values Accounting & Finance, Vol. 51, Issue 4, pp. 1087-1106, 2011
Jilnaught Wong ,
Norman Wong and
Vic Naiker
Date Posted: November 03, 20112 downloads
Comprobación de la Eficiencia de los Algoritmos Genéticos para la Predicción del Precio de Intel (Testing the Performance of Genetic Algorithms for Predicting Intel Stock Price)
Katia L. Rodriguez and
Washington A. Macias
Date Posted: May 25, 2012Last Revised: May 26, 201239 downloads
Compulsory and Voluntary Annuities Markets in the UK
E. S. Cannon and
Ian Tonks
Date Posted: January 24, 201067 downloads
COMPUSTAT Selection Bias in Tests of the Sharpe-Lintner-Black CAPM
Randolph B. Cohen and
Christopher Polk
Date Posted: July 05, 1998
Computation of Portfolio VaRs with GARCH-Type Volatility
Dinghai Xu
and
Tony S. Wirjanto
Date Posted: April 02, 2013
Computation of Reservation Prices of Options with
Proportional Transaction Costs
Anders Damgaard
Date Posted: December 01, 2000136 downloads
Computational Aspects of Prospect Theory with Asset Pricing Applications
Enrico G. De Giorgi
,
Thorsten Hens and
Janos Mayer
Date Posted: January 26, 2006450 downloads
Computational Cross Evaluation of Financial and Demographic Components in the Actuarial Framework 28th International Congress of Actuaries, Paris, May 28-June 2, 2006
Francesco Bellini
and
Antonio Annibali
Date Posted: November 01, 201010 downloads
Computational Efficiency and Accuracy In the Valuation of Basket Options Frontiers in Finance and Economics, Vol. 6, No. 1, pp. 1-25, 2009
Pengguo Wang
Date Posted: June 13, 201070 downloads
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Eric M. Aldrich and
Howard Kung
Date Posted: September 26, 2009Last Revised: September 09, 201040 downloads
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Eric M. Aldrich and
Howard Kung
Date Posted: December 15, 2010Last Revised: May 06, 201188 downloads
Computing Currency Invariant Indices with an Application to Minimum Variance Currency Baskets Journal of Economic Dynamics and Control, Vol. 28, pp. 1481-1504, 2004
Nikolai V. Hovanov ,
James W. Kolari and
Mikhail V. Sokolov
Date Posted: April 10, 200898 downloads
Computing Equilibria in Finance Economies
P. Jean-Jacques Herings
and
Felix Kubler
Date Posted: January 25, 2001168 downloads
Computing Exponential Moments of the Discrete Maximum of a Levy Process and Lookback Options Finance and Stochastics, Forthcoming
Liming Feng
and
Vadim Linetsky
Date Posted: August 29, 2008230 downloads
Computing Greeks: A Drift-Adjustment Technique for European and Asian Style Derivatives
Peter den Iseger and
Emöke Oldenkamp
Date Posted: September 18, 2007145 downloads
Computing Reliable Default Probabilities in Turbulent Times Rethinking Valuation and Pricing Models, pp. 241-255, Academic Press - Elsevier, 2013, Forthcoming
Mario Maggi
affiliation not provided to SSRN
Date Posted: December 02, 2012
Computing the First Passage Time Density of a Time-Dependent Urnstein-Uhlenbeck Process to a Moving Boundary Applied Mathematics Letters, Vol. 19, pp. 1399-1405, 2006
C.F. Lo and
C. H. Hui
Date Posted: August 27, 2007278 downloads
Computing the Market Price of Volatility Risk in the Energy Commodity Markets Journal of Banking and Finance, Vol. 32 (pp. 2541-2552) December 2008
James S. Doran and
Ehud I. Ronn
Date Posted: December 10, 2004Last Revised: February 26, 20091725 downloads
Computing the Probability of Equilibrium Existence
Peter J. Phillips
Date Posted: January 02, 200727 downloads
Computing Value at Risk with High Frequency Data Journal of Empirical Finance, Vol. 6, pp. 431-55, 1999
Claudio Morana and
Andrea Beltratti
Date Posted: November 01, 2005
Computing VAR and AVaR in Infinitely Divisible Distributions Yale ICF Working Paper No. 09-07
Young Shin Kim
,
Svetlozar Rachev
,
Michele Leonardo Bianchi and
Frank J. Fabozzi
Date Posted: May 08, 2009224 downloads
Computing Yields on Enhanced CDs J. OF FINANCIAL SERVICES REVIEW, Vol. 5 No. 1, 1996
Robert Brooks
Date Posted: October 10, 1996
Concealing the Trading Footprint: Optimal Execution Horizon
Marcos Lopez de Prado
Date Posted: November 08, 2012Last Revised: April 28, 2013453 downloads
Concentrated Announcements on Clustered Data: An Event Study on Biotechnology Stocks EFA 2004 Maastricht Meetings Paper; Universite de Liege Finance Working Paper No. 200405
Véronique Bastin
and
Georges Hubner
Date Posted: June 21, 2004269 downloads
Concentrated Control, Analyst Following and Valuation:
Do Analysts Matter Most When Investors are Protected Least?
Mark H. Lang ,
Karl V. Lins and
Darius P. Miller
Date Posted: October 21, 2002660 downloads
Concentrated Control, Analyst Following and Valuation:
Do Analysts Matter Most when Investors are Protected Least? Journal of Accounting Research, Forthcoming
Mark H. Lang ,
Karl V. Lins and
Darius P. Miller
Date Posted: January 13, 2004
Concentrated Equilibrium and Intraday Patterns in Financial Markets Applied Mathematical Finance, Forthcoming
Ryosuke Ishii
and
Katsumasa Nishide
affiliation not provided to SSRN
and
International Graduate School of Social Sciences, Yokohama National University
Date Posted: January 22, 2010Last Revised: January 07, 2012
Concentrated Production and Heavy Tails in Commodity Returns
Nicolas Merener
Date Posted: March 07, 2013Last Revised: March 14, 201328 downloads
Concentration Risk and Basel Pillar ll: Add-Or or Portfolio Model? Some Proposals Bancaria No. 11-2009
Michele Bonollo
,
Paola Mosconi
and
Marta Pegorin
affiliation not provided to SSRN
,
San Paolo IMI - Banca IMI
and
affiliation not provided to SSRN
Date Posted: January 14, 2010
Concept and Mathematics of Islamic Financial Engineering 8th International Conference on Islamic Economics and Finance,
20 December 2011, Doha, Qatar
Nadi Serhan Aydin
and
Martin Rainer
Date Posted: August 06, 2012Last Revised: August 08, 2012161 downloads
Concept and Relevance of Income University of Tokyo, Graduate Schoool of Economics, CIRJE Discussion Paper 2002-CF-171
Date Posted: October 29, 2002753 downloads
Concerns on the Role of Credit Rating Agencies in the Evolving Financial Regime: A Policy Perspective NSE NEWS, September 2008
Anuradha Guru
Date Posted: July 27, 2009Last Revised: August 13, 2009244 downloads
Concocting Marketable Cocos HKIMR Working Paper No.22/2011
George M. von Furstenberg
Date Posted: July 27, 201168 downloads
Conditional Alpha and Performance Persistence for Indian Mutual Funds: Empirical Evidence ICFAI Journal of Applied Finance, pp. 30-48, January 2004
Bijan Roy
and
Saikat Sovan Deb
Date Posted: September 23, 200482 downloads
Conditional Analytic Monte-Carlo Pricing Scheme of Auto-Callable Products
Christian P. Fries and
Mark S. Joshi
Date Posted: May 05, 2008Last Revised: April 07, 20101358 downloads
Conditional Asset Allocation under Non-Normality: How Costly Is the Mean-Variance Criterion? EFA 2005 Moscow Meetings Paper
Eric Jondeau and
Michael Rockinger
Date Posted: February 26, 2005385 downloads
Conditional Asset Allocation, Hedging and Intertemporal Asset Pricing
Guojun Wu and
Bruno Gerard
Date Posted: March 22, 2002285 downloads
Conditional Asset Pricing - Predicting Time Varying Beta-Factors with Group Method of Data Handling Methods
Sebastian Schneider and
Manfred Steiner
Date Posted: February 15, 2005203 downloads
Conditional Asset Pricing and Stock Market Anomalies in Europe European Financial Management Journal, Forthcoming
Rob Bauer ,
Mathijs Cosemans
and
Peter C. Schotman
Date Posted: March 08, 2007Last Revised: July 09, 2008320 downloads
Conditional Asset Pricing with a Large Information Set
Emanuel Moench
Date Posted: March 01, 2007121 downloads
Conditional Autocorrelation and Stock Market Integration in the Asia-Pacific
Suk-Joong Kim and
Michael D. McKenzie
Date Posted: November 12, 2006Last Revised: October 12, 2009222 downloads
Conditional Beta Estimation and Forecasting with Panel Data Methods
Michelle L. Barnes
and
Anthony (Tony) W. Hughes
Date Posted: November 07, 2005311 downloads
Conditional Beta Pricing Models: A Nonparametric Approach
Eva Ferreira ,
Javier Gil-Bazo and
Susan Orbe
affiliation not provided to SSRN
Date Posted: May 15, 2011Last Revised: July 04, 201187 downloads
Conditional Co-Skewness in Stock and Bond Markets: Time Series Evidence Management Science, Forthcoming
Jian Yang
,
Yinggang Zhou
and
Zijun Wang
Date Posted: May 21, 2008Last Revised: April 13, 2011206 downloads
Conditional Conservatism and Cost of Capital Forthcoming in Review of Accounting Studies, Vol. 16, No. 2, June 2011
Juan Manuel García Lara ,
Beatriz Garcia Osma and
Fernando Penalva
Date Posted: January 29, 2010Last Revised: March 24, 2010802 downloads
Conditional Conservatism and Firm Investment Efficiency
Juan Manuel García Lara ,
Beatriz Garcia Osma and
Fernando Penalva
Date Posted: April 16, 2009Last Revised: March 09, 20101189 downloads
Conditional Conservatism, Agency Costs and the Contractual Features of Debt
Hye Seung "Grace" Lee
Date Posted: November 08, 2009Last Revised: December 22, 2009305 downloads
Conditional Conservatism, Debt Markets and Financial Structure: Further Evidence from the United Kingdom
Jan Hendrik Hammermeister
and
Joerg R. Werner
Date Posted: December 27, 2009163 downloads
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