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Authors: 226,737
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SSRN eLibrary Search Results
JEL Code: G12
5,803,398 Total downloads
Showing Papers 6,451 - 6,500 of 13,813
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Incl. Fee Electronic Paper Forecasts of U.S. Short-Term Interest Rates: A Flexible Forecast Combination Approach
CEPR Discussion Paper No. DP6188
Massimo Guidolin and Allan G. Timmermann
Bocconi University - Department of Finance and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 20, 2008
Working Paper Series
2 downloads

Incl. Electronic Paper Investment Strategies in Indian Stock Market: A Survey
Vanita Tripathi
University of Delhi India - Delhi School of Economics - Department of Commerce
Date Posted: May 20, 2008
Working Paper Series
1260 downloads

Incl. Electronic Paper Italian Equity Funds: Efficiency and Performance Persistence
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 12_08
Roberto Casarin , Loriana Pelizzon and Andrea Piva
University of Brescia - Department of Economics , Ca Foscari University of Venice - Department of Economics and University of Venice
Date Posted: May 20, 2008
Working Paper Series
97 downloads

Incl. Fee Electronic Paper Money Illusion and Housing Frenzies
CEPR Discussion Paper No. DP6183
Markus K. Brunnermeier and Christian Julliard
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Economics
Date Posted: May 20, 2008
Working Paper Series
4 downloads

Incl. Electronic Paper Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
Journal of Alternative Investments (forthcoming)
Monica Billio , Mila Sherman and Loriana Pelizzon
Ca Foscari University of Venice - Department of Economics , University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management and Ca Foscari University of Venice - Department of Economics
Date Posted: May 20, 2008
Last Revised: April 25, 2012
Working Paper Series
268 downloads

Incl. Fee Electronic Paper Optimal Beliefs, Asset Prices and the Preference for Skewed Returns
CEPR Discussion Paper No. DP6181
Markus K. Brunnermeier , Christian Gollier and Jonathan A. Parker
Princeton University - Department of Economics , University of Toulouse 1 - Industrial Economic Institute (IDEI) and Kellogg School of Management
Date Posted: May 20, 2008
Working Paper Series
2 downloads

Incl. Electronic Paper Relationship between Institutional Neglect and Stock Returns in India
Business Analyst, new series, Vol.1,No.1, pp. 85-92, April-September 2006
Vanita Tripathi
University of Delhi India - Delhi School of Economics - Department of Commerce
Date Posted: May 20, 2008
Accepted Paper Series
110 downloads

Incl. Electronic Paper Sectoral Analysis of Small and Large Firms and its Implications for Size Premium in Indian Stock Market
INDIAN STOCK MARKET: AN EMPIRICAL STUDY, O.P. Gupta et.al., eds., pp. 202-213, Anmol Publications, New Delhi India, 2007
Vanita Tripathi
University of Delhi India - Delhi School of Economics - Department of Commerce
Date Posted: May 20, 2008
Accepted Paper Series
184 downloads

Incl. Electronic Paper Sources of Size Effect: Evidence from Indian Stock Market
The Icfai Journal of Applied Finance, Vol. 12 No. 3, pp. 18-28, March 2006
Sanjay Sehgal and Vanita Tripathi
University of Delhi and University of Delhi India - Delhi School of Economics - Department of Commerce
Date Posted: May 20, 2008
Accepted Paper Series
280 downloads

Incl. Fee Electronic Paper The Impact of Oil Price Shocks on the U.S. Stock Market
CEPR Discussion Paper No. DP6166
Lutz Kilian and Cheolbeom Park
University of Michigan at Ann Arbor - Department of Economics and affiliation not provided to SSRN
Date Posted: May 20, 2008
Working Paper Series
7 downloads

Incl. Electronic Paper Valuation of Leasehold Interests: Their Worth, Exchange Value and Relation to Rent
Andrey Igorevich Artemenkov , Vladimir B. Michailetz and Igor Lvovich Artemenkov
The Russian Society of Appraisers , Russian Society of Appraisers and State University of Management
Date Posted: May 20, 2008
Working Paper Series
151 downloads

Incl. Fee Electronic Paper Asset Pricing with Limited Risk Sharing and Heterogeneous Agents
CEPR Discussion Paper No. DP6136
Francisco Gomes and Alexander Michaelides
London Business School and University of Cyprus - Department of Public and Business Administration
Date Posted: May 19, 2008
Working Paper Series
3 downloads

Incl. Electronic Paper Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation
Damiano Brigo and Kyriakos Chourdakis
Department of Mathematics, Imperial College, London and FitchSolutions
Date Posted: May 19, 2008
Last Revised: October 05, 2008
Working Paper Series
1054 downloads

Incl. Electronic Paper Have Euro Area Government Bond Risk Premia Converged to Their Common State?
Tinbergen Institute Discussion Paper No. TI 08-042/2
Lorenzo Pozzi and Guido Wolswijk
Erasmus University Rotterdam (EUR)Tinbergen Institute and European Central Bank (ECB)
Date Posted: May 19, 2008
Last Revised: January 14, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper On Economies of Scale and Persistent Performance in Corporate-Bond Mutual Funds
Roberto C. Gutierrez Jr., William F. Maxwell and Danielle Xu
University of Oregon , SMU - Cox School and Gonzaga University
Date Posted: May 19, 2008
Last Revised: December 14, 2009
Working Paper Series
334 downloads

Incl. Electronic Paper Seasoned Equity Offerings, Investment Risk and Financial Constraints
Cécile Carpentier , Jean-Francois L'Her , Stephan Smith and Jean-Marc Suret
Laval University , Canada Pension Plan Investment Board , affiliation not provided to SSRN and Laval University
Date Posted: May 19, 2008
Working Paper Series
283 downloads

Perspectives-Affect in a Behavioral Asset-Pricing Model
Financial Analysts Journal, Vol. 64, No. 2, 2008
Meir Statman , Kenneth L. Fisher and Deniz Anginer
Santa Clara University - Department of Finance , Fisher Investments, Inc. and Virginia Tech Pamplin Business School
Date Posted: May 18, 2008
Accepted Paper Series

Where is the Value Premium?
Financial Analysts Journal, Vol. 64, No. 2, 2008
Ludovic Phalippou
University of Oxford - Said Business School
Date Posted: May 18, 2008
Accepted Paper Series

Incl. Electronic Paper Information and the Cost of Capital: An Ex-Ante Perspective
AAA 2009 Financial Accounting and Reporting Section (FARS) Paper
Peter O. Christensen , Leonidas Enrique de la Rosa and Gerald A. Feltham
Aarhus University - Department of Economics and Business , University of Aarhus - School of Economics and Management and University of British Columbia
Date Posted: May 16, 2008
Last Revised: August 31, 2009
Working Paper Series
647 downloads

Incl. Fee Electronic Paper Slow Moving Capital
CEPR Discussion Paper No. DP6117
Mark L. Mitchell , Lasse Heje Pedersen and Todd C. Pulvino
CNH Partners , New York University (NYU) - Department of Finance and CNH Partners
Date Posted: May 16, 2008
Working Paper Series
3 downloads

Are Analysts all Alike? Identifying Earnings Forecasting Ability
Journal of Investment Management, Vol. 6, No. 2, Second Quarter 2008
Louis K.C. Chan , David L. Ikenberry , Josef Lakonishok and Sangwoo Lee
University of Illinois at Urbana-Champaign - Department of Finance , Leeds School of Business, University of Colorado Boulder , University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: May 15, 2008
Accepted Paper Series

First Come First Disserved
Journal of Investment Management, Vol. 6, No. 2, Second Quarter 2008
Joseph A. Cerniglia and Joshua Livnat
Aberdeen Asset Management Inc. and New York University
Date Posted: May 15, 2008
Accepted Paper Series

Incl. Electronic Paper The Price of Earnings for Firms with Volatile Earnings Growth
Jamie Alcock , Thomas Mollee and James Wood
University of Cambridge - Department of Land Economy , Meiji Institute for Advanced Study of Mathematical Sciences and University of New South Wales (UNSW)
Date Posted: May 15, 2008
Working Paper Series
220 downloads

Threshold Autoregressive Modeling of Bond Series - Japanese Case
Journal of Investment Management and Financial Innovations, No. 4, 2006
Jinghong Li
New York State Banking Department
Date Posted: May 15, 2008
Accepted Paper Series

Incl. Electronic Paper What to Value in Business Valuations? (Бизнес как объект оценки)
Andrey Igorevich Artemenkov , Georgiy Ivanovich Mikerin and Anton Romashevski
The Russian Society of Appraisers , State University of Management - Department of Economic measurements and The Moscow Interbank Stock Exchange (MICEX)
Date Posted: May 15, 2008
Last Revised: April 15, 2009
Working Paper Series
185 downloads

Incl. Electronic Paper Y.Kozir & Panferov: A Dispute between Little-Ender and Big-Ender?
Andrey Igorevich Artemenkov
The Russian Society of Appraisers
Date Posted: May 15, 2008
Working Paper Series
19 downloads

Incl. Electronic Paper A Stochastic Model for Hedge Fund Relative Returns
Emanuel Derman , Kun Soo Park and Ward Whitt
Columbia University , Columbia University and Columbia University
Date Posted: May 14, 2008
Last Revised: May 15, 2008
Working Paper Series
413 downloads

Incl. Electronic Paper Accruals Quality, Stock Returns, and Macroeconomic Conditions
Accounting Review, Vol. 85, No. 3
Dongcheol Kim and Yaxuan Qi
Korea University Business School and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: May 14, 2008
Last Revised: January 22, 2013
Working Paper Series
483 downloads

Incl. Electronic Paper A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI Example
Edgardo Cayon Fallon and Julio Sarmiento-Sabogal
Colegio de Estudios Superiores de Administracion and Macquarie University, Department of Applied Finance and Actuarial Science
Date Posted: May 13, 2008
Working Paper Series
144 downloads

Liberalization and the Value Relevance of Accrual Accounting Information: Evidence from the Johannesburg Securities Exchange
Minga Negash
Metropolitan State University of Denver - Department of Accounting
Date Posted: May 13, 2008
Working Paper Series

Competition and Survival of Stock Exchanges: Lessons from Canada
Review of Pacific Basin Financial Markets and Policies (RPBFMP), Forthcoming
Cécile Carpentier , Jean-Francois L'Her and Jean-Marc Suret
Laval University , Canada Pension Plan Investment Board and Laval University
Date Posted: May 12, 2008
Accepted Paper Series

Incl. Electronic Paper Hedge Portfolios in Markets with Price Discontinuities
University of Technology Sydney Research Paper No. 218
Gerald H. L. Cheang and Carl Chiarella
Nanyang Technological University - Business School and University of Technology, Sydney - UTS Business School, Finance Discipline Group
Date Posted: May 12, 2008
Working Paper Series
76 downloads

Incl. Electronic Paper Momentum in Credit Rated Stocks: Is Momentum Investors' Reaction to Uncertainty Across Business Cycle?
Sirajum Munira and Yaz Gulnur Muradoglu
City University - Sir John Cass Business School - Faculty of Finance and Queen Mary University of London
Date Posted: May 12, 2008
Working Paper Series
97 downloads

Incl. Electronic Paper Pattern-Based Expectations: International Experimental Evidence and Applications in Financial Economics
Review of Economics and Statistics, Forthcoming
Tobias F. Rötheli
University of Erfurt
Date Posted: May 09, 2008
Last Revised: July 06, 2010
Accepted Paper Series
163 downloads

Incl. Electronic Paper Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley
Date Posted: May 08, 2008
Last Revised: February 13, 2013
Working Paper Series
455 downloads

Incl. Electronic Paper Can Common Components Eliminate Momentum Returns?
Sirajum Munira , Yaz Gulnur Muradoglu and Soosung Hwang
City University - Sir John Cass Business School - Faculty of Finance , Queen Mary University of London and Sungkyunkwan University - Department of Economics
Date Posted: May 08, 2008
Working Paper Series
106 downloads

Incl. Electronic Paper Decomposition of Momentum Return: Which Component Contributes Most?
Sirajum Munira , Yaz Gulnur Muradoglu and Soosung Hwang
City University - Sir John Cass Business School - Faculty of Finance , Queen Mary University of London and Sungkyunkwan University - Department of Economics
Date Posted: May 08, 2008
Working Paper Series
238 downloads

Incl. Electronic Paper Restricting Interest Deductions in Corporate Tax Systems: Its Impact on Investment Decisions and Capital Markets
Christoph Kaserer
Technische Universität München (TUM)
Date Posted: May 08, 2008
Working Paper Series
499 downloads

Incl. Fee Electronic Paper To Fair Value or Not to Fair Value: A Broader Perspective
Abacus, Vol. 44, No. 2, pp. 181-208, June 2008
Joshua Ronen
New York University (NYU) - Department of Accounting, Taxation & Business Law
Date Posted: May 08, 2008
Accepted Paper Series
3 downloads

Incl. Electronic Paper Asset Pricing and the Credit Market
Francis A. Longstaff and Jiang Wang
University of California, Los Angeles (UCLA) - Finance Area and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 07, 2008
Working Paper Series
319 downloads

Incl. Electronic Paper Constructing the Optimal Exercise Boundary for American Options by Least-Squares Monte Carlo
Qiang Liu
Southwestern University of Finance and Economics - School of Finance
Date Posted: May 07, 2008
Last Revised: January 05, 2009
Working Paper Series
462 downloads

European Stock Markets and the ECB's Monetary Policy Surprises
International Finance, Forthcoming
Martin T. Bohl , Pierre L. Siklos and David Sondermann
University of Muenster , Wilfrid Laurier University - School of Business & Economics and European Central Bank (ECB)
Date Posted: May 07, 2008
Accepted Paper Series

Incl. Electronic Paper How Big is Big Enough? Justifying Results of the Iid Test Based on the Correlation Integral in the Non-Normal World
CERGE-EI Working Paper No. 308, pp. 1-30, 2006
Lubos Briatka
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: May 07, 2008
Working Paper Series
26 downloads

Incl. Electronic Paper Long-Run Consumption Risk and the Real Yield Curve
Shu Wu
The University of Kansas - Department of Economics
Date Posted: May 07, 2008
Last Revised: November 24, 2008
Working Paper Series
68 downloads

Incl. Electronic Paper The Puzzle of Warrants Trading Below Their Intrinsic Values in China's A-Share Market
Qiang Liu , Song-Ping Zhu and Wei Fan
Southwestern University of Finance and Economics - School of Finance , University of Wollongong and University of Electronic Science and Technology of China
Date Posted: May 07, 2008
Working Paper Series
236 downloads

Extended Affine Term Structure Models
Marco Realdon
affiliation not provided to SSRN
Date Posted: May 06, 2008
Working Paper Series

Incl. Electronic Paper The Relative Efficient Markets Hypothesis: Information Space and Refutable Models
Jialiu Lu
Sun Yat-Sen University
Date Posted: May 06, 2008
Last Revised: September 17, 2009
Working Paper Series
99 downloads

Incl. Electronic Paper They Would if They Could: Assessing the Bindingness of the Property Holding Constraints for REITs
Tobias Muhlhofer
Indiana University Bloomington - Department of Finance
Date Posted: May 06, 2008
Last Revised: December 14, 2009
Working Paper Series
60 downloads

Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 06, 2008
Working Paper Series

Incl. Electronic Paper Can Governments Signal Commitment in Privatization Sales?
Bruno E. Viani
Nathan Associates
Date Posted: May 05, 2008
Working Paper Series
44 downloads


 

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