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JEL Code: G12
5,803,398 Total downloads
Showing Papers 6,451 - 6,500 of 13,813
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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