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JEL Code: G10
1,446,689 Total downloads
Showing Papers 651 - 700 of 4,441
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Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets
Turan G. Bali ,
Nusret Cakici and
Frank J. Fabozzi
Georgetown University - Robert Emmett McDonough School of Business
,
Fordham University - Graduate School of Business
and
EDHEC Business School
Date Posted: March 13, 2012
Last Revised: March 19, 2012
Working Paper Series
138 downloads
Liquidity Shocks and Stock Market Reactions
Fordham University Schools of Business Research Paper No. 2020476
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: March 13, 2012
Last Revised: July 09, 2012
Working Paper Series
421 downloads
'Cold' IPOs or Hidden Gems? On the Medium-Run Performance of IPOs
Einar Bakke
University of Gothenburg
Date Posted: March 12, 2012
Last Revised: March 16, 2012
Working Paper Series
52 downloads
Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Journal of Financial and Quantitative Analysis, Forthcoming
Michael Neumann
and
George S. Skiadopoulos
Queen Mary, University of London - School of Economics and Finance
and
University of Piraeus
Date Posted: March 12, 2012
Accepted Paper Series
Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Longzhen Fan
,
Canlin Li
and
Guofu Zhou
Department of Finance, School of Management, Fudan University
,
Federal Reserve Board
and
Washington University in St. Louis - Olin School of Business
Date Posted: March 12, 2012
Last Revised: March 27, 2013
Working Paper Series
76 downloads
Counterparty Risk in Exchange Traded Notes (ETNs): Theory and Evidence
Balazs Cserna
,
Ariel Levy
and
Zvi Wiener
University of Frankfurt
,
affiliation not provided to SSRN
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 11, 2012
Working Paper Series
164 downloads
Hidden Liquidity: Some New Light on Dark Trading
Johnson School Research Paper Series No. 46-2011
Robert J. Bloomfield ,
Maureen O'Hara and
Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: March 11, 2012
Last Revised: June 28, 2012
Working Paper Series
133 downloads
The Ex-Dividend Day Anomaly in the Spanish Stock Market
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 5, Issue 1, pp. 102-114, 2012
Josep Garcia-Blandon
and
Monica Martinez-Blasco
Facultat d'Economia IQS, Universitat Ramon Llull
and
Facultat d'Economia IQS, Universitat Ramon Llull
Date Posted: March 10, 2012
Last Revised: October 31, 2012
Accepted Paper Series
63 downloads
The Impact of Bond Rating Changes on Corporate Bond Prices: New Evidence from the Over-the-Counter Market
Journal of Banking and Finance, Vol. 34, pp. 2822-2836, 2010
Anthony D. May
Wichita State University - W. Frank Barton School of Business
Date Posted: March 09, 2012
Accepted Paper Series
46 downloads
Integration and Contagion in US Housing Markets
John Cotter ,
Stuart A. Gabriel and
Richard Roll
University College Dublin
,
University of California, Los Angeles - Anderson School of Management
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: March 07, 2012
Working Paper Series
30 downloads
Does Religion Matter to Equity Pricing?
Journal of Business Ethics, Forthcoming
Sadok El Ghoul ,
Omrane Guedhami ,
Yang Ni
,
Jeffrey Pittman and
Samir Saadi
University of Alberta - Campus Saint-Jean
,
University of South Carolina - Moore School of Business
,
Shanghai Jiao Tong University (SJTU)
,
Memorial University of Newfoundland (MUN) - Faculty of Business Administration
and
Queen's School of Business
Date Posted: March 06, 2012
Last Revised: April 26, 2012
Accepted Paper Series
Pension Risk, Governance and CFO Liability
Susan Mangiero
Fiduciary Leadership, LLC
Date Posted: March 06, 2012
Working Paper Series
44 downloads
Planning for the Death of a Systemically Important Financial Institution Under Title I § 165(d) of the Dodd-Frank Act: The Practical Implications of Resolution Plans or Living Wills in Planning a Bank's Funeral
Virginia Law & Business Review, Vol. 6, No. 3, p. 467, Winter 2012
Joseph Karl Grant
Capital University School of Law
Date Posted: March 05, 2012
Last Revised: March 06, 2012
Accepted Paper Series
154 downloads
The Art Fund in India: Origin, Structure and Performance
Kunal
Indian Institute of Technology Kanpur - Department of Industrial and Management Engineering
Date Posted: March 05, 2012
Working Paper Series
Does the Institutionalization of Derivatives Trading Spur Economic Growth?
Paulo Rodrigues
,
Claudia Schwarz
and
Norman Seeger
Maastricht University - Department of Finance
,
Goethe University Frankfurt
and
VU University Amsterdam
Date Posted: March 04, 2012
Last Revised: January 25, 2013
Working Paper Series
78 downloads
U.S. Presidential Elections and Implied Volatility: The Role of Political Uncertainty
Journal of Banking and Finance, Forthcoming
John W. Goodell and
Sami Vähämaa
University of Akron - Department of Finance, College of Business Administration
and
University of Vaasa
Date Posted: March 04, 2012
Last Revised: December 31, 2012
Working Paper Series
152 downloads
A Simple Characterization of Dynamic Completeness in Continuous Time
Theodoros Diasakos
Collegio Carlo Alberto
Date Posted: March 03, 2012
Working Paper Series
17 downloads
High-Frequency Technical Trading: The Importance of Speed
Tinbergen Institute Discussion Paper 12-018/4
Martin L. Scholtus and
Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: March 02, 2012
Working Paper Series
720 downloads
The Scapegoat Theory of Exchange Rates: The First Tests
CEPR Discussion Paper No. DP8812
Marcel Fratzscher
,
Lucio Sarno and
Gabriele Zinna
DIW Berlin
,
City University London - Sir John Cass Business School
and
Bank of England - International Finance Division
Date Posted: March 01, 2012
Working Paper Series
3 downloads
Neglected Firm Effect Anomaly
11th National Finance Conference, Zonguldak Karaelmas University, October 20-22, 2007
Ali Hepsen
and
Ebru Demirci
Istanbul University - Faculty of Business Administration, Department of Finance
and
affiliation not provided to SSRN
Date Posted: March 01, 2012
Working Paper Series
42 downloads
Undisclosed Orders and Market Quality
Kjell Jorgensen
BI Norwegian Business School - Department of Financial Economics
Date Posted: March 01, 2012
Working Paper Series
46 downloads
Dynamic Copulas and Long Range Dependence
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Beatriz V.M. Mendes
and
Silvia Regina Costa Lopes
Universidade Federal do Rio de Janeiro (UFRJ) - Instituto de Matematica
and
University of Sao Paulo (USP) - Institute of Mathematics and Statistics (IME)
Date Posted: February 29, 2012
Accepted Paper Series
92 downloads
Expected Inflation and Inflation Risk Premium in the Euro Area and in the United States
Bank of Italy Temi di Discussione (Working Paper) No. 842
Marcello Pericoli
Bank of Italy
Date Posted: February 29, 2012
Working Paper Series
60 downloads
Real Term Structure and Inflation Compensation in the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 841
Marcello Pericoli
Bank of Italy
Date Posted: February 29, 2012
Working Paper Series
32 downloads
The Efficient Market Theory and Evidence: Implications for Active Investment Management
Foundations and Trends in Finance, Vol. 5, No. 3, 2010
Andrew Ang ,
William N. Goetzmann and
Stephen M. Schaefer
Columbia Business School - Finance and Economics
,
Yale School of Management - International Center for Finance
and
London Business School - Institute of Finance and Accounting
Date Posted: February 29, 2012
Accepted Paper Series
3 downloads
Exchange-Traded Products Investing and Precious Metal Prices
Journal of Derivatives & Hedge Funds, Forthcoming
Athanasios Fassas
University of Patras - Business Administration
Date Posted: February 27, 2012
Accepted Paper Series
Individual Characteristics and the Disposition Effect: The Opposing Effects of Confidence and Self-Regard
Journal of Behavioral Finance, Forthcoming
Kathryn Kadous ,
William B. Tayler ,
Jane M. Thayer and
Donald Young
Emory University - Goizueta Business School
,
Brigham Young University
,
University of Georgia - J.M. Tull School of Accounting
and
Emory University
Date Posted: February 27, 2012
Last Revised: September 10, 2012
Accepted Paper Series
Patience and Impatience of Stock Traders
Peter Lerner (Ret.)
Rollins College
Date Posted: February 27, 2012
Working Paper Series
34 downloads
The Efficiency of VIX Futures Market – A Panel Data Approach
Journal of Alternative Investments, Vol. 14, No. 3, 2012
Athanasios Fassas
and
Costas Siriopoulos
University of Patras - Business Administration
and
University of Patras - Business Administration
Date Posted: February 27, 2012
Accepted Paper Series
Momentum and Reversal: Does What Goes Up Always Come Down?
Jennifer S. Conrad and
M. Deniz Yavuz
University of North Carolina Kenan-Flagler Business School
and
Purdue University - Krannert School of Management
Date Posted: February 26, 2012
Last Revised: September 05, 2012
Working Paper Series
593 downloads
Herding: An Interdisciplinary Integrative Review from a Socionomic Perspective
Wayne D. Parker and
Robert R. Prechter Jr.
Emory University School of Medicine
and
Socionomics Institute
Date Posted: February 25, 2012
Working Paper Series
195 downloads
Stress-Testing Macro Stress Testing: Does it Live Up to Expectations?
BIS Working Paper No. 369
Claudio E. V. Borio ,
Mathias Drehmann
and
Kostas Tsatsaronis
Bank for International Settlements (BIS) - Research and Policy Analysis
,
Bank for International Settlements
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 25, 2012
Accepted Paper Series
187 downloads
Recent Developments in Options Theory: From Black-Scholes to Market Models
Lamya Kermiche
Grenoble Ecole de Management
Date Posted: February 24, 2012
Working Paper Series
106 downloads
Regulating in the Shadows: Systemic Moral Hazard and the Problem of the Twenty-First Century Bank Run
Alabama Law Review, Vol. 63, No. 2, p. 221, 2012
Zachary James Gubler
ASU Sandra Day O'Connor College of Law
Date Posted: February 24, 2012
Accepted Paper Series
71 downloads
A Note on the Credit Risk Component of Yields on Irish Sovereign Bonds Issued in Foreign Currencies
Eddie Casey and
Peter G. Dunne
Central Bank of Ireland
and
Central Bank of Ireland
Date Posted: February 23, 2012
Last Revised: July 19, 2012
Working Paper Series
34 downloads
Do Happy People Make Optimistic Investors?
Guy Kaplanski ,
Haim Levy ,
Chris Veld and
Yulia V. Veld-Merkoulova
Bar Ilan University
,
Hebrew University of Jerusalem - Jerusalem School of Business Administration
,
University of Glasgow
and
Adam Smith Business School, University of Glasgow
Date Posted: February 22, 2012
Last Revised: February 24, 2013
Working Paper Series
112 downloads
Formal Identification of Sentiment Effects in Asset Markets
Peter G. Dunne ,
John Forker
,
Ronan Powell and
Andrey Zholos
Central Bank of Ireland
,
Queen's University Management School
,
University of New South Wales (UNSW) - School of Banking and Finance
and
Queen's University Management School
Date Posted: February 22, 2012
Working Paper Series
94 downloads
Holiday Effects on the Romanian Stock Market
Ramona Dumitriu ,
Razvan Stefanescu
and
Costel Nistor
University Dunarea de Jos Galati
,
University Dunarea de Jos Galati
and
University Dunarea De Jos Galati
Date Posted: February 22, 2012
Working Paper Series
89 downloads
Impact of the Domestic and the US Macroeconomic News on the Romanian Stock Market
Razvan Stefanescu ,
Ramona Dumitriu and
Costel Nistor
University Dunarea de Jos Galati
,
University Dunarea de Jos Galati
and
University Dunarea De Jos Galati
Date Posted: February 22, 2012
Working Paper Series
22 downloads
The Joint Cross Section of Stocks and Options
Georgetown McDonough School of Business Research Paper No. 2012-10
Andrew Ang ,
Turan G. Bali and
Nusret Cakici
Columbia Business School - Finance and Economics
,
Georgetown University - Robert Emmett McDonough School of Business
and
Fordham University - Graduate School of Business
Date Posted: February 22, 2012
Last Revised: November 01, 2012
Working Paper Series
273 downloads
The Case for Higher Frequency Inflation Expectations
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 21, 2012
Last Revised: June 08, 2012
Working Paper Series
25 downloads
The US Macroeconomic News Announcements and the Within-Month Effects on the Bucharest Stock Exchange
Proceedings of the International Conference “Education and Creativity for a Knowledge Society”- 5th Edition, November 11-12, 2011, Bucharest, Romania,
Ramona Dumitriu ,
Razvan Stefanescu
and
Costel Nistor
University Dunarea de Jos Galati
,
University Dunarea de Jos Galati
and
University Dunarea De Jos Galati
Date Posted: February 20, 2012
Working Paper Series
23 downloads
A Brief Critical Review of Australia's Retirement Savings System
Journal of Investment Consulting, Vol. 12, No. 2, pp. 53-58, 2011
Jack Gray
and
Ronald Geoffrey Bird
University of Technology, Sydney (UTS)
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: February 17, 2012
Accepted Paper Series
3 downloads
Decision-Making and Solvency-Based Dynamic Asset Allocation at the ABN AMRO Pension Fund
Journal of Investment Consulting, Vol. 12, No. 2, pp. 35-41, 2011
Cees L. Dert
and
Geraldine Leegwater
VU University Amsterdam - Faculty of Economics and Business Administration
and
affiliation not provided to SSRN
Date Posted: February 17, 2012
Accepted Paper Series
3 downloads
Estonia's Multi-Pillar Pension System: Solid First Miles of the Marathon
Journal of Investment Consulting, Vol. 12, No. 2, pp. 42-52, 2011
Pertti Rahnel
,
Katrin Rahe
and
Kaarel Roosa
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 17, 2012
Accepted Paper Series
2 downloads
Pension Funds in the Netherlands
Journal of Investment Consulting, Vol. 12, No. 1, pp. 28-34, 2011
Angelien A. G. Z. Kemna
and
Onno W. Steenbeek
affiliation not provided to SSRN
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: February 17, 2012
Accepted Paper Series
2 downloads
Should We Commit to Bailing Out?
Jungsuk Han
and
James Dow
Stockholm School of Economics - Department of Finance
and
London Business School - Institute of Finance and Accounting
Date Posted: February 17, 2012
Last Revised: March 15, 2012
Working Paper Series
43 downloads
The Most Effective Parts of Defined Contribution, Taken from Around the World
Journal of Investment Consulting, Vol. 12, No. 2, pp. 23-27, 2011
Don Ezra
Don Ezra Consulting Services LLC
Date Posted: February 17, 2012
Accepted Paper Series
4 downloads
Tractable and Realistic Model of Order Books
Martin Smid
Institute of Information Theory and Automation, Prague
Date Posted: February 17, 2012
Working Paper Series
38 downloads
A Discount Rate for Public Pension Plans
Journal of Investment Consulting, Vol. 12, No. 2, pp. 16-22, 2011
Mark J.P. Anson
affiliation not provided to SSRN
Date Posted: February 16, 2012
Accepted Paper Series
3 downloads
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