The CAPM with Endogenous Beliefs AFA 2009 San Francisco Meetings Paper Hendri Adriaens
,
Bas Donkers and
Bertrand Melenberg
CentERdata, Tilburg University
,
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: March 06, 2008
Working Paper Series 124 downloads
The Changing Nature of Chapter 11 Fisher College of Business Working Paper No. 2008-03-003, Charles A. Dice Center WP No. 2008-4, AFA 2010 Atlanta Meetings Paper, EFA 2008 Athens Meetings Paper Sreedhar T. Bharath ,
Venkatesh Panchapagesan and
Ingrid M. Werner
Arizona State University - W.P. Carey School of Business
,
The Goldman Sachs Group, Inc.
and
The Ohio State University - Fisher College of Business
Date Posted: March 06, 2008 Last Revised: December 16, 2010
Working Paper Series 861 downloads
The Value of Research EFA 2008 Athens Meetings Paper Bryan T. Kelly and
Alexander Ljungqvist
University of Chicago - Booth School of Business
and
New York University (NYU) - Department of Finance
Date Posted: March 06, 2008 Last Revised: May 18, 2010
Working Paper Series 935 downloads
Time-Varying Short-Horizon Return Predictability Journal of Financial Economics (JFE), Vol. 99, No. 3, 2011, AFA 2008 New Orleans Meetings Paper, EFA 2008 Athens Meetings Paper Sam James Henkel ,
J. Spencer Martin and
Federico Nardari
University of Melbourne - Department of Finance
,
University of Melbourne - Faculty of Business and Economics
and
University of Houston - Department of Finance
Date Posted: March 06, 2008 Last Revised: January 31, 2011
Accepted Paper Series 751 downloads
Treasury Bond Illiquidity and Global Equity Returns Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, EFA 2008 Athens Meetings Paper Ruslan Goyenko
and
Sergei Sarkissian
McGill University - Desautels Faculty of Management
and
McGill University
Date Posted: March 05, 2008 Last Revised: November 18, 2012
Accepted Paper Series 750 downloads
An Asset-Pricing View of External Adjustment MIT Sloan Research Paper, EFA 2008 Athens Meetings Paper Anna Pavlova and
Roberto Rigobon
London Business School
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 05, 2008
Working Paper Series 154 downloads
Investor Inattention and the Underreaction to Stock Recommendations Financial Management, Forthcoming, Charles A. Dice Center Working Paper No. 2008-2, Fisher College of Business Working Paper No. 2008-03-002 Roger Loh
Singapore Management University
Date Posted: March 05, 2008 Last Revised: September 25, 2010
Accepted Paper Series 548 downloads
Option Implied Cost of Equity and Its Properties Journal of Futures Markets, Forthcoming Antonio Camara
,
San-Lin Chung and
Yaw-Huei Wang
Oklahoma State University, Stillwater - College of Business Administration
,
National Taiwan University - Department of Finance
and
National Taiwan University
Date Posted: March 05, 2008 Last Revised: July 28, 2008
Working Paper Series 439 downloads
Systematic Risk and Option Prices David Horn
and
Eva Schneider
Goethe University Frankfurt - Department of Finance
and
Goethe University Frankfurt - Department of Finance
Date Posted: March 05, 2008
Working Paper Series 229 downloads
Date Posted: March 05, 2008
Working Paper Series 1798 downloads
Credit Risk Spreads in Local and Foreign Currencies Dan Galai and
Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 04, 2008
Working Paper Series 76 downloads
Endless Leverage Certificates Silvia Rossetto and
Jos van Bommel
University of Toulouse 1 - Toulouse School of Economics (TSE)
and
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: March 04, 2008
Working Paper Series 165 downloads
Hedging (Co)Variance Risk with Variance Swaps 21st Australasian Finance and Banking Conference 2008 Paper José Da Fonseca ,
Martino Grasselli
and
Florian Ielpo
Auckland University of Technology - Faculty of Business & Law
,
University of Padua
and
University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: March 04, 2008 Last Revised: December 01, 2008
Working Paper Series 520 downloads
A Test of the Self-Serving Attribution Bias: Evidence from Mutual Funds Fourth Singapore International Conference on Finance 2010 Paper Darwin Choi and
Dong Lou
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
London School of Economics & Political Science (LSE)
Date Posted: March 03, 2008 Last Revised: December 20, 2010
Working Paper Series 314 downloads
Econometric Asset Pricing Modelling Henri Bertholon
,
Alain Monfort and
Fulvio Pegoraro
Conservatoire National des Arts et Métiers (CNAM)
,
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France - Economics and Finance Research Center
Date Posted: March 03, 2008 Last Revised: January 02, 2011
Working Paper Series 253 downloads
Extending the CAPM Framework Stylianos Paganopoulos and
Kevin Golden affiliation not provided to SSRN
and
University of the West of England - Department of Mathematics and Statistics
Date Posted: March 03, 2008 Last Revised: September 21, 2008
Working Paper Series 224 downloads
Liquidity and Credit Default Swap Spreads AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper Dragon Yongjun Tang
and
Hong Yan
University of Hong Kong - School of Economics and Finance
and
University of South Carolina
Date Posted: March 03, 2008 Last Revised: January 22, 2009
Working Paper Series 1965 downloads
Real Options Theory for Law Makers Recherches Economiques de Louvain - Louvain Economic Review, Vol. 75, No. 1, 2009 Bruno Deffains
and
Marie Obidzinski
Université Paris 2 Panthéon Assas
and
Université de Franche-Comté - CRESE
Date Posted: March 03, 2008 Last Revised: July 09, 2010
Working Paper Series 56 downloads
The Short-Term Corporate Bond Anomaly Jeroen Derwall
,
Joop Huij
and
Gerben J. de Zwart
Maastricht University - European Centre for Corporate Engagement
,
Erasmus University - Rotterdam School of Management
and
APG Asset Management
Date Posted: March 03, 2008 Last Revised: August 16, 2009
Working Paper Series 205 downloads
