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484,272
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393,643
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226,678
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JEL Code: G14
3,697,734 Total downloads
Showing Papers 7,701 - 7,750 of 9,881
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Is there a Global Liquidity Factor?
Dice Center Working Paper No. 2003-24
Christof W. Stahel
US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation
Date Posted: January 02, 2004
Working Paper Series
443 downloads
Slippage in Futures Markets: Evidence from the Sydney Futures Exchange
Alex Frino and
Teddy Oetomo
University of Sydney - Discipline of Finance
and
University of Sydney - Discipline of Finance
Date Posted: January 02, 2004
Working Paper Series
You Can't Always Get What You Want: Trade-Size Clustering and Quantity Choice in Liquidity
Pamela C. Moulton
Cornell University
Date Posted: December 28, 2003
Working Paper Series
236 downloads
Momentum Strategies: Some Bootstrap Tests
Journal of Empirical Finance, 2004
George Andrew Karolyi and
Bong-Chan Kho
Cornell University - Johnson Graduate School of Management
and
Seoul National University, Business School
Date Posted: December 25, 2003
Accepted Paper Series
Do Earnings Explain the January Effect?
Qingzhong Ma
and
Hai Lu
University of Southern California - Marshall School of Business
and
University of Toronto - Rotman School of Management
Date Posted: December 21, 2003
Working Paper Series
475 downloads
Voluntary Disclosure of Precision Information
Journal of Accounting & Economics, Vol. 37, No. 2,pp. 261-289, June 2004
John S. Hughes and
Suil Pae
University of California at Los Angeles
and
affiliation not provided to SSRN
Date Posted: December 21, 2003
Accepted Paper Series
Can Companies Influence Investor Behavior through Advertising? Super Bowl Commercials and Stock Returns
Frank Fehle ,
Sergey Tsyplakov and
Volodymyr M. Zdorovtsov
BlueCrest Capital
,
University of South Carolina - Moore School of Business
and
State Street Global Advisors
Date Posted: December 20, 2003
Working Paper Series
442 downloads
Empirical Evidence on Recent Trends in Pro Forma Reporting
Accounting Horizons, Vol. 18, No. 1, 2004
Neil Bhattacharya ,
Ervin L. Black Sr. ,
Theodore E. Christensen and
Richard Mergenthaler Jr.
Singapore Management University - School of Accountancy
,
Brigham Young University - Marriott School of Management
,
Brigham Young University - Marriott School of Management
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: December 19, 2003
Accepted Paper Series
Cash Settlement and Price Discovery in Futures Markets
Quarterly Journal of Business and Economics, Vol. 40, No. 2, pp. 65-77
Leo H. Chan and
Donald D. Lien
Woodbury School of Business, Utah Valley University
and
University of Texas at San Antonio - College of Business - Department of Economics
Date Posted: December 17, 2003
Accepted Paper Series
Evidence on Behavioral Biases in Trading Activity
EFA 2004 Maastricht Meetings Paper No. 5085
Laura Frieder
Purdue University - Krannert School of Management
Date Posted: December 17, 2003
Working Paper Series
469 downloads
The Impact of Media Exposure and Market Psychology on the Underpricing of Initial Public Offerings: The UK Case
Cass Business School Research Paper
Christos Staikouras and
Dimitris Tsatsanis
Athens University of Economics and Business - Department of Accounting and Finance
and
City University - Cass Business School
Date Posted: December 16, 2003
Working Paper Series
245 downloads
Operating Profit Behavior around IPOs in a Rational Equilibrium with Asymmetric Information
Madhur Duggar
affiliation not provided to SSRN
Date Posted: December 16, 2003
Working Paper Series
163 downloads
Execution Quality for Institutional Orders Routed to Nasdaq Dealers Before and After Decimals
Dice Center Working Paper No. 2003-25
Ingrid M. Werner
The Ohio State University - Fisher College of Business
Date Posted: December 16, 2003
Working Paper Series
148 downloads
Portfolio Diversification and City Agglomeration
Yale ICF Working Paper No. 04-18; AFA 2004 San Diego Meetings
Massimo Massa ,
William N. Goetzmann and
Andrei Simonov
INSEAD - Finance
,
Yale School of Management - International Center for Finance
and
Michigan State University - Eli Broad Graduate School of Management
Date Posted: December 16, 2003
Working Paper Series
330 downloads
The Mib30 Index and Futures Relationship: Econometric Analysis and Implications for Hedging
EFMA 2004 Basel Meetings Paper
Francesco Pattarin
and
Riccardo Ferretti
CEFIN Centro Studi di Banca e Finanza - Università di Modena e Reggio Emilia
and
Universite di Modena e Reggio Emilia - Scienze Sociali, Cognitive e Quantitative
Date Posted: December 16, 2003
Working Paper Series
410 downloads
Trust Law, Corporate Law, and Capital Market Efficiency
Journal of Corporation Law, Vol. 28, 2003
Robert H. Sitkoff
Harvard Law School
Date Posted: December 11, 2003
Accepted Paper Series
1021 downloads
Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models
Journal of Banking and Finance, Forthcoming
Shiu-yan Eddie Pong
,
Mark B. Shackleton ,
Stephen J. Taylor and
Xinzhong Xu
Lancaster University - Department of Accounting and Finance
,
Lancaster University - Department of Accounting and Finance
,
Lancaster University - Department of Accounting and Finance
and
Peking University - Guang Hua School of Management
Date Posted: December 10, 2003
Accepted Paper Series
Weather Effect: An Evidence from Turkish Stock Exchange
Anadolu University Working Paper No. 2003-68
Ekrem Tufan and
Bahattin Hamarat
Canakkale Onsekiz Mart University - School of Tourism and Hotel Management
and
Onsekiz Mart University - College of Tourism and Hotel Management
Date Posted: December 08, 2003
Working Paper Series
323 downloads
Information Asymmetry, Price Momentum, and the Disposition Effect
AFA 2004 San Diego Meetings
Günter Strobl
Frankfurt School of Finance & Management
Date Posted: December 08, 2003
Working Paper Series
865 downloads
Firm-Specific News, Extended-Hours Trading, and Variances Over Trading and Nontrading Periods
Volodymyr M. Zdorovtsov
State Street Global Advisors
Date Posted: December 07, 2003
Last Revised: July 27, 2008
Working Paper Series
Price and Quantity Quotes on Nasdaq: A Study of Dealer Quotation Behavior
Journal of Financial Research, Forthcoming
Kee H. Chung and
Xin Zhao
State University of New York at Buffalo - School of Management
and
Pennsylvania State University (Erie) - The Behrend College
Date Posted: December 07, 2003
Accepted Paper Series
Earnings Announcements, Asymmetric Information, Trades and Quotes
European Financial Management, Vol. 5:3, November 1999
Jean-Francois Gajewski
University of Savoie, IREGE
Date Posted: December 07, 2003
Accepted Paper Series
Trading Costs and Quote Clustering on the NYSE and NASDAQ After Decimalization
Journal of Financial Research, Forthcoming
Kee H. Chung ,
Bonnie F. Van Ness and
Robert A. Van Ness
State University of New York at Buffalo - School of Management
,
University of Mississippi - Department of Finance
and
University of Mississippi - Department of Finance
Date Posted: December 07, 2003
Accepted Paper Series
The Persistence, Forecasting Ability, and Valuation Implications of the Tax Change Component of Earnings
Andrew Schmidt
North Carolina State University
Date Posted: December 07, 2003
Working Paper Series
458 downloads
Efficiency of Indian Stock Market
Anand Pandey
affiliation not provided to SSRN
Date Posted: December 05, 2003
Working Paper Series
2286 downloads
News Spillovers in the Sovereign Debt Market
Journal of Financial Economics, Vol. 75, No. 3, pp. 691-734, March 2005
Amar Gande and
David C. Parsley
Southern Methodist University
and
Vanderbilt University - Owen Graduate School of ManagementVanderbilt University
Date Posted: December 05, 2003
Accepted Paper Series
Market Reaction to Events Surrounding the Sarbanes-Oxley Act of 2002 and Earnings Management
Haidan Li ,
Morton Pincus and
Sonja O. Rego
Santa Clara University - Leavey School of Business
,
University of California, Irvine
and
Indiana University - Kelley School of Business
Date Posted: December 05, 2003
Working Paper Series
3363 downloads
Earnings Management and the Market Performance of Acquiring Firms
Journal of Financial Economics, Forthcoming
Henock Louis
Pennsylvania State University - Smeal College of Business
Date Posted: December 04, 2003
Accepted Paper Series
Does Anonymity Matter in Electronic Limit Order Markets?
CEPR Discussion Paper No. 4091
Thierry Foucault ,
Sophie Moinas and
Erik Theissen
HEC Paris (Groupe HEC) - Finance Department
,
IAE - Université de Toulouse 1 Capitole
and
University of Mannheim - Finance Area
Date Posted: December 04, 2003
Working Paper Series
35 downloads
Intraday Market Dynamics Around Public Information Arrivals
AFA 2004 San Diego Meetings
Angelo Ranaldo
University of St. Gallen
Date Posted: December 04, 2003
Working Paper Series
314 downloads
Determination of the Appropriate Event Window Length in Individual Stock Event Studies
Dmitry Krivin
,
Robert Patton
,
Erica Rose
and
David Tabak
National Economic Research Associates, Inc. (NERA)
,
National Economic Research Associates, Inc. (NERA)
,
National Economic Research Associates, Inc. (NERA)
and
National Economic Research Associates, Inc. (NERA)
Date Posted: December 01, 2003
Working Paper Series
1443 downloads
History of the Forecasters: An Assessment of the Semi-Annual U.S. Treasury Bond Yield Forecast Survey as Reported in the Wall Street Journal
UA Finance Working Paper No. 03-06-01
Robert Brooks and
J. Brian Gray
University of Alabama - Department of Economics, Finance and Legal Studies
and
University of Alabama
Date Posted: December 01, 2003
Working Paper Series
215 downloads
Assessing the Relative Informativeness and Permanence of Pro Forma Earnings and GAAP Operating Earnings
Journal of Accounting & Economics, Vol. 36, Nos. 1-3, pp. 285-319, December 2003
Neil Bhattacharya ,
Ervin L. Black Sr. ,
Theodore E. Christensen and
Chad R. Larson
Singapore Management University - School of Accountancy
,
Brigham Young University - Marriott School of Management
,
Brigham Young University - Marriott School of Management
and
Washington University, Saint Louis - John M. Olin School of Business
Date Posted: December 01, 2003
Accepted Paper Series
Limited Attention, Information Disclosure, and Financial Reporting
Journal of Accounting & Economics, Vol. 36, Nos. 1-3, pp. 337-386, December 2003
David A. Hirshleifer and
Siew Hong Teoh
University of California, Irvine - Paul Merage School of Business
and
University of California - Paul Merage School of Business
Date Posted: December 01, 2003
Accepted Paper Series
Financial Market Design and Equity Premium: Electronic versus Floor Trading
AFA 2004 San Diego Meetings
Pankaj K. Jain
University of Memphis - Fogelman College of Business and Economics
Date Posted: November 29, 2003
Working Paper Series
608 downloads
Testing for Persistence in Stock Returns with GARCH-Stable Shocks
Prasad V. Bidarkota and
J. Huston Mcculloch
Florida International University (FIU) - Department of Economics
and
Ohio State University
Date Posted: November 28, 2003
Working Paper Series
250 downloads
Employee Stock Options, EPS Dilution, and Stock Repurchases
Journal of Accounting & Economics, Vol. 36, No. 1-3, pp. 51-90, December 2003
Daniel A. Bens ,
Venky Nagar ,
Douglas J. Skinner and
M.H. Franco Wong
INSEAD
,
University of Michigan - Stephen M. Ross School of Business
,
The University of Chicago - Booth School of Business
and
INSEAD
Date Posted: November 28, 2003
Accepted Paper Series
Bids and Allocations in European IPO Bookbuilding
Journal of Finance, Forthcoming
Tim Jenkinson and
Howard Jones
University of Oxford - Said Business School
and
University of Oxford, Saïd Business School
Date Posted: November 28, 2003
Accepted Paper Series
A Discussion of 'Assessing the Relative Informativeness and Permanence of Pro Forma Earnings and Gaap Operating Earnings'
Journal of Accounting & Economics (JAE), Vol. 36, Nos. 1-3, pp. 321-336, December 2003
Mark Thomas Bradshaw
Boston College
Date Posted: November 28, 2003
Last Revised: July 15, 2010
Accepted Paper Series
Propensity Score Matching and Abnormal Performance After Seasoned Equity Offerings
AFA 2004 San Diego Meetings, Forthcoming
Xianghong Li and
Xinlei Shelly Zhao
York University - Department of Economics
and
Office of the Currency Comptroller - Risk Analysis Division
Date Posted: November 26, 2003
Working Paper Series
634 downloads
Bolsa or NYSE: Price Discovery for Mexican Shares
Journal of International Financial Markets, Institutions and Money, Vol. 14, No. 4, pp. 295-311, October 2004
George M. von Furstenberg and
Carlos B. Tabora
Indiana University
and
Independent
Date Posted: November 25, 2003
Accepted Paper Series
90 downloads
Conditional Skewness Modelling for Stock Returns
Applied Economics Letters, Vol. 10, pp. 725-728, 2003
Kurt Brannas and
Niklas Nordman
University of Umea - Department of Economics
and
University of Umea
Date Posted: November 25, 2003
Accepted Paper Series
Vested Interests, Price Estimates, and the Future Performance of Artworks
Jianping Mei and
Michael Moses
New York University (NYU) - Department of Finance
and
Beautiful Asset Advisors
Date Posted: November 25, 2003
Working Paper Series
135 downloads
The Allocation and Monitoring Role of Capital Markets: Theory
and International Evidence
William Davidson Institute Working Paper No. 624
Solomon A. Tadesse
University of Chicago - Booth School of Business
Date Posted: November 24, 2003
Working Paper Series
826 downloads
An Entropy Theory of Psychology and its Implication to Behavioral Finance
Jing Chen
University of Northern British Columbia - School of Business
Date Posted: November 24, 2003
Working Paper Series
1587 downloads
The Quality of Volatility Traded on the Over-the-Counter Currency Market: A Multiple Horizons Study
Journal of Futures Markets, Vol. 23, No. 3, March 2003
Vicentiu Covrig and
Buen Sin Low
California State University, Northridge - Department of Finance, Real Estate, & Insurance
and
Nanyang Technological University (NTU) - Division of Banking & Finance
Date Posted: November 24, 2003
Accepted Paper Series
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
Journal of Finance, Forthcoming
John M. Griffin ,
J. Spencer Martin and
Susan Ji
University of Texas at Austin - Department of Finance
,
University of Melbourne - Faculty of Business and Economics
and
Governors State University - College of Business and Public Administration
Date Posted: November 24, 2003
Accepted Paper Series
The Reserve Bank of Australia Intervention: Exchange Rate Volatility from FIGARCH Modelling
High Institut of Management BESTMOD Working Paper No. 03-02
Ahdi Noomen Ajmi
,
Ahmed Ghorbel
and
Abdelwahed Trabelsi
BESTMOD (Business & Economic Statistics Modelling) - Statistics Departement
,
Independent
and
Institut superieur de Gestion de Tunis
Date Posted: November 24, 2003
Working Paper Series
174 downloads
Why Investors Should not be Cautious about the Academic Approach to Testing for Stock Market Anomalies
Ángel Pardo Tornero and
Brian M. Lucey
University of Valencia - Department of Financial Economics
and
Trinity College, Dublin - School of Business
Date Posted: November 24, 2003
Working Paper Series
361 downloads
Do Individual Investors Cause Post-Earnings Announcement Drift? Direct Evidence from Personal Trades
David A. Hirshleifer ,
James N. Myers ,
Linda A. Myers and
Siew Hong Teoh
University of California, Irvine - Paul Merage School of Business
,
University of Arkansas
,
University of Arkansas
and
University of California - Paul Merage School of Business
Date Posted: November 23, 2003
Last Revised: April 17, 2008
Working Paper Series
1805 downloads
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