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JEL Code: G13
1,850,600 Total downloads
Showing Papers 781 - 830 of 4,933
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The First Passage Time Problem in Contingent Valuation
Jihe Song
affiliation not provided to SSRN
Date Posted: June 21, 2000
The Finite Sample Properties of the GARCH Option Pricing Model Journal of Future Markets, Forthcoming
George Dotsis
and
Raphael N. Markellos
Date Posted: October 04, 2006
The Fine Structure of Variance: Consistent Pricing of VIX Derivatives Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Nicole Branger
and
Clemens Völkert
affiliation not provided to SSRN
Date Posted: March 25, 2012Last Revised: February 21, 2013195 downloads
The Financialization of Commodity Futures Markets or: How I Learned to Stop Worrying and Love the Index Funds
Scott H. Irwin and
Dwight R. Sanders
Date Posted: October 30, 2010284 downloads
The Financial Industry's Challenge of Developing Commodity Derivatives Office for Futures and Options Research (OFOR), Working Paper No. 99-01
Joost M. E. Pennings
and
Matthew T.G. Meulenberg
Date Posted: September 24, 1999606 downloads
The Financial Crisis and the Behavior of Stock Prices
Mo Chaudhury
Date Posted: April 06, 2011Last Revised: July 31, 2011295 downloads
The Fed’s Policy Decisions and Implied Volatility Journal of Futures Markets, Vol. 31, No. 10, pp. 995-1010, 2011
Sami Vähämaa
and
Janne Jaakko Äijö
Date Posted: March 25, 2010Last Revised: November 29, 2011166 downloads
The Fear and Exuberance from Implied Volatility of S&P 100 Index Options AFA 2001 New Orleans Meetings
Cheekiat Low
Date Posted: July 26, 2000689 downloads
The Favorite/Long-Shot Bias in S&P 500 and Ftse 100 Index Futures Options: The Return to Bets and the Cost of Insurance EFA 2003 Annual Conference Paper No. 135, Sauder School of Business Working Paper
Stewart D. Hodges ,
Robert Tompkins and
William T. Ziemba
Date Posted: July 23, 2003761 downloads
The Fast Multipole Method - Application to PIDE in Option Pricing
Takayuki Sakuma
Date Posted: June 28, 2011Last Revised: August 24, 2011
The Fair Value of Pension Liabilities: The Case of Embedded Option in Scenario Analysis Investment Innovations and Financial Management, Vol. 7, pp. 36-45, 2010
Rosa Cocozza
,
Angela Gallo
and
Giuseppe Xella
Date Posted: January 09, 2011
The Fair Value of Guaranteed Annuity Options Cass Business School Research Paper
Enrico Biffis
and
Pietro Millossovich
Date Posted: January 12, 2005513 downloads
The Factor Structure in Equity Option Prices Rotman School of Management Working Paper No. 2224270
Peter Christoffersen ,
Mathieu Fournier
and
Kris Jacobs
Date Posted: February 25, 201399 downloads
The Extent of Informational Efficiency in the Credit Default Swap Market: Evidence from Post-Earnings Announcement Returns
Nicole Thorne Jenkins ,
Michael D. Kimbrough and
wang juan
affiliation not provided to SSRN
Date Posted: March 15, 2011Last Revised: July 14, 2011156 downloads
The Expiration Effects of Stock Index Derivatives: Empirical Evidence from the Taiwan Futures Exchange Emerging Markets Finance and Trade, Forthcoming
Wei-Ning Chen
and
Dar-Hsin Chen
Date Posted: December 08, 2005319 downloads
The Existence and Impact of Destabilizing Positive Feedback Traders: Evidence from the S&P 500 Index Futures Market
Laura E. Kodres
Date Posted: September 15, 1999
The European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decisions on Second NAPs EFA 2009 Bergen Meetings Paper, ZEW - Centre for European Economic Research Discussion Paper No. 09-045
Waldemar Rotfuss
,
Christian Conrad
and
Daniel Rittler
Date Posted: February 12, 2009Last Revised: September 21, 200947 downloads
The Estimation of Market Risk in Portfolios of Stocks and Stock Options Schmalenbach Business Review, Special Issue, Vol. 54, No. 1-02, pp. 171-189, 2002
Hermann Locarek-Junge
,
Ralf Prinzler
and
Mario Strassberger
Date Posted: July 06, 2006166 downloads
The Equity-Smile and Credit-Spread Puzzles: Are They One and the Same?
Gordon Gemmill and
Yiran Yang
Date Posted: March 12, 2010102 downloads
The Equity Volatility Smile and Default Risk
Bernd Walter
Date Posted: July 20, 2007429 downloads
The Equity Premium and The Volatility Spread : The Role of Risk-Neutral Skewness EFA 2009 Bergen Meetings Paper
Bruno Feunou
,
Jean-Sebastien Fontaine
and
Romeo Tedongap
Date Posted: November 17, 2008Last Revised: January 04, 2012287 downloads
The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing Applied Mathematical Finance - Forthcoming, EFA 2008 Athens Meetings Paper, Swiss Finance Institute Research Paper No. 08-02
Marc Chesney and
Luca Taschini
Date Posted: February 04, 2008Last Revised: April 02, 20121927 downloads
The Employee Stock Option: An Installment Option
Cecil Duncan MacRae
Date Posted: November 04, 200879 downloads
The Empirical Performance of Option-Based Densities of Foreign Exchange FRB of Cleveland Working Paper No. 03-13
Ben R. Craig and
Joachim Keller
Date Posted: October 31, 200748 downloads
The Emerging Group Management and Control System in China: The Challenges of Enterprises’ Innovation Practice
Jing Long
and
Yanxi Li
affiliation not provided to SSRN
Date Posted: December 11, 201130 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
Date Posted: February 27, 2012
The Efficiency of Emerging Stock Markets: Evidence from Asia and Africa
Abdelmoneim Youssef
Date Posted: May 27, 2012
The Efficacy of Conditional Cost of Carry Models in Pricing Oil Futures Review of Futures Markets, Vol. 18, No. 3, 2009-2010
Eric Girard
,
Amit K. Sinha
and
Rita Biswas
Date Posted: December 17, 2009106 downloads
The Effects Review of Earning Per Share and Dividend Per Share on the Manufacturing Companies Stock Price Changes in Compare with Accepted Non-Manufacturing Companies in the Tehran Stock Exchange
Mahmoud Mudi Nazemi
affiliation not provided to SSRN
Date Posted: October 08, 2012
The Effects of Securitization on Consumer Mortgage Costs Real Estate Economics
Steven K. Todd
Date Posted: June 30, 2000
The Effects of Securitization on Consumer Mortgage Costs
Steven K. Todd
Date Posted: June 01, 2000940 downloads
The Effects of Price Limits on Trading Volume: A Study of the Cotton Futures Market Current Issues in Economics and Finance Vol. 3, No. 2, January 1997
Joan Evans
and
James M. Mahoney
Date Posted: July 12, 2007103 downloads
The Effects of Option Expiration on NSE Volume and Prices
Akash Gupta
,
Samik Metia
and
Prashant Trivedi
Date Posted: November 17, 2004573 downloads
The Effects of National Allocation Plans on Carbon Markets
Maria Mansanet Bataller
and
Ángel Pardo Tornero
Date Posted: October 18, 2007Last Revised: September 14, 2009210 downloads
The Effects of Maturity Choices on Loan Guarantee Portfolios
Issouf Soumaré
,
Van Son Lai and
M. Michel Gendron
Date Posted: November 30, 2004163 downloads
The Effects of Congressional Elections on Future Equity Market Returns Global Journal of Business Research, Vol. 2, No. 1, pp.1-15, 2008
Vincent Louis Ovlia
,
David Enke
and
Michael C. Davis
Date Posted: February 18, 201039 downloads
The Effectiveness of Changes in Settlement Procedures
Emily Lin
and
Carl R. Chen
Date Posted: February 13, 20135 downloads
The Effect of Using a Lattice Model to Estimate Reported Option Values AAA 2009 Financial Accounting and Reporting Section (FARS) Paper, McCombs Research Paper Series No. ACC-02-09
Brian Bratten
,
Ross Jennings and
Casey Schwab
Date Posted: June 04, 2008Last Revised: February 24, 2013293 downloads
The Effect of Uncertainty on Investment, Hiring, and R&D: Causal Evidence from Equity Options
Luke C.D. Stein and
Elizabeth Stone
Date Posted: July 26, 2010Last Revised: December 08, 2012102 downloads
The Effect of Structural Breaks and Long Memory on Currency Hedging Journal of Futures Markets, Forthcoming
Donald D. Lien and
Li Yang
Date Posted: January 18, 201084 downloads
The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees
Christian Hilpert
,
Jing Li and
Alexander Szimayer
Date Posted: October 12, 2011Last Revised: January 18, 201247 downloads
The Effect of Policyholders’ Rationality on Unit-Linked Life Insurance Contracts with Surrender Guarantees
Jing Li and
Alexander Szimayer
Date Posted: December 17, 2010107 downloads
The Effect of Oil and Gas Producers' FRR No. 48 Disclosures on Investors' Risk Assessments
Daniel B. Thornton
Date Posted: June 05, 2002293 downloads
The Effect of Mis-Estimating Correlation on Value-at-Risk Journal of Alternative Investments, Vol. 7, No. 4, pp. 66-82, 2005
Vasiliki D. Skintzi
,
George S. Skiadopoulos and
Apostolos N. Refenes
Date Posted: May 02, 2005
The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns CEPR Discussion Paper No. 5726
Harjoat Singh Bhamra and
Raman Uppal
Date Posted: August 16, 200614 downloads
The Effect of Exercise Date Uncertainty on Employee Stock Option Value Journal of Business Finance & Accounting, Vol. 30, pp. 669-698, June 2003
Brian A. Maris ,
Jo-Mae Maris
and
Tyler T. Yang
Date Posted: October 31, 200318 downloads
The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium Review of Financial Studies, Vol. 12, No. 1, 1998
H. Henry Cao
Date Posted: September 08, 1998
The Effect of Credit Risks on Asian Options Pricing
Chueh-Yung Tsao
and
Chao-Ching Liu
affiliation not provided to SSRN
Date Posted: March 11, 2008109 downloads
The Effect of Credit Risk on Stock Returns Journal of Economic Research, Vol. 14, No. 2, pp. 49-67, 2009
ChoongOh Kang
and
Hyoung Goo Kang
Date Posted: June 16, 2009Last Revised: April 18, 2013307 downloads
The Effect of Credit Ratings on Credit Default Swap Spreads and Credit Spreads Journal of Fixed Income, December 2005
Kenneth N. Daniels and
Malene Shin Jensen
Date Posted: December 13, 2005Last Revised: November 13, 2007612 downloads
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