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484,272
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393,643
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226,678
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68,942
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Last 12 months:
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5,722,240
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JEL Code: G1
12,982,641 Total downloads
Showing Papers 7,841 - 7,890 of 36,690
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Determinants of Market Beta: The Impacts of Firm-Specific Accounting Figures and Market Conditions
Review of Quantitative Finance and Accounting, Forthcoming
Tobias Schlueter
and
Soenke Sievers
University of Cologne - Department of Banking & Finance
and
University of Cologne
Date Posted: April 27, 2011
Last Revised: February 10, 2013
Accepted Paper Series
296 downloads
Discussion of ‘Why Do EPS Forecast Error and Dispersion Not Vary with Scale? Implications for Analyst and Managerial Behavior’
Journal of Accounting Research, Forthcoming, Chicago Booth Accounting Research Center Research Paper
Ryan T. Ball
University of Michigan - Stephen M. Ross School of Business
Date Posted: April 27, 2011
Accepted Paper Series
992 downloads
Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan
HKIMR Working Paper No.11/2011
Martin T. Bohl ,
Badye Essid
and
Pierre L. Siklos
University of Muenster
,
HEC Montreal - Institute of Applied Economics
and
Wilfrid Laurier University - School of Business & Economics
Date Posted: April 27, 2011
Working Paper Series
52 downloads
Fractional Integration and Cointegration in US Financial Time Series Data
CESifo Working Paper Series No. 3416
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance
and
University of Navarra - Department of Economics
Date Posted: April 27, 2011
Working Paper Series
40 downloads
Return Reversals and the Compass Rose: Insights from High Frequency Options Data
European Journal of Finance, Forthcoming
Thanos Verousis
and
Owain Ap Gwilym
Bangor Business School
and
Bangor Business School
Date Posted: April 27, 2011
Accepted Paper Series
Testing Option Pricing Models: Complete and Incomplete Markets
Olesia Verchenko
Kyiv Economics Institute (KEI)
Date Posted: April 27, 2011
Last Revised: April 29, 2011
Working Paper Series
52 downloads
The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
CESifo Working Paper Series No. 3418
Marc Gronwald
,
Janina Ketterer
and
Stefan Trueck
CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
,
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
and
Macquarie University Sydney - Department of Economics
Date Posted: April 27, 2011
Working Paper Series
116 downloads
The Financial Preferences of Astana Youth
Gulmira Bimoldanova
,
Diana Kozhemzharova
and
Elena Rittinger
Kazakhstan Branch of Moscow State University
,
Kazakhstan Branch of Moscow State University
and
Kazakhstan Branch of Moscow State University
Date Posted: April 27, 2011
Working Paper Series
15 downloads
Prima de riesgo del mercado utilizada para España: encuesta 2011 (The Equity Premium in Spain: Survey 2011) (in Spanish)
Pablo Fernandez ,
Javier Aguirreamalloa
and
Luis Corres Avendaño
University of Navarra - IESE Business School
,
IESE Business School
and
IESE
Date Posted: April 26, 2011
Last Revised: April 18, 2013
Working Paper Series
1978 downloads
Calibration of the Heston Stochastic Local Volatility Model: A Finite Volume Scheme
Bernd Engelmann
,
Frank Koster
and
Daniel Oeltz
Quantsolutions
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 26, 2011
Last Revised: February 13, 2012
Working Paper Series
368 downloads
FOMC Communication Policy and the Accuracy of Fed Funds Futures
FRB of New York Staff Report No. 491
Menno H. Middeldorp
Federal Reserve Bank of New York
Date Posted: April 26, 2011
Working Paper Series
18 downloads
Information Asymmetry, Information Precision, and the Cost of Capital
Review of Finance, Forthcoming
Richard A. Lambert ,
Christian Leuz and
Robert E. Verrecchia
University of Pennsylvania - Accounting Department
,
University of Chicago - Booth School of Business
and
University of Pennsylvania - Accounting Department
Date Posted: April 26, 2011
Accepted Paper Series
Kirkanson, Inc. (A): Deal Structure and Cap Tables
John D. Martin and
J. William Petty
Baylor University - Department of Finance, Insurance & Real Estate
and
Baylor University - Department of Finance, Insurance & Real Estate
Date Posted: April 26, 2011
Working Paper Series
37 downloads
Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers
Pablo Fernandez ,
Javier Aguirreamalloa
and
Luis Corres Avendaño
University of Navarra - IESE Business School
,
IESE Business School
and
IESE
Date Posted: April 26, 2011
Working Paper Series
7806 downloads
The Truth About Moral Hazard and Adverse Selection
Mark V. Pauly
University of Pennsylvania - Health Care Systems Department
Date Posted: April 26, 2011
Working Paper Series
52 downloads
U.S. Takeovers in Foreign Markets: Do They Impact Emerging and Developed Markets Differently?
Journal of Corporate Finance, Forthcoming
Natasha Burns
and
Ivonne A. Liebenberg
University of Texas at San Antonio - Department of Finance
and
University of Mississippi - School of Business Administration
Date Posted: April 26, 2011
Accepted Paper Series
81 downloads
The Impact of Dark Trading and Visible Fragmentation on Market Quality
European Banking Center Discussion Paper No. 2011-016, CentER Discussion Paper Series No. 2011-069, TILEC Discussion Paper No. 2011-026
Hans Degryse ,
Frank de Jong and
Vincent van Kervel
KU Leuven - Faculty of Business and Economics (FBE)
,
Tilburg University - Department of Finance
and
VU University Amsterdam
Date Posted: April 25, 2011
Last Revised: January 07, 2013
Working Paper Series
185 downloads
A Comparison of Socially Responsible and Islamic Equity Investments
Federica Miglietta and
Gianfranco Forte
Università degli Studi di Bari “Aldo Moro” - Dipartimento di Studi Aziendali e Giusprivatistici
and
University of Milan, Bicocca - Department of Management and Business Administration
Date Posted: April 25, 2011
Last Revised: April 30, 2011
Working Paper Series
246 downloads
Agency Problems in Target-Date Funds
Netspar Discussion Paper No. 03/2011-035
Vallapuzha Sandhya
Georgia State University - J. Mack Robinson College of Business
Date Posted: April 25, 2011
Working Paper Series
33 downloads
An Introduction Lecture to Credit Derivatives
Stéphane Thomas-Simonpoli
Université Paris I Panthéon - Sorbonne, Centre d'Economie
Date Posted: April 25, 2011
Last Revised: February 10, 2013
Working Paper Series
219 downloads
Anticipation, Acquisitions and Bidder Returns: Industry Shocks and the Transfer of Information Across Rivals
The Review of Financial Studies, Forthcoming
Jie Cai
,
Moon H. Song and
Ralph A. Walkling
Drexel University
,
San Diego State University - Finance Department
and
Drexel University - Lebow College of Business
Date Posted: April 25, 2011
Last Revised: May 24, 2011
Accepted Paper Series
87 downloads
Central Bank Communication on Financial Stability
ECB Working Paper No. 1332
Benjamin Born
,
Michael Ehrmann and
Marcel Fratzscher
Bonn University
,
European Central Bank (ECB)
and
DIW Berlin
Date Posted: April 25, 2011
Working Paper Series
51 downloads
Is There a Cost to Transparency?
Philippe Jorion
and
Rajesh K. Aggarwal
University of California, Irvine - Paul Merage School of Business
and
University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: April 25, 2011
Working Paper Series
161 downloads
Optimizing the Performance of Sample Mean-Variance Efficient Portfolios
AFA 2013 San Diego Meetings Paper
Chris Kirby and
Barbara Ostdiek
UNC Charlotte - Belk College of Business
and
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: April 25, 2011
Last Revised: July 25, 2012
Working Paper Series
334 downloads
Robust Capital Regulation
FRB of New York Staff Report No. 490
Viral V. Acharya ,
Hamid Mehran ,
Til Schuermann and
Anjan V. Thakor
New York University - Leonard N. Stern School of Business
,
Federal Reserve Bank of New York
,
Oliver Wyman
and
Washington University, Saint Louis - John M. Olin School of Business
Date Posted: April 25, 2011
Last Revised: July 06, 2011
Working Paper Series
187 downloads
Securitization, Bank Lending and Credit Quality: The Case of Spain
ECB Working Paper No. 1329
Santiago Carbo-Valverde
,
David Marques-Ibanez
and
Francisco Rodríguez-Fernández
Bangor Business School
,
European Central Bank (ECB)
and
University of Granada - Department of Economic Theory and History
Date Posted: April 25, 2011
Working Paper Series
64 downloads
The Sharpe Ratio Efficient Frontier
Journal of Risk, Vol. 15, No. 2, Winter 2012/13
David H. Bailey
and
Marcos Lopez de Prado
Lawrence Berkeley National Laboratory
and
Hess Energy Trading Company
Date Posted: April 24, 2011
Last Revised: December 28, 2012
Accepted Paper Series
3774 downloads
IRC and CRM: Modelling Framework for the 'Basel 2.5' Risk Measures
Sascha Wilkens
,
Jean-Baptiste Brunac and
Vladimir Chorniy
Independent
,
BNP Paribas, London
and
BNP Paribas, London
Date Posted: April 24, 2011
Last Revised: April 09, 2013
Working Paper Series
1263 downloads
Anchoring Bias and Value Strategy
Li-Wen Chen
and
Hsin-Yi Yu
National Chung Cheng University
and
National University of Kaohsiung
Date Posted: April 24, 2011
Last Revised: May 29, 2012
Working Paper Series
134 downloads
Can Investors Benefit from Market Transparency? An Asset Allocation Perspective
Ingmar Nolte
,
Richard Payne and
Michalis Vasios
Warwick Business School - Finance Group - Financial Econometrics Research Centre
,
City University London - Sir John Cass Business School
and
University of Warwick
Date Posted: April 24, 2011
Last Revised: February 27, 2012
Working Paper Series
162 downloads
Information Content in Small and Large Trades
Economic Notes, Forthcoming
Malay K. Dey ,
Hal S. Stern
and
Zhang Hongmei
Cornell University
,
University of California, Irvine - Department of Statistics
and
affiliation not provided to SSRN
Date Posted: April 24, 2011
Accepted Paper Series
28 downloads
Liquidity as an Investment Style
Roger G. Ibbotson ,
Zhiwu Chen ,
Daniel Y.-J. Kim and
Wendy Yunchun Hu
Yale School of Management
,
Yale University - International Center for Finance
,
Zebra Capital Management, LLC
and
Zebra Capital Management, LLC
Date Posted: April 24, 2011
Last Revised: August 26, 2012
Working Paper Series
584 downloads
Mandatory IFRS Adoption and Financial Statement Comparability
Contemporary Accounting Research, Forthcoming, Harvard Business School Accounting & Management Unit Working Paper No. 11-109
Francois Brochet
,
Alan D. Jagolinzer
and
Edward J. Riedl
Harvard Business School
,
University of Colorado - Leeds School of Business
and
Boston University - School of Management
Date Posted: April 24, 2011
Last Revised: August 21, 2012
Working Paper Series
963 downloads
Shocks and Crashes
Martin Lettau and
Sydney C. Ludvigson
University of California - Haas School of Business
and
New York University - Department of Economics
Date Posted: April 24, 2011
Working Paper Series
45 downloads
Understanding the Fed Model, Capital Structure, and Then Some
Jan H. Timmer
affiliation not provided to SSRN
Date Posted: April 24, 2011
Last Revised: August 15, 2012
Working Paper Series
1117 downloads
An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
Dion Bongaerts
,
Frank de Jong and
Joost Driessen
Erasmus University Rotterdam (EUR) - Finance
,
Tilburg University - Department of Finance
and
Tilburg University - Department of Finance
Date Posted: April 23, 2011
Last Revised: March 14, 2012
Working Paper Series
401 downloads
Continuous Workout Mortgages
Cowles Foundation Discussion Paper No. 1794
Robert J. Shiller ,
Rafal M. Wojakowski ,
Muhammed Shahid Ebrahim
and
Mark B. Shackleton
Yale University - Cowles Foundation
,
University of Surrey
,
Bangor University - University of Wales System
and
Lancaster University - Department of Accounting and Finance
Date Posted: April 23, 2011
Working Paper Series
40 downloads
Developments in State Takeover Regulation: Mite and its Aftermath
The Business Lawyer, Vol. 40, No. 2, February 1985
Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: April 23, 2011
Last Revised: September 10, 2011
Working Paper Series
12 downloads
Household Portfolios and Risk Taking Over Age and Time
Netspar Discussion Paper No. 04/2011-037
Alessandro Bucciol
and
Raffaele Miniaci
University of Verona - Department of Economics
and
University of Brescia - Department of Economics
Date Posted: April 23, 2011
Working Paper Series
77 downloads
Limited and Varying Consumer Attention: Evidence from Shocks to the Salience of Bank Overdraft Fees
FRB of Philadelphia Working Paper No. 11-17
Victor Stango and
Jonathan Zinman
UC Davis Graduate School of Management
and
Dartmouth College
Date Posted: April 23, 2011
Last Revised: May 21, 2011
Working Paper Series
27 downloads
Risk Models with Jumps and Time-Varying Second Moments
Netspar Discussion Paper No. 03/2011-034
Rob van den Goorbergh
,
R. Molenaar ,
Onno W. Steenbeek
and
Peter Vlaar
APG Asset Management
,
Robeco Investments
,
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Algemene Pensioen Groep (APG)
Date Posted: April 23, 2011
Last Revised: June 14, 2011
Working Paper Series
91 downloads
Alexandre Lamfalussy and the Origins of the BIS Macro-Prudential Approach to Financial Stability
PSL Quarterly Review, Vol. 63, No. 254, pp. 263-290, 2010
Ivo Maes
National Bank of Belgium
Date Posted: April 22, 2011
Accepted Paper Series
39 downloads
Contributions on Monetary and Financial Issues: An Introduction
PSL Quarterly Review, Vol. 63, No. 253, pp. 97-100, 2010
Alessandro Roncaglia
University of Rome I
Date Posted: April 22, 2011
Accepted Paper Series
13 downloads
Empowering Supervisors with More Principles and Discretion to Implement Them Will Not Reduce the Dangers of the Prudential Approach to Financial Regulation
PSL Quarterly Review, Vol. 63, No. 255, pp. 361-376, 2010
Mario Tonveronachi
University of Siena
Date Posted: April 22, 2011
Accepted Paper Series
47 downloads
Financial Innovation and System Design
PSL Quarterly Review, Vol. 63, No. 253, pp. 129-142, 2010
Mario Tonveronachi
University of Siena
Date Posted: April 22, 2011
Last Revised: May 21, 2012
Accepted Paper Series
41 downloads
Fractional Integration and Cointegration in US Financial Time Series Data
DIW Berlin Discussion Paper No. 1116
Guglielmo Maria Caporale and
Luis A. Gil-Alana
London South Bank University
and
University of Navarra - Department of Economics
Date Posted: April 22, 2011
Working Paper Series
20 downloads
International Bond Risk Premia
Swiss Finance Institute Research Paper No. 11-16
Magnus Dahlquist and
Henrik Hasseltoft
Stockholm School of Economics
and
University of Zurich
Date Posted: April 22, 2011
Working Paper Series
230 downloads
Introduction
PSL Quarterly Review, Vol. 63, No. 252, pp. 3-4, 2010
Alessandro Roncaglia
University of Rome I
Date Posted: April 22, 2011
Accepted Paper Series
3 downloads
Introduzione
Moneta e Credito, Vol. 63, No. 250, pp. 95-98, 2010
Alessandro Roncaglia
University of Rome I
Date Posted: April 22, 2011
Accepted Paper Series
4 downloads
Introduzione
Moneta e Credito, Vol. 63, No. 252, pp. 281-283, 2010
Alessandro Roncaglia
University of Rome I
Date Posted: April 22, 2011
Accepted Paper Series
3 downloads
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