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13,108,163 Total downloads
Showing Papers 7,841 - 7,890 of 36,949
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Decomposing Short-Term Return Reversal
FRB of New York Staff Report No. 513
Zhi Da
,
Qianqiu Liu
and
Ernst Schaumburg
University of Notre Dame - Mendoza College of Business
,
University of Hawaii at Manoa - Shidler College of Business
and
Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: September 13, 2011
Working Paper Series
205 downloads
Decomposing Swap Spreads
EFA 2006 Zurich Meetings
Peter Feldhütter
and
David Lando
London Business School
and
Copenhagen Business School - Department of Finance
Date Posted: March 22, 2005
Working Paper Series
1118 downloads
Decomposing the Effect of Consumer Sentiment News - Evidence from US Stock and Stock Index Futures Markets
Shumi M. Akhtar II
,
Robert W. Faff ,
Barry R. Oliver and
Avanidhar Subrahmanyam
Australian National University (ANU)
,
University of Queensland
,
Australian National University (ANU)
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: February 07, 2011
Last Revised: February 10, 2011
Working Paper Series
120 downloads
Decomposing the Price-Earnings Ratio
Keith P. Anderson
and
Chris Brooks
The York Management School
and
University of Reading - ICMA Centre
Date Posted: June 09, 2005
Working Paper Series
1232 downloads
Decomposing the Probability of Informed Trading Measure
Wang Chun Wei
,
Alex Frino and
Dionigi Gerace
University of Sydney - Discipline of Finance
,
University of Sydney - Discipline of Finance
and
University of Sydney
Date Posted: August 28, 2012
Last Revised: October 04, 2012
Working Paper Series
142 downloads
Decomposing the Returns on European Corporate Debt
ECB Working Paper No. 805
Antje Berndt and
Iulian Obreja
Carnegie Mellon University - Tepper School of Business
and
University of Colorado at Boulder - Department of Finance
Date Posted: March 25, 2008
Last Revised: April 07, 2008
Working Paper Series
108 downloads
Decomposing the Value of a Pharmaceutical Firm
International Journal of Pharmaceutical Medicine, Vol. 20, No. 2, pp. 87-97, 2006
Danny Cassimon
,
Peter-Jan Engelen
and
Vilimir Yordanov
University of Antwerp - Institute for Development Policy and Management
,
University of Utrecht - Utrecht University School of Economics
and
Independent
Date Posted: December 12, 2012
Last Revised: March 05, 2013
Accepted Paper Series
32 downloads
Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value
Proceedings of the XXIV Annual AMASES Conference, Padenghe sul Garda, Italy, pp. 163-170, September 6-9, 2000
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: February 25, 2008
Last Revised: July 14, 2009
Accepted Paper Series
147 downloads
Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value
Bulletin of Economic Research, Vol. 55, No. 2, pp.149-176, 2003
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: August 01, 2009
Accepted Paper Series
150 downloads
Decomposition of Momentum Return: Which Component Contributes Most?
Sirajum Munira
,
Yaz Gulnur Muradoglu and
Soosung Hwang
City University - Sir John Cass Business School - Faculty of Finance
,
Queen Mary University of London
and
Sungkyunkwan University - Department of Economics
Date Posted: May 08, 2008
Working Paper Series
242 downloads
Decomposition of the Realized Rate of Return on Investment in Fixed-Income Securities
Rumiana Gorska
Warsaw School of Economics (SGH)
Date Posted: May 07, 2007
Working Paper Series
173 downloads
Deconstructing Equity: Public Ownership, Agency Costs, and Complete Capital Markets
Columbia Law Review, Vol. 108, p. 231, 2008, ECGI - Law Working Paper No. 86/2007, Stanford Law and Economics Olin Working Paper No. 346, Columbia Law and Economics Working Paper No. 302, Boston Univ. School of Law Working Paper No. 07-25, Rock Center for Corporate Governance at Stanford University Working Paper No. 8
Ronald J. Gilson and
Charles K. Whitehead
Stanford Law School
and
Cornell Law School
Date Posted: June 06, 2007
Last Revised: September 29, 2009
Accepted Paper Series
1423 downloads
Decoupled American Option Pricing Method: Computation of Implied Volatilities and Further Applications
Yuriy Shkolnikov
NumeriX - Quantitative Research
Date Posted: April 02, 2009
Last Revised: July 13, 2009
Working Paper Series
333 downloads
Decoupling Markets and Individuals: Rational Expectations Equilibrium Outcomes from Information Dissemination Among Boundedly-Rational Traders
University of Alberta School of Business Research Paper No. 2013-1014, Cowles Foundation Discussion Paper No. 1868
Karim Jamal ,
Michael S. Maier and
Shyam Sunder
University of Alberta - Department of Accounting, Operations & Information Systems
,
University of Alberta - Department of Accounting, Operations and Information Systems
and
Yale University - School of Management
Date Posted: August 01, 2012
Last Revised: June 12, 2013
Working Paper Series
49 downloads
Decreasing Negative the Delivery Risk Influence on the Recepient's Firm Value: Portfolio Approach
Grzegorz Michalski
Wroclaw University of Economics
Date Posted: November 11, 2008
Working Paper Series
148 downloads
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate
European Finance Review, Vol. 4, No. 1, 2001
Frank Riedel
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: May 03, 2001
Accepted Paper Series
Dedicated Short Bias Hedge Funds
Diversification and Alpha during Financial Crises
Ciara Connolly
and
Mark C. Hutchinson
University College Cork
and
University College Cork
Date Posted: May 22, 2010
Last Revised: August 18, 2011
Working Paper Series
212 downloads
Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Gurdip Bakshi ,
Dilip B. Madan and
George Panayotov
University of Maryland - Robert H. Smith School of Business
,
University of Maryland - Robert H. Smith School of Business
and
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: January 07, 2009
Working Paper Series
171 downloads
Deep Value Investing and Unexplained Returns
Midwest Finance Association 2012 Annual Meetings Paper
Jeffrey Oxman
,
Sunil Mohanty and
Tobias Eric Carlisle
University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis
,
University of St. Thomas (Minnesota) - Opus College of Business
and
Eyquem Investment Management LLC
Date Posted: October 02, 2011
Last Revised: January 05, 2012
Working Paper Series
294 downloads
Deep-Value Investing, Fundamental Risks, and the Margin of Safety
Journal of Investing, Vol. 17, No. 3, pp. 35-46, Fall 2008
Kenton K. Yee
Mellon Capital Management
Date Posted: September 11, 2008
Accepted Paper Series
Deepening Association of Southeast Asian Nations’ Financial Markets
ADBI Working Paper 414
Choong Lyol Lee
and
Shinji Takagi
Korea University Sejong - College of Business and Economics
and
Osaka University - Graduate School of Economics
Date Posted: April 04, 2013
Working Paper Series
21 downloads
Deepening European Financial Integration: Theoretical Considerations and Empirical Evaluation of Growth and Employment Benefits
Rainer Beckmann
,
Markus Neimke
and
Carsten Eppendorfer
Deutsche Bundesbank
,
Ruhr Universität Bochum
and
Ruhr Universität Bochum
Date Posted: October 27, 2010
Working Paper Series
20 downloads
Default and Idiosyncratic Risk Anomalies Revisited
Björn Bick
,
Christian W. Hirsch
,
Holger Kraft
and
Yildiray Yildirim
Goethe University Frankfurt
,
University of Frankfurt
,
Goethe University Frankfurt
and
Syracuse University - Whitman School of Management
Date Posted: November 15, 2011
Working Paper Series
169 downloads
Default and Information
Kay Giesecke
Stanford University - Management Science & Engineering
Date Posted: June 11, 2003
Working Paper Series
694 downloads
Default and Systemic Risk in Equilibrium
Agostino Capponi and
Martin Larsson
Purdue University - School of Industrial Engineering
and
Cornell University - School of Operations Research and Industrial Engineering
Date Posted: August 04, 2011
Working Paper Series
70 downloads
Default and the Maturity Structure in Sovereign Bonds
Cristina Arellano
and
Ananth Ramanarayanan
University of Minnesota - Twin Cities - Department of Economics
and
Federal Reserve Banks - Federal Reserve Bank of Dallas
Date Posted: September 03, 2008
Working Paper Series
Default Characteristics of Corporate Bonds
Ilya I. Gikhman
Independent
Date Posted: July 23, 2008
Working Paper Series
121 downloads
Default Clustering and Credit Risks in Commercial Mortgage-Backed Securities
Gang-Zhi Fan
,
Tien Foo Sing and
Seow Eng Ong
Konkuk University - Department of Real Estate
,
National University of Singapore (NUS) - Department of Real Estate
and
National University of Singapore (NUS) - Department of Real Estate
Date Posted: May 24, 2011
Working Paper Series
71 downloads
Default Clustering Risks in Commercial Mortgage Backed Securities
Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
Gang-Zhi Fan
,
Tien Foo Sing and
Seow Eng Ong
Konkuk University - Department of Real Estate
,
National University of Singapore (NUS) - Department of Real Estate
and
National University of Singapore (NUS) - Department of Real Estate
Date Posted: June 29, 2012
Accepted Paper Series
Default Contagion in Large Homogeneous Portfolios
THE CREDIT DERIVATIVES HANDBOOK: GLOBAL PERSPECTIVES, INNOVATIONS AND MARKET DRIVERS, Gregoriou, Greg N., Ali, Paul, eds., Chapter 14, McGraw-Hill, 2007
Alexander Herbertsson
University of Gothenburg - Department of Economics/Centre for Finance
Date Posted: June 26, 2007
Accepted Paper Series
Default Correlation and Optimal Portfolio with Corporate Bonds
Sheen Liu
Washington State University - Vancouver
Date Posted: March 17, 2008
Working Paper Series
98 downloads
Default Correlation and Optimal Portfolio with Corporate Bonds
Sheen Liu
Washington State University - Vancouver
Date Posted: May 21, 2009
Working Paper Series
130 downloads
Default Correlation, Cluster Dynamics and Single Names: The GPCL Dynamical Loss Model
Damiano Brigo ,
Andrea Pallavicini
and
Roberto Torresetti
Department of Mathematics, Imperial College, London
,
Banca IMI
and
Quaestio Capital Management
Date Posted: January 14, 2007
Working Paper Series
230 downloads
Default Dependence: The Equity Default Relationship
EFA 2008 Athens Meetings Paper
Stuart M. Turnbull and
Jun Yang
University of Houston - C.T. Bauer College of Business
and
Bank of Canada
Date Posted: January 31, 2008
Working Paper Series
380 downloads
Default Enrolment and Optimal Allocation in Retirement Portfolios
Fotini Thomaidou
UADPhiEcon, University of Athens - School of Law, Economics & Political Science
Date Posted: October 31, 2012
Working Paper Series
20 downloads
Default Estimation for Low-Default Portfolios
Nicholas M. Kiefer
Cornell University - Department of Economics
Date Posted: November 19, 2006
Working Paper Series
143 downloads
Default Funds in UK Defined Contribution Pension Plans
Financial Analysts Journal, July/August 2007
Alistair Byrne
,
Kevin Dowd
,
David P. Blake and
Andrew J. G. Cairns
University of Edinburgh - Business School
,
Nottingham University Business School (NUBS)
,
City University London - Cass Business School - The Pensions Institute
and
Heriot-Watt University - Department of Actuarial Science & Statistics
Date Posted: September 10, 2007
Accepted Paper Series
363 downloads
Default Implied Volatility for Credit Spread
C.K. Zheng
Morgan Stanley
Date Posted: May 24, 1999
Working Paper Series
1526 downloads
Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration
Rama Cont ,
Romain Deguest
and
Yu Hang (Gabriel) Kan
Imperial College London
,
EDHEC Business School
and
Barclays Capital
Date Posted: August 13, 2009
Last Revised: November 14, 2012
Working Paper Series
676 downloads
Default Investment Options in Defined Contribution Plans: A Quantitative Comparison
Pensions: an International Journal, Vol. 13, No. 4, pp. 221-226, October 2008
Gaobo Pang
and
Mark J. Warshawsky
Towers Watson
and
Towers Watson
Date Posted: April 14, 2008
Last Revised: September 29, 2009
Accepted Paper Series
176 downloads
Default Probabilities and Default Correlations
Ulrich Erlenmaier and
Hans Gersbach
University of Heidelberg - Alfred Weber Institute for Economics
and
Swiss Federal Institute of Technology Zurich, (CER-ETH)
Date Posted: February 01, 2001
Working Paper Series
1458 downloads
Default Probability and CEO Turnover for Non-Distressed Firms
Andy Kim
Nanyang Technological University (NTU) - Nanyang Business School
Date Posted: August 22, 2011
Working Paper Series
57 downloads
Default Probability Estimation in Small Samples - With an Application to Sovereign Bonds
Discussion Papers in Statistics and Econometrics, University of Cologne, No. 05/2011
Walter Orth
University of Cologne - Department of Statistics and Econometrics
Date Posted: September 28, 2011
Last Revised: February 09, 2012
Working Paper Series
87 downloads
Default Prone Bond Prices, Valuable Growth Options and the Option to Re-Organize
Osman Colak
and
Padmaja Kadiyala
Commerzbank AG
and
Pace University - Lubin School of Business
Date Posted: June 16, 2010
Working Paper Series
31 downloads
Default Risk and Collateral in the Absence of Commitment
David C. Mills Jr. and
Robert R. Reed III
Federal Reserve Board - Payment System Studies
and
University of Kentucky - Gatton College of Business and Economics
Date Posted: June 21, 2008
Last Revised: July 06, 2008
Working Paper Series
53 downloads
Default Risk and Diversification: Theory and Empirical Implications
EFA 2001 Barcelona Meetings
Robert A. Jarrow ,
David Lando and
Fan Yu
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
Copenhagen Business School - Department of Finance
and
Claremont McKenna College - Robert Day School of Economics and Finance
Date Posted: January 01, 2001
Working Paper Series
1401 downloads
Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System
Christoph M. Breig and
Ralf Elsas
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
and
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: March 06, 2008
Last Revised: July 23, 2009
Working Paper Series
167 downloads
Default Risk and Real Estate Prices: The Use of Index- Based Futures and Options in Real Estate
J. OF HOUSING RESEARCH, Vol. 7 No. 2, 1996
Karl E. Case and
Robert J. Shiller
Wellesley College
and
Yale University - Cowles Foundation
Date Posted: December 06, 1996
Accepted Paper Series
Default Risk as a Factor affecting the Earnings Response Coefficient
QUT School of Accountancy Working Paper
Roger J. Willett ,
Yeo Hwan Kim and
Jee In Jang
University of Tasmania
,
Queensland University of Technology - School of Accountancy
and
Chung-Ang University
Date Posted: February 15, 2002
Working Paper Series
768 downloads
Default Risk Cannot Explain the Muni Puzzle: Evidence from Municipal Bonds that are Secured by U.S. Treasury Obligations
Review of Financial Studies Volume 11, Issue 2
John Chalmers
University of Oregon
Date Posted: April 07, 1998
Accepted Paper Series
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