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238,981
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JEL Code: G1
12,976,723 Total downloads
Showing Papers 8,051 - 8,100 of 36,688
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Deriving the Free Cash Flow (FCF) for Firm Valuation - Why We Should Include the Change in Non-Operational Working Capital in the Net Working Capital Calculation When Deriving the FCF
Robert Richard Stockfis
affiliation not provided to SSRN
Date Posted: January 14, 2012Last Revised: January 20, 2012245 downloads
Deriving the Minimal Amount of Risk Capital for P/L Insurance Companies Utilizing ALM Journal of Risk, Forthcoming
Matthias Schmautz
and
Niklas Lampenius
affiliation not provided to SSRN
and
University of Hohenheim
Date Posted: February 20, 2012222 downloads
Deriving the Rent Versus Buy Decision in the Absence of Expected Home Price Appreciation or Risk Premia
Cristian Voicu
and
Michael Joseph Seiler
Date Posted: August 28, 201222 downloads
Derman and Taleb's 'The Illusions of Dynamic Replication': A Comment
Doriana Ruffino and
Jonathan Treussard
Date Posted: March 23, 2006633 downloads
Descriptive Analysis of Finnish Equity, Bond and Money Market Returns Bank of Finland Research Discussion Paper No. 14/2011
Peter M. Nyberg and
Mika Vaihekoski
Date Posted: June 09, 201135 downloads
Descriptive Analysis of Finnish Equity, Bond, and Money Markets
Peter M. Nyberg and
Mika Vaihekoski
Date Posted: September 06, 2005Last Revised: April 02, 2011530 downloads
Desempeño De Estilos De Inversion En Los Mercados Accionarios Europeos En Los Periodos Previo, Durante Y Post Crisis Subprime (Investment Styles Performance in European Stock Markets Before, During, and after Subprime Financial Crisis) Revista International Administración & Finanzas, Vol. 5, No. 3, pp. 1-18,
Eduardo Sandoval
and
Claudia Reyes
affiliation not provided to SSRN
Date Posted: January 05, 201231 downloads
DESEMPEÑO DE LOS MERCADOS ACCIONARIOS DESARROLLADOS DURANTE LA CRISIS GRIEGA (Developed Stock Markets Performance During the Greek Crisis) Revista International Administración & Finanzas, v. 6 (3) p. 1-13,
Eduardo Sandoval
Date Posted: January 28, 20137 downloads
Desgning Robust Stock Option Plans 21st Australasian Finance and Banking Conference 2008 Paper
Olaf Korn ,
Clemens Paschke and
Marliese Uhrig-Homburg
affiliation not provided to SSRN
and
Karlsruhe Institute of Technology (KIT)
Date Posted: August 25, 200865 downloads
Design and Estimation of Multi-Currency Quadratic Models
Markus Leippold and
Liuren Wu
Date Posted: January 15, 2004547 downloads
Design and Estimation of Quadratic Term Structure Models ISB Working Paper No. 2002-3
Markus Leippold and
Liuren Wu
Date Posted: July 20, 2002502 downloads
Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands The Journal of Trading, Fall 2011, Vol. 6, No. 4, pp. 45-52
Vladimir Markov
,
Slava Mazur
and
David Saltz
Date Posted: December 13, 201267 downloads
Designated Sponsors and Bid-Ask Spreads on Xetra
Jördis Hengelbrock
Date Posted: December 06, 2007Last Revised: December 17, 2008103 downloads
Designing a Trading Center in a High-Tech Environment
Laura Cardella
,
Jia Hao
and
Ivalina Kalcheva
Date Posted: July 28, 2010Last Revised: January 11, 2013324 downloads
Designing a US Market for CO2
John E. Parsons ,
A. Denny Ellerman and
Stephan M. Feilhauer
affiliation not provided to SSRN
Date Posted: January 30, 2009
Designing an Option Plan that Rewards Relative Performance: Indexed Options Revisited Harvard Business School Working Paper No. 02-022, HBS Finance Working Paper No. 02-022
Lisa K. Meulbroek
Date Posted: October 16, 2001556 downloads
Designing Effective Auctions for Treasury Securities Current Issues in Economics and Finance, Vol. 3, No. 9, July 1997
Leonardo Bartolini and
Carlo Cottarelli
Date Posted: July 11, 2007140 downloads
Designing the Financial Tools to Promote Universal Access to AIDS Care Euromed Marseille Working Paper No. 07-2009
Patrick L. Leoni
and
Stephane Luchini
Date Posted: December 17, 200921 downloads
Destabilizing Properties of a VaR or Probability-of-Ruin Constraint when Variances May Be Infinite
Larry Eisenberg
Date Posted: November 01, 2007Last Revised: July 10, 2009251 downloads
Destructive Coordination Cornell Law Review, Vol. 96, No. 2, p. 323, 2011, Cornell Legal Studies Research Paper No. 010-012
Charles K. Whitehead
Date Posted: August 09, 2010Last Revised: October 13, 2011237 downloads
Detailed Management Earnings Forecasts: Do Analysts Listen? Review of Accounting Studies, Forthcoming
Kenneth J. Merkley ,
Linda Smith Bamber and
Theodore E. Christensen
Date Posted: October 13, 2011Last Revised: March 03, 2012201 downloads
Detecting A Stock Market Anomaly With A Classifier System
Hakan Aksoy
and
Ismail Saglam
Date Posted: March 21, 2002304 downloads
Detecting and Forecasting High Frequency Price Jumps in the Stock Market
Thibaut Moyaert
Date Posted: March 01, 2013Last Revised: April 29, 201366 downloads
Detecting and Interpreting Financial Stress in the Euro Area ECB Working Paper No. 1214
Marianna Grimaldi
Date Posted: June 29, 201063 downloads
Detecting Atypical Observations in Financial Data: The Forward Search for Elliptical Copulas Advances in Data Analysis and Classification (2010) 4, 287-299
Tiziano Bellini
Date Posted: February 05, 201314 downloads
Detecting Bubbles in the Hong Kong Residential Property Market: An Explosive-Pattern Approach Hong Kong Institute for Monetary Research Working Paper No. 1/2012
Matthew S. Yiu and
Lu Jin
Date Posted: January 21, 201255 downloads
Detecting Crowded Trades in Currency Funds
Momtchil T. Pojarliev and
Richard M. Levich
Date Posted: December 14, 2009Last Revised: August 29, 2010416 downloads
Detecting Informed Trading Activities in the Options Markets Swiss Finance Institute Research Paper No. 11-42
Marc Chesney ,
Remo Crameri
and
Loriano Mancini
Date Posted: January 13, 2010Last Revised: July 04, 2012637 downloads
Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis Swiss Finance Institute Research Paper No. 11-38
Marc Chesney ,
Remo Crameri
and
Loriano Mancini
Date Posted: September 22, 2011Last Revised: July 04, 2012133 downloads
Detecting Jumps from Levy Jump Diffusion Processes Journal of Financial Economics (JFE), Forthcoming
Suzanne S. Lee
and
Jan Hannig
Date Posted: March 19, 2009219 downloads
Detecting Liquidity Traders Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Avner Kalay and
Avi Wohl
Date Posted: March 02, 2002Last Revised: December 14, 2008536 downloads
Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics
Brad M. Barber and
John D. Lyon
Date Posted: May 09, 1998
Detecting Management Behaviour by Analyzing Mutual Fund Returns: A Case Study
Laurens A. P. Swinkels
Date Posted: June 27, 2006281 downloads
Detecting Multiple Breaks in Financial Market Volatility Dynamics
Elena Andreou and
Eric Ghysels
Date Posted: June 12, 2002286 downloads
Detecting News in Aggregate Accounting Earnings: Implications for Stock Market Valuation Review of Accounting Studies, Forthcoming
Panos N. Patatoukas
Date Posted: March 13, 2013
Detecting Regime Shifts in Credit Spreads Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Olfa Maalaoui Chun ,
Georges Dionne and
Pascal Francois
Date Posted: June 16, 2008Last Revised: March 11, 2013297 downloads
Detecting Speculative Bubbles in an IT-intensive Stock Market
Juha-Pekka Junttila
Date Posted: May 21, 2001
Detecting Structural Breaks and Identifying Risk Factors in Hedge Fund Returns: A Bayesian Approach Journal of Banking and Finance, forthcoming
Loukia Meligkotsidou
and
Ioannis D. Vrontos
Date Posted: February 27, 2007Last Revised: June 01, 2008
Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Bertrand Tavin
Date Posted: June 09, 2012Last Revised: November 07, 201222 downloads
Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
Bertrand Tavin
Date Posted: July 26, 2012Last Revised: November 07, 201275 downloads
Detection of Crashes and Rebounds in Major Equity Markets RC working paper No. 11-001
Wanfeng Yan
,
Reda Rebib
,
Ryan Woodard
and
Didier Sornette
Date Posted: December 19, 201234 downloads
Determinant Factors of Hong Kong Stock Market
Alexandros Garefalakis ,
Dimitris Koemtzopoulos
and
Konstantinos Spinthiropoulos
Date Posted: February 16, 2011Last Revised: March 14, 2011185 downloads
Determinant Factors of Hong Kong Stock Market International Journal of Finance and Economics, Forthcoming
Alexandros Garefalakis ,
Konstantinos Georgios Spinthiropoulos
and
Dimitris Koemtzopoulos
Date Posted: January 15, 201332 downloads
Determinant of Asymmetric Return Distribution: Multidirectional Approach
Guenenna Messaoud Inès
Date Posted: February 20, 2004
Determinant of Financial Instruments Disclosure Quality Among Listed Firms in Malaysia
Mohamat Sabri Hassan
,
Norman Mohd-Saleh and
Mara Ridhuan Che Abdul Rahman
affiliation not provided to SSRN
Date Posted: July 10, 2008651 downloads
Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets HKIMR Working Paper No.24/2012
Ka-Fai Li
,
C. H. Hui and
T. K. Chung
Date Posted: November 03, 201243 downloads
Determinants and Impact of Sovereign Credit Ratings Economic Policy Review, Vol. 2, No. 2, October 1996
Richard Cantor and
Frank Packer
Date Posted: November 11, 20073627 downloads
Determinants and Implications of Arbitrage Holdings in Acquisitions Tuck Contemporary Corporate Finance Issues III Conference Paper; Dice Center Working Paper No. 2003-14
Jim Hsieh and
Ralph A. Walkling
Date Posted: August 03, 2004443 downloads
Determinants and Implications of Fee Changes in the Hedge Fund Industry AFA 2013 San Diego Meetings Paper
Vikas Agarwal and
Sugata Ray
Date Posted: March 19, 2012Last Revised: November 11, 2012103 downloads
Determinants and Market Impact of Seasoned Equity Offerings: The Case of A-REITs 22nd Australasian Finance and Banking Conference 2009
Bwembya Chikolwa
and
Jinu Kim
Date Posted: August 24, 2009Last Revised: April 14, 2010137 downloads
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