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Authors: 226,776
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SSRN eLibrary Search Results
JEL Code: G10
1,449,603 Total downloads
Showing Papers 81 - 130 of 4,444
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Incl. Electronic Paper Optimal Portfolios from Ordering Information
Robert Almgren and Neil A Chriss
University of Toronto - Department of Mathematics and Hutchin Hill Capital
Date Posted: December 25, 2004
Working Paper Series
2161 downloads

Incl. Electronic Paper Point and Figure Charting: A Computational Methodology and Trading Rule Performance in the S&P 500 Futures Market
QUT School of Economics and Finance Discussion Paper No. 01-01
 John Anderson
Queensland University of Technology - School of Economics and Finance
Date Posted: May 08, 2001
Working Paper Series
2132 downloads

Incl. Electronic Paper An Empirical Investigation of Underpricing in Chinese IPOs
 Dongwei Su and Belton M. Fleisher
Jinan University - Finance Department and Ohio State University (OSU) - Department of Economics
Date Posted: March 24, 1997
Working Paper Series
2115 downloads

Incl. Electronic Paper Forecasting Volatility in European Stock Markets with Non-Linear GARCH Models
FEEM Working Paper No. 98.2002
 Matteo Manera and Gianfranco Forte
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Milan, Bicocca - Department of Management and Business Administration
Date Posted: November 22, 2002
Working Paper Series
2110 downloads

Incl. Electronic Paper An Excursion into the Statistical Properties of Hedge Fund Returns
Cass Business School Research Paper
 Sa Lu
ISMA Centre, University of Reading
Date Posted: May 17, 2002
Working Paper Series
2109 downloads

Incl. Electronic Paper Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
 Martijn Cremers , Antti Petajisto and Eric Zitzewitz
University of Notre Dame , New York University (NYU) - Department of Finance and Dartmouth College
Date Posted: March 26, 2008
Last Revised: January 26, 2010
Working Paper Series
2103 downloads

Incl. Electronic Paper The Good News and the Bad News About Long-Run Stock Market Returns
EFA 0305; DAE Working Paper No. 9822
 Stephen H. Wright and Donald Robertson
Birkbeck College, University of London and Cambridge University - Department of Economics
Date Posted: November 05, 1998
Working Paper Series
2103 downloads

Incl. Electronic Paper Back to Basics: Forecasting the Revenues of Internet Firms
 Brett Trueman , M.H. Franco Wong and Xiao-Jun Zhang
University of California, Los Angeles (UCLA) - Anderson School of Management , INSEAD and University of California, Berkeley
Date Posted: May 29, 2000
Working Paper Series
2063 downloads

Incl. Electronic Paper IPO Underpricing, Trading Volume, and Investor Interest
 William A. Reese Jr.
Tulane University - A.B. Freeman School of Business
Date Posted: August 31, 1998
Working Paper Series
2060 downloads

Incl. Electronic Paper Market Timing & Trading Strategies Using Asset Rotation
 Panagiotis Schizas and Dimitrios D. Thomakos
University of Peloponnese-School of Management and Economics and University of Peloponnese - School of Management and Economics
Date Posted: January 18, 2010
Last Revised: February 19, 2010
Working Paper Series
2040 downloads

Incl. Electronic Paper Discounts On Illiquid Stocks: Evidence From China
Yale ICF Working Paper No. 00-56
 Zhiwu Chen and Peng Xiong
Yale University - International Center for Finance and Beijing University
Date Posted: October 14, 2001
Working Paper Series
2006 downloads

Incl. Electronic Paper Stock Valuation in Dynamic Economics
Yale ICF Working Paper No. 00-36
 Zhiwu Chen and Gurdip Bakshi
Yale University - International Center for Finance and University of Maryland - Robert H. Smith School of Business
Date Posted: June 12, 2001
Working Paper Series
1983 downloads

Incl. Electronic Paper From Dissonance to Resonance: Cognitive Interdependence in Quantitative Finance
 Daniel Beunza and David Stark
London School of Economics & Political Science (LSE) - Department of Management and Columbia University
Date Posted: October 16, 2008
Last Revised: July 29, 2011
Working Paper Series
1946 downloads

Incl. Electronic Paper Consumer Confidence and Stock Returns
Santa Clara University Dept. of Finance Working Paper No. 02-02
 Meir Statman and Kenneth L. Fisher
Santa Clara University - Department of Finance and Fisher Investments, Inc.
Date Posted: July 21, 2002
Working Paper Series
1937 downloads

Incl. Electronic Paper Islamic Mutual Funds’ Financial Performance and International Investment Style: Evidence from 20 Countries
European Journal of Finance, Forthcoming
 Andreas G. F. Hoepner , Hussain Gulzar Rammal and Michael Rezec
University of Saint Andrews - School of Management , University of South Australia - International Graduate School of Management and University of Saint Andrews - School of Management
Date Posted: October 12, 2009
Last Revised: December 18, 2010
Accepted Paper Series
1935 downloads

Incl. Electronic Paper The Halloween Effect in US Sectors
The Financial Review, Forthcoming
 Ben Jacobsen
New Zealand Institute of Advanced Study
Date Posted: May 10, 2006
Last Revised: May 18, 2009
Accepted Paper Series
1933 downloads

Incl. Electronic Paper Have we Misinterpreted CAPM for 40 years? A Theoretical Proof

 Stephen C. Fan
Fan Asset Management
Date Posted: September 15, 2004
Working Paper Series
1925 downloads

Incl. Electronic Paper Use of R-squared in Accounting Research: Measuring Changes in Value Relevance over the Last Four Decades
Sauder School of Business Working Paper
 Stephen Brown , Kin Lo and Thomas Z. Lys
University of Maryland - Department of Accounting & Information Assurance , University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Date Posted: December 08, 1998
Working Paper Series
1915 downloads

Incl. Electronic Paper Reverse Convertible Bonds Analyzed
Journal of Futures Markets, Vol. 29, No. 10, pp. 895-919, 2009
 Marta Szymanowska , Jenke ter Horst and Chris Veld
Erasmus University Rotterdam (EUR) - Department of Finance , Tilburg University - Center for Economic Research (CentER) and University of Glasgow
Date Posted: September 07, 2006
Last Revised: March 28, 2012
Accepted Paper Series
1906 downloads

Incl. Electronic Paper The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds versus Pension Funds
FRB Atlanta Working Paper 2000-21
 Diane Del Guercio and Paula A. Tkac
University of Oregon, Lundquist College of Business and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Date Posted: June 03, 1999
Working Paper Series
1894 downloads

Incl. Electronic Paper The Role of Accounting in the Financial Crisis: Lessons for the Future
 S.P. Kothari and Rebecca Lester
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 15, 2011
Working Paper Series
1890 downloads

Incl. Electronic Paper The EU Market Abuse Directive: A Case-Based Analysis
 Mathias M. Siems
Durham University - Durham Law School
Date Posted: December 07, 2007
Last Revised: December 03, 2008
Working Paper Series
1874 downloads

Incl. Electronic Paper Persistence in Hedge Fund Performance: The True Value of a Track Record
Cass Business School Research Paper
 Faye Menexe
University of Reading
Date Posted: May 20, 2002
Working Paper Series
1871 downloads

Incl. Electronic Paper The Principles and Practice of Derivatives Price Verification
 Emanuel Derman
Columbia University
Date Posted: May 11, 2001
Working Paper Series
1865 downloads

Incl. Electronic Paper Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
 John Y. Campbell , Martin Lettau , Burton G. Malkiel and Yexiao Xu
Harvard University - Department of Economics , University of California - Haas School of Business , Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management
Date Posted: February 25, 2000
Working Paper Series
1854 downloads

Incl. Electronic Paper Regulation of Hedge Funds
CBC-RPS No. 0024
 Gerald Spindler and Sebastian Bednarz
University of Goettingen and University of Goettingen
Date Posted: March 07, 2006
Working Paper Series
1853 downloads

Incl. Electronic Paper Profiting from Technical Analysis in Indian Equity Markets: Using Moving Averages
XLRI Jamshedpur School of Business Working Paper No. 06-02
 Shyam Sundhar
XLRI Jamshedpur
Date Posted: April 18, 2006
Working Paper Series
1838 downloads

Incl. Electronic Paper Why Firms Use Currency Derivatives
WP No. 96-4
 Christopher Geczy , Bernadette A. Minton and Catherine M. Schrand
University of Pennsylvania - The Wharton School, Finance Department , Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department
Date Posted: November 14, 1996
Working Paper Series
1836 downloads

Incl. Electronic Paper The Local Bias of Individual Investors
Yale ICF Working Paper No. 02-30
 Ning Zhu
China Academy of Financial Research (CAFR)
Date Posted: March 13, 2002
Working Paper Series
1789 downloads

Incl. Electronic Paper Linear Beta Pricing with Inefficient Benchmarks
Forthcoming, Quarterly Journal of Finance, 20th Australasian Finance & Banking Conference 2007 Paper, UNSW Australian School of Business Research Paper No. 2011 BFIN 08
 George Diacogiannis and David Feldman
University of Piraeus - Department of Banking and Financial Management and University of New South Wales - Banking & Finance, Australian School of Business
Date Posted: March 29, 2006
Last Revised: April 17, 2013
Accepted Paper Series
1784 downloads

Incl. Electronic Paper Dealing with Intangibles: Valuing Brand Names, Flexibility and Patents
 Aswath Damodaran
New York University - Stern School of Business
Date Posted: April 08, 2009
Working Paper Series
1783 downloads

Incl. Electronic Paper Multivariate GARCH Models: A Survey
CORE Discussion Paper No. 2003/31
 Luc Bauwens , Sébastien Laurent and J. V. K. Rombouts
Université catholique de Louvain , Maastricht University - Department of Quantitative Economics and HEC Montreal
Date Posted: August 06, 2003
Working Paper Series
1783 downloads

Incl. Electronic Paper In Search of Attention
AFA 2010 Atlanta Meetings Paper
 Zhi Da , Joseph Engelberg and Pengjie Gao
University of Notre Dame - Mendoza College of Business , University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business
Date Posted: March 22, 2009
Last Revised: October 26, 2012
Working Paper Series
1777 downloads

Incl. Electronic Paper What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities
 Massoud Heidari and Liuren Wu
Caspian Capital Management, LLC and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 03, 2004
Working Paper Series
1773 downloads

Incl. Electronic Paper Incentives for Voluntary Disclosure
AFA 2001 New Orleans Meetings; NYU Ctr for Law and Business Research Paper No. 01-005
 Joshua Ronen and Varda Yaari
New York University (NYU) - Department of Accounting, Taxation & Business Law and Morgan State University - Department of Accounting and Finance
Date Posted: April 02, 2001
Working Paper Series
1763 downloads

Incl. Electronic Paper Strategic IPO Underpricing, Information Momentum, and Lockup Expiration Selling
AFA 2002 Atlanta Meetings
 Rajesh K. Aggarwal , Laurie Krigman and Kent L. Womack
University of Minnesota - Twin Cities - Carlson School of Management , Babson College and University of Toronto - Rotman School of Management
Date Posted: April 26, 2001
Working Paper Series
1754 downloads

Incl. Electronic Paper A Comparison of Quantitative and Qualitative Hedge Funds
 Ludwig B. Chincarini
University of San Francisco School of Management
Date Posted: January 08, 2010
Last Revised: March 01, 2010
Working Paper Series
1728 downloads

Incl. Electronic Paper The Persistence of Earnings and Cash Flows and the Role of Special Items: Implications for the Accrual Anomaly
 Patricia M. Dechow and Weili Ge
University of California, Berkeley - Haas School of Business and University of Washington - Michael G. Foster School of Business
Date Posted: May 04, 2005
Working Paper Series
1720 downloads

Incl. Electronic Paper Individual Investor Trading and Stock Returns
AFA 2005 Philadelphia Meetings, Johnson School Research Paper Series No. 13-06
 Ron Kaniel , Gideon Saar and Sheridan Titman
University of Rochester - Simon Graduate School of Business , Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Date Posted: October 06, 2004
Working Paper Series
1719 downloads

Incl. Electronic Paper The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk
 Matthew P. Richardson , Jacob Boudoukh and Robert Whitelaw
New York University (NYU) - Department of Finance , Interdisciplinary Center (IDC) - Rothschild Center and New York University
Date Posted: January 07, 1998
Working Paper Series
1698 downloads

Incl. Electronic Paper Corporate Credit Risk Valuation Using Option Pricing Theory Methodology - A Practical Application to a Banking Credit Portfolio
 Nuno Q. Sousa
Banco Espirito Santo - New York Branch
Date Posted: March 01, 2002
Working Paper Series
1693 downloads

Incl. Electronic Paper Credit Derivatives and Risk Management
FEDS Working Paper No. 2007-47
 Michael S. Gibson
Federal Reserve Board
Date Posted: November 29, 2007
Working Paper Series
1684 downloads

Incl. Electronic Paper Modeling Financial Security Returns Using Levy Processes
 Liuren Wu
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: December 28, 2005
Working Paper Series
1676 downloads

Incl. Electronic Paper Commonality in Liquidity
 Tarun Chordia , Avanidhar Subrahmanyam and Richard Roll
Emory University - Department of Finance , University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: March 16, 1999
Working Paper Series
1671 downloads

Incl. Electronic Paper Stock Market Sensitivity to Interest Rates and Inflation
EFMA 2003 Helsinki Meetings
 Nikolaos Tessaromatis
EDHEC Business School and EDHEC Risk Institute
Date Posted: May 26, 2003
Working Paper Series
1670 downloads

Incl. Electronic Paper The Limits of Financial Globalization
ECGI - Finance Working Paper No. 75/2005, Dice Center Working Paper No. 2005-1
 Rene M. Stulz
Ohio State University (OSU) - Department of Finance
Date Posted: May 17, 2005
Accepted Paper Series
1665 downloads

Incl. Electronic Paper Understanding the Aggregate Book-to-Market Ratio
 Tuomo Vuolteenaho
Arrowstreet Capital, LP
Date Posted: May 01, 1999
Working Paper Series
1647 downloads

Incl. Electronic Paper The Limits of Arbitrage: Evidence from Exchange Traded Funds

 Josh Cherry
University of Michigan at Ann Arbor - Department of Economics
Date Posted: December 08, 2004
Working Paper Series
1633 downloads

Incl. Electronic Paper How Much do Banks use Credit Derivatives to Reduce Risk?
AFA 2007 Chicago Meetings Paper, Fisher College of Business Working Paper No. 2006-03-001
 Bernadette A. Minton , Rohan Williamson and Rene M. Stulz
Ohio State University (OSU) - Department of Finance , Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Finance
Date Posted: August 25, 2005
Working Paper Series
1627 downloads

Incl. Electronic Paper Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model
University of Pennsylvania Working Paper
 Michael J. Brennan , Ashley Wang and Yihong Xia (deceased)
University of California, Los Angeles (UCLA) - Finance Area , Federal Reserve Board and University of California, Los Angeles (Deceased)
Date Posted: August 17, 2001
Working Paper Series
1592 downloads


 

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