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484,173
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393,564
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226,645
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JEL Code: G12
5,797,950 Total downloads
Showing Papers 8,401 - 8,450 of 13,810
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Insider Trading in Credit Derivatives
Journal of Financial Economics, Forthcoming
Viral V. Acharya and
Timothy C. Johnson
New York University - Leonard N. Stern School of Business
and
London Business School
Date Posted: June 06, 2006
Accepted Paper Series
Market Pricing Beyond the Efficient Market Hypothesis
Michael S. Rozeff
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: June 06, 2006
Last Revised: August 02, 2009
Working Paper Series
1068 downloads
Shorting Down Value: The Toxic Effect of Insufficient Internal Liquidity
Austin Murphy ,
Joseph H. Callaghan and
Mohinder Parkash
Oakland University - School of Business Administration
,
Oakland University
and
Oakland University
Date Posted: June 06, 2006
Working Paper Series
100 downloads
The Equity Premium Implied by Production
EFA 2006 Zurich Meetings Paper
Urban J. Jermann
University of Pennsylvania - Finance Department
Date Posted: June 06, 2006
Working Paper Series
125 downloads
Trends of the Returns-Earnings Associations Over the Last Three Decades
FOCUS ON FINANCE AND ACCOUNTING RESEARCH, Michael H. Neelan, ed., Nova Science Publishers, 2007
Dina Elmahdy and
Abdulati A. Abdou
Morgan State University
and
Cairo University-Faculty of Commerce
Date Posted: June 06, 2006
Accepted Paper Series
An Overreaction Implementation of the Coherent Market Hypothesis and Option Pricing
University of Tuebingen Discussion Paper No. 306
Rainer Schoebel
and
Jochen Veith
University of Tuebingen - Faculty of Economics and Social Sciences
and
University of Tuebingen - Faculty of Economics and Business Administration
Date Posted: June 01, 2006
Working Paper Series
231 downloads
Expected Earnings Growth When There is a Growth Option
INTERNATIONAL ACCOUNTING: STANDARDS, REGULATIONS, AND FINANCIAL REPORTING, G. Gregoriou, M. Gaber, eds., Elsevier Ltd, 2006
Kenton K. Yee
Mellon Capital Management
Date Posted: June 01, 2006
Accepted Paper Series
Just-in-Time Monte Carlo for Path Dependent American Options
Samir K. Dutt
and
Gerd Welke
Orfalea College of Business
and
Baruch College - Zicklin School Business - Real Estate Department
Date Posted: June 01, 2006
Working Paper Series
Rational Inattention and Aggregate Fluctuations
Yulei Luo and
Eric Young
University of Hong Kong
and
University of Virginia
Date Posted: June 01, 2006
Last Revised: November 10, 2008
Working Paper Series
81 downloads
An "Information Sets," Approach to Forecasting Bond Yields in Asia-Pacific
Geoffrey Williams
Academy of Responsible Management
Date Posted: May 31, 2006
Working Paper Series
71 downloads
Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
Han N. Ozsoylev
and
Shino Takayama
University of Oxford - Said Business School
and
The University of Sydney Business School
Date Posted: May 31, 2006
Working Paper Series
153 downloads
CAPM, Rewards, and Empirical Asset Pricing with Coherent Risk
Alexander S. Cherny and
Dilip B. Madan
Moscow State University
and
University of Maryland - Robert H. Smith School of Business
Date Posted: May 30, 2006
Working Paper Series
397 downloads
Excess Comovement in International Equity Markets: Evidence from Cross-Border Mergers
EFA 2006 Zurich Meetings Paper
Ian A. Cooper ,
Richard A. Brealey and
Evi Kaplanis
London Business School
,
London Business School
and
London Business School
Date Posted: May 30, 2006
Last Revised: March 05, 2009
Working Paper Series
253 downloads
Pricing and Hedging in Incomplete Markets with Coherent Risk
Alexander S. Cherny and
Dilip B. Madan
Moscow State University
and
University of Maryland - Robert H. Smith School of Business
Date Posted: May 30, 2006
Working Paper Series
488 downloads
The Stock Market Crisis and Momentum: Some Evidence for the Spanish Stock Market During the 1990s
Applied Financial Economics, Vol. 17, No 6, pp. 469-486, 2007
Luis Muga
and
Rafael Santamaria
University of Navarra
and
University of Navarra
Date Posted: May 30, 2006
Accepted Paper Series
Does Implementation Guidance Affect Opportunistic Reporting and Value Relevance of Earnings?
Journal of Accounting and Public Policy, Vol. 26. No. 2, pp. 160-192, Spring 2007
Jeff P. Boone and
KK Raman
University of Texas at San Antonio - Department of Accounting
and
University of Texas at San Antonio
Date Posted: May 26, 2006
Last Revised: June 16, 2010
Accepted Paper Series
International Good Market Segmentation and Financial Innovation
Journal of International Economics, Forthcoming
Suleyman Basak and
Benjamin Croitoru
London Business School
and
McGill University - Desautels Faculty of Management
Date Posted: May 26, 2006
Accepted Paper Series
On the Time-Series of Expected Portfolio Returns; Fama and French's (1993) Three-Factor Model
EFA 2006 Zurich Meetings Paper
Stylianos Paganopoulos and
Peter Taylor
affiliation not provided to SSRN
and
University of the West of England (UWE) - Bristol Business School
Date Posted: May 25, 2006
Last Revised: September 20, 2010
Working Paper Series
741 downloads
Securities Regulation, the Timing of Annual Report Release, and Market Implications: Evidence from China
Journal of International Financial Management & Accounting, Vol. 17, No. 2, pp. 110-139, Summer 2006
In-Mu Haw ,
Kyung Joo Park ,
Daqing Qi and
Woody Wu
Texas Christian University - M.J. Neeley School of Business
,
Ajou University - Department of Business Administration
,
Cheung Kong Graduate School of Business
and
Chinese University of Hong Kong (CUHK) - School of Accountancy
Date Posted: May 25, 2006
Accepted Paper Series
28 downloads
Solving Exchange Rate Puzzles without Sticky Prices nor Trade Costs
Michael Moore and
Maurice J. Roche
Queen's University Management School
and
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: May 25, 2006
Working Paper Series
114 downloads
Time Costs of Risky Asset Management: Dynamic Portfolio Choice and Limited Participation
EFA 2006 Zurich Meetings Paper
Dong-Hyun Ahn
,
In Joon Kim and
Sun-Joong Yoon
Seoul National University - School of Economics
,
Yonsei University - School of Business
and
Hallym University - Department of Finance
Date Posted: May 25, 2006
Working Paper Series
166 downloads
A Tale of Two Prices: Liquidity and Asset Prices in Multiple Markets
EFA 2006 Zurich Meetings
Justin S. P. Chan ,
Dong Hong and
Marti G. Subrahmanyam
Singapore Management University - School of Business
,
Singapore Management University
and
New York University - Stern School of Business
Date Posted: May 24, 2006
Working Paper Series
476 downloads
Convertible Bond Arbitrage, Liquidity Externalities and Stock Prices
Journal of Financial Economics, Vol. 91, No. 2, pp. 227-251, February 2009, Yale ICF Working Paper No. 08-09
Darwin Choi ,
Mila Getmansky and
Heather Tookes
Hong Kong University of Science & Technology (HKUST) - Department of Finance
,
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
and
Yale University - Yale School of Management
Date Posted: May 24, 2006
Last Revised: August 13, 2010
Accepted Paper Series
1059 downloads
Speculative Trading with Rational Beliefs and Endogenous Uncertainty
Economic Theory, Vol 21, pp. 263-292, 2003
Ho-Mou Wu and
Wen-Chung Guo
National Taiwan University - Department of International Business
and
Yuan Ze University - Computer Science and Engineering
Date Posted: May 24, 2006
Accepted Paper Series
Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments
EFA 2006 Zurich Meetings Paper
Markus Leippold ,
Liuren Wu and
Daniel Egloff
University of Zurich - Department of Banking and Finance
,
City University of New York, CUNY Baruch College - Zicklin School of Business
and
QuantAlea GmbH
Date Posted: May 24, 2006
Last Revised: November 19, 2007
Working Paper Series
2014 downloads
Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns
CESifo Working Paper Series No. 1712
Mathias Hoffmann
University of Zurich - Department of Economics Library
Date Posted: May 23, 2006
Working Paper Series
86 downloads
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns
ZEW - Centre for European Economic Research Discussion Paper No. 06-032
Joachim Grammig and
Andreas Schrimpf
Eberhard Karls Universitaet Tübingen
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: May 23, 2006
Last Revised: August 26, 2008
Working Paper Series
168 downloads
Closed-End Fund Discounts and Premiums
Pacific-Basin Capital Markets Research, Vol. 2, 1991
Michael S. Rozeff
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 23, 2006
Accepted Paper Series
190 downloads
Modelling Jumps in Electricity Prices: Theory and Empirical Evidence
Jan Seifert
and
Marliese Uhrig-Homburg
University of Karlsruhe (TH)
and
Karlsruhe Institute of Technology (KIT)
Date Posted: May 23, 2006
Working Paper Series
424 downloads
The Association Between Firm Risk and Wealth Transfers Due to Inflation
Journal of Financial and Quantitative Analysis, June 1977
Michael S. Rozeff
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 23, 2006
Accepted Paper Series
51 downloads
The Predictive Value of Interim Reports for Improving Forecasts of Future Quarterly Earnings
The Accounting Review, Vol. 54, No. 3, July 1979
Lawrence D. Brown and
Michael S. Rozeff
Temple University
and
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 23, 2006
Accepted Paper Series
159 downloads
The Strategic and Tactical Value of Commodity Futures
Financial Analysts Journal, Vol. 62, No. 2, pp. 69-97, April 2006
Claude B. Erb and
Campbell R. Harvey
TR
and
Duke University - Fuqua School of Business
Date Posted: May 23, 2006
Accepted Paper Series
The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings
Journal of Finance, Vol. 33, No. 1, March 1978
Lawrence D. Brown and
Michael S. Rozeff
Temple University
and
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 23, 2006
Accepted Paper Series
302 downloads
Are Gain and Loss Respectable?
Journal of Portfolio Management, pp. 61-69, Summer 2002
Philip F. O'Connor
and
Michael S. Rozeff
University of Auckland - Department of Accounting and Finance
and
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 22, 2006
Accepted Paper Series
176 downloads
Forecast Accuracy Uncertainty and Momentum
EFA 2006 Zurich Meetings
Bing Han ,
Dong Hong and
Mitch Warachka
University of Texas at Austin - McCombs School of Business
,
Singapore Management University
and
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: May 22, 2006
Last Revised: September 19, 2008
Working Paper Series
435 downloads
Pricing of Global and Local Sources of Risk in Russian Stock Market
Emerging Markets Review, Vol. 9, No. 1, 2008
Kashif Saleem
and
Mika Vaihekoski
Lappeenranta University of Technology - School of Business (LSB)
and
Turku School of Economics - Department of Accounting and Finance
Date Posted: May 22, 2006
Last Revised: December 17, 2009
Working Paper Series
Tax-Loss Selling: Evidence from December Stock Returns and Share Shifts
Michael S. Rozeff
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 22, 2006
Working Paper Series
120 downloads
The Delivery Option in Credit Default Swaps
EFA 2007 Ljubljana Meetings Paper
Rainer Pullirsch
,
Tanja Veza
and
Rainer Jankowitsch
Bank Austria Creditanstalt - Department of Operational and Group Risk Control
,
WU Vienna (Vienna University of Economics and Business)
and
Vienna University of Economics and Business
Date Posted: May 22, 2006
Last Revised: October 26, 2007
Working Paper Series
533 downloads
The Valuation of Tax Shields Induced by Asset Step-Ups in Corporate Acquisitions
Alexander Peter Groh
and
Christoph Henseleit
EMLYON Business School
and
Bain & Company Munich
Date Posted: May 22, 2006
Working Paper Series
367 downloads
Dynamic Factors and the Source of Momentum Profits
Tong Yao
University of Iowa - Henry B. Tippie College of Business
Date Posted: May 19, 2006
Working Paper Series
607 downloads
Earnings Response Coefficient Models: Synthesis and Extensions
Nandkumar Nayar
and
Michael S. Rozeff
Lehigh University - College of Business & Economics
and
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 19, 2006
Working Paper Series
770 downloads
Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks
Christoph Kuzmics ,
Chiaki Hara
and
James Huang
Bielefeld University
,
Kyoto University - Institute of Economic Research
and
Lancaster University - Department of Accounting and Finance
Date Posted: May 19, 2006
Working Paper Series
153 downloads
Fundamentals and Stock Returns on the Warsaw Stock Exchange: the Application of Panel Data Models
Department of Applied Econometrics Working Paper No. 4-06
Monika Witkowska
Warsaw School of Economics (SGH)
Date Posted: May 19, 2006
Working Paper Series
357 downloads
New Evidence on the Announcement Effect of Convertible and Exchangeable Bonds
Journal of Multinational Financial Management, Vol. 16, No. 1, pp. 43-63, 2006
Ralf Seiz
,
Manuel Ammann and
Martin Fehr
University of Saint Gallen - Swiss Institute of Banking and Finance
,
University of St. Gallen - Swiss Institute of Banking and Finance
and
University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: May 19, 2006
Accepted Paper Series
Overreaction and Insider Trading: Evidence from Growth and Value Portfolios
Journal of Finance, Vol. 23, No. 2, April 1998
Michael S. Rozeff and
Mir A. Zaman
SUNY at Buffalo - Department of Financial & Managerial Economics
and
University of Northern Iowa - Department of Finance
Date Posted: May 19, 2006
Accepted Paper Series
274 downloads
Price Adjustment Delays and Arbitrage Costs: Evidence from the Behavior of Convertible Preferred Prices
Journal of Financial and Quantitative Analysis, Vol. 30, No. 1, March 1995
Ji-Chai Lin and
Michael S. Rozeff
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
and
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 19, 2006
Accepted Paper Series
78 downloads
Pricing and Hedging Mandatory Convertible Bonds
Journal of Derivatives, Vol. 13, No. 3, pp. 30-46, Spring 2006
Manuel Ammann and
Ralf Seiz
University of St. Gallen - Swiss Institute of Banking and Finance
and
University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: May 19, 2006
Accepted Paper Series
Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules
Chiaki Hara
,
James Huang and
Christoph Kuzmics
Kyoto University - Institute of Economic Research
,
Lancaster University - Department of Accounting and Finance
and
Bielefeld University
Date Posted: May 19, 2006
Working Paper Series
156 downloads
Stock Splits: Evidence From Mutual Funds
Journal of Finance, Vol. 53, No. 1, pp. 335-349, February 1998
Michael S. Rozeff
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 19, 2006
Accepted Paper Series
The Relationship of Bond Betas to Bond Returns and Agency Ratings with a Test of the Capital Asset Pricing Model
Michael S. Rozeff
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 19, 2006
Working Paper Series
222 downloads
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