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484,096
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JEL Code: G11
2,575,187 Total downloads
Showing Papers 921 - 970 of 7,217
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Introducing GIVI: The S&P Global Intrinsic Value Index
Priscilla Luk
,
Xiaowei Kang
and
Frank Luo
affiliation not provided to SSRN
,
Standard & Poor's
and
Standard & Poor's
Date Posted: May 22, 2012
Working Paper Series
143 downloads
The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight
Swiss Finance Institute Research Paper No. 12-22
Martin Hoesli ,
Eva Liljeblom and
Anders Löflund
University of Geneva - Graduate School of Business (HEC-Geneva)
,
Swedish School of Economics and Business Administration
and
Hanken School of Economics
Date Posted: May 22, 2012
Last Revised: December 18, 2012
Working Paper Series
72 downloads
Stochastic Dominance and Abnormal Stock Returns: Market Anomaly or Information Impasse?
Ephraim Clark and
Konstantinos Kassimatis
Middlesex University - SKEMA LSMRC Research Center
and
Athens University of Economics and Business - Department of Business Administration
Date Posted: May 21, 2012
Working Paper Series
69 downloads
How to Detect Stock Picking and Market Timing Without Knowledge of Portfolio Holdings: A Practical Guide
Anders G. Ekholm
Hanken School of Economics
Date Posted: May 20, 2012
Working Paper Series
121 downloads
The Indicators of Stock Market Macro Turning Points During Global Financial Crisis - Application to Dynamic Asset Allocation Investment Strategy Using Index and Exchange Traded Funds
George Bijak
GB Capital
Date Posted: May 20, 2012
Working Paper Series
288 downloads
Volatility Exchange-Traded Notes: Curse or Cure?
Carol Alexander and
Dimitris Korovilas
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: May 20, 2012
Working Paper Series
488 downloads
False Discoveries in UK Mutual Fund Performance
European Financial Management, Vol. 18, Issue 3, pp. 444-463, 2012
Keith Cuthbertson
,
Dirk Nitzsche
and
Niall O' Sullivan M. O' Sullivan
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
University College Cork
Date Posted: May 19, 2012
Accepted Paper Series
Post‐Retirement Financial Strategies: Forecasts and Valuation
European Financial Management, Vol. 18, Issue 3, pp. 324-351, 2012
William F. Sharpe
Stanford University - Graduate School of Business
Date Posted: May 19, 2012
Accepted Paper Series
Institution, Internationalization and Innovation: Three Papers on Penetration of Emerging-Market Multinational Enterprises into Developed Markets
Ph.D. Thesis, Simon Fraser University, Vancouver, Canada, Spring 2012
Victor Zitian Chen
University of North Carolina, Charlotte
Date Posted: May 19, 2012
Last Revised: June 11, 2012
Working Paper Series
92 downloads
A Quantile Regression Approach to Equity Premium Prediction
Loukia Meligkotsidou
,
Ekaterini Panopoulou
,
Ioannis D. Vrontos
and
Spyridon D. Vrontos
University of Athens
,
University of Piraeus - Department of Statistics and Insurance Science
,
Athens University of Economics and Business
and
Dep. of Statistics and Insurance Science, University of Piraeus
Date Posted: May 18, 2012
Working Paper Series
144 downloads
Does the Midpoint of Range Earnings Forecasts Represent Managers’ Expectations?
Review of Accounting Studies, Forthcoming
Will Ciconte
,
Marcus Kirk and
Jenny Wu Tucker
University of Florida - Fisher School of Accounting
,
University of Florida - Fisher School of Accounting
and
University of Florida - Warrington College of Business Administration
Date Posted: May 17, 2012
Last Revised: March 08, 2013
Accepted Paper Series
111 downloads
Testing External Habits in an Asset Pricing Model
CAMA Working Papaer No. 20/2012
Melisso Boschi
,
Stefano d'Addona
and
Aditya Goenka
University of Rome 3
,
University of Rome 3
and
affiliation not provided to SSRN
Date Posted: May 17, 2012
Working Paper Series
7 downloads
Long-Term Versus Short-Term Contingencies in Asset Allocation
Tinbergen Institute Discussion Paper 12-053/2/DSF34
Mahmoud Botshekan
and
Andre Lucas
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business
Date Posted: May 16, 2012
Working Paper Series
68 downloads
Most Ethical Companies and Stock Performance: Empirical Evidence
Sum, V. (2012). Most ethical companies and stock performance: empirical evidence. International Research Journal of Applied Finance, 3(8), 1286-1292.
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 16, 2012
Last Revised: September 25, 2012
Accepted Paper Series
75 downloads
Momentum and Aggregate Default Risk
Mays Business School Research Paper No. 2012-39
Arvind Mahajan ,
Alex Petkevich
and
Ralitsa Petkova
Texas A&M University (TAMU) - Department of Finance
,
The University of Toledo - Department of Finance
and
Purdue University - Krannert School of Management
Date Posted: May 15, 2012
Working Paper Series
257 downloads
Price as a Choice Under Nonstochastic Randomness in Finance
Banque de France Working Paper No. 381
Yaroslav Ivanenko
and
Bertrand Munier
Banque de France
and
IAE Sorbonne's Business School
Date Posted: May 15, 2012
Last Revised: December 22, 2012
Working Paper Series
24 downloads
Sources of Momentum in Bonds
Mays Business School Research Paper No. 2012-40
Hwagyun Kim
,
Arvind Mahajan and
Alex Petkevich
Texas A&M University - Mays Business School
,
Texas A&M University (TAMU) - Department of Finance
and
The University of Toledo - Department of Finance
Date Posted: May 15, 2012
Working Paper Series
226 downloads
Turning an Asset-Liability Problem into an Investment Portfolio Problem
Yaniv Zaks
and
Zinoviy Landsman
Bar-Ilan University
and
University of Haifa, Department of Statistics
Date Posted: May 15, 2012
Last Revised: June 18, 2012
Working Paper Series
119 downloads
Modeling Dynamic Term Structure of Equity Premia with Regime Switching Economy
Soohun Kim
Northwestern University, Kellogg School of Management, Department of Finance
Date Posted: May 14, 2012
Last Revised: May 29, 2012
Working Paper Series
57 downloads
Regularity of Market Impact Models with Stochastic Price Impact
Florian Klöck
University of Mannheim
Date Posted: May 14, 2012
Working Paper Series
56 downloads
Fund Managers - Why the Best Might Be the Worst: On the Evolutionary Vigor of Risk-Seeking Behavior
Economics Discussion Paper No. 2012-20
Björn-Christopher Witte
affiliation not provided to SSRN
Date Posted: May 13, 2012
Working Paper Series
15 downloads
The Behaviour of the Distributions of Stock Returns: An Analysis of the European Market Using the Pearson System of Continuous Probability Distributions
Applied Financial Economics, Vol. 22, No. 20, 2012
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”
Date Posted: May 13, 2012
Accepted Paper Series
A Behavioural Analysis of Investor Diversification
Ana-Maria Fuertes ,
Yaz Gulnur Muradoglu and
Belma Ozturkkal
Cass Business School, City University London
,
Queen Mary University of London
and
Kadir Has University Istanbul, Turkey
Date Posted: May 11, 2012
Last Revised: June 29, 2012
Working Paper Series
144 downloads
Employee Benefits and Stock Returns: A Look at Health Care Benefits
Accounting and Taxation, Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 11, 2012
Last Revised: August 05, 2012
Accepted Paper Series
21 downloads
A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
Fisher College of Business Working Paper No. 2012-03-009, Charles A. Dice Center Working Paper No. 2012-9
Turan G. Bali ,
Nusret Cakici and
Fousseni Chabi-Yo
Georgetown University - Robert Emmett McDonough School of Business
,
Fordham University - Graduate School of Business
and
Ohio State University (OSU) - Fisher College of Business
Date Posted: May 10, 2012
Last Revised: May 01, 2013
Working Paper Series
71 downloads
Do Hedge Funds Outperform Stocks and Bonds?
Turan G. Bali ,
Stephen J. Brown and
K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Stern School of Business
and
CUNY Baruch College - Zicklin School of Business
Date Posted: May 10, 2012
Last Revised: December 20, 2012
Working Paper Series
213 downloads
Liquidity Shocks and Stock Market Reactions
Georgetown McDonough School of Business Research Paper No. 2012-02
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: May 10, 2012
Last Revised: October 25, 2012
Working Paper Series
162 downloads
An Empirical Study to Find Out the Best Performing Equity Mutual Fund Portfolio During the Current Global Recession, Constructed from Selected Companies Listed on The National Stock Exchange of India Limited
Sakshi Goel
Western International University
Date Posted: May 09, 2012
Working Paper Series
68 downloads
Stock Returns and Employee Turnover
Sum, V. & Chorlian, J. (2012). Stock returns and employee turnover. International Economics and Finance Journal, 7(2), 347-354.
Vichet Sum and
Jack Chorlian
University of Maryland, Eastern Shore
and
affiliation not provided to SSRN
Date Posted: May 09, 2012
Last Revised: September 25, 2012
Accepted Paper Series
54 downloads
The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: May 09, 2012
Last Revised: November 15, 2012
Working Paper Series
241 downloads
The Sustainability of Mean-Variance and Mean-Tracking Error Efficient Portfolios
Kris Boudt
,
Jonathan Cornelissen
and
Christophe Croux
KU Leuven - Faculty of Business and Economics (FBE)
,
KU Leuven - Faculty of Business and Economics (FBE)
and
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: May 09, 2012
Working Paper Series
36 downloads
The Asymmetric Effects of Investor Sentiment
Chandler Lutz
Copenhagen Business School
Date Posted: May 08, 2012
Last Revised: November 19, 2012
Working Paper Series
112 downloads
Do Hedge Funds Outperform Stocks and Bonds?
Turan G. Bali ,
Stephen J. Brown and
K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Stern School of Business
and
CUNY Baruch College - Zicklin School of Business
Date Posted: May 07, 2012
Last Revised: December 20, 2012
Working Paper Series
130 downloads
The GP-LP Conflict in Private Equity Funds Revisited: The Impact of Fund-Level Considerations on the Divestment Decision
Christian Figge
,
Oliver Bauer
,
Reiner Braun
and
Ann-Kristin Achleitner
Technische Universität München - Center for Entrepreneurial and Financial Studies
,
Technische Universität München (TUM)
,
Technische Universität München - Center for Entrepreneurial and Financial Studies
and
Technische Universität München - Center for Entrepreneurial and Financial Studies
Date Posted: May 06, 2012
Working Paper Series
123 downloads
The Volatility Effect in Emerging Markets
David Blitz
,
Juan Pang
and
Pim van Vliet
Robeco Asset Management - Quantitative Strategies
,
Shell Asset Management Company
and
Robeco Asset Management - Quantitative Strategies
Date Posted: May 06, 2012
Last Revised: December 18, 2012
Working Paper Series
616 downloads
Analyst Interest, Market Visibility, and Stock Returns
Michael J. Jung ,
M.H. Franco Wong and
Frank Zhang
New York University - Leonard N. Stern School of Business
,
INSEAD
and
Yale School of Management
Date Posted: May 05, 2012
Working Paper Series
245 downloads
Combining Mean-Reversion of Sales Growth and Low Valuation Multiples into Single Investment Strategy
World Review of Business Research, Vol. 2 , No. 2, pp. 32-44, March 2012
Jacek Welc
Wroclaw University of Economics
Date Posted: May 05, 2012
Accepted Paper Series
70 downloads
Company-Size Effect on the Polish Stock Market
Global Review of Accounting and Finance, Vol. 3, No. 1, pp. 53-66, March 2012
Jacek Welc
Wroclaw University of Economics
Date Posted: May 05, 2012
Accepted Paper Series
41 downloads
Time-Varying Performance of International Mutual Funds
Journal of Empirical Finance, Vol. 19, No. 3, 2012
Harry J. Turtle and
Chengping Zhang
West Virginia University
and
George Fox University
Date Posted: May 04, 2012
Accepted Paper Series
42 downloads
Dynamic Asset Allocation with Liabilities
Daniel Giamouridis
,
Athanasios Sakkas
and
Nikolaos Tessaromatis
Athens University of Economics and Business
,
Athens University of Economics and Business - Department of Accounting and Finance
and
EDHEC Business School and EDHEC Risk Institute
Date Posted: May 03, 2012
Last Revised: May 30, 2012
Working Paper Series
163 downloads
Local Bias of Investor Attention: Evidence from China’s Internet Stock Message Boards
Zhiguo Wu
and
Huiyan Qiu
China Securities Regulatory Commission
and
University of Hong Kong - Faculty of Business and Economics
Date Posted: May 03, 2012
Working Paper Series
82 downloads
Risk Attitudes and Private Business Equity
DIW Berlin Discussion Paper No. 1209
Frank M. Fossen
Free University of Berlin (FUB) - Department of Business and Economics
Date Posted: May 03, 2012
Working Paper Series
21 downloads
The Effect of Induced Mood on Prices in Asset Markets - Experimental Evidence
Yaron Lahav
and
Shireen Meer
Ben-Gurion University of the Negev
and
Exponent, Inc.
Date Posted: May 03, 2012
Working Paper Series
45 downloads
Is Higher Variance Necessarily Bad for Investment?
Shlomo Yitzhaki and
Peter J. Lambert
Hebrew University of Jerusalem
and
University of Oregon - Department of Economics
Date Posted: May 02, 2012
Working Paper Series
41 downloads
Local Bias and Stock Market Conditions: Evidence from U.S. Mutual Funds
ECGI - Finance Working Paper No. 335/2012
Mariassunta Giannetti
and
Luc Laeven
Stockholm School of Economics
and
International Monetary Fund (IMF)
Date Posted: May 02, 2012
Last Revised: March 27, 2013
Working Paper Series
145 downloads
The Performance of Banks around the Receipt and Repayment of TARP Funds: Over-Achievers versus Under-Achievers
Marcia Millon Cornett ,
Lei Li
and
Hassan Tehranian
Bentley University - Department of Finance
,
University of Kansas - School of Business
and
Boston College - Department of Finance
Date Posted: May 02, 2012
Working Paper Series
49 downloads
Transition to Old Age (Superannuation) in a 3-D, Age Based, Dynamic, Serially Connected and Annually Recalculated Retirement Distribution Model
Larry R. Frank Sr.
,
John B. Mitchell and
David M. Blanchett
Academy of Financial Services
,
Central Michigan University - Department of Finance and Law
and
affiliation not provided to SSRN
Date Posted: May 02, 2012
Last Revised: June 01, 2012
Working Paper Series
48 downloads
Diversified Risk Parity Strategies for Equity Portfolio Selection
Journal of Investing, Vol. 21, No. 3, 2012
Harald Lohre
,
Dr. Ulrich Neugebauer and
Carsten Zimmer
Deka Investment GmbH
,
Deka Investment GmbH
and
Deka Investment Management GmbH
Date Posted: May 01, 2012
Last Revised: September 17, 2012
Accepted Paper Series
Managers’ Selection: Survivors Always Look Better, Whether They Are Skilled or Not
Dominic Clermont
Clermont Alpha, Montreal, QC, Canada
Date Posted: April 30, 2012
Working Paper Series
52 downloads
A Unique 'T+1 Trading Rule' in China: Theory and Evidence
Journal of Banking and Finance, Vol. 36, No. 2, 2012
Ming Guo
,
Zhan Li and
Zhiyong Tu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
,
Arizona State University (ASU) - Economics Department
and
Peking University - HSBC School of Business
Date Posted: April 28, 2012
Last Revised: October 08, 2012
Accepted Paper Series
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