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JEL Code: G12
5,806,443 Total downloads
Showing Papers 921 - 970 of 13,821
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The Pricing Effects of Ambiguous Private Information
Midwest Finance Association 2013 Annual Meeting Paper
Scott Condie and
Jayant V. Ganguli
Brigham Young University - Department of Economics
and
University of Essex - Department of Economics
Date Posted: September 30, 2012
Last Revised: January 25, 2013
Working Paper Series
40 downloads
Exchange Traded Funds, Liquidity, and Market Volatility
Midwest Finance Association 2013 Annual Meeting Paper
Timothy A. Krause
,
Sina Ehsani
and
Donald D. Lien
University of Texas at San Antonio
,
University of Texas at San Antonio
and
University of Texas at San Antonio - College of Business - Department of Economics
Date Posted: September 29, 2012
Last Revised: January 21, 2013
Working Paper Series
158 downloads
La Volatilité Des Actions Françaises Sur Le Long Terme (The Stock Market Volatility in France for the Long Run)
Revue Economique, 63.3, 2012, pp. 569-580
David Le Bris
BEM Bordeaux Management School
Date Posted: September 29, 2012
Accepted Paper Series
19 downloads
Les Krachs Boursiers En France Depuis 1854 (The Stock Market Crashes in France Since 1854)
Revue Economique, 61.3, 2010, p. 421-430
David Le Bris
BEM Bordeaux Management School
Date Posted: September 29, 2012
Accepted Paper Series
15 downloads
Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
Journal of Finance, Forthcoming
Craig W. Holden and
Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance
and
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: September 29, 2012
Last Revised: May 05, 2013
Accepted Paper Series
102 downloads
Market Quality Breakdowns in Equities
Cheng Gao
and
Bruce Mizrach
Rutgers University, Department of Economics
and
Rutgers University, Department of Economics
Date Posted: September 29, 2012
Last Revised: March 13, 2013
Working Paper Series
121 downloads
Searching for Lost Decades in U.S and Global Equities
Blake LeBaron
Brandeis University - International Business School
Date Posted: September 29, 2012
Working Paper Series
35 downloads
Asset Prices and Institutional Investors
CEPR Discussion Paper No. DP9120
Suleyman Basak and
Anna Pavlova
London Business School
and
London Business School
Date Posted: September 28, 2012
Working Paper Series
5 downloads
The Federal Reserves Large-Scale Asset Purchase Programs: Rationale and Effects
CEPR Discussion Paper No. DP9145
Stefania D'Amico
,
William B. English ,
David Lopez-Salido and
Edward Nelson
Federal Reserve Board
,
Government of the United States of America - Division of Monetary Affairs
,
Federal Reserve Board
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: September 28, 2012
Working Paper Series
12 downloads
Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition
CEPR Discussion Paper No. DP9108
Aziz A. Lookman
Moody's Research Labs
Date Posted: September 28, 2012
Working Paper Series
1 downloads
Spread the News: How the Crisis Affected the Impact of News On the European Sovereign Bond Markets
CEPR Discussion Paper No. DP9043
Roel M. W. J. Beetsma
,
Frank de Jong ,
Massimo Giuliodori
and
Daniel Widijanto
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
,
Tilburg University - Department of Finance
,
University of Amsterdam - Faculty of Economics & Econometrics (FEE)
and
affiliation not provided to SSRN
Date Posted: September 28, 2012
Working Paper Series
3 downloads
The Cross-Section and Time-Series of Stock and Bond Returns
CEPR Discussion Paper No. DP9024
Ralph S. J. Koijen
,
Hanno N. Lustig and
Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business
,
UCLA - Anderson School of Management
and
New York University Stern School of Business, Department of Finance
Date Posted: September 28, 2012
Working Paper Series
2 downloads
The Wealth-Consumption Ratio
CEPR Discussion Paper No. DP9022
Hanno N. Lustig ,
Stijn Van Nieuwerburgh and
Adrien Verdelhan
UCLA - Anderson School of Management
,
New York University Stern School of Business, Department of Finance
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 28, 2012
Working Paper Series
6 downloads
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
CEPR Discussion Paper No. DP9023
Bryan T. Kelly ,
Hanno N. Lustig and
Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business
,
UCLA - Anderson School of Management
and
New York University Stern School of Business, Department of Finance
Date Posted: September 28, 2012
Working Paper Series
2 downloads
Three Curves, One Sovereign: The Credit and Currency Spread Extraction for a Fixed Exchange Rate Risky Country and of its CDS-Bond Basis: The Case of Bulgaria
Vilimir Yordanov
and
Atanas Totkov
Independent
and
affiliation not provided to SSRN
Date Posted: September 27, 2012
Last Revised: September 29, 2012
Working Paper Series
Business Financial Structure and Asset Pricing in the Spanish Stock Market
Spanish Journal of Finance and Accounting, Forthcoming
Jose Luis Miralles-Marcelo
,
Maria del Mar Miralles-Quiros
and
Jose Luis Miralles-Quiros
University of Extremadura - Financial Economics & Accounting
,
University of Extremadura - Financial Economics & Accounting
and
University of Extremadura - Financial Economics & Accounting
Date Posted: September 26, 2012
Accepted Paper Series
57 downloads
Digesting Anomalies: An Investment Approach
Fisher College of Business Working Paper No. 2012-03-021, Charles A. Dice Center Working Paper No. 2012-021
Kewei Hou ,
Chen Xue
and
Lu Zhang
Ohio State University (OSU) - Department of Finance
,
University of Cincinnati
and
Ohio State University - Fisher College of Business
Date Posted: September 26, 2012
Last Revised: December 05, 2012
Working Paper Series
419 downloads
Predicting First-Year Returns of Health Care IPOs
Richard Borghesi
and
Thomas Pencek
University of South Florida
and
University of South Florida - College of Business Administration
Date Posted: September 26, 2012
Last Revised: December 22, 2012
Working Paper Series
24 downloads
Real Estate Sector Response to Economic Policy Uncertainty Shocks
International Research Journal of Applied Finance, 3(12), 1739-1747
Vichet Sum and
Kate Brown
University of Maryland, Eastern Shore
and
University of Maryland, Eastern Shore
Date Posted: September 26, 2012
Last Revised: December 30, 2012
Accepted Paper Series
35 downloads
The Cake-Eating Problem: Non-Linear Sharing Rules
Working Paper Series, Department of Economics, University of Verona 26/2012
Eugenio Peluso
and
Alain Trannoy
University of Verona - Department of Economics
and
National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Date Posted: September 26, 2012
Working Paper Series
8 downloads
Equity Performance of Zero Debt Firms Vis-À-Vis their Leveraged Counterparts
Soumya Guha Deb
,
Prithviraj Banerjee
and
Pradip Banerjee
Xavier Institute of Management
,
Globsyn Business School (GBS)
and
Institute of Management Technology
Date Posted: September 25, 2012
Working Paper Series
57 downloads
One-Factor Based Exercise Strategies for American Options in Multi-Factor Models
Alfredo Ibanez
and
Carlos Velasco
ESADE Business School
and
Universidad Carlos III de Madrid - Department of Economics
Date Posted: September 24, 2012
Last Revised: October 16, 2012
Working Paper Series
38 downloads
Cash Flow Volatility and Corporate Bond Yield Spreads
Midwest Finance Association 2013 Annual Meeting Paper
Alan V. S. Douglas
,
Alan Guoming Huang and
Kenneth R. Vetzal
University of Waterloo - School of Accounting and Finance
,
University of Waterloo
and
University of Waterloo
Date Posted: September 23, 2012
Last Revised: January 21, 2013
Working Paper Series
31 downloads
Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
Midwest Finance Association 2013 Annual Meeting Paper
Ana Fostel
and
John Geanakoplos
George Washington University
and
Yale University - Cowles Foundation
Date Posted: September 22, 2012
Working Paper Series
13 downloads
Hedge Fund Liquidity and Performance: Evidence from the Financial Crisis
Nic Schaub
and
Markus M. Schmid
University of Mannheim - Finance Area
and
University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: September 22, 2012
Last Revised: April 23, 2013
Working Paper Series
146 downloads
Information Acquisition and Financial Intermediation
FRB of New York Staff Report No. 571
Nina Boyarchenko
Federal Reserve Bank of New York
Date Posted: September 22, 2012
Working Paper Series
21 downloads
Pricing TIPS and Treasuries with Linear Regressions
FRB of New York Staff Report No. 570
Michael G. Abrahams
,
Tobias Adrian
,
Richard K. Crump and
Emanuel Moench
Massachusetts Institute of Technology (MIT) - Sloan School of Management
,
Federal Reserve Bank of New York
,
Federal Reserve Banks - Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: September 22, 2012
Last Revised: May 07, 2013
Working Paper Series
36 downloads
Short-Selling Constraints: The Asymmetric Role of Institutional Ownership, Relative Short Interest, Options and Dividends
Jose A. Gutierrez ,
Steve Johnson
and
Robert Stretcher
Sam Houston State University
,
Sam Houston State University
and
Sam Houston State University
Date Posted: September 22, 2012
Working Paper Series
27 downloads
The Arithmetic Brownian Motion in Corporate Valuation
Alexander D.F. Lahmann
HHL Leipzig Graduate School of Management
Date Posted: September 22, 2012
Last Revised: February 27, 2013
Working Paper Series
101 downloads
The Relative Asset Pricing Model Incorporating Liabilities and Delegation to CIOs: Version 0.1
Arun Muralidhar
and
Sung Hwan Shin
AlphaEngine Global Investment Solutions
and
Korea Fixed Income Research Institute
Date Posted: September 22, 2012
Working Paper Series
28 downloads
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NYU Working Paper No. FIN-12-010
Karthik Balakrishnan
,
Mary Brooke Billings ,
Bryan T. Kelly and
Alexander Ljungqvist
University of Pennsylvania - Accounting DepartmentUniversity of Pennsylvania - The Wharton School
,
New York University
,
University of Chicago - Booth School of Business
and
New York University (NYU) - Department of Finance
Date Posted: September 21, 2012
Last Revised: May 07, 2013
Working Paper Series
91 downloads
An Examination of Prediction Market Efficiency: NBA Contracts on Tradesports
The Journal of Prediction Markets 3(2), pp. 65-77, 2009
Richard Borghesi
University of South Florida
Date Posted: September 21, 2012
Last Revised: September 25, 2012
Accepted Paper Series
16 downloads
Consistent Pricing of Options on Leveraged ETFs
Andrew Ahn
,
Martin Haugh and
Ashish Jain
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
,
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
and
affiliation not provided to SSRN
Date Posted: September 21, 2012
Last Revised: October 01, 2012
Working Paper Series
251 downloads
FMS, a Generic Framework for Agent-Based Financial Markets Simulations
Jean-Charles Bagneris
Montpellier Sup de Co Group - Center for Research in Organizations and Management (CEROM)
Date Posted: September 21, 2012
Working Paper Series
18 downloads
Hedging Dynamics with Gold Futures
Pantnagar Journal of Research, Vol. 10, pp. 71-77, 2012
Saurabh Singh and
Swati Saharawat
G. B. Pant University of Agriculture and Technology - College of Agribusiness Management
and
affiliation not provided to SSRN
Date Posted: September 21, 2012
Accepted Paper Series
67 downloads
Index Option Returns and Generalized Entropy Bounds
Yan Liu
Duke University
Date Posted: September 21, 2012
Working Paper Series
36 downloads
Price Biases in a Prediction Market: NFL Contracts on Tradesports
The Journal of Prediction Markets 1(3), pp. 233-253, 2007
Richard Borghesi
University of South Florida
Date Posted: September 21, 2012
Accepted Paper Series
8 downloads
The Nobel-Awarded Black Scholes Model: Key Characteristics and Its Applications to Option Valuation - Ultimate Collapse of LTCM Fund
Michal Rajkowski
Bradford University School of Management
Date Posted: September 21, 2012
Working Paper Series
82 downloads
Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
Cowles Foundation Discussion Paper No. 1877
Ana Fostel
and
John Geanakoplos
George Washington University
and
Yale University - Cowles Foundation
Date Posted: September 20, 2012
Working Paper Series
43 downloads
Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test
Review of Finance, (Forthcoming)
Dieter Hess and
Sebastian Orbe
University of Cologne - Department of Corporate Finance
and
University of Cologne - Department of Corporate Finance
Date Posted: September 20, 2012
Accepted Paper Series
Solution of Stochastic Volatility Models Using Variance Transition Probabilities and Path Integrals
Ahsan Amin
Infiniti Derivatives Solutions
Date Posted: September 20, 2012
Last Revised: November 13, 2012
Working Paper Series
212 downloads
Does Pair Trading Work in Korean Market?
Actual Problems in Economics, No. 1, 2012
Yung-Gi Hong
,
Soo-Hyun Kim
and
Hyoung Goo Kang
Samsung Asset Management
,
Samsung Asset Management
and
Hanyang University
Date Posted: September 19, 2012
Accepted Paper Series
123 downloads
An Impressionistic View of the 'Real' Price of Gold Around the World
Claude B. Erb and
Campbell R. Harvey
TR
and
Duke University - Fuqua School of Business
Date Posted: September 19, 2012
Last Revised: September 20, 2012
Working Paper Series
1699 downloads
Do Earnings Targets and Managerial Incentives Affect Sticky Costs?
Journal of Accounting Research, Forthcoming
Itay Kama and
Dan Weiss
Tel Aviv University - Faculty of Management
and
Tel Aviv University - Faculty of Management
Date Posted: September 19, 2012
Accepted Paper Series
184 downloads
Fear and Loathing in the Housing Market: Evidence from Search Query Data
Marcelle Chauvet ,
Stuart A. Gabriel and
Chandler Lutz
University of California
,
University of California, Los Angeles - Anderson School of Management
and
Copenhagen Business School
Date Posted: September 19, 2012
Last Revised: March 18, 2013
Working Paper Series
48 downloads
Pricing of Firm Specific Jump Risk
Marius Ascheberg
,
Holger Kraft
and
Yildiray Yildirim
Goethe University Frankfurt
,
Goethe University Frankfurt
and
Syracuse University - Whitman School of Management
Date Posted: September 19, 2012
Last Revised: October 24, 2012
Working Paper Series
86 downloads
Information Asymmetry and Capital Structure Around the World
Midwest Finance Association 2013 Annual Meeting Paper
Wenlian Gao
and
Feifei Zhu
Central University of Finance and Economics
and
Hawaii Pacific University
Date Posted: September 18, 2012
Last Revised: March 03, 2013
Working Paper Series
109 downloads
Commercial Paper Rates and Stock Market Excess Returns
Journal of Finance and Investment Analysis, (2013), Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: September 18, 2012
Last Revised: December 30, 2012
Accepted Paper Series
16 downloads
Institutional Investors and Stock Market Liquidity: Trends and Relationships
Marshall E. Blume and
Donald B. Keim
University of Pennsylvania - Finance Department
and
University of Pennsylvania - Wharton School
Date Posted: September 18, 2012
Working Paper Series
177 downloads
International Price and Earnings Momentum
European Journal of Finance, Vol. 18, No. 5-6, 2012, pp. 535-573
Harald Lohre
and
Markus Leippold
Deka Investment GmbH
and
University of Zurich - Department of Banking and Finance
Date Posted: September 18, 2012
Accepted Paper Series
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