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SSRN eLibrary Statistics:
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484,509
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393,865
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226,776
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68,968
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To date:
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Last 30 days:
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Papers with
238,981
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230,038
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SSRN eLibrary Search Results
JEL Code: G10
1,449,228 Total downloads
Showing Papers 941 - 990 of 4,442
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Conditional Jumps in Volatility and Their Economic Determinants
Massimiliano Caporin ,
Eduardo Rossi and
Paolo Santucci de Magistris
Date Posted: September 09, 201190 downloads
The Pre-FOMC Announcement Drift FRB of New York Staff Report No. 512
David O. Lucca and
Emanuel Moench
Date Posted: September 07, 2011Last Revised: May 07, 20131461 downloads
Volatility of Stock Return Variance and Capital Gains Tax Midwest Finance Association 2012 Annual Meetings Paper
Xia Meng
,
Junbo L. Wang
,
Zhipeng Yan and
Yan Zhao
Date Posted: September 06, 2011Last Revised: March 21, 201344 downloads
Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis Journal of Financial Stability, Forthcoming
Martin T. Bohl ,
Arne Christian Klein
and
Pierre L. Siklos
Date Posted: September 05, 2011Last Revised: December 01, 2012155 downloads
Through-the-Cycle EDF Credit Measures Moody's Analytics, August 2011
David T. Hamilton ,
Zhao Sun
and
Min Ding
affiliation not provided to SSRN
and
Pennsylvania State University - Department of Marketing
Date Posted: September 03, 2011Last Revised: September 15, 2011458 downloads
Information Driven Price Jumps and Trading Strategy: Evidence from Stock Index Futures
Hong Miao
,
Sanjay Ramchander and
J. Kenton Zumwalt
Date Posted: September 01, 2011Last Revised: January 18, 2012217 downloads
Information Effects of Conservatism in Accounting
Juan Manuel García Lara ,
Beatriz Garcia Osma and
Fernando Penalva
Date Posted: September 01, 2011508 downloads
Informed Local Trading Prior to Earnings Announcements Midwest Finance Association 2012 Annual Meetings Paper
Keith Jacks Gamble
and
Thomas Berry
Date Posted: August 31, 2011Last Revised: August 19, 201280 downloads
Political Geography and Stock Returns: The Value and Risk Implications of Proximity to Political Power Journal of Financial Economics (JFE), Forthcoming
Chansog (Francis) Kim ,
Christos Pantzalis and
Jung Chul Park
Date Posted: August 30, 2011Last Revised: September 14, 2011263 downloads
Global Financial Risks and Changes in Conditional Value-at-Risk
Kian-Guan Lim
Date Posted: August 28, 2011Last Revised: April 15, 2012119 downloads
Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios Journal of Investing, Vol. 20, No. 1, pp. 108-118, Spring 2011
Denis B. Chaves ,
Jason C. Hsu
,
Feifei Li and
Omid Shakernia
Date Posted: August 27, 20111385 downloads
The Packaging of Small Trades: Evidence of Price Impact Costs on Block Trading from the Singapore Exchange
Murphy Lee
and
Terry S. Walter
Date Posted: August 27, 201154 downloads
Does Fundamental Indexation Lead to Better Risk Adjusted Returns? New Evidence from Australian Securities Exchange
Brigette M. Forbes
and
Anup K. Basu
Date Posted: August 26, 2011Last Revised: August 29, 201189 downloads
Predictability of Implied Volatility: Evidence from the Over-the-counter Currency Option Markets
Alfred H.S. Wong
,
Richard A. Heaney and
Amalia Di Iorio
Date Posted: August 26, 201148 downloads
Tests of Capital Structure 'Static Trade-Off' and 'Pecking Order' Theories in Iran
Vida Mojtahedzadeh
Date Posted: August 24, 2011106 downloads
Buyers Versus Sellers: Who Initiates Trades and When? Swiss Finance Institute Research Paper No. 11-43
Tarun Chordia ,
Amit Goyal and
Narasimhan Jegadeesh
Date Posted: August 23, 2011Last Revised: October 07, 2011257 downloads
Diversification vs. Contagion in Inter-Linked Portfolios 24th Australasian Finance and Banking Conference 2011 Paper
Ramona Meyricke
Date Posted: August 23, 2011Last Revised: March 05, 201336 downloads
The Impact of the Subprime Mortgage Financial Crisis on Housing Finance in South Africa Housing Finance International, Vol. 23, No. 4, pp. 44-46, June 2009
Tumellano Sebehela
Date Posted: August 23, 201154 downloads
Evolution of Volatility, Trade Price Location, Correlations, and Speed of Trading in the Limit Order Book Midwest Finance Association 2012 Annual Meetings Paper
Pankaj K. Jain ,
Pawan Jain
and
Thomas H. McInish
Date Posted: August 22, 2011Last Revised: February 20, 2012118 downloads
Executive Compensation Based on Asset Values
Hans Bystrom
Date Posted: August 22, 201154 downloads
Financial Markets and Cross Border Mergers and Acquisitions in Africa
Elikplimi Komla Agbloyor
affiliation not provided to SSRN
Date Posted: August 22, 201176 downloads
Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis of the SPI 200 Futures 24th Australasian Finance and Banking Conference 2011 Paper
Tina Viljoen
,
Hui Zheng
and
P. Joakim Westerholm
Date Posted: August 22, 2011Last Revised: August 06, 2012211 downloads
Liquidity, Ownership Structure, and Market Share Repurchases: Evidence from Japan
Takaaki Hoda and
Jun Uno
Date Posted: August 22, 201160 downloads
Systematic Liquidity Risk in the Australian Bond Market 24th Australasian Finance and Banking Conference 2011 Paper
Timothy Whittaker
Date Posted: August 22, 201136 downloads
Why is US Dollar Bond Funding for International Banks More Expensive? 24th Australasian Finance and Banking Conference 2011 Paper
Russell Poskitt and
Chris Single
affiliation not provided to SSRN
Date Posted: August 21, 201112 downloads
An Empirical Examination of Jump Risk in U.S Equity and Bond Markets North American Actuarial Journal, Vol. 11, pp. 76-91, October 2007
Lee M. Dunham
and
Geoffrey C. Friesen
Date Posted: August 19, 2011
The Impact of Unconventional Monetary Policy on the Market for Collateral: The Case of the French Bond Market Banque de France Working Paper No. 339
Sanvi Avouyi-Dovi
and
Julien Idier
Date Posted: August 19, 201126 downloads
Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes Cowles Foundation Discussion Paper No. 1809R
Ana Fostel
and
John Geanakoplos
Date Posted: August 19, 2011141 downloads
Stock Market Fundamental Valuation and the Implied Equity Risk Premium
David J.C. Smant
Date Posted: August 18, 2011116 downloads
Early Exercise of Put Options on Stocks Journal of Finance, Forthcoming
Kathryn Barraclough
and
Robert E. Whaley
Date Posted: August 17, 2011Last Revised: November 17, 2012182 downloads
Speed of Trade and Liquidity 24th Australasian Finance and Banking Conference 2011 Paper
Jun Uno and
Mai Shibata
affiliation not provided to SSRN
Date Posted: August 17, 2011Last Revised: January 02, 201251 downloads
Market Efficiency in Developing African Stock Markets: A Survey and Review of Literature
Pyemo Afego
Date Posted: August 15, 2011Last Revised: September 26, 201154 downloads
Properties of Foreign Exchange Risk Premiums CEPR Discussion Paper No. DP8503
Lucio Sarno ,
Paul Schneider and
Christian Wagner
Date Posted: August 12, 20114 downloads
A Careful Re-Examination of Seasonality in International Stock Markets: Comment on Sentiment and Stock Returns Rotman School of Management Working Paper No. 1668984
Mark J. Kamstra ,
Lisa A. Kramer and
Maurice D. Levi
Date Posted: August 11, 2011Last Revised: October 10, 2011169 downloads
Volatility and Asset Class Exposure Drive Hedge Fund Returns Journal of Investment Consulting, Vol. 12, No. 1, pp. 15-22, 2011
Robert A. Brown
affiliation not provided to SSRN
Date Posted: August 11, 20113 downloads
A Note on Macaulay’s Formula for Duration
Michael Osborne
Date Posted: August 10, 2011Last Revised: September 03, 201255 downloads
Back to the Future: Conventional Investing in a Complex World Brandes Institute Research Paper No. 01, 2010
Brandes Institute
Date Posted: August 10, 201122 downloads
Benjamin Graham and Risk Brandes Institute Research Paper No. 03, 2009
Brandes Institute
Date Posted: August 10, 201164 downloads
Broad is the New Narrow: How Passive Investing Creates Concentrated Portfolios Brandes Institute Research Paper No. 02-2011
Brandes Institute
Date Posted: August 10, 201155 downloads
Corporate Credit: An Opportunity on a Global Scale Brandes Institute Research Paper No. 04, 2009
Brandes Institute
Date Posted: August 10, 201116 downloads
Equity Dispersion: Value Stocks Yet to Be Rewarded Brandes Institute Research Paper No. 2011-01
Brandes Institute
Date Posted: August 10, 201157 downloads
Joint Default Events and Correlated Migration Moves
Péter Dobránszky
Date Posted: August 10, 201176 downloads
Structured Products Asset-Backed Securities: Opportunities Resulting from Systematic Mispricing
Brandes Institute
Date Posted: August 10, 201128 downloads
The Role of Expectations in Value and Glamour Stock Returns Journal of Behavioral Finance, 2011, Brandes Institute Research Paper No. 03-2011
Brandes Institute
Date Posted: August 10, 201166 downloads
Value vs. Glamour Revisited: Historical P/B Ratio Disparities and Subsequent Value Stock Outperformance Brandes Institute Research Paper No. 05, 2009
Brandes Institute
Date Posted: August 10, 201153 downloads
Value vs. Glamour: A Global Phenomenon Brandes Institute Research Paper No. 2010-03
Brandes Institute
Date Posted: August 10, 201157 downloads
An Investigation of Australian Takeover Firm Returns from an Investor Viewpoint
Anna Madam
affiliation not provided to SSRN
Date Posted: August 09, 2011
Smart Money, Dumb Money, and Learning Type from Price
J.B. Heaton III and
Nick Polson
Date Posted: August 09, 2011Last Revised: June 15, 2012182 downloads
Operational-Risk Dependencies and the Determination of Risk Capital Center for Quantitative Risk Analysis (CEQURA) Working Paper No. 3
Stefan Mittnik ,
Sandra Paterlini
and
Tina Yener
Date Posted: August 06, 2011185 downloads
30-Day Interbank Futures: Investigating the Process of Price Discovery Following RBA Cash Target Rate Announcements Journal of International Financial Markets, Institutions and Money, Forthcoming, 24th Australasian Finance and Banking Conference 2011 Paper
Lee A. Smales
Date Posted: August 05, 2011Last Revised: January 10, 201254 downloads
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