Forecasting Volatility Louis H. Ederington and
Wei Guan
University of Oklahoma - Division of Finance
and
University of South Florida St. Petersburg
Date Posted: July 13, 1999
Working Paper Series 8486 downloads
The Exchange of Flow Toxicity The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011 David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: January 27, 2011 Last Revised: February 27, 2012
Accepted Paper Series 6146 downloads
A Stochastic Model for Order Book Dynamics Rama Cont ,
Sasha Stoikov
and
Rishi Talreja
Imperial College London
,
Cornell Financial Engineering Manhattan
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: September 26, 2008 Last Revised: August 31, 2009
Working Paper Series 4970 downloads
Financial Econometrics International Library of Financial Econometrics, Forthcoming Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 14, 2007
Accepted Paper Series 3465 downloads
Variance Risk Premia AFA 2005 Philadelphia Meetings Liuren Wu and
Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business
and
New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: August 17, 2004 Last Revised: October 25, 2007
Working Paper Series 3357 downloads
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010 Monica Billio ,
Andrew W. Lo ,
Mila Sherman and
Loriana Pelizzon
Ca Foscari University of Venice - Department of Economics
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
,
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
and
Ca Foscari University of Venice - Department of Economics
Date Posted: November 23, 2011 Last Revised: April 25, 2012
Working Paper Series 3253 downloads
Valuing Customers Journal of Marketing Research, pp. 7-18, February 2004, HBS Marketing Research Paper No. 03-08 Sunil Gupta
,
Donald R. Lehmann and
Jennifer Ames Stuart
Harvard Business School
,
Columbia Business School - Marketing
and
Novartis International
Date Posted: November 13, 2003 Last Revised: July 27, 2011
Accepted Paper Series 3118 downloads
An Econometric Analysis of Emission Trading Allowances Journal of Banking and Finance, Vol. 32, No. 10, 2008, Swiss Finance Institute Research Paper No. 06-26 Luca Taschini
and
Marc S. Paolella
London School of Economics - Grantham Research Institute
and
University of Zurich
Date Posted: November 26, 2006 Last Revised: December 21, 2009
Accepted Paper Series 2938 downloads
CAPM Over the Long-Run: 1926-2001 AFA 2004 San Diego Meetings Andrew Ang and
Joseph Chen
Columbia Business School - Finance and Economics
and
University of California, Davis - Graduate School of Management
Date Posted: November 23, 2003
Working Paper Series 2768 downloads
A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market Joost Driessen ,
Tse-Chun Lin
and
Ludovic Phalippou
Tilburg University - Department of Finance
,
University of Hong Kong - Faculty of Business and Economics
and
University of Oxford - Said Business School
Date Posted: February 27, 2007 Last Revised: April 02, 2011
Accepted Paper Series 2625 downloads
Crises and Hedge Fund Risk UMASS-Amherst Working Paper, Yale ICF Working Paper No. 07-14, University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 10-08 Monica Billio ,
Mila Sherman and
Loriana Pelizzon
Ca Foscari University of Venice - Department of Economics
,
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
and
Ca Foscari University of Venice - Department of Economics
Date Posted: May 20, 2008 Last Revised: April 25, 2012
Working Paper Series 2599 downloads
Expected Stock Returns and Variance Risk Premia AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48 Tim Bollerslev ,
George Tauchen and
Hao Zhou
Duke University - Finance
,
Duke University - Economics Group
and
PBC School of Finance, Tsinghua University
Date Posted: September 21, 2006 Last Revised: December 14, 2008
Working Paper Series 2361 downloads
