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SSRN eLibrary Statistics:
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489,423
Full Text Papers:
398,298
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228,729
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69,626
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Last 12 months:
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5,733,423
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JEL Code: G1
13,116,151 Total downloads
Showing Papers 9,761 - 9,810 of 36,967
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Does an Equity Holding Tax Help to Stabilize a VaR Regulated Financial Market?
Emilio Barucci
and
Andrea Cosso
Politecnico di Milano - Department of Mathematics
and
Politecnico di Milano - Department of Mathematics
Date Posted: November 26, 2010
Last Revised: February 03, 2011
Working Paper Series
49 downloads
Exchange Rates, Prices and Interest Rates - Reconsidering the Basic Relationships of Exchange Rate Dynamics
Economic Research Report No. 83-13
Stephan Schulmeister
Austrian Institute of Economic Research
Date Posted: November 26, 2010
Accepted Paper Series
18 downloads
Fear of Recessions, Heterogenous Beliefs, and Stock Price Under/Over-Reaction
Julien Cujean
and
Michael Hasler
Swiss Finance Institute
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: November 26, 2010
Last Revised: October 05, 2011
Working Paper Series
73 downloads
Predictability of Future Index Returns Based on the 52-Week High Strategy
Mirela Malin and
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
and
Griffith University - Department of Accounting, Finance and Economics
Date Posted: November 26, 2010
Working Paper Series
190 downloads
Signalling Characteristics and Information Content of Directors’ Dealings on the London Stock Exchange
Journal of Risk and Governance , Vol. 1, No. 1, 2008
Mohd M. Ajlouni
and
Steve Toms
Yarmouk University
and
University of Leeds - Leeds University Business School (LUBS)
Date Posted: November 26, 2010
Accepted Paper Series
72 downloads
Sociopolitical Risk Management Through Prediction Markets
Matthias Fahrenwaldt
EBZ Business School
Date Posted: November 26, 2010
Working Paper Series
45 downloads
The Interaction between Technical Currency Trading and Exchange Rate Fluctuations
WIFO Working Paper No. 264
Stephan Schulmeister
Austrian Institute of Economic Research
Date Posted: November 26, 2010
Working Paper Series
43 downloads
The Interest Rate, the Exchange Rate and the Interaction of the Real and the Financial World
Wifo Working Papers
Stephan Schulmeister
Austrian Institute of Economic Research
Date Posted: November 26, 2010
Working Paper Series
11 downloads
Do Public Real Estate Returns Really Lead Private Returns?
Swiss Finance Institute Research Paper No. 10-47
Elias Oikarinen
,
Martin Hoesli and
Camilo Serrano
Turku School of Economics - Department of Economics
,
University of Geneva - Graduate School of Business (HEC-Geneva)
and
IAZI AG - CIFI SA
Date Posted: November 25, 2010
Last Revised: December 18, 2012
Working Paper Series
106 downloads
Corporation Income Taxes and the Cost of Capital: A Revision
Innovar, 22(46), 53-72. 2012, Mays Business School Research Paper No. 2012-31
James W. Kolari and
Ignacio Velez-Pareja
Texas A&M University (TAMU) - Department of Finance
and
Master Consultores
Date Posted: November 25, 2010
Last Revised: June 01, 2013
Accepted Paper Series
724 downloads
Did Adhering to the Gold Standard Reduce the Cost of Capital?
FRB of Chicago Working Paper No. 2010-13
Benjamin Remy Chabot
and
Ron Alquist
Federal Reserve Bank of Chicago
and
Bank of Canada
Date Posted: November 25, 2010
Last Revised: December 05, 2010
Working Paper Series
130 downloads
Firm Valuation with Cash-Flow@Risk
Franck Bancel
and
Jacques Tierny
ESCP Europe
and
affiliation not provided to SSRN
Date Posted: November 25, 2010
Working Paper Series
243 downloads
Getting the Most Out of Macroeconomic Information for Predicting Stock Returns and Volatility
Tinbergen Institute Discussion Paper 2010-115/4
Cem Cakmakli
and
Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: November 25, 2010
Working Paper Series
653 downloads
Swap Rate Variance Swaps
Nicolas Merener
Universidad Torcuato Di Tella - School of Business
Date Posted: November 25, 2010
Working Paper Series
99 downloads
The Interaction between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics
WIFO Working Paper No. 290
Stephan Schulmeister
Austrian Institute of Economic Research
Date Posted: November 25, 2010
Working Paper Series
167 downloads
The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data
WIFO Working Paper No. 289
Stephan Schulmeister
Austrian Institute of Economic Research
Date Posted: November 25, 2010
Working Paper Series
344 downloads
A Note on Reward-Risk Portfolio Selection and Two-Fund Separation
Enrico G. De Giorgi
,
Thorsten Hens and
Janos Mayer
University of Saint Gallen - SEPS: Economics and Political Sciences
,
University of Zurich - Department of Banking and Finance
and
University of Zurich - Institute of Business Administration
Date Posted: November 24, 2010
Working Paper Series
129 downloads
Efficient Monte Carlo for Discrete Variance Contracts
Nicolas Merener and
Leonardo Vicchi
Universidad Torcuato Di Tella - School of Business
and
Universidad Nacional de San Martín (UNSAM) - Center of Applied Mathematics
Date Posted: November 24, 2010
Working Paper Series
89 downloads
Electronic vs. Open Outcry: Side-by-Side Trading of KCBT Wheat Futures
Samarth Shah
and
B. Wade Brorsen
affiliation not provided to SSRN
and
Oklahoma State University - Stillwater - Department of Agricultural Economics
Date Posted: November 24, 2010
Working Paper Series
37 downloads
Prediction Accuracy of Different Market Structures - Bookmakers Versus a Betting Exchange
International Journal of Forecasting, Vol. 26, No. 3, pp. 448-459, 2010, ISU Working Paper No. 96
Egon P. Franck ,
Erwin Verbeek
and
Stephan Nüesch
University of Zurich - Department of Business Administration (IBW)
,
University of Zurich - Department of Business Administration (IBW)
and
University of Zurich - Department of Business Administration (IBW)
Date Posted: November 24, 2010
Working Paper Series
139 downloads
Troubling Research on Troubled Assets: Charles Zheng on the U.S. Toxic Asset Auction Plan
Econ Journal Watch, Vol. 8, No. 1, pp. 33-38, 2011
Linus Wilson
University of Louisiana at Lafayette - College of Business Administration
Date Posted: November 24, 2010
Last Revised: March 29, 2012
Working Paper Series
53 downloads
US 'Quantitative Easing' is Fracturing the Global Economy
Bard College Levy Economics Institute Working Paper No. 639
Michael Hudson
University of Missouri at Kansas City - Department of Economics
Date Posted: November 24, 2010
Working Paper Series
443 downloads
401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2009
EBRI Issue Brief, No. 350, November 2010
Jack VanDerhei ,
Sarah Holden and
Luis Alonso
Employee Benefit Research Institute (EBRI)
,
Investment Company Institute
and
Employee Benefit Research Institute (EBRI)
Date Posted: November 23, 2010
Accepted Paper Series
47 downloads
Financial Leverage, Corporate Investment and Stock Returns
Ali K. Ozdagli
Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: November 23, 2010
Working Paper Series
388 downloads
Financial Stability, Regulatory Buffers, and Economic Growth: Some Postrecession Regulatory Implications
Bard College Levy Economics Institute Working Paper No. 637
Eric Tymoigne
Lewis & Clark College
Date Posted: November 23, 2010
Working Paper Series
70 downloads
Sovereign Credit Risk and Real Economic Shocks
Patrick Augustin
and
Romeo Tedongap
Stockholm School of Economics
and
Stockholm School of Economics
Date Posted: November 23, 2010
Last Revised: January 07, 2012
Working Paper Series
136 downloads
The Distress Premium Puzzle
Ali K. Ozdagli
Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: November 23, 2010
Working Paper Series
117 downloads
Asset Prices, News Shocks and the Current Account
CEPR Discussion Paper No. DP8080
Marcel Fratzscher
and
Roland Straub
DIW Berlin
and
European Central Bank (ECB)
Date Posted: November 22, 2010
Working Paper Series
3 downloads
Difference in Interim Performance and Risk Taking with Short-Sale Constraints
CEPR Discussion Paper No. DP8072
Suleyman Basak and
Dmitry Makarov
London Business School
and
New Economic School
Date Posted: November 22, 2010
Working Paper Series
4 downloads
Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics
CEPR Discussion Paper No. DP8056
Antonio Ciccone and
Elias Papaioannou
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
and
Dartmouth College - Department of Economics
Date Posted: November 22, 2010
Working Paper Series
4 downloads
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much is it Worth?
CEPR Discussion Paper No. DP8045
Pasquale Della Corte ,
Lucio Sarno and
Giulia Sestieri
Imperial College London
,
City University London - Sir John Cass Business School
and
affiliation not provided to SSRN
Date Posted: November 22, 2010
Working Paper Series
4 downloads
Are All Credit Default Swap Databases Equal?
Sergio Mayordomo
,
Juan Ignacio Peña and
Eduardo S. Schwartz
University of Navarra - School of Economics and Business Administration
,
Universidad Carlos III de Madrid - Department of Business Administration
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: November 22, 2010
Last Revised: January 17, 2013
Working Paper Series
633 downloads
Does Ratings Shopping Distort Observed Bond Ratings?
Mathias Kronlund
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: November 22, 2010
Last Revised: October 24, 2012
Working Paper Series
355 downloads
Long Run Risk and the Persistence of Consumption Shocks
Fulvio Ortu ,
Andrea Tamoni
and
Claudio Tebaldi
Bocconi University - Department of Finance
,
London School of Economics & Political Science (LSE)
and
Bocconi University - Department of Finance
Date Posted: November 22, 2010
Last Revised: June 01, 2013
Working Paper Series
148 downloads
Macroeconomic Determinants of Carry Trade Activity
Fabio Fornari and
Alessio Anzuini
European Central Bank (ECB)
and
Bank of Italy
Date Posted: November 22, 2010
Working Paper Series
115 downloads
Metaphors, Models & Theories
Emanuel Derman
Columbia University
Date Posted: November 22, 2010
Last Revised: December 06, 2010
Working Paper Series
1745 downloads
Micro Frictions, Asset Pricing, and Aggregate Implications
Jack Favilukis
and
Xiaoji Lin
London School of Economics & Political Science (LSE)
and
Ohio State University (OSU) - Fisher College of Business
Date Posted: November 22, 2010
Last Revised: November 26, 2011
Working Paper Series
143 downloads
Speculation and Hedging in Segmented Markets
Review of Financial Studies, Forthcoming
Itay Goldstein
,
Yan Li
and
Liyan Yang
University of Pennsylvania - The Wharton School - Finance Department
,
Temple University - Department of Finance
and
University of Toronto - Rotman School of Management
Date Posted: November 21, 2010
Last Revised: June 03, 2013
Accepted Paper Series
166 downloads
International Propagation of the Credit Crisis
Richard A. Brealey ,
Ian A. Cooper and
Evi Kaplanis
London Business School
,
London Business School
and
London Business School
Date Posted: November 21, 2010
Last Revised: March 29, 2012
Working Paper Series
209 downloads
Non-Stationary Variance and Volatility Causality
Economics Bulletin, Vol. 30, No.4, pp. 2920-2935, 2010
Malik Kamel Bensafta
Université François Rabelais de Tours - GERCIE
Date Posted: November 21, 2010
Accepted Paper Series
Optimal Life Cycle Portfolio Choice with Housing Market Cycles
Review of Financial Studies, doi:10.1093/rfs/hht010, 2013
Marcel Fischer
and
Michael Z. Stamos
Copenhagen Business School
and
Allianz Global Investors
Date Posted: November 21, 2010
Last Revised: March 27, 2013
Accepted Paper Series
105 downloads
Where is the Value in High Frequency Trading?
Álvaro Cartea and
José Penalva
University College London
and
Universidad Carlos III, Madrid - Business Economics Department
Date Posted: November 21, 2010
Last Revised: February 17, 2012
Working Paper Series
1866 downloads
Earnings Attribution and Information Transfers
David S. Koo
,
Juan (Julie) Wu
and
P. Eric Yeung
University of Illinois at Urbana-Champaign
,
University of Georgia
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: November 20, 2010
Last Revised: January 16, 2013
Working Paper Series
295 downloads
The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index
Journal of Futures Markets
Chung San-Lin
,
Wei-Che Tsai ,
Yaw-Huei Wang and
Pei-Shih (Pace) Weng
National Taiwan University
,
National Sun Yat-Sen University - Department of Finance
,
National Taiwan University
and
National Dong Hwa University - Department of Finance
Date Posted: November 20, 2010
Last Revised: January 17, 2013
Accepted Paper Series
256 downloads
Asymptotic and Exact Pricing of Options on Variance
Martin Keller-Ressel and
Johannes Muhle-Karbe
TU Berlin
and
ETH Zürich
Date Posted: November 20, 2010
Last Revised: December 15, 2010
Working Paper Series
79 downloads
Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures
University of Florence Department of Economics Working Paper No. 13/2010
Giulio Cifarelli
and
Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche
and
IntesaSanpaolo
Date Posted: November 20, 2010
Working Paper Series
124 downloads
Financial Derivatives - Inherent Risks & Challenges for an Emerging Economy
The Indian Banker, Vol. III, No. 5, May 2008
Chiragra Tapas Chakrabarty
affiliation not provided to SSRN
Date Posted: November 20, 2010
Accepted Paper Series
79 downloads
Short-Selling, Uptick Rule, and Market Quality: Evidence from High-Frequency Data on Hong Kong Stock Exchange
Pengjie Gao
,
Jia Hao
,
Ivalina Kalcheva
and
Tongshu Ma
University of Notre Dame - Mendoza College of Business
,
Wayne State University - Department of Finance
,
University of Arizona - Department of Finance
and
Binghamton University
Date Posted: November 20, 2010
Last Revised: March 04, 2011
Working Paper Series
171 downloads
Should Macroeconomic Forecasters Use Daily Financial Data and How?
Elena Andreou ,
Eric Ghysels and
Andros Kourtellos
University of Cyprus - Department of Economics
,
University of North Carolina (UNC) at Chapel Hill - Department of Economics
and
University of Cyprus - Department of Economics
Date Posted: November 20, 2010
Working Paper Series
367 downloads
The Comparison of Value at Risk on Sharia Based Stock and Non-Sharia Based Stock:
Case Study on Indonesia Capital Market During 2005-2008
Agung Dharmawan Buchdadi ,
Muhamad Yasser Arafat
and
Tri Hesti Utaminingtyas
State University of Jakarta - Department of Management
,
State University of Jakarta - Faculty of Economics
and
State University of Jakarta - Faculty of Economics
Date Posted: November 20, 2010
Working Paper Series
128 downloads
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