Viewing: 1 - 11 of 11 papers
1.
Asymmetric Volatility in the Gold Market
Posted: 22 May 2019
Last Revised: 22 May 2019
Accepted Paper Series
University of Western Australia - Business School
2.
The Leverage Effect on Stock Returns
Number of pages: 34
Posted: 11 Oct 2010
Working Paper Series
University of Westminster - Westminster Business School, Queen Mary University of London, University of Westminster - Business School and affiliation not provided to SSRN
Downloads
795
3.
Do Size and Unobservable Company Factors Explain Stock Price Reversals?
Posted: 18 May 2010
Working Paper Series
Birmingham Business School and Birmingham Business School
4.
Forecasting Shipping Freight Rates
Posted: 02 May 2010
Last Revised: 28 Nov 2011
Working Paper Series
Johannes Kepler University Linz
5.
Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach
Midwest Finance Association Conference, USA, February 2010
Number of pages: 35
Posted: 24 Nov 2009
Last Revised: 16 Mar 2010
Working Paper Series
Stockholm University
Downloads
122
6.
Can Balanced and Income Mutual Funds Outperform the Stock Market? An Empirical Study in the Indian Context
Number of pages: 22
Posted: 26 Mar 2009
Working Paper Series
Career Point University and All India Management Association
Downloads
262
7.
Geometrical Loss Model
Number of pages: 37
Posted: 04 Feb 2009
Last Revised: 15 Jun 2016
Working Paper Series
CALYON
Downloads
370
8.
Hybrid Evolutionary Techniques for FX Arbitrage Prediction
Posted: 06 Jan 2009
Working Paper Series
University College London
9.
Monitoring the Upsurge of Biofuels in Commodity Futures Markets
Number of pages: 24
Posted: 28 Oct 2008
Working Paper Series
Kyoto University - Graduate School of Advanced Integrated Studies in Human Survivability (GSAIS)
Downloads
243
10.
Monthly Forecasts of Systematic Risk: An Evaluation
Number of pages: 33
Posted: 21 Nov 2007
Last Revised: 12 Sep 2010
Working Paper Series
Xiamen University, UNSW Australia Business School, School of Banking and Finance and UNSW Business School, University of New South Wales
Downloads
238
11.
Alternative Explanations of the Volatility Trend: Are They Really That Different?
Number of pages: 57
Posted: 17 Oct 2007
Last Revised: 20 Mar 2009
Working Paper Series
Simon Fraser University (SFU) - Beedie School of Business and Queensland University of Technology - School of Economics and Finance
Downloads
234
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.