1.
Credit Risk 'Beta': The Systematic Aspect of Bank Default Risk
Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 42
Posted: 30 Sep 2015
Working Paper Series
ESCP Europe
Downloads
95
2.
Are We Approaching an Economic Singularity? Information Technology and the Future of Economic Growth
Cowles Foundation Discussion Paper No. 2021
Number of pages: 47
Posted: 09 Sep 2015
Working Paper Series
Yale University - Department of Economics
There are 2 versions of this paper
Are We Approaching an Economic Singularity? Information Technology and the Future of Economic Growth
Cowles Foundation Discussion Paper No. 2021
Number of pages: 47
Posted: 09 Sep 2015
Downloads
2,129
Are We Approaching an Economic Singularity? Information Technology and the Future of Economic Growth
NBER Working Paper No. w21547
Number of pages: 49
Posted: 14 Sep 2015
Last Revised: 25 Sep 2015
Downloads
48
Downloads
2,129
3.
Uzbek Banking System: Some History and Current State
Number of pages: 9
Posted: 27 Jul 2015
Working Paper Series
Endicott College, Woosong University
Downloads
329
4.
Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China
Multinational Finance Journal, Vol. 17, No. 1/2, p. 77-106, 2013
Number of pages: 30
Posted: 18 Jun 2015
Accepted Paper Series
Centre for Regulation and Market Analysis, School of Commerce and University of South Australia - School of Commerce
There are 2 versions of this paper
Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China
Multinational Finance Journal, 2013, vol. 17, no. 1/2, pp. 77-106.
Number of pages: 39
Posted: 04 Mar 2013
Last Revised: 14 Nov 2014
Downloads
85
Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China
Multinational Finance Journal, Vol. 17, No. 1/2, p. 77-106, 2013
Number of pages: 30
Posted: 18 Jun 2015
Downloads
40
Downloads
40
5.
Market Power Rents and Climate Change Mitigation: A Rationale for Coal Taxes?
DIW Berlin Discussion Paper No. 1471
Number of pages: 42
Posted: 25 Apr 2015
Working Paper Series
Dresden University of Technology - Faculty of Economics and Business Management, Resource Economics Group and Australian National University (ANU) - Crawford School of Public Policy
There are 2 versions of this paper
Market Power Rents and Climate Change Mitigation: A Rationale for Coal Taxes?
DIW Berlin Discussion Paper No. 1471
Number of pages: 42
Posted: 25 Apr 2015
Downloads
27
Market Power Rents and Climate Change Mitigation: A Rationale for Coal Taxes?
Crawford School of Public Policy CCEP Working Paper No. 1507
Number of pages: 42
Posted: 28 Feb 2016
Downloads
16
Downloads
27
6.
Deposit Guarantee Schemes in Europe: Is the Banking Union in Need of a Third Pillar?
European Company and Financial Law Review Vol. 2015, No. 3
Number of pages: 39
Posted: 12 Mar 2015
Last Revised: 22 Oct 2015
Working Paper Series
KU Leuven Law Faculty
Downloads
268
7.
The Fusion of Insurance and Financial Structured Products – A Monte Carlo Valuation
Insurance Markets and Companies: Analyses and Actuarial Computations, 2013, Volume 4, Issue 1, pp. 30-38
Posted: 20 Jul 2014
Accepted Paper Series
Ben Gurion University and Ben-Gurion University of the Negev
8.
Financial Plumbing and Monetary Policy
IMF Working Paper No. 14/111
Number of pages: 19
Posted: 18 Jul 2014
Working Paper Series
International Monetary Fund (IMF)
Downloads
110
9.
How to Capture Macro-Financial Spillover Effects in Stress Tests?
IMF Working Paper No. 14/103
Number of pages: 35
Posted: 18 Jul 2014
Working Paper Series
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads
77
10.
Strategic Transparency and Informed Trading: Will Capital Market Integration Force Convergence of Corporate Governance?
Journal of Financial and Quantitiative Analysis 38 (2003), 61-86
Number of pages: 35
Posted: 17 Jul 2014
Accepted Paper Series
University of Amsterdam - Finance Group and Universitaet Mannheim
Downloads
23
11.
Monetary Policy Surprises, Credit Costs and Economic Activity
NBER Working Paper No. w20224
Number of pages: 50
Posted: 16 Jun 2014
Last Revised: 16 Jun 2014
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and European Central Bank (ECB) - Directorate General Research
There are 2 versions of this paper
Monetary Policy Surprises, Credit Costs and Economic Activity
NBER Working Paper No. w20224
Number of pages: 50
Posted: 16 Jun 2014
Downloads
14
Monetary Policy Surprises, Credit Costs and Economic Activity
CEPR Discussion Paper No. DP9824
Number of pages: 51
Posted: 02 Jun 2014
Downloads
1
Downloads
14
12.
Soft Information in the Subprime Mortgage Market
26th Australasian Finance and Banking Conference 2013
Number of pages: 54
Posted: 01 Nov 2012
Last Revised: 11 Apr 2014
Working Paper Series
Department of Banking and Finance, Chulalongkorn Business School
Downloads
119
13.
Price Discovery in the Stock and Corporate Bond Markets
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 36
Posted: 08 Oct 2012
Last Revised: 13 May 2014
Working Paper Series
Cornell University - SC Johnson College of Business - Finance Department
Downloads
168
14.
Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 59
Posted: 08 Oct 2012
Working Paper Series
University of Nebraska-Lincoln and Villanova University - Villanova School of Business
Downloads
40
15.
Salvaging the C-Capm: Currency Carry Trade Risk Premia and Conditioning Information
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 35
Posted: 04 Oct 2012
Working Paper Series
University of Edinburgh, University of Exeter Business School, University of Exeter and University of Aberdeen - Business School
Downloads
41
16.
Short Selling, Regulatory Flip/Flops and Uncertainty: Implications for Asset Pricing and Asset Allocation
Number of pages: 54
Posted: 02 Oct 2012
Last Revised: 06 May 2014
Working Paper Series
Koc University, EDHEC Business School and EDHEC Business School
Downloads
39
17.
Timing Foreign Exchange Markets
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44
Posted: 02 Oct 2012
Last Revised: 14 Apr 2014
Working Paper Series
University of the Andes, University of Chicago - Booth School of Business and Universidad de los Andes, Colombia - School of Business Administration
Downloads
532
18.
Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 37
Posted: 02 Oct 2012
Last Revised: 26 Mar 2013
Working Paper Series
Department of Finance, School of Management, Fudan University, Board of Governors of the Federal Reserve System and Washington University in St. Louis - John M. Olin Business School
There are 2 versions of this paper
Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Number of pages: 37
Posted: 12 Mar 2012
Last Revised: 27 Mar 2013
Downloads
208
Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 37
Posted: 02 Oct 2012
Last Revised: 26 Mar 2013
Downloads
51
Downloads
51
19.
A Comparative Study of the Volatility and Efficiency of Commodity Futures Index Roll Methods
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 19
Posted: 02 Oct 2012
Last Revised: 25 Jan 2013
Working Paper Series
University of Wisconsin - Eau Claire and University of Wisconsin - Eau Claire
Downloads
68
20.
Impacts of the Stock Market Liberalization in China: Evidence from the Foreign Institutional Investor Scheme
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 27
Posted: 02 Oct 2012
Working Paper Series
Lamar University, Fo Guang University and Yuan Ze University
Downloads
139
21.
What Drives the Microfinance Lending Rate?
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 32
Posted: 02 Oct 2012
Last Revised: 22 Jan 2013
Working Paper Series
University of Agder and Oslo and Akershus University College
Downloads
116
22.
Liquidity and Asset Prices: An Empirical Investigation of the Finnish Stock Market
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 42
Posted: 02 Oct 2012
Last Revised: 22 Jan 2013
Working Paper Series
Hanken School of Economics, Vasa Campus and Hanken School of Economics - Department of Finance and Statistics
Downloads
93
23.
Do Labor Unions Affect Firm Payout Policy?: Operating Leverage and Rent Extraction Effects
Journal of Corporate Finance, Forthcoming
Number of pages: 70
Posted: 02 Oct 2012
Last Revised: 31 Jul 2016
Accepted Paper Series
Nagasaki University
Downloads
56
24.
Rights Issues and Creeping Acquisitions in India
Emerging Markets Review, 23 (2015) 68 - 95, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 28
Posted: 02 Oct 2012
Last Revised: 10 May 2015
Accepted Paper Series
Analysis Group, Inc. and SVKM's NMIMS (Deemed to be University)
Downloads
50
25.
Forbearance, Prompt Closure, and the Valuation of Bank Subordinated Debt
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 33
Posted: 02 Oct 2012
Working Paper Series
National Taiwan University, Feng Chia University and National Chiao-Tung University
Downloads
41
26.
The Cross-Section of Currency Volatility
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 40
Posted: 01 Oct 2012
Last Revised: 14 Oct 2014
Working Paper Series
University of Lugano
Downloads
242
27.
Macroeconomic Risk and Seasonality in Momentum Profits
Journal of Financial Markets, Forthcoming
Number of pages: 41
Posted: 01 Oct 2012
Last Revised: 16 Dec 2017
Accepted Paper Series
College of Business, Governors State University, University of Melbourne - Faculty of Business and Economics and Lancaster University - Management School
Downloads
147
28.
Statistical Arbitrage and Robust Tests for Cointegration
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 42
Posted: 01 Oct 2012
Working Paper Series
Kent State University - Department of Finance and Kent State University - College of Business Administration
Downloads
323
29.
Nonparametric Estimation of Daily State-Price Densities Using Transaction-Level Data on S&P500 Index Options
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 48
Posted: 01 Oct 2012
Working Paper Series
Queen's University - Department of Economics
Downloads
76
30.
When is Equity More than Just Financing? Evidence from Strategic Alliances
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 47
Posted: 01 Oct 2012
Last Revised: 22 Jan 2013
Working Paper Series
University of New Orleans - College of Business Administration, Minnesota State University Moorhead and Tulane University
Downloads
68
31.
Explaining Debt Recovery Using an Endogenous Bankruptcy Model
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 31
Posted: 01 Oct 2012
Last Revised: 07 Oct 2013
Working Paper Series
Smith School of Business, Smith School of Business and Queen's University
There are 2 versions of this paper
Explaining Debt Recovery Using an Endogenous Bankruptcy Model
Journal of Fixed Income, Forthcoming
Number of pages: 32
Posted: 02 Jun 2010
Last Revised: 08 Oct 2013
Downloads
276
Explaining Debt Recovery Using an Endogenous Bankruptcy Model
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 31
Posted: 01 Oct 2012
Last Revised: 07 Oct 2013
Downloads
57
Downloads
57
32.
The Pricing Effects of Ambiguous Private Information
Number of pages: 72
Posted: 30 Sep 2012
Last Revised: 14 Jul 2017
Working Paper Series
Brigham Young University - Department of Economics and University of Essex - Department of Economics
Downloads
217
33.
The Use of Financial Derivatives and Risks of U.S. Bank Holding Companies
Forthcoming at the International Review of Financial Analysis, presented at Midwest Finance Association 2013, APAD 2013, AIDEA 2013, INFINITI 2014
Number of pages: 49
Posted: 30 Sep 2012
Last Revised: 30 Jul 2014
Accepted Paper Series
Southeast University - School of Economics and Management and University of Ljubljana - Faculty of Economics
Downloads
172
34.
Dynamic Exposure of Hedge Funds to the Changes in the Risk Factors
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 65
Posted: 30 Sep 2012
Last Revised: 22 Jan 2013
Working Paper Series
affiliation not provided to SSRN, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business Administration and California State University, Stanislaus
Downloads
150
35.
Venture Capital Syndication and Firm Entry: Theory and Evidence
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 56
Posted: 30 Sep 2012
Working Paper Series
Universidad Carlos III de Madrid
Downloads
87
36.
Exchange Traded Funds, Liquidity, and Market Volatility
Applied Financial Economics (2013)
Number of pages: 37
Posted: 29 Sep 2012
Last Revised: 13 Jan 2017
Accepted Paper Series
Penn State Behrend, Saint Xavier University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads
589
37.
Should Companies Care Who Their Lender Is? Evidence from Loan Covenants
Number of pages: 60
Posted: 29 Sep 2012
Last Revised: 25 Mar 2017
Working Paper Series
College of Economics and Academy of Financial Research, Zhejiang University
Downloads
87
38.
Local Corporate Social Responsibility, Media Coverage, and Shareholder Value
Journal of Banking and Finance, Forthcoming
Number of pages: 63
Posted: 27 Sep 2012
Last Revised: 16 Sep 2017
Accepted Paper Series
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Central Florida (UCF) - Department of Finance
Downloads
499
39.
How Taxes on Firms Reduce the Risk of After-Tax Cash Flows
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 36
Posted: 27 Sep 2012
Working Paper Series
University of Oslo - Department of Economics
Downloads
79
40.
The Impact of Credit Rating and Frequent Refinancing on Firm Value
Midwest Finance Association 2013 Annual Meeting Paper
Posted: 27 Sep 2012
Last Revised: 05 May 2015
Working Paper Series
HHL Leipzig Graduate School of Management, Handelshochschule Leipzig (HHL) and HHL Leipzig Graduate School of Management - Department of Finance
41.
Likely Benefits from HIFO Accounting
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 13
Posted: 26 Sep 2012
Last Revised: 09 Feb 2016
Working Paper Series
Lewis University and Central Washington University - College of Business
Downloads
15
42.
Governance and Short Sales
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 36
Posted: 23 Sep 2012
Last Revised: 20 Jul 2014
Working Paper Series
American University of Sharjah - School of Business and Management and Concordia University, Quebec - John Molson School of Business
Downloads
65
43.
Cash Flow Volatility and Corporate Bond Yield Spreads
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 39
Posted: 23 Sep 2012
Last Revised: 21 Jan 2013
Working Paper Series
University of Waterloo - School of Accounting and Finance, University of Waterloo and University of Waterloo
Downloads
227
44.
Market Sentiment and Dividend Policy: Cross Sectional Evidence
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 50
Posted: 22 Sep 2012
Last Revised: 20 Mar 2013
Working Paper Series
George Washington University - School of Business - Department of Finance and George Washington University
Downloads
352
45.
What Do We Know About Speculation in the CDS Market?
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 34
Posted: 20 Sep 2012
Last Revised: 14 Mar 2013
Working Paper Series
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads
201
46.
Information Asymmetry and Capital Structure Around the World
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 45
Posted: 18 Sep 2012
Last Revised: 03 Mar 2013
Working Paper Series
Central University of Finance and Economics and Radford University
Downloads
462
47.
Understanding the Term Structure of Credit Default Swap Spreads
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44
Posted: 18 Sep 2012
Last Revised: 22 Jan 2013
Working Paper Series
University of Toronto, Rotman School of Management and San Francisco State University
Downloads
525
48.
Liquidity Risk and Stock Returns: A Return Decomposition Approach
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44
Posted: 18 Sep 2012
Last Revised: 11 Mar 2013
Working Paper Series
University of Cincinnati and Office of the Comptroller of the Currency
Downloads
275
49.
Liquidity Crises Due to Asymmetric Information
Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 36
Posted: 18 Sep 2012
Working Paper Series
University of Southern Denmark - Department of Business and Economics
Downloads
67
50.
Internet-Based Corporate Disclosure and Market Value: Evidence from Latin America
Midwest Finance Association 2013 Annual Meeting Paper, Emerging Markets Review, Vol. 17, No. 1, 150-168
Number of pages: 35
Posted: 16 Sep 2012
Last Revised: 26 Jul 2014
Accepted Paper Series
Instituto de Estudios Superiores de Administración (IESA), Universidad de los Andes, Colombia - School of Management, CESA School of Business and CESA School of Business
Downloads
182
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