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Econometric Modeling: Financial Markets Regulation eJournal

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Viewing: 1 - 50 of 1,715 papers

1.

Why Indexing Works

Number of pages: 7 Posted: 14 Oct 2015 Last Revised: 12 May 2017
Working Paper Series
Bartlit Beck Herman Palenchar & Scott LLP, University of Chicago - Booth School of Business and University of Oxford - Mathematical Institute
Downloads 4,527
2.

International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?

ECGI - Law Working Paper No. 15/2003, Rodney L. White Center for Financial Research Working Paper No. 17-04, AFA 2005 Philadelphia Meetings
Number of pages: 65 Posted: 21 Dec 2004
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,352
3.

Credit Rating Agencies in Capital Markets: A Review of Research Evidence on Selected Criticisms of the Agencies

Number of pages: 45 Posted: 01 Jun 2006
Working Paper Series
University of North Texas

Multiple version iconThere are 2 versions of this paper

Downloads 3,566
4.

Understanding ETNs on VIX Futures

Number of pages: 41 Posted: 22 Apr 2012 Last Revised: 20 May 2012
Working Paper Series
University of Sussex - School of Business, Management and Economics and University of Reading - ICMA Centre
Downloads 3,152
5.

Key Factors in Determining the Financial Performance of the Indian Banking Sector

Number of pages: 78 Posted: 02 Aug 2012
Working Paper Series
University of East London
Downloads 2,793
6.

Regulating Consumer Financial Products: Evidence from Credit Cards

Number of pages: 67 Posted: 26 Sep 2013 Last Revised: 28 Aug 2014
Working Paper Series
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), University of Chicago Booth School of Business and New York University (NYU)

Multiple version iconThere are 2 versions of this paper

Downloads 1,978
7.

Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations

Number of pages: 40 Posted: 20 Feb 2012 Last Revised: 05 Oct 2012
Working Paper Series
Imperial College London and Université Paris VII Denis Diderot
Downloads 1,902
8.

Disclosure and Financial Market Regulation

Forthcoming Draft Chapter in The Oxford Handbook on Financial Regulation, edited by Eilís Ferran, Niamh Moloney, and Jennifer Payne, (Oxford University Press)., European Corporate Governance Institute (ECGI) - Law Working Paper No. 252/2014, Oxford Legal Studies Research Paper No. 68/2014,
Number of pages: 38 Posted: 12 Apr 2014
Accepted Paper Series
University of Oxford Faculty of Law and University of Bologna - Faculty of Law
Downloads 1,796
9.

Why Did Australia Fare So Well in the Global Financial Crisis?

THE REGULATORY AFTERMATH OF THE GLOBAL FINANCIAL CRISIS, E. Ferran, N. Moloney, J. G. Hill, and J. C. Coffee, Jr. Cambridge University Press, 2012, pp 203-300, Sydney Law School Research Paper No. 12/35
Number of pages: 60 Posted: 21 May 2012 Last Revised: 20 Dec 2013
Accepted Paper Series
The University of Sydney Law School
Downloads 1,481
10.

Did the Community Reinvestment Act (CRA) Lead to Risky Lending?

Kreisman Working Papers Series in Housing Law and Policy No. 8
Number of pages: 44 Posted: 08 Nov 2012 Last Revised: 08 Jan 2015
Working Paper Series
Georgetown University - Department of Finance, Northwestern University - Kellogg School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 1,446
11.

From 'Blockchain Hype' to a Real Business Case for Financial Markets

Number of pages: 11 Posted: 07 Apr 2016
Working Paper Series
Banca IMI
Downloads 1,433
12.

Indexing and Active Fund Management: International Evidence

Journal of Financial Economics (JFE), Forthcoming, Darden Business School Working Paper No. 2558724
Number of pages: 73 Posted: 03 Feb 2015
Accepted Paper Series
University of Notre Dame, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,425
13.

Robust and Practical Estimation for Measures of Tail Risk

Number of pages: 50 Posted: 02 Jun 2014
Working Paper Series
Independent
Downloads 1,394
14.

Regulating Financial Market Infrastructures

Forthcoming draft chapter, The Oxford Handbook on Financial Regulation, edited by Eilís Ferran, Niamh Moloney, and Jennifer Payne, (Oxford University Press)., European Corporate Governance Institute (ECGI) - Law Working Paper No. 259/2014,
Number of pages: 43 Posted: 17 Jun 2014 Last Revised: 16 Dec 2015
Accepted Paper Series
University of Genoa - Law Department and Centre for Law and Finance and Law & Economic Center, George Mason University - Antonin Scalia Law School
Downloads 1,267
15.

Can Information Be Locked-Up? Informed Trading Ahead of Macro-News Announcements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 91 Posted: 13 May 2014 Last Revised: 27 Oct 2015
Accepted Paper Series
University of Miami - School of Business Administration, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance
Downloads 1,120
16.

Crises and the Development of Economic Institutions: Some Microeconomic Evidence

American Economic Review, Forthcoming
Number of pages: 8 Posted: 08 Feb 2016
Accepted Paper Series
University of Chicago - Booth School of Business and University of Southern California, Marshall School of Business
Downloads 1,086
17.

How to Prevent Other Financial Crises

School of Advanced International Studies Review, Forthcoming
Number of pages: 7 Posted: 27 Mar 2012
Accepted Paper Series
NYU-Tandon School of Engineering and affiliation not provided to SSRN
Downloads 1,072
18.

The Topology of Macro Financial Flows: An Application of Stochastic Flow Diagrams

Algorithmic Finance 2014, 3:1-2, 43-85
Number of pages: 44 Posted: 16 Jan 2014 Last Revised: 27 May 2014
Accepted Paper Series
Clemson University and Guggenheim Partners, LLC
Downloads 1,072
19.

Macroeconomic Impact of Basel III

OECD Economics Department Working Papers, No. 844
Number of pages: 16 Posted: 25 Aug 2015
Working Paper Series
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Downloads 1,062
20.

Is Regulation to Blame for the Decline in American Entrepreneurship?

GMU Working Paper in Economics No. 15-11
Number of pages: 46 Posted: 05 Feb 2015 Last Revised: 22 Mar 2016
Working Paper Series
Center for Economic Studies, U.S. Census Bureau and George Mason University - Department of Economics
Downloads 969
21.

A Pragmatic Approach to the Phased Consolidation of Financial Regulation in the United States

Harvard Public Law Working Paper No. 09-19
Number of pages: 64 Posted: 13 Nov 2008 Last Revised: 13 Jan 2015
Working Paper Series
Harvard Law School
Downloads 945
22.

Losing the Paper – Mortgage Assignments, Note Transfers and Consumer Protection

Loyola Consumer Law Review, Vol. 24, No. 468, 2012
Number of pages: 37 Posted: 30 Oct 2012 Last Revised: 07 Nov 2012
Working Paper Series
CUNY School of Law
Downloads 938
23.

Banking Regulations after the Global Financial Crisis, Good Intentions and Unintended Evil

Number of pages: 39 Posted: 18 Feb 2012 Last Revised: 28 Oct 2014
Working Paper Series
INSEAD - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 934
24.

The Irrelevance of Brexit for the European Financial Market

Oxford Legal Studies Research Paper No 10/2017
Number of pages: 37 Posted: 23 Jan 2017 Last Revised: 22 Apr 2017
Working Paper Series
University of Hamburg - Institute of Law & Economics
Downloads 904
25.

An Evaluation of the Theories and Objectives of Financial Regulation Post the 2007-2009 Financial Crisis: A European Perspective

ELSA Malta Law Review 2012
Number of pages: 31 Posted: 01 Aug 2012 Last Revised: 24 Dec 2012
Accepted Paper Series
University of Malta
Downloads 862
26.

Exchange Traded Funds and Asset Return Correlations

Number of pages: 56 Posted: 08 Oct 2012 Last Revised: 15 Mar 2016
Working Paper Series
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance
Downloads 852
27.

The Indentured Generation: Bankruptcy and Student Loan Debt

Santa Clara Law Review, Vol. 53, No. 2, pp. 329-420 (2013), Northeastern University School of Law Research Paper No. 115-2012
Number of pages: 93 Posted: 06 Oct 2012 Last Revised: 29 Aug 2013
Accepted Paper Series
Independent
Downloads 829
28.

Mandatory Corporate Disclosure Rules and Securities Regulation

SECURITIES REGULATION IN AUSTRALIA AND NEW ZEALAND, 2nd Edition, Gordon Walker, Brent Fisse and Ian Ramsay, eds., LBC Information Services, 1998
Number of pages: 33 Posted: 18 Aug 2006
Accepted Paper Series
affiliation not provided to SSRN and Melbourne Law School - University of Melbourne
Downloads 809
29.

Modeling Corporate Exposure at Default

Number of pages: 35 Posted: 18 Mar 2013
Working Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 803
30.

The Twilight Zone: OTC Regulatory Regimes and Market Quality

IGM Working Paper #95, Fisher College of Business Working Paper No. 2013-03-09, European Corporate Governance Institute (ECGI) - Law Working Paper No. 224/2013, Charles A. Dice Center Working Paper No. 2013-09
Number of pages: 112 Posted: 06 Jul 2013 Last Revised: 27 Jun 2017
Working Paper Series
Humboldt University of Berlin - School of Business and Economics, University of Alberta - Department of Finance and Statistical Analysis, University of Chicago - Booth School of Business and The Ohio State University - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 764
31.

The JOBS Act and the Costs of Going Public

Journal of Accounting Research, Forthcoming
Number of pages: 49 Posted: 07 Sep 2014 Last Revised: 24 Feb 2017
Accepted Paper Series
University of Virginia - Darden School of Business, Lehigh University - College of Business & Economics and University of Colorado at Boulder - Leeds School of Business
Downloads 734
32.

Analysing the New OTC Derivatives Regulations: A Critical Overview of Tomorrow’s Legal Framework

Number of pages: 44 Posted: 01 Aug 2012
Working Paper Series
Edinburgh University School of Law
Downloads 731
33.

Myth: External Financial Reporting Quality Has a 1st Order Effect on Firm Value

Simon School Working Paper No. 12-23
Number of pages: 12 Posted: 19 Jan 2013 Last Revised: 06 Sep 2013
Working Paper Series
University of Rochester - Simon Business School
Downloads 730
34.

Banking Transformation

Number of pages: 459 Posted: 21 Feb 2013 Last Revised: 17 Jun 2017
Working Paper Series
University of Basel and Masaryk University
Downloads 723
35.

Dark Pool Exclusivity Matters

Number of pages: 48 Posted: 11 May 2012 Last Revised: 19 Dec 2013
Working Paper Series
University of New Mexico - Department of Finance, International, and Techology (FIT), University of Arizona - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 704
36.

LIBOR Manipulation in Developed Markets

Sermaye Piyasasi Dergisi (Journal of Capital Markets), Sermaye Piyasası Meslek Personeli Derneği, Ankara, 2012,
Number of pages: 24 Posted: 16 Dec 2012 Last Revised: 11 Jan 2014
Accepted Paper Series
Piri Reis University and Government of the Republic of Turkey - Capital Markets Board of Turkey
Downloads 702
37.

Insurance Rates: Regulation in Comparison with Open Competition

Connecticut Insurance Law Journal, Vol. 18, No. 1, 2012
Number of pages: 60 Posted: 02 May 2012 Last Revised: 10 Apr 2013
Accepted Paper Series
Bocconi University - Department of Law
Downloads 695
39.

A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements

Number of pages: 14 Posted: 17 Jan 2016 Last Revised: 19 Jan 2017
Working Paper Series
Credit Suisse Securities (Europe) Limited, Credit Suisse Securities (Europe) Limited, Quaternion Risk Management and Credit Suisse Securities (Europe) Limited
Downloads 688
40.

Tail Risk in Momentum Strategy Returns

Number of pages: 35 Posted: 05 Jun 2012
Working Paper Series
Columbia Business School - Finance and Economics, Northwestern University - Kellogg School of Management and Georgia Institute of Technology - Scheller College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 676
41.

A Behavioral Framework for Securities Risk

34 Seattle University Law Review 325 (2011)
Number of pages: 54 Posted: 16 Apr 2012 Last Revised: 08 Oct 2013
Accepted Paper Series
Temple University - James E. Beasley School of Law
Downloads 675
42.

Proposals for Reform of Securities Regulation: An Overview

UVA Law and Economics Research Paper No. 01-1
Number of pages: 33 Posted: 15 May 2001
Accepted Paper Series
University of Virginia School of Law
Downloads 660
43.

Disruptive Technology and Securities Regulation

Fordham Law Review
Number of pages: 77 Posted: 14 Jan 2015 Last Revised: 27 Dec 2015
Working Paper Series
Georgetown University Law Center
Downloads 657
44.

Fixing Underexposed Snapshots -- Proper Computation of Credit Exposures Under the Real World and Risk Neutral Measures

Number of pages: 23 Posted: 19 Dec 2013 Last Revised: 07 Jan 2014
Working Paper Series
Bloomberg L.P.
Downloads 652
45.

Regulatory Competition in International Securities Markets: Evidence from Europe - Part II

Cardozo Legal Studies Research Paper No. 247, Virginia Law & Business Review, Vol. 3, No. 2, p. 207, 2008
Number of pages: 68 Posted: 02 Dec 2008 Last Revised: 13 Jan 2015
Accepted Paper Series
US Commodity Futures Trading Commission and Harvard Law School
Downloads 642
46.

Rules vs Principles Based Financial Regulation

Number of pages: 44 Posted: 08 Feb 2015
Working Paper Series
London School of Economics and University of Essex - Essex Business School
Downloads 641
47.

U.S. Multinational Corporations’ Foreign Cash Holdings: An Empirical Estimate and Its Valuation Consequences

Number of pages: 58 Posted: 13 Jun 2013 Last Revised: 08 Mar 2014
Working Paper Series
University of Georgia - J.M. Tull School of Accounting, University of Arizona - Department of Accounting, University of Oregon and Indiana University - Kelley School of Business - Department of Accounting
Downloads 636
48.

Trading Book and Credit Risk: How Fundamental is the Basel Review?

Journal of Banking and Finance, Vol. 73, No. 1, 2016
Number of pages: 35 Posted: 23 Oct 2015 Last Revised: 21 Jun 2017
Accepted Paper Series
Université Paris I Panthéon-Sorbonne - Laboratoire PRISM, Université Paris I Panthéon-Sorbonne - Laboratoire PRISM and Université Paris I Panthéon - Sorbonne, Centre d'Economie
Downloads 633
49.

Exposure & CVA for Large Portfolios of Vanilla Swaps: The Thin-Out Optimization

Number of pages: 17 Posted: 12 Oct 2012
Working Paper Series
Numerix and Numerix
Downloads 628
50.

Does Basel Save Our Banks? The Effect of Basel I Capital Requirements on Bank Failures

Number of pages: 34 Posted: 11 Jul 2015 Last Revised: 14 Jul 2015
Working Paper Series
The University of Chicago and University of Chicago
Downloads 625