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Econometric Modeling: Financial Markets Regulation eJournal

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Viewing: 1 - 50 of 2,045 papers

1.

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 4,457
2.

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
Downloads 3,725
3.

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 3,499
4.

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 3,044
5.

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 2,478
6.

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

Number of pages: 11 Posted: 07 Apr 2016 Last Revised: 31 Oct 2018
Working Paper Series
Banca IMI
Downloads 2,353
7.

Regulating Consumer Financial Products: Evidence from Credit Cards

Number of pages: 67 Posted: 26 Sep 2013 Last Revised: 28 Aug 2014
Working Paper Series
National University of Singapore, 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 2,176
8.

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
University of Oxford and Université Paris VII Denis Diderot
Downloads 2,101
9.

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 1,936
10.

Central Clearing and Risk Transformation

Norges Bank Working Paper 3/2017
Number of pages: 21 Posted: 20 Apr 2017
Working Paper Series
University of Oxford

Multiple version iconThere are 2 versions of this paper

Downloads 1,821
11.

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 1,813
12.

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 George Mason University, Antonin Scalia Law School
Downloads 1,666
13.

The New Market Manipulation

Emory Law Journal, Vol. 66, p. 1253, 2017, Temple University Legal Studies Research Paper No. 2017-20
Number of pages: 62 Posted: 06 Jul 2017 Last Revised: 04 Aug 2017
Accepted Paper Series
Temple University - James E. Beasley School of Law
Downloads 1,665
14.

Initial Coin Offerings: Emerging Practices, Risk Factors, and Red Flags

Forthcoming, Fintech Handbook, Florian Möslein & Sebastian Omlor eds., Verlag C.H. Beck (2018) , U of St. Thomas (Minnesota) Legal Studies Research Paper No. 17-18,
Number of pages: 22 Posted: 14 Nov 2017
Working Paper Series
University of St. Thomas, Minnesota - School of Law and New York University School of Law
Downloads 1,589
15.

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 1,588
16.

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
National University of Singapore, Northwestern University - Kellogg School of Management, Tel Aviv University and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 1,554
17.

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 AQR Capital Management, LLC
Downloads 1,513
18.

The Irrelevance of Brexit for the European Financial Market

European Business Organization Law Review, Forthcoming, Oxford Legal Studies Research Paper No 10/2017
Number of pages: 37 Posted: 23 Jan 2017 Last Revised: 02 Jan 2018
Accepted Paper Series
University of Hamburg - Institute of Law & Economics
Downloads 1,503
19.

Robust and Practical Estimation for Measures of Tail Risk

Number of pages: 50 Posted: 02 Jun 2014
Working Paper Series
Independent
Downloads 1,480
20.

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 1,333
21.

Mapping the Global Legal Landscape of Blockchain and Other Distributed Ledger Technologies

Number of pages: 21 Posted: 09 Mar 2017 Last Revised: 31 Jul 2017
Working Paper Series
Max Planck Institute for Comparative Public Law & International Law
Downloads 1,215
22.

The Regulation of Cryptocurrencies - Between a Currency and a Financial Product

Hebrew University of Jerusalem Legal Research Paper No. 18-10
Number of pages: 30 Posted: 13 Feb 2018 Last Revised: 21 Mar 2018
Working Paper Series
Hebrew University of Jerusalem - Faculty of Law
Downloads 1,212
23.

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 - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance
Downloads 1,192
24.

Is Regulation to Blame for the Decline in American Entrepreneurship?

Nathan Goldschlag, Alex Tabarrok; Is regulation to blame for the decline in American entrepreneurship?, Economic Policy, Volume 33, Issue 93, 1 January 2018, Pages 5–44, https://doi.org/10.1093/epolic/eix019, GMU Working Paper in Economics No. 15-11,
Number of pages: 46 Posted: 05 Feb 2015 Last Revised: 20 Oct 2018
Accepted Paper Series
Center for Economic Studies, U.S. Census Bureau and George Mason University - Department of Economics
Downloads 1,141
25.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,075
26.

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 1,068
27.

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 1,061
28.

Fintech Lending: Financial Inclusion, Risk Pricing, and Alternative Information

FRB of Philadelphia Working Paper No. 17-17
Number of pages: 48 Posted: 19 Jul 2017
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Chicago

Multiple version iconThere are 2 versions of this paper

Downloads 1,033
29.

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 1,022
30.

What's (Still) Wrong with Credit Ratings

Washington Law Review, Forthcoming, San Diego Legal Studies Paper No. 17-285
Number of pages: 67 Posted: 16 May 2017 Last Revised: 05 Oct 2017
Working Paper Series
University of California, Berkeley - School of Law
Downloads 1,013
31.

Bank Capital Requirements: A Quantitative Analysis

Charles A. Dice Center Working Paper No. 2015-14, Fisher College of Business Working Paper No. 2015-03-14
Number of pages: 42 Posted: 21 Nov 2013 Last Revised: 17 Jul 2018
Working Paper Series
Ohio State University (OSU) - Department of Finance
Downloads 1,009
32.

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 992
33.

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 963
34.

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 3 versions of this paper

Downloads 961
35.

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 942
36.

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 937
37.

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 921
38.

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: 14 Nov 2018
Accepted Paper Series
Bocconi University - Department of Law
Downloads 913
39.

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

Multiple version iconThere are 2 versions of this paper

Downloads 903
40.

The Role of Gatekeepers

Oxford Handbook of Financial Regulation (N Moloney, E Ferran and J Payne eds) (OUP 2015) , Oxford Legal Studies Research Paper No. 22/2014
Number of pages: 28 Posted: 25 Apr 2014 Last Revised: 06 Jun 2016
Accepted Paper Series
University of Oxford - Faculty of Law
Downloads 869
41.

Valuing Financial Services Firms

Journal of Financial Perspectives, Vol. 1, No. 1, 2013
Number of pages: 20 Posted: 26 Nov 2017
Accepted Paper Series
New York University - Stern School of Business
Downloads 858
42.

Dark Pool Exclusivity Matters

Number of pages: 48 Posted: 11 May 2012 Last Revised: 19 Dec 2013
Working Paper Series
California State University, Monterey Bay, University of Arizona - Department of Finance and University of Colorado at Boulder - Department of Finance
Downloads 850
43.

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 828
44.

Disruptive Technology and Securities Regulation

Fordham Law Review
Number of pages: 77 Posted: 14 Jan 2015 Last Revised: 29 Nov 2018
Working Paper Series
Georgetown University Law Center
Downloads 811
45.

Climate Change and Firm Valuation: Evidence from a Quasi-Natural Experiment

Swiss Finance Institute Research Paper No. 15-40
Number of pages: 59 Posted: 17 Feb 2015 Last Revised: 28 Oct 2015
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 805
46.

Banking Transformation

Number of pages: 481 Posted: 21 Feb 2013 Last Revised: 21 Mar 2018
Working Paper Series
University of Basel and Masaryk University
Downloads 803
47.

The Spillover Effect of SEC Comment Letters on Qualitative Corporate Disclosure: Evidence from the Risk Factor Disclosure

Contemporary Accounting Research, 2018
Number of pages: 52 Posted: 20 Jan 2015 Last Revised: 28 Feb 2018
Accepted Paper Series
University of Connecticut - Department of Accounting, Georgetown University - Department of Accounting and Business Law and University of Florida - Warrington College of Business Administration
Downloads 799
48.

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 798
49.

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 768
50.

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

Number of pages: 60 Posted: 13 Jun 2013 Last Revised: 18 Apr 2018
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 767