SSRN Econometric Modeling: Financial Markets Regulation eJournal

1.

Why Indexing Works

Number of pages: 7 Posted: 14 Oct 2015 Last Revised: 12 May 2017

Working Paper Series

J.B. Heaton, Nick Polson and Jan Hendrik Witte

Bartlit Beck Herman Palenchar & Scott LLP, University of Chicago - Booth School of Business and University of Oxford - Mathematical Institute

Downloads 4,838

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

Luzi Hail and Christian Leuz

University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 4,365

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

Carol Ann Frost

University of North Texas

There are 2 versions of this paper

Downloads 3,575

4.

Understanding ETNs on VIX Futures

Number of pages: 41 Posted: 22 Apr 2012 Last Revised: 20 May 2012

Working Paper Series

Carol Alexander and Dimitris Korovilas

University of Sussex - School of Business, Management and Economics and University of Reading - ICMA Centre

Downloads 3,196

5.

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

Number of pages: 78 Posted: 02 Aug 2012

Working Paper Series

Sudeep Kalakkar

University of East London

Downloads 2,816

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

Sumit Agarwal, Souphala Chomsisengphet, Neale Mahoney and Johannes Stroebel

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)

There are 2 versions of this paper

Downloads 2,000

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

Rama Cont and Adrien de Larrard

Imperial College London and Université Paris VII Denis Diderot

Downloads 1,917

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

Luca Enriques and Sergio Gilotta

University of Oxford Faculty of Law and University of Bologna - Faculty of Law

Downloads 1,848

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

Jennifer G. Hill

The University of Sydney Law School

Downloads 1,548

10.

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

Number of pages: 11 Posted: 07 Apr 2016

Working Paper Series

Massimo Morini

Banca IMI

Downloads 1,514

11.

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

Sumit Agarwal, Efraim Benmelech, Nittai Bergman and Amit Seru

Georgetown University - Department of Finance, Northwestern University - Kellogg School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Stanford University

There are 2 versions of this paper

Downloads 1,456

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

Martijn Cremers, Miguel A. Ferreira, Pedro P. Matos and Laura T. Starks

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

There are 2 versions of this paper

Downloads 1,453

13.

Robust and Practical Estimation for Measures of Tail Risk

Number of pages: 50 Posted: 02 Jun 2014

Working Paper Series

Cristian Homescu

Independent

Downloads 1,405

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

Guido Ferrarini and Paolo Saguato

University of Genoa - Law Department and Centre for Law and Finance and Antonin Scalia Law School, George Mason University

Downloads 1,297

15.

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

Raghuram G. Rajan and Rodney Ramcharan

University of Chicago - Booth School of Business and University of Southern California, Marshall School of Business

Downloads 1,128

16.

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

Gennaro Bernile, Jianfeng Hu and Yuehua Tang

University of Miami - School of Business Administration, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance

Downloads 1,127

17.

Macroeconomic Impact of Basel III

OECD Economics Department Working Papers, No. 844

Number of pages: 16 Posted: 25 Aug 2015

Working Paper Series

Patrick Slovik and Boris Cournede

Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)

Downloads 1,112

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

Neil J. Calkin and Marcos Lopez de Prado

Clemson University and Guggenheim Partners, LLC

Downloads 1,111

19.

How to Prevent Other Financial Crises

School of Advanced International Studies Review, Forthcoming

Number of pages: 7 Posted: 27 Mar 2012

Accepted Paper Series

Nassim Nicholas Taleb and George A. Martin

NYU-Tandon School of Engineering and affiliation not provided to SSRN

Downloads 1,085

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

Nathan Goldschlag and Alexander T. Tabarrok

Center for Economic Studies, U.S. Census Bureau and George Mason University - Department of Economics

Downloads 996

21.

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

Wolf-Georg Ringe

University of Hamburg - Institute of Law & Economics

Downloads 982

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

Alan M. White

CUNY School of Law

Downloads 949

23.

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

Howell E. Jackson

Harvard Law School

Downloads 945

24.

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

Jean Dermine

INSEAD - Finance

There are 3 versions of this paper

Downloads 938

25.

Exchange Traded Funds and Asset Return Correlations

Number of pages: 56 Posted: 08 Oct 2012 Last Revised: 15 Mar 2016

Working Paper Series

Zhi Da and Sophie Shive

University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance

Downloads 881

26.

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

Christopher P. Buttigieg

University of Malta

Downloads 863

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

Daniel A. Austin

Independent

Downloads 848

28.

Modeling Corporate Exposure at Default

Number of pages: 35 Posted: 18 Mar 2013

Working Paper Series

Irina Barakova and Harini Parthasarathy

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 822

29.

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

Mark Blair and Ian Ramsay

affiliation not provided to SSRN and Melbourne Law School - University of Melbourne

Downloads 815

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

Ulf Brüggemann, Aditya Kaul, Christian Leuz and Ingrid M. Werner

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

There are 2 versions of this paper

Downloads 808

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

Susan Chaplinsky, Kathleen Weiss Hanley and S. Katie Moon

University of Virginia - Darden School of Business, Lehigh University - College of Business & Economics and University of Colorado at Boulder - Leeds School of Business

Downloads 753

32.

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

Fabrizio Anfuso, Daniel Aziz, Paul Giltinan and Klearchos Loukopoulos

Credit Suisse Securities (Europe) Limited, Credit Suisse Securities (Europe) Limited, Quaternion Risk Management and Credit Suisse Securities (Europe) Limited

Downloads 747

33.

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

Kevin L. Meyer

Edinburgh University School of Law

Downloads 738

34.

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

Jerold L. Zimmerman

University of Rochester - Simon Business School

Downloads 732

35.

Banking Transformation

Number of pages: 414 Posted: 21 Feb 2013 Last Revised: 30 Jul 2017

Working Paper Series

Paolo Vanini and Shadie Broumandi

University of Basel and Masaryk University

Downloads 730

36.

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

Angelo Borselli

Bocconi University - Department of Law

Downloads 721

37.

Dark Pool Exclusivity Matters

Number of pages: 48 Posted: 11 May 2012 Last Revised: 19 Dec 2013

Working Paper Series

Leslie Boni, David C. Brown and J. Chris Leach

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 716

38.

European Markets Infrastructure Regulation (EMIR) and Dodd-Frank Wall Street Reform and Consumer Protection Act (DFA): A New Revolution of OTC Derivatives Towards Transparency

Number of pages: 14 Posted: 26 Aug 2013 Last Revised: 18 Mar 2014

Working Paper Series

P. D. Aditya

CMRCS

Downloads 701

39.

Tail Risk in Momentum Strategy Returns

Number of pages: 35 Posted: 05 Jun 2012

Working Paper Series

Kent D. Daniel, Ravi Jagannathan and Soohun Kim

Columbia Business School - Finance and Economics, Northwestern University - Kellogg School of Management and Georgia Institute of Technology - Scheller College of Business

There are 2 versions of this paper

Downloads 686

40.

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

Tom C. W. Lin

Temple University - James E. Beasley School of Law

Downloads 681

41.

Disruptive Technology and Securities Regulation

Fordham Law Review

Number of pages: 77 Posted: 14 Jan 2015 Last Revised: 27 Dec 2015

Working Paper Series

Chris Brummer

Georgetown University Law Center

Downloads 674

42.

Rules vs Principles Based Financial Regulation

Number of pages: 44 Posted: 08 Feb 2015

Working Paper Series

Pascal Frantz and Norvald Instefjord

London School of Economics and University of Essex - Essex Business School

Downloads 664

43.

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

Edmund W. Kitch

University of Virginia School of Law

Downloads 660

44.

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

International Journal of Theoretical and Applied Finance, Vol. 19, No. 3, 2016

Number of pages: 23 Posted: 19 Dec 2013 Last Revised: 25 Jul 2017

Accepted Paper Series

Harvey J. Stein

Bloomberg L.P.

Downloads 656

45.

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

John L. Campbell, Dan S. Dhaliwal, Linda K. Krull and Casey M. Schwab

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 652

46.

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

Eric J. Pan and Howell E. Jackson

US Commodity Futures Trading Commission and Harvard Law School

Downloads 651

47.

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

Jean Paul Laurent, Michael Sestier and Stéphane Thomas-Simonpoli

University Paris 1 Panthéon - Sorbonne, PRISM Sorbonne & Labex ReFi, Université Paris I Panthéon-Sorbonne - Laboratoire PRISM and Labex ReFi

Downloads 648

48.

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

Number of pages: 17 Posted: 12 Oct 2012

Working Paper Series

Alexandre Antonov and Dominic Brecher

Numerix and Numerix

Downloads 634

49.

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

Sebastien Gay and Balthazar D. Bergkamp

The University of Chicago and University of Chicago

Downloads 628

50.

The Politics of Financial Regulation and the Regulation of Financial Politics

Harvard Law Review, Vol. 127, 2014

Number of pages: 75 Posted: 03 Mar 2014 Last Revised: 21 Mar 2014

Accepted Paper Series

Adam J. Levitin

Georgetown University Law Center

Downloads 625

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