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SSRN eLibrary Search Results
EFMA 2000 Athens Meetings (Archive)
121,988 Total downloads
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Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market Recep Bildik Borsa Istanbul (Istanbul Stock Exchange) Date Posted: October 25, 2003 Accepted Paper Series 
Momentum, Business Cycle and Time Varying Expected ReturnsLondon Business School Accounting Subject Area No. 020; AFA 2001 Tarun Chordia and Lakshmanan Shivakumar Emory University - Department of Finance and London Business School Date Posted: November 24, 2001 Working Paper Series 1709 downloads
Option-Based Bankruptcy PredictionEFMA 2000 Athens Andreas Charitou and Lenos Trigeorgis University of Cyprus and University of Cyprus - Department of Public and Business Administration Date Posted: February 12, 2001 Working Paper Series 1560 downloads
Lenders Collaboration to CompeteJosep A. Tribo and Miguel A. García-Cestona Department of Business Administration. Universidad Carlos III and Universitat Autonoma de Barcelona (UAB) - Department d'Economia de l'Empresa Date Posted: January 27, 2001 Case and Teaching Paper Series 83 downloads
Credit Spreads Between German and Italian Sovereign Bonds - Do One-Factor Affine Models Work?Canadian Journal of Administrative Sciences, Vol. 17, No. 2 Klaus Duellmann and Marc Windfuhr Deutsche Bundesbank and affiliation not provided to SSRN Date Posted: January 24, 2001 Accepted Paper Series 388 downloads Simulating the Evolution of the Implied Distribution European Financial Management Journal George S. Skiadopoulos and Stewart D. Hodges University of Piraeus and University of Warwick - Financial Options Research Centre (FORC) Date Posted: January 19, 2001 Accepted Paper Series The Effect of Stock Splits on Excess Returns: Evidence from Istanbul Stock Exchange EFMA 2000 Athens Ali Osman Gurbuz, Saadet Tantan and Handan Yolsal Marmara University - Faculty of Economics and Administrative Sciences, Marmara University - School of Banking and Insurance and Marmara University Date Posted: January 15, 2001 Working Paper Series
Stock Return Predictability: A Bayesian Model Selection PerspectiveEFA 0524; EFMA 2000 Athens Martijn Cremers University of Notre Dame Date Posted: January 15, 2001 Working Paper Series 1165 downloads
The Contrarian Strategy in the Spanish Stock MarketEFMA 2000 Athens Carlos Forner and Joaquin Marhuenda Universidad de Alicante-Dpto. Economía Financiera and Universidad de Alicante - Department of Economic Analysis Date Posted: January 02, 2001 Working Paper Series 712 downloads
Simulation and Numerical Methods in Real Options ValuationEFMA 2000 Athens Gonzalo Cortazar Pontificia Universidad Catolica de Chile Date Posted: December 31, 2000 Working Paper Series 2763 downloads
Optimal Exploration Investments under Price and Geological-Technical Uncertainty: A Real Options ModelEFMA 2000 Athens Gonzalo Cortazar, Eduardo S. Schwartz and Jaime Casassus Pontificia Universidad Catolica de Chile, University of California, Los Angeles (UCLA) - Finance Area and Pontificia Universidad Catolica de Chile Date Posted: December 31, 2000 Working Paper Series 982 downloads
Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock FuturesEFMA 2000 Athens Taufiq Choudhry Bradford University School of Management Date Posted: December 31, 2000 Working Paper Series 28 downloads
Capital Structure Decision: The Use Of Preference Shares And Convertible Debt In The UKEFMA 2000 Athens Sandra Laurent University of the West of England (UWE) - Bristol Business School Date Posted: December 31, 2000 Working Paper Series 1726 downloads
Regulating Access to International Large-Value Payment SystemsEFMA 2000 Athens Meetings; European Central Bank Working Paper No. 22 Cornelia Holthausen and Thomas Rønde European Central Bank (ECB) and University of Copenhagen - Department of Economics Date Posted: December 31, 2000 Working Paper Series 147 downloads
The Expected Illiquidity Premium: Evidence from Equity Index-Linked BondsLondon Business School Accounting Subject Area No. 014 Elroy Dimson and Bernd Hanke University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting Date Posted: December 31, 2000 Working Paper Series 1592 downloads
The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International MarketsEFMA 2000 Athens Ehud I. Ronn, Akin Sayrak and Stathis Tompaidis University of Texas at Austin - Department of Finance, University of Pittsburgh and University of Texas at Austin - McCombs School of Business Date Posted: December 20, 2000 Working Paper Series 288 downloads
Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock MarketEFMA 2000 Athens Recep Bildik Borsa Istanbul (Istanbul Stock Exchange) Date Posted: December 18, 2000 Working Paper Series 697 downloads
Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock FuturesEFMA 2000 Athens Taufiq Choudhry Bradford University School of Management Date Posted: December 18, 2000 Working Paper Series 434 downloads
Factoring as a Financing Option: Evidence from the UKEFMA 2000 Athens Khaled Soufani Concordia University, Quebec - Department of Finance Date Posted: December 18, 2000 Working Paper Series 1247 downloads
The Causality Between Interest Rate, Exchange Rate and Stock Price in Emerging Markets: The Case of the Jakarta Stock ExchangeEFMA 2000 Athens Jyoti P. Gupta, Alain Chevalier and Fran Sayekt European School of Management (ESCP-EAP), ESCP Europe and ESCP Europe Date Posted: December 18, 2000 Working Paper Series 3592 downloads
A Tale of Three Cities: Is an Electronic Public Order Book Appropriate for Transition Economies?EFMA 2000 Athens Joseph P. Kairys, Jr. Jr., Raimonds Kruza and Ritvars Kumpins Vytautas Magnus University, Stockholm School of Economics and Parex Bank Corporation Date Posted: December 18, 2000 Working Paper Series 227 downloads
Stock Prices and Exchange Rate DynamicsEFMA 2000 Athens, Cass Business School Research Paper Fabiola Ravazzolo and Kate Phylaktis City University London and Cass Business School, City University, London Date Posted: December 18, 2000 Working Paper Series 1294 downloads A Rose.com by Any Other Name Journal of Finance Journal of Finance, Vol. 56, No. 6, pp. 2371-2388 Michael J. Cooper, Orlin Dimitrov and P. Raghavendra Rau University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge Date Posted: December 16, 2000 Accepted Paper Series
The Size and Book-To-Market Effects and Their Role as Risk
Proxies in the Istanbul Stock ExchangeEFMA 2000 Athens; Koc University, Graduate School of Business, Working Paper No. 2000-04 Mine H. Aksu and Turkan Onder Sabanci University and Marmara University - Faculty of Economics and Administrative Sciences Date Posted: December 16, 2000 Working Paper Series 1085 downloads
A Non-Parametric Examination of Stability in the EuroEFMA 2000 Athens John Cotter University College Dublin Date Posted: December 13, 2000 Working Paper Series 181 downloads
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage OpportunitiesAFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00 Jun Liu and Francis A. Longstaff University of California, San Diego (UCSD) - Rady School of Management and University of California, Los Angeles (UCLA) - Finance Area Date Posted: December 11, 2000 Working Paper Series 1186 downloads
Corporate Governance in Banking: A Conceptual FrameworkPenny Ciancanelli and José Antonio Reyes-Gonzalez University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance Date Posted: December 11, 2000 Working Paper Series 8874 downloads
Detecting Falsified Financial Statements Using Multicriteria Analysis: The Case Of GreeceEFMA 2000 Athens C. Zopounidis, Michael Doumpos and Charalambos Spathis Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and Aristotle University of Thessaloniki - Department of Economics Date Posted: December 10, 2000 Working Paper Series 1185 downloads
The Effect Of Firm Diversification On Capital Structure: Evidence From Spanish FirmsEFMA 2000 Athens Eduardo José Menéndez Alonso Universidad de Oviedo - Business Administration Date Posted: December 07, 2000 Working Paper Series 984 downloads
A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock MarketEFMA 2000 Athens; Department of Economics Working Paper No. 2000:8 Andreas Graflund Lund University - Department of Economics Date Posted: December 07, 2000 Working Paper Series 348 downloads
Finance and Politics: Special Interest Group Influence during the Nationalization and Privatization of ConrailEFMA 2000 Athens James S. Ang and Carol Marie Boyer Florida State University and Long Island University CW Post Date Posted: December 06, 2000 Working Paper Series 445 downloads
Stock Index Futures and the Effect on Cash Market in Italy: Evidence from Changes in Indexes' CompositionEFMA 2000 Athens Silvia Rigamonti and Roberto Barontini Catholic University of Milan and Scuola Superiore Sant'Anna di Pisa - Institute of Management Date Posted: December 02, 2000 Working Paper Series 703 downloads
Customer Controlled Firms: The Case of Stock ExchangesEFMA 2000 Athens Carmine Di Noia ASSONIME Date Posted: December 01, 2000 Working Paper Series 486 downloads
Asymmetry and Downside Risk in Foreign Exchange MarketsEFMA 2000 Athens; AFA 2001 New Orleans Shaun A. Bond University of Cincinnati Date Posted: November 30, 2000 Working Paper Series 554 downloads
Company Investment Announcements and the Market Value of the FirmEFMA 2000 Athens Edward A.E. Jones Heriot-Watt University, Edinburgh Date Posted: November 23, 2000 Working Paper Series 919 downloads
Financial Decisions and Growth Opportunities: A Spanish Firms Panel Data AnalysisApplied Financial Economics, No. 15, pp. 391-407, 2005, EFMA 2002 London Meetings Pablo de Andrés Alonso, Félix J. López-Iturriaga and Juan Antonio Rodríguez-Sanz Universidad Autonoma de Madrid, University of Valladolid - Department of Financial Economics and Accounting and University of Valladolid - Department of Economics and Business Administration Date Posted: November 23, 2000 Accepted Paper Series 886 downloads
A Rude Awakening: Internet Shakeout in 2000EFA 0660; EFMA 2000 Athens Meetings; Simon Business School Working Paper No. FR 00-13 Elizabeth A. Demers and Baruch Lev University of Virginia - Darden School of Business and New York University - Stern School of Business Date Posted: November 21, 2000 Working Paper Series 2443 downloads
Pre-Acquisition Profile of Privately Held Companies Involved in Takeovers: an Empirical StudyEFMA 2000 Athens Jan Camerlynck and Hubert Ooghe Sofindev Private Equity and Vlerick Leuven Gent Management School Date Posted: November 20, 2000 Working Paper Series 264 downloads
Mean Variance Causality between the Official and Parallel Currency Markets: Evidence from Four Latin American CountriesEFMA 2000 Athens Angelos Kanas and Georgios P. Kouretas University of Crete - Department of Economics and Athens University of Economics and Business Date Posted: November 20, 2000 Working Paper Series 161 downloads
Common Stochastic Trends in International Stock Markets: Testing in an Integrated FrameworkEFMA 2000 Athens Dimitris A. Georgoutsos and Georgios P. Kouretas Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business Date Posted: November 20, 2000 Working Paper Series 378 downloads
Exchange Rate Risk Management: Evidence from East AsiaDarden Business School Working Paper No. 01-09; World Bank Policy Research Working Paper No. 2606 George Allayannis, Gregory W. Brown and Leora F. Klapper University of Virginia - Darden School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank Date Posted: November 19, 2000 Working Paper Series 2630 downloads
The Correlation EffectEFMA 2000 Athens Hans Gersbach and Alexander Lipponer Swiss Federal Institute of Technology Zurich, (CER-ETH) and Deutsche Bundesbank Date Posted: November 18, 2000 Working Paper Series 1485 downloads
Capital Market Integration and Industrial Structure: The Case of Australia, Canada and The United StatesEFMA 2000 Athens Usha R. Mittoo and Robert W. Faff University of Manitoba - Department of Accounting and Finance and University of Queensland Date Posted: November 17, 2000 Working Paper Series 522 downloads Efficiency in the Turkish Life Insurance Industry (Using DEA Approach) EFMA 2000 Athens Saadet Tantan, Handan Yolsal and Ali Osman Gurbuz Marmara University - School of Banking and Insurance, Marmara University and Marmara University - Faculty of Economics and Administrative Sciences Date Posted: November 10, 2000 Working Paper Series
Seasonality in Agricultural Commodity FuturesEFA 0689; EFMA 2000 Athens Carsten Sørensen Copenhagen Business School - Department of Finance Date Posted: November 07, 2000 Working Paper Series 1466 downloads
Alternative Value-at-Risk Models for OptionsEFMA 2000 Athens Alfred Lehar University of Calgary - Haskayne School of Business Date Posted: November 06, 2000 Working Paper Series 813 downloads
Is the London Market Competitive? A Study of Trading Behavior of London Market MakersEFMA 2000 Athens Rosita P. Chang, Chunlin Liu and S. Ghon Rhee University of Hawaii - Department of Financial Economics and Institutions, University of Rhode Island and University of Hawaii - Shidler College of Business Date Posted: November 04, 2000 Working Paper Series 227 downloads
Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who?EFMA 2000 Athens Bjarne Astrup Jensen and Carsten Sørensen Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance Date Posted: November 03, 2000 Working Paper Series 171 downloads
Credit Decisions and Adverse Selection: An Empirical Study of Banking BehaviorEFMA 2000 Athens Jean-Christophe Statnik, Eric de Bodt and Frederic Lobez Université de Lille - LSRMC – European Center for Corporate, Université de Lille and University of Lille II - GERME Research Center Date Posted: November 02, 2000 Working Paper Series 375 downloads
Expected Utility Maximization and Time DiversificationEFMA 2000 Athens Mattias Persson and Bjorn Hansson Sveriges Riksbank and Lund University - Department of Economics Date Posted: October 23, 2000 Working Paper Series 533 downloads |
