1.
Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
Posted: 25 Oct 2003
Accepted Paper Series
Borsa Istanbul (Istanbul Stock Exchange)
There are 2 versions of this paper
Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
EFMA 2000 Athens
Number of pages: 57
Posted: 18 Dec 2000
Downloads
734
Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
Posted: 25 Oct 2003
2.
Momentum, Business Cycle and Time Varying Expected Returns
London Business School Accounting Subject Area No. 020; AFA 2001
Number of pages: 47
Posted: 24 Nov 2001
Working Paper Series
Emory University - Department of Finance and London Business School
Downloads
1,884
3.
Option-Based Bankruptcy Prediction
EFMA 2000 Athens
Number of pages: 27
Posted: 12 Feb 2001
Working Paper Series
University of Cyprus and University of Cyprus - Department of Public and Business Administration
Downloads
1,631
4.
Lenders Collaboration to Compete
Number of pages: 24
Posted: 27 Jan 2001
Case and Teaching Paper Series
Universidad Carlos III de Madrid - Department of Business Administration and Universitat Autonoma de Barcelona (UAB) - Department d'Economia de l'Empresa
Downloads
84
5.
Credit Spreads between German and Italian Sovereign Bonds - Do One-Factor Affine Models Work?
Canadian Journal of Administrative Sciences, Vol. 17, No. 2
Number of pages: 35
Posted: 24 Jan 2001
Accepted Paper Series
Deutsche Bundesbank and affiliation not provided to SSRN
Downloads
422
6.
Simulating the Evolution of the Implied Distribution
European Financial Management Journal
Posted: 19 Jan 2001
Accepted Paper Series
Queen Mary, University of London, School of Economics and Finance and University of Warwick - Financial Options Research Centre (FORC)
7.
The Effect of Stock Splits on Excess Returns: Evidence from Istanbul Stock Exchange
EFMA 2000 Athens
Posted: 15 Jan 2001
Working Paper Series
Marmara University - Faculty of Economics and Administrative Sciences, Marmara University - School of Banking and Insurance and Marmara University
8.
Stock Return Predictability: A Bayesian Model Selection Perspective
EFA 0524; EFMA 2000 Athens
Number of pages: 36
Posted: 15 Jan 2001
Working Paper Series
University of Notre Dame
There are 2 versions of this paper
Stock Return Predictability: A Bayesian Model Selection Perspective
EFA 0524; EFMA 2000 Athens
Number of pages: 36
Posted: 15 Jan 2001
Downloads
1,289
Stock Return Predictability: A Bayesian Model Selection Perspective
Review of Financial Studies, Vol. 15, No. 4, Pp. 1223-1250, 2002
Posted: 23 Sep 2002
Downloads
1,289
9.
The Contrarian Strategy in the Spanish Stock Market
EFMA 2000 Athens
Number of pages: 44
Posted: 02 Jan 2001
Working Paper Series
Universidad de Alicante-Dpto. Economía Financiera and Universidad de Alicante - Department of Economic Analysis
Downloads
732
10.
Simulation and Numerical Methods in Real Options Valuation
EFMA 2000 Athens
Number of pages: 24
Posted: 31 Dec 2000
Working Paper Series
Pontificia Universidad Catolica de Chile
Downloads
2,895
11.
Optimal Exploration Investments Under Price and Geological-Technical Uncertainty: A Real Options Model
EFMA 2000 Athens
Number of pages: 29
Posted: 31 Dec 2000
Working Paper Series
Pontificia Universidad Catolica de Chile, Simon Fraser University (SFU) and Pontificia Universidad Catolica de Chile
Downloads
1,019
12.
Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures
EFMA 2000 Athens
Number of pages: 23
Posted: 31 Dec 2000
Working Paper Series
Bradford University School of Management
Downloads
28
13.
Capital Structure Decision: The Use of Preference Shares and Convertible Debt in the UK
EFMA 2000 Athens
Number of pages: 39
Posted: 31 Dec 2000
Working Paper Series
University of the West of England (UWE) - Bristol Business School
Downloads
1,878
14.
Regulating Access to International Large-Value Payment Systems
EFMA 2000 Athens Meetings; European Central Bank Working Paper No. 22
Number of pages: 44
Posted: 31 Dec 2000
Working Paper Series
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads
151
15.
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
London Business School Accounting Subject Area No. 014
Number of pages: 29
Posted: 31 Dec 2000
Working Paper Series
University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting
There are 2 versions of this paper
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
London Business School Accounting Subject Area No. 014
Number of pages: 29
Posted: 31 Dec 2000
Downloads
1,641
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
Review of Finance, Vol. 8, No. 1, pp. 19-47, 2004
Number of pages: 32
Posted: 18 Apr 2006
Last Revised: 20 Mar 2016
Downloads
216
Downloads
1,641
16.
The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets
EFMA 2000 Athens
Number of pages: 40
Posted: 20 Dec 2000
Working Paper Series
University of Texas at Austin - Department of Finance, University of Pittsburgh and University of Texas at Austin - McCombs School of Business
There are 3 versions of this paper
The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets
EFMA 2000 Athens
Number of pages: 40
Posted: 20 Dec 2000
Downloads
299
The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets
Financial Review, Vol. 44, Issue 3, pp. 405-436, August 2009
Number of pages: 32
Posted: 09 Jul 2009
Downloads
1
The Impact of Large Changes in Asset Prices on Intra-Market Correlations in the Domestic and International Markets
The Financial Review, Vol. 44, No. 3, August 2009
Posted: 18 May 2009
Downloads
299
17.
Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
EFMA 2000 Athens
Number of pages: 57
Posted: 18 Dec 2000
Working Paper Series
Borsa Istanbul (Istanbul Stock Exchange)
There are 2 versions of this paper
Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
EFMA 2000 Athens
Number of pages: 57
Posted: 18 Dec 2000
Downloads
734
Intra-Day Seasonalities on Stock Returns: Evidence from the Turkish Stock Market
Posted: 25 Oct 2003
Downloads
734
18.
Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures
EFMA 2000 Athens
Number of pages: 18
Posted: 18 Dec 2000
Working Paper Series
Bradford University School of Management
Downloads
465
19.
Factoring as a Financing Option: Evidence from the UK
EFMA 2000 Athens
Number of pages: 20
Posted: 18 Dec 2000
Working Paper Series
Concordia University, Quebec - Department of Finance
Downloads
1,390
20.
The Causality between Interest Rate, Exchange Rate and Stock Price in Emerging Markets: The Case of the Jakarta Stock Exchange
EFMA 2000 Athens
Number of pages: 22
Posted: 18 Dec 2000
Working Paper Series
European School of Management (ESCP-EAP), ESCP Europe and ESCP Europe
Downloads
3,880
21.
A Tale of Three Cities: Is an Electronic Public Order Book Appropriate for Transition Economies?
EFMA 2000 Athens
Number of pages: 44
Posted: 18 Dec 2000
Working Paper Series
Vytautas Magnus University, Stockholm School of Economics and Parex Bank Corporation
Downloads
232
22.
Stock Prices and Exchange Rate Dynamics
EFMA 2000 Athens, Cass Business School Research Paper
Number of pages: 40
Posted: 18 Dec 2000
Working Paper Series
City University London and City University London - Sir John Cass Business School
Downloads
1,347
23.
A Rose.Com by Any Other Name
Journal of Finance Journal of Finance, Vol. 56, No. 6, pp. 2371-2388
Posted: 16 Dec 2000
Accepted Paper Series
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge
There are 2 versions of this paper
Downloads
1,607
A Rose.Com by Any Other Name
Journal of Finance Journal of Finance, Vol. 56, No. 6, pp. 2371-2388
Posted: 16 Dec 2000
24.
The Size and Book-to-Market Effects and Their Role as Risk Proxies in the Istanbul Stock Exchange
EFMA 2000 Athens; Koc University, Graduate School of Business, Working Paper No. 2000-04
Number of pages: 42
Posted: 16 Dec 2000
Working Paper Series
Sabanci University and Marmara University - Faculty of Economics and Administrative Sciences
Downloads
1,165
25.
A Non-Parametric Examination of Stability in the Euro
EFMA 2000 Athens
Number of pages: 28
Posted: 13 Dec 2000
Working Paper Series
University College Dublin
Downloads
183
26.
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
AFA 2001 New Orleans; EFMA 2000 Athens; UCLA Finance Working Paper No. 9-00
Number of pages: 61
Posted: 11 Dec 2000
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads
1,239
27.
Corporate Governance in Banking: A Conceptual Framework
Number of pages: 28
Posted: 11 Dec 2000
Working Paper Series
University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance
Downloads
10,071
28.
Detecting Falsified Financial Statements Using Multicriteria Analysis: The Case of Greece
EFMA 2000 Athens
Number of pages: 27
Posted: 10 Dec 2000
Working Paper Series
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
Downloads
1,214
29.
The Effect of Firm Diversification on Capital Structure: Evidence from Spanish Firms
EFMA 2000 Athens
Number of pages: 17
Posted: 07 Dec 2000
Working Paper Series
Universidad de Oviedo - Business Administration
Downloads
1,023
30.
A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
EFMA 2000 Athens; Department of Economics Working Paper No. 2000:8
Number of pages: 21
Posted: 07 Dec 2000
Working Paper Series
Lund University - Department of Economics
Downloads
379
31.
Finance and Politics: Special Interest Group Influence During the Nationalization and Privatization of Conrail
EFMA 2000 Athens
Number of pages: 66
Posted: 06 Dec 2000
Working Paper Series
Florida State University and Long Island University CW Post
Downloads
480
32.
Stock Index Futures and the Effect on Cash Market in Italy: Evidence from Changes in Indexes' Composition
EFMA 2000 Athens
Number of pages: 23
Posted: 02 Dec 2000
Working Paper Series
Catholic University of Milan and Scuola Superiore Sant'Anna di Pisa - Institute of Management
Downloads
751
33.
Customer Controlled Firms: The Case of Stock Exchanges
EFMA 2000 Athens
Number of pages: 26
Posted: 01 Dec 2000
Working Paper Series
CONSOB (Italian Securities and Exchange Commission)
There are 2 versions of this paper
Customer Controlled Firms: The Case of Stock Exchanges
EFMA 2000 Athens
Number of pages: 26
Posted: 01 Dec 2000
Downloads
501
Customer-Controlled Firms: The Case of Stock-Exchanges
Rodney L. White Center for Financial Research Working Paper Series 2-98
Posted: 29 Apr 1998
Downloads
501
34.
Asymmetry and Downside Risk in Foreign Exchange Markets
EFMA 2000 Athens; AFA 2001 New Orleans
Number of pages: 51
Posted: 30 Nov 2000
Working Paper Series
UQ Business School
Downloads
578
35.
Company Investment Announcements and the Market Value of the Firm
EFMA 2000 Athens
Number of pages: 41
Posted: 23 Nov 2000
Working Paper Series
Heriot-Watt University, Edinburgh
Downloads
967
36.
Financial Decisions and Growth Opportunities: A Spanish Firms Panel Data Analysis
Applied Financial Economics, No. 15, pp. 391-407, 2005, EFMA 2002 London Meetings
Number of pages: 17
Posted: 23 Nov 2000
Accepted Paper Series
Universidad Autonoma de Madrid, Universidad de Valladolid - Department of Finance and Accounting and University of Valladolid - Department of Economics and Business Administration
Downloads
906
37.
A Rude Awakening: Internet Shakeout in 2000
EFA 0660; EFMA 2000 Athens Meetings; Simon Business School Working Paper No. FR 00-13
Number of pages: 45
Posted: 21 Nov 2000
Working Paper Series
University of Lausanne - Department of Accounting and Control and New York University - Stern School of Business
There are 2 versions of this paper
A Rude Awakening: Internet Shakeout in 2000
EFA 0660; EFMA 2000 Athens Meetings; Simon Business School Working Paper No. FR 00-13
Number of pages: 45
Posted: 21 Nov 2000
Downloads
2,489
A Rude Awakening: Internet Shakeout in 2000
NYU Working Paper No. 2451/27462
Number of pages: 45
Posted: 08 Oct 2008
Downloads
130
Downloads
2,489
38.
Pre-Acquisition Profile of Privately Held Companies Involved in Takeovers: An Empirical Study
EFMA 2000 Athens
Number of pages: 34
Posted: 20 Nov 2000
Working Paper Series
Sofindev Private Equity and Vlerick Business School
Downloads
267
39.
Mean Variance Causality between the Official and Parallel Currency Markets: Evidence from Four Latin American Countries
EFMA 2000 Athens
Number of pages: 28
Posted: 20 Nov 2000
Working Paper Series
University of Crete - Department of Economics and Athens University of Economics and Business
Downloads
168
40.
Common Stochastic Trends in International Stock Markets: Testing in an Integrated Framework
EFMA 2000 Athens
Number of pages: 23
Posted: 20 Nov 2000
Working Paper Series
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Downloads
394
41.
Exchange Rate Risk Management: Evidence from East Asia
Darden Business School Working Paper No. 01-09; World Bank Policy Research Working Paper No. 2606
Number of pages: 47
Posted: 19 Nov 2000
Working Paper Series
University of Virginia - Darden School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and World Bank
There are 2 versions of this paper
Exchange Rate Risk Management: Evidence from East Asia
Darden Business School Working Paper No. 01-09; World Bank Policy Research Working Paper No. 2606
Number of pages: 47
Posted: 19 Nov 2000
Downloads
2,752
How the Chinese System of Charges and Subsidies Affects Pollution Control Efforts by China's Top Industrial Polluters
World Bank Policy Research Working Paper No. 2198
Number of pages: 36
Posted: 20 Apr 2016
Downloads
582
Downloads
2,752
42.
The Correlation Effect
EFMA 2000 Athens
Number of pages: 23
Posted: 18 Nov 2000
Working Paper Series
ETH Zurich - CER-ETH -Center of Economic Reseaarch and Deutsche Bundesbank
Downloads
1,508
43.
Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States
EFMA 2000 Athens
Number of pages: 60
Posted: 17 Nov 2000
Working Paper Series
University of Manitoba - Department of Accounting and Finance and University of Queensland
Downloads
539
44.
Efficiency in the Turkish Life Insurance Industry (Using DEA Approach)
EFMA 2000 Athens
Posted: 10 Nov 2000
Working Paper Series
Marmara University - School of Banking and Insurance, Marmara University and Marmara University - Faculty of Economics and Administrative Sciences
45.
Seasonality in Agricultural Commodity Futures
EFA 0689; EFMA 2000 Athens
Number of pages: 40
Posted: 07 Nov 2000
Working Paper Series
Copenhagen Business School - Department of Finance
Downloads
1,623
46.
Alternative Value-at-Risk Models for Options
EFMA 2000 Athens
Number of pages: 42
Posted: 06 Nov 2000
Working Paper Series
University of Calgary - Haskayne School of Business
Downloads
823
47.
Is the London Market Competitive? A Study of Trading Behavior of London Market Makers
EFMA 2000 Athens
Number of pages: 40
Posted: 04 Nov 2000
Working Paper Series
University of Hawaii at Manoa - Department of Financial Economics and Institutions, University of Rhode Island and University of Hawaii at Manoa - Shidler College of Business
Downloads
233
48.
Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who?
EFMA 2000 Athens
Number of pages: 36
Posted: 03 Nov 2000
Working Paper Series
Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads
180
49.
Credit Decisions and Adverse Selection: An Empirical Study of Banking Behavior
EFMA 2000 Athens
Number of pages: 36
Posted: 02 Nov 2000
Working Paper Series
University of Lille II - University of Lille LSMRC & ISA, NHH-Caltech and University of Lille II - GERME Research Center
Downloads
385
50.
Expected Utility Maximization and Time Diversification
EFMA 2000 Athens
Number of pages: 17
Posted: 23 Oct 2000
Working Paper Series
Sveriges Riksbank and Lund University - Department of Economics
Downloads
545
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