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JEL Code: G19

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Viewing: 1,051 - 1,084 of 1,084 papers

1051.

The Evolution of Value Investing: Past, Present and Beyond

Financial History, No. 110, pp. 20-23, 36, Spring 2014
Posted: 01 Jul 2014
Accepted Paper Series
Fordham University - Gabelli Center for Global Security Analysis and Independent
1052.

The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders

Financial Review, Vol. 49, Issue 3, pp. 481-509, 2014
Number of pages: 29 Posted: 26 Jul 2014
Accepted Paper Series
University of Memphis, University of Texas at El Paso and affiliation not provided to SSRN
1053.

The Happy Story of Small Business Finance

Journal of Banking and Finance, Vol. 31, No. 9, 2007
Posted: 25 Jul 2015 Last Revised: 18 Aug 2015
Accepted Paper Series
Brass Ring International Density Enterprise (BRIDE)
1054.

The Impact of the Financial Crisis on the Global Economy: Can the Islamic Financial System Help?

Journal of Risk Finance, Vol. 12, No. 1, 2011
Posted: 06 Mar 2011
Accepted Paper Series
Faculty of Economics and Management of Tunis
1055.

The Intraday Relation between NYSE and Cboe Prices

Posted: 10 Jun 2002
Accepted Paper Series
University of Cincinnati - Department of Finance - Real Estate
1056.

The Investment Performance of Defaulted Bonds for 1994 and 1987-1994

Posted: 26 Aug 1998
Working Paper Series
New York University (NYU) - Salomon Center and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

1057.

The Long and Short of it: The Post-Crisis Corporate CDS Market

CEPR Discussion Paper No. DP13535
Number of pages: 67 Posted: 19 Feb 2019 Last Revised: 25 Feb 2019
Working Paper Series
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York

Multiple version iconThere are 3 versions of this paper

1058.

The Marketing of Closed-End Fund IPOs: Evidence from Transactions Data

Journal of Financial Intermediation, Vol. 5, pp. 127-159, 1996
Posted: 14 Feb 2008
Accepted Paper Series
Lehigh University - College of Business, Stanford University - Graduate School of Business and affiliation not provided to SSRN
1059.

The Maximum Entropy Distribution of an Asset Inferred from Option Prices

Posted: 03 May 2000
Accepted Paper Series
The University of Sydney - School of Mathematics and Statistics and Western Sydney University
1060.

The Performance of European Index Funds and Exchange-Traded Funds

European Financial Management, Forthcoming
Posted: 14 Feb 2011
Accepted Paper Series
Robeco Quantitative Investments, Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam (EUR)

Multiple version iconThere are 3 versions of this paper

1061.

The Product Market Power and Trade Volume of Stock Market: An Explanation Based on Heterogeneous Beliefs

Posted: 09 May 2015
Working Paper Series
Yancheng Institute of Technology - School of Economics
1062.

The Profitability of Momentum Strategies using Stock Futures Contracts in Small Markets

Applied Financial Economics Letters, Vol. 2, pp. 173-177, 2006
Posted: 30 Mar 2006
Accepted Paper Series
affiliation not provided to SSRN, Universidad Publica de Navarra and Public University of Navarre
1063.

The Real-Time Predictability of the Size and Value Premium in Japan

Posted: 25 Dec 2004
Accepted Paper Series
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management
1064.

The Role of Investor Type in the Fee Structures of Pension Plans

Journal of Financial Services Research, Forthcoming
Posted: 25 Sep 2015
Accepted Paper Series
Universidad Pública de Navarra, Universidad Publica de Navarra and Public University of Navarre
1065.

The Role of Investor Type in the Pension Plan Fees Structure

Posted: 13 Feb 2015
Working Paper Series
Universidad Pública de Navarra, Universidad Publica de Navarra and Public University of Navarre
1066.

The Utility of Sport and Returns to Ownership

Journal of Sports Economics, Vol. 4, pp. 145-153, May 2003
Posted: 24 Jun 2003
Accepted Paper Series
University of Tennessee, Knoxville - Department of Finance

Multiple version iconThere are 2 versions of this paper

1067.
1068.

The Value Relevance of Financial Statement Recognition vs. Disclosure: Evidence from SFAS No. 106

Posted: 17 Feb 2000
Accepted Paper Series
Zicklin School of Business, University of Alabama in Huntsville, University of Notre Dame - Department of Accountancy and University of Notre Dame
1069.

To Trade or Not to Trade? Informed Trading with Short-Term Signals for Long-Term Investors

Posted: 08 Apr 2010 Last Revised: 27 Jan 2017
Working Paper Series
NDVR, Inc. and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

1070.

Toward a Flexible Price Limit System

Posted: 25 Mar 2008
Working Paper Series
Deakin Business School, Deakin University, La Trobe Business School and RMIT University

Multiple version iconThere are 2 versions of this paper

1071.

Trading Volume with Private Valuation: Evidence from the Ex-Dividend Day

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 2
Posted: 05 May 1998
Accepted Paper Series
The University of Hong Kong and Massachusetts Institute of Technology (MIT)
1072.

Transaction Costs and Institutional Trading in Small-Cap Equity Funds

Australian Journal of Management, Vol. 35, No. 3, pp. 313-327, 2010
Posted: 02 Apr 2011
Accepted Paper Series
UNSW Business School, Rozetta Institute, The University of Sydney and University of Sydney

Multiple version iconThere are 2 versions of this paper

1073.

Transaction Costs, Trading Volume and Momentum Strategies

Posted: 21 May 2019
Accepted Paper Series
Nottingham University Business School, University of Reading - ICMA Centre and Audencia Business School
1074.

Using Real Options Theory to a Country's Environmental Policy: Considering the Economic Size and Growth

Operational Research: An International Journal, Vol. 9, No. 3, pp.229-250, 2009
Posted: 08 Sep 2009 Last Revised: 02 Oct 2009
Accepted Paper Series
Graduate School of Economics, Hitotsubashi University and affiliation not provided to SSRN
1075.

Valuation of a Liquid Yield Option Note: A New Approach

Number 95-103
Posted: 29 Jul 2001
Working Paper Series
Buchanan House and affiliation not provided to SSRN
1076.

Value at Risk Using the Factor-Arch Model

Journal of Risk, Vol. 1, No. 2, 1999
Posted: 28 Mar 2000
Accepted Paper Series
Aarhus University - CREATES

Multiple version iconThere are 2 versions of this paper

1077.

Value at Risk: How Much Can I Lose by this Time Next Year?

The Journal of Wealth Management, Winter 2008
Posted: 30 Jul 2008 Last Revised: 08 Jun 2009
Accepted Paper Series
University of Tennessee, Knoxville - Department of Finance
1078.

Value-at-Risk Trade-Off and Capital Allocation with Copulas

Posted: 08 Jun 2001
Accepted Paper Series
Collegio Carlo Alberto and University of Bologna - Department of Economics
1079.

VAR Without Correlations for Portfolios of Derivative Securities

Posted: 05 Mar 2012
Working Paper Series
Neapolis University, Pafos
1081.

Weekday Variation in the Leverage Effect: A Puzzle

Finance Research Letters, Volume 17, May 2016, Pages 193-196
Posted: 23 Apr 2016 Last Revised: 01 Jun 2016
Accepted Paper Series
Arizona State University (ASU) - W.P. Carey School of Business
1082.

Why Don't the Bailouts Work? Design of a New Financial System Versus a Return to Normalcy

Cambridge Journal of Economics, Vol. 33, Issue 4, pp. 653-663, 2009
Posted: 15 Jul 2009
Accepted Paper Series
Bard College - The Levy Economics Institute
1083.

Why VAR Fails: Long Memory and Extreme Events in Financial Markets

The ICFAI Journal of Financial Economics, Vol. 3, No. 3, pp. 19-36, September 2005
Posted: 04 Jun 2008
Accepted Paper Series
University of California at Irvine - The Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

1084.

Will Any Q Do? Firm Characteristics and Divergences in Estimates of Tobin's Q

Posted: 12 Jul 2002
Accepted Paper Series
Susquehanna University, Georgia Institute of Technology - Scheller College of Business and The University of Tampa - John H. Sykes College of Business

Multiple version iconThere are 2 versions of this paper