Search Results
JEL Code: G19

303,137 Total downloads

Viewing: 101 - 150 of 1,084 papers

101.

Filter Rules: Follow the Trend, or Take the Contrarian Approach?

Number of pages: 8 Posted: 06 Nov 2010
Working Paper Series
Lakehead University and Lakehead University
Downloads 673
102.

Computerized and High-Frequency Trading

Forthcoming, The Financial Review, May 2014, Vol. 49, No. 2
Number of pages: 35 Posted: 18 Jan 2014
Working Paper Series
Babson College - Finance Division, The Brattle Group and The Brattle Group

Multiple version iconThere are 2 versions of this paper

Downloads 667
103.

The Effects of Environmental, Social and Governance Disclosures and Performance on Firm Value: A Review of the Literature in Accounting and Finance

British Accounting Review, Forthcoming
Number of pages: 41 Posted: 06 Nov 2017
Accepted Paper Series
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 658
104.

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

Number of pages: 26 Posted: 10 Dec 2004
Working Paper Series
University of California at Irvine - The Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 657
105.

Determinants of Islamic Bond (Sukuk): Evidence in Malaysia

Number of pages: 23 Posted: 18 Aug 2013 Last Revised: 19 Aug 2013
Working Paper Series
Universiti Putra Malaysia, Universiti Sains Islam Malaysia (USIM) and Universiti Sains Islam Malaysia (USIM)
Downloads 644
106.

Opacity, Crash Risk, and the Option Smirk Curve

Number of pages: 41 Posted: 17 Jul 2010 Last Revised: 09 Aug 2010
Working Paper Series
Boston College, Boston College - Carroll School of Management, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 633
107.

Understanding the Securitization of Worker Remittances

American University, WCL Research Paper No. 2008-39
Number of pages: 18 Posted: 24 Feb 2008 Last Revised: 01 Dec 2011
Working Paper Series
American University - Washington College of Law
Downloads 632
108.

Does Customer Satisfaction Matter to Investors? Findings from the Bond Market

Journal of Marketing Research, Forthcoming
Number of pages: 39 Posted: 30 May 2008 Last Revised: 25 Mar 2009
Working Paper Series
affiliation not provided to SSRN and Virginia Polytechnic Institute & State University
Downloads 626
109.

Pairs Trading in the UK Equity Market: Risk and Return

European Journal of Finance, Forthcoming
Number of pages: 43 Posted: 05 Nov 2013 Last Revised: 23 Sep 2014
Accepted Paper Series
University College Cork and University College Cork
Downloads 606
110.

Adverse Selection Costs and Closed-End Funds

Number of pages: 38 Posted: 20 Feb 2001
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and University of Pittsburgh - Finance Group
Downloads 601
111.

A Fresh Look at Investment Performance Evaluation: Unifying Best Practices to Improve Timeliness and Reliability

Journal of Portfolio Management, Summer, 2006
Number of pages: 29 Posted: 09 Aug 2006
Accepted Paper Series
PPCA Inc.
Downloads 598
112.

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

Number of pages: 32 Posted: 09 Dec 2002
Working Paper Series
Maastricht University, Maastricht University - European Centre for Corporate Engagement and Robeco Asset Management
Downloads 587
113.

Do Mutual Fund Managers Time Market Liquidity?

Journal of Financial Markets, Vol. 16, Iss. 2, Pg 279–307, 2013
Number of pages: 43 Posted: 03 Jul 2009 Last Revised: 03 Oct 2013
Accepted Paper Series
Pennsylvania State University, Pennsylvania State University and State University of New York at Albany - School of Business
Downloads 586
114.

Conflicting Codes and Codings: How Algorithmic Trading Is Reshaping Financial Regulation

Number of pages: 34 Posted: 27 May 2010 Last Revised: 23 May 2012
Working Paper Series
NEOMA Business School
Downloads 583
115.

Analysis of the Residual Income Valuation and Abnormal Earnings Growth Models: A Practical Approach Using Analysts’ Forecasts

Revista de Contabilidade e Controladoria, v. 4, n.1, 2012
Number of pages: 16 Posted: 31 Jul 2015
Accepted Paper Series
Federal University of Espirito Santo (UFES), University of Illinois at Urbana-Champaign, University of São Paulo (USP) and University of São Paulo (USP)
Downloads 576
116.

'Quantum Equilibrium-Disequilibrium': Asset Price Dynamics, Symmetry Breaking, and Defaults as Dissipative Instantons

Number of pages: 51 Posted: 15 Aug 2018 Last Revised: 29 May 2019
Working Paper Series
Fidelity Investments, Inc. and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 567
117.

Russell Reconstitution Effect Revisited

Number of pages: 28 Posted: 06 Feb 2007
Working Paper Series
Passport Capital Management and Acadian Asset Management LLC
Downloads 567
118.

Why VAR Models Fail and What Can Be Done

Number of pages: 30 Posted: 29 Aug 2008
Working Paper Series
Macquarie University Department of Applied Finance
Downloads 566
119.

Exploring the CDS-Bond Basis

National Bank of Belgium Working Paper No. 104
Number of pages: 41 Posted: 07 Oct 2010
Working Paper Series
affiliation not provided to SSRN
Downloads 565
120.

Clean Sweep: Informed Trading Through Intermarket Sweep Orders

Number of pages: 39 Posted: 25 Aug 2009 Last Revised: 03 Dec 2010
Working Paper Series
Purdue University, University of Memphis - Fogelman College of Business and Economics, University of Memphis - Fogelman College of Business and Economics and University of Texas at El Paso
Downloads 562
121.

Investment Experience, Financial Literacy, and Investment-Related Judgments

Number of pages: 48 Posted: 19 Apr 2014 Last Revised: 26 Apr 2018
Working Paper Series
affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 561
122.

Analysing High Frequency Data Using ARCH and GARCH Methods

Number of pages: 44 Posted: 21 May 2010 Last Revised: 23 Jul 2010
Working Paper Series
London Business School
Downloads 560
123.

Time Series Momentum and Macroeconomic Risk

Number of pages: 48 Posted: 18 Jan 2015 Last Revised: 22 Dec 2019
Working Paper Series
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 558
124.

Common Risk Factors of Infrastructure Investments

Energy Economics, Vol. 49, 2015
Number of pages: 44 Posted: 03 Apr 2013 Last Revised: 19 Apr 2015
Accepted Paper Series
University of St. Gallen and University of St. Gallen - Institute of Insurance Economics
Downloads 551
125.

On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500

Number of pages: 29 Posted: 26 Aug 2010
Working Paper Series
University of Bergamo, University of Cambridge and SDA Bocconi

Multiple version iconThere are 2 versions of this paper

Downloads 547
126.

The Debt-Equity Mix in Preferred Stock and Adverse Selection Costs: An Empirical Investigation

Number of pages: 60 Posted: 15 Jan 2001
Working Paper Series
International Management Center and University of Pittsburgh - Finance Group
Downloads 547
127.

Market Timing: Testing Market Timing Ability in the Egyptian Stock Market

Number of pages: 51 Posted: 22 Mar 2006
Working Paper Series
Ministry of Finance and Ain Shams University - Faculty of Commerce
Downloads 544
128.

Betas, Characteristics and the Cross-Section of Hedge Fund Returns

Number of pages: 80 Posted: 13 Nov 2007 Last Revised: 09 Jan 2008
Working Paper Series
University of Chicago - Graduate School of Business (GSB)
Downloads 543
129.

Is Historical VAR a Reliable Tool for Relative Risk Measurement in the Colombian Stock Market?: An Empirical Analysis Using the Coefficient of Variation

Number of pages: 17 Posted: 11 Feb 2004
Working Paper Series
Colegio de Estudios Superiores de Administracion and Pontificia Universidad Javeriana
Downloads 540
130.

Order Preferencing and Market Quality on NASDAQ Before and after Decimalization

Number of pages: 43 Posted: 07 May 2003
Working Paper Series
State University of New York at Buffalo - School of Management, Indiana University Purdue University Fort Wayne and U.S. Securities and Exchange Commission

Multiple version iconThere are 2 versions of this paper

Downloads 538
131.

Parameters for Estimation of Entropy to Study Price Manipulation in Stock Market

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 19 Posted: 09 Feb 2007
Working Paper Series
Goa University - Department of Commerce and National Stock Exchange of India
Downloads 531
132.

Shorting at Close Range: A Tale of Two Types

Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper, Columbia Business School Research Paper No. 12/22
Number of pages: 50 Posted: 21 Mar 2011 Last Revised: 26 Jun 2015
Accepted Paper Series
UNSW Business School, Columbia Business School and University of Technology Sydney (UTS)
Downloads 525
133.

On the Timeliness of Price Discovery

Number of pages: 27 Posted: 21 Oct 2006
Working Paper Series
Lancaster University - Department of Accounting and Finance and UWA Business School, M250
Downloads 517
134.

An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility

Journal of Banking and Finance, Vol. 32, No. 10, pp. 2111-2123, 2008
Number of pages: 40 Posted: 10 Nov 2008
Accepted Paper Series
Pennsylvania State University, University of Hong Kong - School of Business and State University of New York at Albany - School of Business
Downloads 516
135.

A Study on Market Behaviour and Price Discovery in Indian Commodity Markets

Number of pages: 11 Posted: 12 Dec 2010
Working Paper Series
Alliance University - School of Business and affiliation not provided to SSRN
Downloads 514
136.

Market-Making in the Third Market for Nyse-Listed Securities

Number of pages: 35 Posted: 20 Apr 1999
Working Paper Series
McDonough School of Business
Downloads 512
137.

ESG Factor Investing: Myth or Reality ?

Number of pages: 74 Posted: 07 Nov 2018
Working Paper Series
EDHEC Business School and Scientific Beta Research Chair
Downloads 511
138.

Climate Variables and Weather Derivatives: Gas Demand, Temperature and Seasonality Effects in the Italian Case

Number of pages: 21 Posted: 27 Jan 2004
Working Paper Series
Bocconi University, SDA Bocconi School of Management and Università degli Studi di Milano-Bicocca
Downloads 510
139.

Is ESG Risk Priced?

Number of pages: 65 Posted: 29 Nov 2018
Working Paper Series
EDHEC Business School and Scientific Beta Research Chair
Downloads 510
140.

The Uses and Abuses of Risk Management: How Men Learnt to Bet Against the Gods

Times Literary Supplement, February 21, 1997
Number of pages: 6 Posted: 17 May 2006 Last Revised: 05 Jul 2010
Accepted Paper Series
American University - Washington College of Law
Downloads 509
141.

A Call for Cloud Computing in the Banking Sector

Economic Confidential, Forthcoming
Number of pages: 3 Posted: 04 Aug 2010
Working Paper Series
AMG Professionals
Downloads 503
142.

The Effect of Corporate Status on External Audit Fees: Evidence from the UK

Journal of Business Finance & Accounting, Forthcoming
Number of pages: 42 Posted: 18 Aug 2006
Accepted Paper Series
University of Bristol, Department of Accounting and Finance and Cardiff University - Cardiff Business School

Multiple version iconThere are 2 versions of this paper

Downloads 494
143.

A Dynamic Limit Order Market with Fast and Slow Traders

Number of pages: 30 Posted: 07 Dec 2011 Last Revised: 28 Mar 2014
Working Paper Series
European Central Bank (ECB) - Directorate General Research

Multiple version iconThere are 2 versions of this paper

Downloads 493
144.

Redefining Hedge Fund Alpha and Risk Exposures after the Financial Crisis

Number of pages: 26 Posted: 12 Nov 2009 Last Revised: 29 Nov 2009
Working Paper Series
American College of Healthcare Trustees, University of Massachusetts at Amherst - Isenberg School of Management and Providence College
Downloads 490
145.

Agency Problems in Target-Date Funds

Number of pages: 50 Posted: 23 Mar 2010 Last Revised: 28 Dec 2011
Working Paper Series
Financial Engines

Multiple version iconThere are 3 versions of this paper

Downloads 484
146.

The Impact of High-Frequency Trading on Volatility. Evidence from the Italian Market

CONSOB Working Papers No. 80
Number of pages: 32 Posted: 05 Mar 2015
Working Paper Series
CONSOB (Commissione Nazionale per le Società e la Borsa)
Downloads 484
147.

An Alternative Option to Portfolio Rebalancing

Number of pages: 34 Posted: 01 Nov 2017
Working Paper Series
NDVR, Inc. and AQR Capital Management, LLC
Downloads 482
148.
Downloads 482
149.

Spread Futures: Why Derivatives on Derivatives?

Number of pages: 25 Posted: 09 Apr 2002
Working Paper Series
affiliation not provided to SSRN
Downloads 482
150.

Market Structure for Institutional Investors: Comparing the U.S. and the E.U. Regimes

Virginia Law & Business Review, Vol. 3, No. 313, 2008
Number of pages: 46 Posted: 05 Mar 2006 Last Revised: 08 Dec 2008
Working Paper Series
University of California, Berkeley - School of Law
Downloads 481