Search Results
JEL Code: G19

303,139 Total downloads

Viewing: 151 - 200 of 1,084 papers

151.

Strategic Liquidity Supply in a Market with Fast and Slow Traders

Number of pages: 49 Posted: 09 Sep 2011 Last Revised: 19 Mar 2012
Working Paper Series
University of Memphis - Fogelman College of Business and Economics and University of Texas at El Paso
Downloads 477
152.

Insider Trading in Mutual Funds

Number of pages: 39 Posted: 23 May 2005
Working Paper Series
University of Mississippi - School of Law
Downloads 475
153.

The Effects of Market Reform on Trading Costs of Public Investors: Evidence from the London Stock Exchange

Number of pages: 48 Posted: 16 Aug 1999
Working Paper Series
London Business School - Institute of Finance and Accounting and University of Oklahoma Price College of Business
Downloads 475
154.

Informed Trading Through the Accounts of Children

Journal of Finance, Forthcoming
Number of pages: 81 Posted: 07 Jun 2012 Last Revised: 20 Feb 2013
Accepted Paper Series
University of Auckland - Business School, Iowa State University - Finance Department and University of Sydney Business School
Downloads 472
155.

Collateral Risk, Repo Rollover and Shadow Banking

Number of pages: 69 Posted: 17 Sep 2014 Last Revised: 31 Oct 2014
Working Paper Series
London School of Economics (LSE) - Department of Economics
Downloads 471
156.

Replication in Financial Economics

Number of pages: 8 Posted: 24 Jun 2019 Last Revised: 30 Jul 2019
Working Paper Series
Duke University - Fuqua School of Business
Downloads 469
158.

The Performance of Equity Index Option Strategy Returns During the Financial Crisis

Number of pages: 35 Posted: 07 Oct 2015 Last Revised: 01 Dec 2015
Working Paper Series
University of Augsburg and Allianz Global Investors
Downloads 465
159.

Automated Liquidity Provision

Number of pages: 42 Posted: 15 Jul 2010 Last Revised: 20 Jan 2015
Working Paper Series
U.S. Securities and Exchange Commission and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 463
160.

Market Making Contracts, Firm Value, and the IPO Decision

Journal of Finance, Forthcoming
Number of pages: 44 Posted: 17 Aug 2012 Last Revised: 18 Feb 2017
Accepted Paper Series
Arizona State University, Babson College and Northeastern University - D’Amore-McKim School of Business
Downloads 463
161.

Internet Investment Advice: Investing with a Rock of Salt

Number of pages: 44 Posted: 02 May 2000
Working Paper Series
Towson University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 457
162.

How Do Auditors Weight Informal Contrary Advice? The Joint Influence of Advisor Social Bond and Advice Justifiability

Emory Public Law Research Paper No. 10-116, Emory Law and Economics Research Paper No. 10-75
Number of pages: 51 Posted: 09 Aug 2010 Last Revised: 14 Nov 2014
Working Paper Series
Emory University - Goizueta Business School, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Downloads 456
163.

Economic News and the Impact of Trading on Bond Prices

Number of pages: 33 Posted: 25 Aug 2001
Working Paper Series
Emory University - Department of Finance
Downloads 450
164.

Why Markets Should Not Necessarily Reduce Tick Size

Number of pages: 43 Posted: 24 Feb 2002
Working Paper Series
University of Toulouse 1 and University of Lille I - Institute of Business Administration
Downloads 447
165.

Limit Order Book Liquidity and Liquidity Imbalance

Number of pages: 56 Posted: 13 Feb 2009 Last Revised: 17 Mar 2009
Working Paper Series
National University of Singapore (NUS) - Department of Accounting
Downloads 445
166.

Comparing Correlation Matrix Estimators Via Kullback-Leibler Divergence

Number of pages: 20 Posted: 02 Dec 2011
Working Paper Series
City University London - Department of Economics, University of Palermo, City University London - Department of Economics and University of Palermo
Downloads 440
167.

An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models in the Dollar Cap-Floor Markets

Number of pages: 46 Posted: 19 Mar 2001
Working Paper Series
Case Western Reserve University - Department of Banking & Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 438
168.

An Experimental Study of Herding and Contrarian Behavior Among Financial Investors

Number of pages: 35 Posted: 27 Sep 2006
Working Paper Series
University of Valladolid - Department of Finance and Accounting, University of Valladolid - Department of Finance and Accounting and University of Valladolid
Downloads 438
169.

Ex Post Risk Attribution in a Value-at-Risk Framework

RISK MANAGEMENT FOR CENTRAL BANK FOREIGN RESERVES, Bernadell, Cardon, Coche, Diebold, Manganelli, eds., Chapter 13, European Central Bank, May 2004
Number of pages: 9 Posted: 06 Dec 2004
Accepted Paper Series
Oesterreichische Nationalbank
Downloads 435
170.

Testing the Performance of Value Strategies in the Athens Stock Exchange

Number of pages: 39 Posted: 18 May 2004
Working Paper Series
University of Piraeus - Department of Banking and Financial Management and University of Piraeus - Department of Banking and Financial Management
Downloads 435
171.

The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets

Swiss Finance Institute Research Paper No. 11-21
Number of pages: 30 Posted: 31 May 2011
Working Paper Series
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Trier and WHU - Otto Beisheim School of Management
Downloads 435
172.

To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets

Number of pages: 52 Posted: 04 Nov 2011 Last Revised: 29 Nov 2012
Working Paper Series
University of Notre Dame - Department of Finance, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Mississippi - Department of Finance
Downloads 435
173.

Another Look at Option Listing Effects

Number of pages: 42 Posted: 01 May 2000
Working Paper Series
Texas Christian University - M.J. Neeley School of Business and Cornerstone Research
Downloads 434
174.

The Impact of Clearing on the Credit Risk of a Derivatives Portfolio

National Centre of Competence Research, FINRISK Working Paper No. 14
Number of pages: 34 Posted: 15 Nov 2002
Working Paper Series
University of Melbourne - Department of Finance
Downloads 433
175.

Information Disclosure and Market Quality: The Effect of Sec Rule 605 on Trading Costs

Number of pages: 44 Posted: 27 Jan 2006
Working Paper Series
Pennsylvania State University (Erie) - The Behrend College and State University of New York at Buffalo - School of Management
Downloads 432
176.

Nonparametric Transition-Based Tests for Jump-Diffusions

Number of pages: 54 Posted: 11 Jan 2007
Working Paper Series
Princeton University - Department of Economics, Princeton University - Bendheim Center for Finance and Hong Kong Baptist University (HKBU)
Downloads 431
177.

Is the Market Being Fooled? An Error-Based Screen for Manipulation

Number of pages: 49 Posted: 16 Aug 2007
Working Paper Series
The Brattle Group and NERA Economic Consulting
Downloads 428
178.

Testing the Pin Variable

Number of pages: 22 Posted: 28 Sep 2006
Working Paper Series
University of Illinois at Urbana-Champaign and Graduate School of Business, Nazarbayev University
Downloads 428
179.

Active Allocation of Smart Beta Indices Based on Factor Timing and Regime Switching

Number of pages: 37 Posted: 17 Feb 2015
Working Paper Series
EDHEC Business School (EDHEC), Students and EDHEC Business School (EDHEC), Students
Downloads 426
180.

Endogenous Versus Exogenous Origins of Financial Rallies and Crashes in an Agent-Based Model with Bayesian Learning and Imitation

Swiss Finance Institute Research Paper No. 08-16
Number of pages: 40 Posted: 07 Jul 2008
Working Paper Series
affiliation not provided to SSRN and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 426
181.

On Capital Market Ratios and Stock Valuation: A Geometric Approach

22nd Australasian Finance and Banking Conference 2009
Number of pages: 18 Posted: 25 Aug 2009 Last Revised: 09 Nov 2009
Working Paper Series
Universiti Putra Malaysia, affiliation not provided to SSRN and Nottingham University Business School, Malaysia Campus
Downloads 425
182.

The Mythical Benefit of Shareholder Control

Regulation, Vol. 30, No. 1, pp. 42-47, Spring 2007
Number of pages: 6 Posted: 06 Apr 2007 Last Revised: 26 Aug 2009
Accepted Paper Series
Cornell Law School - Jack G. Clarke Business Law Institute (deceased)
Downloads 425
183.

Cancellation Latency: The Good, the Bad, and the Ugly

Financial Management, Forthcoming
Number of pages: 55 Posted: 06 Feb 2013 Last Revised: 28 Aug 2016
Accepted Paper Series
University of Wyoming - College of Business - Department of Economics and Finance and Econometric Solutions
Downloads 424
184.

Liquidity and Price Discovery in the European CO2 Futures Market: An Intraday Analysis

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33 Posted: 10 Sep 2008
Working Paper Series
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Downloads 423
185.

Inside the Director Network: When Directors Trade Inside, Interlock, and Unconnected Stocks

Number of pages: 76 Posted: 14 Apr 2014 Last Revised: 23 Nov 2017
Working Paper Series
University of Auckland - Business School, Iowa State University - Finance Department and University of Sydney Business School
Downloads 420
186.

Public Information and Heuristic Trade

Number of pages: 48 Posted: 13 Sep 1998
Working Paper Series
University of Pennsylvania - Accounting Department and University of Pennsylvania - Accounting Department
Downloads 413
187.

Uncertain Covariance Models and Uncertainty-Penalized Portfolio Optimization

Number of pages: 21 Posted: 09 Jun 2015 Last Revised: 17 Apr 2021
Working Paper Series
Investment Grade Modeling
Downloads 413
188.

Shifting Title and Risk: Islamic Project Finance with Western Partners

Michigan Journal of International Law, Vol. 32, No. 3, p. 571, 2011
Number of pages: 42 Posted: 05 Oct 2010 Last Revised: 29 Feb 2012
Accepted Paper Series
University of Michigan Law School
Downloads 412
189.

Overpricing: Evidence from Earnings Announcements

Number of pages: 46 Posted: 04 Aug 2006
Working Paper Series
University of Auckland - Business School and Iowa State University - Finance Department
Downloads 409
190.

True Spreads and Equilibrium Prices

Vanderbilt Working Paper No. 99-12
Number of pages: 49 Posted: 08 Aug 1999
Working Paper Series
Emory University - Department of Finance and Vanderbilt University - Finance

Multiple version iconThere are 2 versions of this paper

Downloads 409
191.

Academic Knowledge Dissemination in the Mutual Fund Industry: Can Mutual Funds Successfully Adopt Factor Investing Strategies?

Number of pages: 13 Posted: 19 Jul 2013 Last Revised: 25 Feb 2021
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University - Rotterdam School of Management
Downloads 404
192.

Trust and Investment Management: The Effects of Manager Trustworthiness on Hedge Fund Investments

AFA 2012 Chicago Meetings Paper
Number of pages: 46 Posted: 16 Aug 2010 Last Revised: 22 Oct 2014
Accepted Paper Series
University of Nevada, Las Vegas - College of Business and Rutgers Business School
Downloads 402
193.

A Note on the Malliavin Differentiability of the Heston Volatility

Number of pages: 11 Posted: 15 Nov 2005
Working Paper Series
University of Pompeu Fabra - Department of Economics and University of Glasgow
Downloads 395
194.

The Profitability of Active Stock Traders

Journal of Applied Finance , Vol. 15, No. 2, Fall/Winter 2005
Number of pages: 8 Posted: 14 Jun 2006
Accepted Paper Series
University College Dublin - Department of Economics and University of Oxford - Nuffield Department of Medicine
Downloads 394
195.

Sidelined Investors, Trading-Generated News, and Security Returns

Dice Working Paper No. 2000-2
Number of pages: 45 Posted: 10 Jul 2001
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area, Harvard Business School - Finance Unit and University of California, Irvine - Paul Merage School of Business
Downloads 391
196.

Derivatives, Fiscal Policy and Financial Stability

ICFAI Journal of Derivatives, Vol. 2, No. 3, pp. 7-25, 2005
Number of pages: 25 Posted: 14 Jul 2006
Accepted Paper Series
University of Viterbo Dept of Economics and Luiss University
Downloads 390
197.

Information, Sell-Side Research, and Market Making

Journal of Financial Economics (JFE), Vol. 90, No. 2, pp. 105-126, 2008, EFA 2006 Zurich Meetings Paper
Number of pages: 48 Posted: 17 Mar 2006 Last Revised: 18 Sep 2009
Accepted Paper Series
Case Western Reserve University - Weatherhead School of Management and Baylor University
Downloads 389
198.

Liquidity Suppliers and High Frequency Trading

Number of pages: 13 Posted: 15 Dec 2013
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University
Downloads 389
199.

The Corporate Sustainability Discount Puzzle

Number of pages: 25 Posted: 01 Aug 2006
Working Paper Series
Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences and Bond University
Downloads 388
200.

Chaos Theory and Modern Trading

Number of pages: 16 Posted: 17 Apr 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 387