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SSRN eLibrary Statistics:

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Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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  Last 12 months: 		68,973

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To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G11
2,575,526 Total downloads
Showing Papers 1 - 50 of 7,219
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Incl. Electronic Paper Two Gold Return Puzzles
Gueorgui I. Kolev
EDHEC Business School
Date Posted: May 19, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Taxable and Tax-Deferred Investing with the Limited Use of Losses
 Marcel Fischer and Michael F. Gallmeyer
Copenhagen Business School and University of Virginia (UVA) - McIntire School of Commerce
Date Posted: May 19, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Mark-to-Market Accounting and Systemic Risk in the Financial Sector
 Andrew Ellul , Pab Jotikasthira , Christian T. Lundblad and Yihui Wang
Indiana University Bloomington - Department of Finance , University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School and Fordham University - Finance Area
Date Posted: May 18, 2013
Working Paper Series
4 downloads

The Impact of Financial Liberalization on Private Investment in Ghana
The International Journal of Business and Finance Research, Vol. 7(4) p. 77-90 (2013)
 Eric Asare
Independent
Date Posted: May 18, 2013
Accepted Paper Series

Incl. Electronic Paper Hat die Prämienbegünstigte Zukunftsvorsorge den österreichischen Aktienmarkt nachhaltig gestärkt? (Has the State-Aided Private Pension Plan Prämienbegünstigte Zukunftsvorsorge Strengthened the Austrian Stock Market?)
 Otto Randl
WU Vienna University of Economics and Business
Date Posted: May 18, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Capturing Market Returns: Taking an X-Ray of Your Money Manager
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Cholesterol and Volatility
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Mind Games
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Developing an Appreciation for Risk
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 17, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Coping with the Clearing Obligation - From the Perspective of an Industrial Corporate with a Focus on Commodity Markets
 Frank Lehrbass
Independent
Date Posted: May 16, 2013
Working Paper Series

The Interaction of Stock Returns between Different Segments of a Factor
 Suqin Gu
University of Illinois at Chicago
Date Posted: May 16, 2013
Working Paper Series

Incl. Electronic Paper Linked Recursive Preferences and Optimality
Mathematical Finance, Forthcoming
 Shlomo Levental , Mark D. Schroder and Sumit Sinha
Michigan State University , Michigan State University - The Eli Broad Graduate School of Management and Michigan State University
Date Posted: May 16, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Quantifying Tail Risk with Bad Data
 Mattia Landoni and Ravi Sastry
Columbia Business School and SMU Cox School of Business
Date Posted: May 16, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
 Andrew Clare , James Seaton , Peter N. Smith and Steve Thomas
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School , University of York (UK) - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: May 16, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Post Issue Performance of Graded IPOs in India
Prajnan: Journal of Social and Management Sciences, Vil. XLI, No.2, 2012-13. pp 89-108. (ISSN: 0970-8448)
 Sanjiv Mittal , Naresh K. Gupta and Sudesh Kumar Sharma
Guru Gobind Singh Indraprastha University - University School of Management Studies , University of Delhi and Sinhgad Institute of Management
Date Posted: May 15, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Tactical Approach to Managing Interest Rate Risk in Investment Portfolios
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 14, 2013
Last Revised: May 16, 2013
Working Paper Series
9 downloads

Discrete-Time Portfolio Optimization with Transaction Costs
 Feiran Tao and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series

Incl. Electronic Paper Safe Withdrawal Rates, Optimal Retirement Portfolios, and Certainty-Equivalent Spending
 Druce Vertes
Linkfest.com
Date Posted: May 13, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Somatic Portfolio Theory: When Emotions Lead to Economic Efficiency
 Pierpaolo Uberti , Caterina Lucarelli and Gianni Brighetti
University of Genoa - Department of Economics and Quantitative Methods (DIEM) , Università Politecnica delle Marche and University of Bologna
Date Posted: May 11, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Made Poorer by Choice: Worker Outcomes in Social Security v. Private Retirement Accounts
FEDS Working Paper No. 2013-23
 Javed Ahmed , Brad M. Barber and Terrance Odean
Board of Governors of the Federal Reserve System , University of California, Davis and University of California, Berkeley - Haas School of Business
Date Posted: May 11, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Commodities as Inflation Protection
 Andrew Marks , George Crawford and Jim Kyung-Soo Liew
The Investment Research Foundation , The Investment Research Foundation and Johns Hopkins University - Carey Business School
Date Posted: May 09, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Leverage and Alpha: The Case of Funds of Hedge Funds
 Benoit Dewaele
Université Libre de Bruxelles (ULB)
Date Posted: May 09, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Stochastic Portfolio Theory Optimization and the Origin of Alternative Asset Allocation Strategies
 Gianluca Oderda
Ersel Asset Management SGR s.p.a.
Date Posted: May 09, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Black-Litterman in Continuous Time: The Case for Filtering
Quantitative Finance Letters, Forthcoming
 Mark Davis and Sebastien Lleo
Imperial College London and Reims Management School (RMS)
Date Posted: May 09, 2013
Accepted Paper Series
34 downloads

Incl. Electronic Paper Harnessing the Building Blocks of Economic Valuation: Exploring the Work of Nobel Laureate Robert C. Merton, PhD
Journal of Investment Consulting, Vol. 14, No. 1, 5-16, 2013
 Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: May 08, 2013
Accepted Paper Series
4 downloads

Incl. Fee Electronic Paper The Relative Asset Pricing Model: Incorporating Liabilities and Delegation to Chief Investment Officers — Version 0.1
Journal of Investment Consulting, Vol. 14, No. 1, pp. 17-31, 2013
 Arun Muralidhar and Sung Hwan Shin
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model
Journal of Investment Consulting, Vol. 14, No. 1, 32-37, 2013
 Theodore Economou , Gregoire Haenni and Elena Manola-Bonthond
CERN Pension Fund , CERN Pension Fund and CERN Pension Fund
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Dividend-Growth as a Defensive Equity Strategy
Journal of Investment Consulting, Vol. 14, No. 1, pp. 38-47, 2013
 Geoffrey Gerber
Independent
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Electronic Paper Do M&As Generate Value for Shareholders? An Analysis of the Italian Banking Sector
Chinese Business Review 11 (2), 206-216, February 2012
 Carmelo Intrisano and Fabrizio Rossi
University of Cassino and University of Cassino and Southern Lazio
Date Posted: May 08, 2013
Accepted Paper Series
4 downloads

Incl. Fee Electronic Paper Asset Prices with Heterogeneity in Preferences and Beliefs
CEPR Discussion Paper No. DP9459
 Harjoat Singh Bhamra and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School
Date Posted: May 08, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Quality Investing in an Australian Context
 David R. Gallagher , Peter Gardner , Camille Schmidt and Terry S. Walter
Centre for International Finance and Regulation , Plato Investment Management , Macquarie Graduate School of Management and University of Technology, Sydney - School of Finance and Economics
Date Posted: May 07, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Investigating the Influence of Cognitive Decline on the Quality of Financial Decision-Making in Older Adults: The Case of Self-Managed Superannuation Funds
 Joanne K. Earl , Paul Gerrans , Anthony Asher and Julia Woodside
University of New South Wales (UNSW) - The University of New South Wales , University of Western Australia - UWA Business School , University of New South Wales (UNSW) - School of Actuarial Studies and University of New South Wales (UNSW) - The University of New South Wales
Date Posted: May 07, 2013
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Do Psychological Shocks Affect Financial Risk Taking Behavior? A Study of U.S. Veterans
Contemporary Economic Policy, Vol. 31, Issue 3, pp. 457-467, 2013
 Vicki L. Bogan , David R. Just and Brian Wansink
Cornell University , Cornell University - Dyson School of Applied Economics and Management and Cornell University
Date Posted: May 07, 2013
Accepted Paper Series

Incl. Electronic Paper Portfolio Optimization with Private Equity Funds
 Axel Buchner
University of Passau
Date Posted: May 06, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Value versus Growth in IPOs: New Evidence from Finland
 Teemu Hahl , Sami Vähämaa and Janne Jaakko Äijö
SEB Group , University of Vaasa and University of Vaasa, Department of Accounting and Finance
Date Posted: May 06, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Stocks for the Long Run? Evidence from Emerging Markets
Netspar Discussion Paper No. 04/2013-010
 Zaghum Umar and Laura Spierdijk
University of Groningen and University of Groningen
Date Posted: May 04, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Macro-Based Parametric Asset Allocation
 Richard Franz
WU Vienna University of Economics and Business
Date Posted: May 04, 2013
Working Paper Series
80 downloads

Incl. Electronic Paper Foreign Exchange Rate and Its Place in Capital Asset Pricing Model
 Masoumeh Naderi and Reza Daghani
Islamic Azad University (IAU) - Department of Accounting and Tarbiat Modares University
Date Posted: May 04, 2013
Last Revised: May 05, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper An Analysis of Short-Term Overreaction to Stock Market News: Iranian Evidence
 Masoumeh Naderi and Sasan Mekanik
Islamic Azad University (IAU) - Department of Accounting and Payame Noor University
Date Posted: May 04, 2013
Last Revised: May 06, 2013
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Australian Evidence on the Implementation of the Size and Value Premia
Accounting & Finance, Vol. 53, Issue 2, pp. 367-391, 2013
 Paul Docherty , H. Chan and Steve Easton
University of Newcastle (Australia) , University of Melbourne - Department of Finance and University of Newcastle (Australia) - Newcastle Business School
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Capital Gains Tax, Supply‐Driven Trading and Ownership Structure: Direct Evidence of the Lock‐In Effect
Accounting & Finance, Vol. 53, Issue 2, pp. 419-439, 2013
 Dean Hanlon and Sean Pinder
Monash University - Department of Accounting and Finance and University of Melbourne - Department of Finance
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Economic Value of Analyst Recommendations in Australia: An Application of the Black–Litterman Asset Allocation Model
Accounting & Finance, Vol. 53, Issue 2, pp. 441-470, 2013
 Peng William He , Andrew R. Grant and Joel Fabre Fabre
University of Sydney , University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Value Versus Growth: Australian Evidence
Accounting & Finance, Vol. 53, Issue 2, pp. 393-417, 2013
 Philip Gharghori , Sebastian Stryjkowski and Madhu Veeraraghavan
Monash University , Monash University and Monash University – Department of Accounting and Finance and Corporate Finance Cluster
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Electronic Paper Hedging Against Unexpected Changes and Tail Risks in the Foreign Exchange Market Volatility
 Andreas G. Merikas , Nikos Paltalidis and George Sotirios Parikakis
University of Piraeus , Portsmouth Business School and Eurobank EFG
Date Posted: May 04, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper When Do Jumps Matter for Portfolio Optimization?
SAFE Working Paper No. 16
 Marius Ascheberg , Nicole Branger and Holger Kraft
Goethe University Frankfurt , University of Muenster - Finance Center Muenster and Goethe University Frankfurt
Date Posted: May 04, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Why Do Borrowers Make Mortgage Refinancing Mistakes?
FRB of Chicago Working Paper No. 2013-02
 Sumit Agarwal , Richard J. Rosen and Vincent Yao
National University of Singapore , Federal Reserve Bank of Chicago - Economic Research and Federal National Mortgage Association (Fannie Mae)
Date Posted: May 04, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper The Capital Asset Pricing Model (CAPM): The History of a Failed Revolutionary Idea in Finance?
 Michael J. Dempsey
Monash University - Faculty of Business and Economics
Date Posted: May 03, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper The Demand for Emerging Market Bonds
Netspar Discussion Paper No. 04/2013-011
 Zaghum Umar
University of Groningen
Date Posted: May 03, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Low-Risk Investing Without Industry Bets
 Clifford S. Asness , Andrea Frazzini and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC and New York University (NYU) - Department of Finance
Date Posted: May 03, 2013
Last Revised: May 10, 2013
Working Paper Series
706 downloads

Incl. Electronic Paper Price Earning Ratio Effect: A Test of the Semi Strong Form of Efficient Market Hypothesis in Indian Stock Market
XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
 VDMV Lakshmi and Bijan Roy
Vignana Jyothi Institute of Management and ICFAI University
Date Posted: May 03, 2013
Working Paper Series
19 downloads


 

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