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SSRN eLibrary Search Results
Finance Research Centers Papers
4,983,692 Total downloads
Showing Papers 1 - 50 of 8,902
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1 2 3 4 ... 179 | Next >
   


Incl. Electronic Paper Debt Maturity and Lumpy Debt
Thomas Geelen
Ecole Polytechnique Fédérale de Lausanne
Date Posted: February 12, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Understanding Dynamic Mean Variance Asset Allocation
Abraham Lioui and Patrice Poncet
EDHEC Business School and ESSEC Business School
Date Posted: February 11, 2016
Working Paper Series
23 downloads

Posterior Inference for Portfolio Weights
Christoph Frey , Winfried Pohlmeier and Stefan Voigt
University of Konstanz , University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) and WU Wien
Date Posted: February 10, 2016
Working Paper Series

Incl. Electronic Paper The Determinants and Outcomes of Bank Risk Governance after the Crisis: An International Study
CIFR Paper No. 090/2016
Shane Magee , Sue Wright and Meeline Li
Macquarie University, Faculty of Business and Economics , Macquarie University - Faculty of Business and Economics and Macquarie University, Faculty of Business and Economics
Date Posted: February 10, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Birds of a Feather – Do Hedge Fund Managers Flock Together?
Marc Gerritzen , Jens Carsten Jackwerth and Alberto Plazzi
University of Konstanz - Department of Economics and University of Lugano - Institute of Finance
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Forecasts of Inflation and Interest Rates in No-Arbitrage Affine Models
FRB Atlanta Working Paper No. 2016-3
Nikolay Gospodinov and Bin Wei
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper How Prevalent and Profitable are Latency Arbitrage Opportunities on U.S. Stock Exchanges?
Elaine Wah
University of Michigan
Date Posted: February 10, 2016
Working Paper Series
109 downloads

Incl. Electronic Paper The Value of Bank Capital Buffers in Maintaining Financial System Resilience
CIFR Paper No. 089/2016
Christina Bui , Harald (Harry) Scheule and Eliza Wu
Finance Discipline Group, UTS Business School, University of Technology Sydney , University of Technology Sydney (UTS) - School of Finance and Economics and The University of Sydney - Business School
Date Posted: February 08, 2016
Working Paper Series
1 downloads

Asset Allocation and Stock Selection: Evidence from Static and Dynamic Strategies in Turkish Markets
Iktisat Isletme ve Finans, 29 (344), p.73-94
Tolgahan Yilmaz and Sema Dube
Independent and Yeditepe University
Date Posted: February 08, 2016
Accepted Paper Series

Incl. Electronic Paper On Social Credit and the Right to Be Unnetworked
Nizan Geslevich Packin and Yafit Lev Aretz
City University of New York, Baruch College - Zicklin School of Business and
Date Posted: February 08, 2016
Working Paper Series
54 downloads

The Impact of Financial Constraints on Accounting Conservatism
Review of Business Managemenet (RBGN), v. 17, n. 57, 2015
Gladyson Brommonschenkel Demonier , Jose Elias Feres de Almeida and Patricia Maria Bortolon
Independent , Federal University of Espirito Santo (UFES) and Federal University of Espírito Santo
Date Posted: February 08, 2016
Accepted Paper Series

Incl. Electronic Paper A Survey of Valuation Issues for Hybrid Retirement Income Scheme Products
CIFR Paper No. 088/2016
Andrew Evans
Macquarie University, College of Commerce, Division of Economic and Financial Studies, Department of Economics, Students
Date Posted: February 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Conditional Equity Risk Model for Regulatory Assessment
Anthony Floryszczak , Jacques Lévy Véhel and Mohamed Majri
SMABTP , Regularity Team Inria Saclay and SMABTP
Date Posted: February 08, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Impact of Financial Literacy, Financial Knowledge, Moderating Role of Risk Perception on Investment Decision
Shadnan Nan Khan Jr.
Mohammad Ali Jinnah University (MAJU), Students
Date Posted: February 08, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Harmonic Analysis for Mathematical Finance
Silika Prohl
Princeton University
Date Posted: February 06, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Impact of Crude Oil Price and Exchange Rate on Performance of Indian Stock Market
Asian Journal of Research in Banking and Finance Vol. 6, No. 2, February 2016, pp. 17-29
Saurabh Singh and Ritika Kapil
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University, Students
Date Posted: February 06, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Does Knowledge Protection Benefit Shareholders? Evidence from Stock Market Reaction and Firm Investment in Knowledge Assets
FIRN Research Paper
Buhui Qiu and Teng Wang
University of Sydney Business School and Board of Governors of the Federal Reserve System
Date Posted: February 05, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Leverage and Risk Taking
Swiss Finance Institute Research Paper No. 15-49
Santiago Moreno-Bromberg and Guillaume Roger
University of Zurich - Department of Banking and Finance and University of Sydney - School of Economics
Date Posted: February 05, 2016
Last Revised: February 09, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
Swiss Finance Institute Research Paper No. 16-05
Qunzhi Zhang , Didier Sornette , Mehmet Balcilar , Rangan Gupta , Zeynel Abidin Ozdemir and I. Hakan Yetkiner
ETH Zurich , Swiss Finance Institute , Eastern Mediterranean University , University of Pretoria - Department of Economics , Gazi University and Izmir University of Economics
Date Posted: February 05, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints
Swiss Finance Institute Research Paper No. 16-06
O. Scaillet
University of Geneva GSEM and GFRI
Date Posted: February 05, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
Swiss Finance Institute Research Paper No. 16-04
Maximilian Adelmann , Lucio Fernandez Arjona , Janos Mayer and Karl Schmedders
University of Zurich , Zurich Insurance Group , University of Zurich - Institute of Business Administration and Swiss Finance Institute
Date Posted: February 04, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Liquidity Risk Contagion in the Interbank Market
Andrea Eross , Andrew Urquhart and Simon Wolfe
Southampton Business School and University of Southampton - Southampton Business School
Date Posted: February 03, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Employment Protection and Investment Opportunities
Swiss Finance Institute Research Paper No. 16-07
Claudio F. Loderer , Urs Waelchli and Jonas Zeller
University of Berne - Institute for Financial Management , Rochester-Bern Executive Programs and University of Berne – Institute for Financial Management
Date Posted: February 03, 2016
Last Revised: February 12, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Fourier Analysis for Mathematical Finance
Silika Prohl
Princeton University
Date Posted: February 02, 2016
Working Paper Series
112 downloads

Incl. Electronic Paper A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
University of St.Gallen, School of Finance Research Paper 2016/04
Farshid Abdi and Angelo Ranaldo
University of St. Gallen - SoF: School of Finance and University of St. Gallen
Date Posted: February 02, 2016
Last Revised: February 11, 2016
Working Paper Series
93 downloads

Incl. Electronic Paper Solving Non-Linear PDE's for Mathematical Finance
Silika Prohl
Princeton University
Date Posted: February 02, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Social Economy – Added Value for Local Development and Social Cohesion
Procedia Economics and Finance 26 (2015) 490–494,
Ani I. Matei and Adela Daniela Dorobantu
National School of Political Studies and Public Administration (NSPSPA) and National School of Political Studies and Public Administration (NSPSPA)
Date Posted: February 01, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper On Pre-Commitment Aspects of a Time-Consistent Strategy for a Mean-Variance Investor
Fei Cong and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) and Center for Mathematics and Computer Science (CWI)
Date Posted: February 01, 2016
Last Revised: February 07, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper The Federal Home Loan Bank System and U.S. Housing Finance
FRB Atlanta Working Paper No. 2016-2
W. Scott Frame
Federal Reserve Bank of Atlanta
Date Posted: February 01, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending
FRB Atlanta Working Paper No. 2016-1
Kaiji Chen , Jue Ren and Tao A. Zha
Emory University - Department of Economics , Emory University and Federal Reserve Bank of Atlanta
Date Posted: February 01, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper A Taxonomy of Beta Based on Investment Outcomes
Sanne De Boer , Michael J. LaBella and Sarah Reifsteck
QS Investors , QS Investors and QS Investors
Date Posted: February 01, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Shadow Banks and Systemic Risks
Rui Gong and Frank H. Page Jr.
Indiana University and Indiana University, Bloomington - Department of Economics
Date Posted: January 31, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Feynman Path Integrals and Asymptotic Expansions for Transition Probability Densities of Some Levy Driven Financial Markets
Aziz Issaka and Indranil SenGupta
North Dakota State University and North Dakota State University
Date Posted: January 31, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Using Altman's Model and Current Ratio to Assess the Financial Distress of Listed Companies in the Default Board of Colombo Stock Exchange
Scientific Research Journal (SCIRJ), Volume III, Issue XII, December 2015
Rajkumar Perinpanathan
University of Jaffna
Date Posted: January 29, 2016
Accepted Paper Series
12 downloads

Incl. Electronic Paper Optimal Introductory Pricing for New Financial Services
Nejad, Mohammad G., and Sertan Kabadayi (2016), “Introductory Pricing Decisions for a New Financial Service,” Journal of Financial Services Marketing, 21(1), Forthcoming.,
Mohammad G. Nejad and Sertan Kabadayi
Fordham University Schools of Business and Fordham University Schools of Business
Date Posted: January 28, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper Algorithms for Generating a Valid Correlation Matrix for Financial Applications
Kin Hung (Felix) Kan

Date Posted: January 28, 2016
Last Revised: February 04, 2016
Working Paper Series
102 downloads

Incl. Electronic Paper Omega-CVaR Portfolio Optimization and Its Worst Case Analysis
Amita Sharma , Sebastian Utz and Aparna Mehra
Indian Institute of Technology Delhi - Department of Mathematics , University of Regensburg - Department of Finance and Department of Mathematics, Indian Institute of Technology Delhi
Date Posted: January 28, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper The Unintended Consequences of Capital Controls
Lorena Keller
Kellogg School of Management - Department of Finance
Date Posted: January 28, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Trade Credit During Financial Crisis: Do Market Power and Financial Constraints Matter?
Adalto Barbaceia Goncalves , Rafael F. Schiozer and Hsia Hua Sheng
Insper Instituto de Ensino e Pesquisa , Fundação Getulio Vargas/EAESP and Getulio Vargas Foundation (FGV)
Date Posted: January 27, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Corporate Finance Benefits of Short Horizon Investors
Kelley School of Business Research Paper No. 16-13, Swedish House of Finance Research Paper No. 16-07
Mariassunta Giannetti and Xiaoyun Yu
Stockholm School of Economics and Indiana University - Kelley School of Business - Department of Finance
Date Posted: January 27, 2016
Last Revised: February 08, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles
Swiss Finance Institute Research Paper No. 16-03
Maximilian Seyrich and Didier Sornette
Technische Universität Berlin (TU Berlin) and Swiss Finance Institute
Date Posted: January 27, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Levy-Driven Libor Model and its Numerical Approximation
Silika Prohl
Princeton University
Date Posted: January 27, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Collateralization, Market Incompleteness and Asset Prices
Swedish House of Finance Research Paper No. 16-05
James Dow and Jungsuk Han
London Business School - Institute of Finance and Accounting and
Date Posted: January 26, 2016
Last Revised: January 29, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope
University of St.Gallen, School of Finance Research Paper No. 2016/3
Christian Biener , Martin Eling and Ruo Jia
Institute of Insurance Economics, University of St. Gallen , University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - Institute of Insurance Economics
Date Posted: January 26, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry
University of St. Gallen, School of Finance Research Paper No. 2016/2
Christian Biener , Martin Eling and Ruo Jia
Institute of Insurance Economics, University of St. Gallen , University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - Institute of Insurance Economics
Date Posted: January 26, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Real Options and Contingent Convertibles with Regime Switching
Pengfei Luo and Zhaojun Yang
Hunan University - School of Finance and Statistics and Hunan University - School of Business Administration
Date Posted: January 25, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Estimating the Parameters of the Vasicek Model with Aggregate Data and Serial Correlation
Matteo Buzzacchi and Jonathan J Forster
Barclays Investment Bank and University of Southampton
Date Posted: January 23, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Measuring the Added Value of Stock Recommendations
Saïd Business School WP 2016-04, Swedish House of Finance Research Paper No. 16-06,
Anders Anderson , Howard Jones and Jose Vicente Martinez
Swedish House of Finance , University of Oxford, Saïd Business School and University of Connecticut
Date Posted: January 23, 2016
Last Revised: February 08, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Does the Pricing Kernel Anomaly Reflect Forward Looking Beliefs?
Swiss Finance Institute Research Paper No. 15-66
Carlo Sala
Swiss Finance Institute at the University of Lugano
Date Posted: January 23, 2016
Last Revised: February 09, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Economically Consistent Valuations and Put-Call Parity
Swiss Finance Institute Research Paper No. 16-02
Martin Herdegen and Martin Schweizer
ETH Zurich and ETH Zürich - Department of Mathematics
Date Posted: January 22, 2016
Working Paper Series
30 downloads


 

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