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Full Text Papers: 445,337
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Last 30 days: 863,300

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SSRN eLibrary Search Results
Finance Research Centers Papers
3,877,398 Total downloads
Showing Papers 1 - 50 of 6,772
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Incl. Electronic Paper Clicking on Heaven's Door: The Effect of Immigrant Legalization on Crime
Baffi Center Research Paper No. 2014-154
Paolo Pinotti
Bocconi University - BAFFI Center on International Markets, Money, and Regulation
Date Posted: April 18, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Toward a Run-Free Financial System
John H. Cochrane
University of Chicago - Booth School of Business
Date Posted: April 18, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Opacity Risk Premium in Private CDS-Bond Bases
Jovan Stojkovic
University of Lugano - Swiss Finance Institute at the University of Lugano
Date Posted: April 15, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper An Integrated Risk Capital Aggregation Framework Using Nonlinear Classification by Random Forests and Its Proximity Measures
Boris Waelchli
University of Zurich - Department of Banking and Finance
Date Posted: April 14, 2014
Working Paper Series
7 downloads

Role of Derivatives in Corporate Risk Management
Shahid Mahmood
Edinburgh Napier University
Date Posted: April 14, 2014
Working Paper Series

Incl. Electronic Paper Tilt Nickel to Diamond
George Xiang and Tong Yu
State Street Corporate - State Street Global Advisors and University of Rhode Island - College of Business Administration
Date Posted: April 14, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Financial Bubbles: Mechanisms and Diagnostics
Swiss Finance Institute Research Paper No. 14-28
Didier Sornette and Peter Cauwels
Swiss Finance Institute and ETH Zürich
Date Posted: April 12, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Buying Power – The Overlooked Success Factor
Thomas Krawinkel
StatisTrade
Date Posted: April 12, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Web News Analytics Enhance Stock Portfolio Returns
Peter Ager Hafez and Junqiang Xie
RavenPack and RavenPack
Date Posted: April 12, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection
Xiangyu Cui , Xun Li and Duan Li
Shanghai University of Finance and Economics - School of Statistics and Management , Hong Kong Polytechnic University and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Date Posted: April 11, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis
Swiss Finance Institute Research Paper No. 14-26
Chunshuo Li and Steven Ongena
Tilburg University - Department of Economics and Management and University of Zurich - Department of Banking and Finance
Date Posted: April 10, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Interaction-Based Model for Pricing CDS with Counterparty Risk
Matjaz Steinbacher , Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy , Fakulteta za poslovne vede and Free Society Institute
Date Posted: April 10, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Nonparametric Tests for Constant Tail Dependence with an Application to Energy and Finance
Axel Bücher , Stefan Jäschke and Dominik Wied
Ruhr Universität Bochum , RWE Group - RWE Supply & Trading GmbH and TU Dortmund University
Date Posted: April 10, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Asset Liability Modelling and Pension Schemes: The Application of Robust Optimization to USS
ICMA Centre Discussion Papers, Forthcoming
Emmanouil Platanakis and Charles Sutcliffe
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: April 09, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Size, Leverage and Stocks Returns: Evidence from Pakistan
International Journal of Academic Research, Vol. 4 (1), January 2012
Faisal Khan , Shahid Ali and Arshad hassan
University of Peshawar , Institute of Management Sciences - Peshawar and Mohammad Ali Jinnah University (MAJU)
Date Posted: April 08, 2014
Accepted Paper Series
13 downloads

Incl. Electronic Paper Kinetic Component Analysis
Marcos Lopez de Prado and Riccardo Rebonato
Guggenheim Partners, LLC and Oxford University - Mathematical Finance - OCIAM
Date Posted: April 08, 2014
Working Paper Series
465 downloads

Incl. Electronic Paper Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models
Swiss Finance Institute Research Paper No. 14-25
Didier Sornette
Swiss Finance Institute
Date Posted: April 07, 2014
Working Paper Series
97 downloads

Incl. Electronic Paper The Solution of Discretionary Stopping Problems with Applications to the Optimal Timing of Investment Decisions
Timothy C. Johnson
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Date Posted: April 05, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Volume, Volatility and Momentum in Financial Markets
International Research Journal of Applied Finance, Vol 5, Issue 3, pp. 211-223, March 2014
Marcus Davidsson
Independent
Date Posted: April 04, 2014
Accepted Paper Series
55 downloads

Incl. Electronic Paper Jump Mis-Specification and International Portfolio Selection
Ke Chen , Luiz Vitiello and Ser-Huang Poon
University of Manchester - Manchester Business School , University of Essex - Essex Business School and University of Manchester - Manchester Business School
Date Posted: April 04, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Information, Law, and Debt Maturity
WBS Finance Group Research Paper
Marco Sorge , Chendi Zhang and Kostas Koufopoulos
World Bank Group - International Finance Corporation , University of Warwick - Finance Group and University of Warwick - Finance Group
Date Posted: April 03, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Проблема Трансформации: Ошибочные Аргументы Туган-Барановского, Борткевича и Стидмена (The Transformation Problem: Erroneous Arguments of Tugan Baranowsky, Bortkiewicz and Steedman)
V. V. Kalyuzhnyi
Independent
Date Posted: April 03, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Tails of Annual Equity Returns Are Not Fat
Yuri Gabovich
Paloma Partners
Date Posted: April 02, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Pay Attention or Pay Extra: Evidence on the Compensation of Investors for the Implicit Credit Risk of Structured Products
Swiss Finance Institute Research Paper No. 14-24
Marc Arnold , Dustin Robert Schuette and Alexander F. Wagner
University of Saint Gallen - SoF: School of Finance , University of Saint Gallen - SoF: School of Finance and University of Zurich - Department of Banking and Finance
Date Posted: April 02, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Maximum Drawdown, Recovery, and Momentum
Jaehyung Choi
SUNY at Stony Brook
Date Posted: April 01, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper The Risk of Ruin Explains the Equity Premium Puzzle
Yuri Gabovich
Paloma Partners
Date Posted: April 01, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Governing Macro Prudential Policy: Do Central Bankers Do it Better?
Baffi Center Research Paper No. 2014-153
Donato Masciandaro and Alessio Volpicella
Bocconi University - Department of Economics and Bocconi University - BAFFI Center on International Markets, Money, and Regulation
Date Posted: April 01, 2014
Last Revised: April 17, 2014
Working Paper Series
26 downloads

Behavioral Finance: Investor Psychology Perspective
Ahmed Ibrahim Mokhtar
ESLSCA (Ecole Supérieure Libre des Sciences Commerciales Appliquées)
Date Posted: March 31, 2014
Working Paper Series

Incl. Electronic Paper Entendiendo los Mercados de Swaps: Un Enfoque de Equilibrio General (Understanding Swaps Markets: A General Equilibrium Approach)
Revista de Estadistica, Econometria y Finanzas Aplicadas, Vol. 3, No. 4, 2014
Francisco Venegas
Escuela Superior de Economía, Instituto Politécnico Nacional
Date Posted: March 29, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper News Dissemination and Investor Attention
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 416/2014, Swiss Finance Institute Research Paper No. 14-21
Romain Boulland , Francois Degeorge and Edith Ginglinger
Université Paris-Dauphine , University of Lugano - Faculty of Economics and Université Paris-Dauphine
Date Posted: March 28, 2014
Last Revised: April 04, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison
Swiss Finance Institute Research Paper No. 14-23
Thorsten Hens and Janos Mayer
University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration
Date Posted: March 28, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Theory Matters for Financial Advice!
Swiss Finance Institute Research Paper No. 14-22
Thorsten Hens and Janos Mayer
University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration
Date Posted: March 28, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Liquidity with High-Frequency Market Making
Swedish House of Finance Research Paper No. 14-06
Jungsuk Han , Mariana Khapko and Albert S. Kyle
Swedish House of Finance , Swedish House of Finance and University of Maryland
Date Posted: March 27, 2014
Last Revised: March 28, 2014
Working Paper Series
66 downloads

Incl. Electronic Paper Exchange Traded Funds and the 2008 Short-Sale Ban
Swedish House of Finance Research Paper No. 14-05
Egle Karmaziene and Valeri Sokolovski
Stockholm School of Economics and Stockholm School of Economics - Department of Finance
Date Posted: March 26, 2014
Last Revised: March 27, 2014
Working Paper Series
58 downloads

Incl. Electronic Paper Reward-Risk Momentum Strategies Using Classical Tempered Stable Distribution
Jaehyung Choi , Aaron Kim and Ivan Mitov
SUNY at Stony Brook , State University of New York, SUNY at Stony Brook University, College of Business and Finanalytica
Date Posted: March 25, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Swedish Equity Mutual Funds: Performance, Persistence and Presence of Skill
Swedish House of Finance Research Paper No. 14-04
Harry Flam and Roine Vestman
Stockholm University - Institute for International Economic Studies (IIES) and Stockholm University - Department of Economics
Date Posted: March 25, 2014
Last Revised: March 26, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Uncertainty and Economic Activity: A Global Perspective
CAFE Research Paper No. 14.03
Ambrogio Cesa-Bianchi , M. Hashem Pesaran and Alessandro Rebucci
Bank of England , University of Southern California and IDB
Date Posted: March 24, 2014
Accepted Paper Series
29 downloads

Saving, Investment and Economic Growth in India: A Co-Integration Approach
Sachin Kumar
Project Fellow-UGC, Department of Commerce, Delhi School of Economics
Date Posted: March 24, 2014
Working Paper Series

Incl. Electronic Paper Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks
Carlos León , Clara Lía Machado and Miguel Sarmiento
Banco de la República (Central Bank of Colombia) , Banco de la Republica and Banco de la República
Date Posted: March 23, 2014
Working Paper Series
11 downloads

The Impact of Crude Oil Investments in Bond Portfolios: Can Oil Serve as a Hedge Against Long Term Bonds?
Sharath Sury and Manda B Sury
San Diego State University and DePaul University - Department of Finance
Date Posted: March 23, 2014
Working Paper Series

Incl. Electronic Paper Risk Control in Asset Management: Motives and Concepts
Thomas Dangl , Otto Randl and Josef Zechner
Vienna University of Technology , WU Vienna University of Economics and Business and Vienna University of Economics and Business
Date Posted: March 23, 2014
Working Paper Series
96 downloads

Incl. Electronic Paper Análisis comparativo de modelos para estimar la distribución de la volatilidad de series financieras de rendimientos (A Comparative Analysis of Models for Estimating the Volatility Distribution of Financial Returns Series)
Carlos Alexander Grajales Correa , Fredy Ocaris Perez Ramirez and Francisco Venegas
University of Medellin , University of Medellin and Escuela Superior de Economía, Instituto Politécnico Nacional
Date Posted: March 23, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Caracterización del Precio de un Bono Cupón Cero en un Modelo de Equilibrio General (Characterization of the Price of a Zero-Coupon Bond in a General Equilibrium Model)
Francisco Venegas
Escuela Superior de Economía, Instituto Politécnico Nacional
Date Posted: March 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Riesgo operacional: Un enfoque Bayesiano (Operational Risk: A Bayesian Approach)
Francisco Venegas
Escuela Superior de Economía, Instituto Politécnico Nacional
Date Posted: March 23, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Equal Risk Bounding Is Better then Risk Parity for Portfolio Selection
Francesco Cesarone and Fabio Tardella
Roma Tre University - Department of Business Studies and Faculty of Economics - Sapienza University of Rome
Date Posted: March 23, 2014
Working Paper Series
175 downloads

Incl. Electronic Paper When Heirs Become Major Shareholders: Evidence on Tunneling and Succession Through Related-Party Transactions
ECGI - Finance Working Paper No. 413/2014, KDI School of Pub Policy & Management Paper No. 14-01
Sunwoo Hwang and Woochan Kim
affiliation not provided to SSRN and Korea University Business School
Date Posted: March 22, 2014
Last Revised: April 09, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Information Aggregation in a DSGE Model
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: March 22, 2014
Last Revised: April 04, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Assessing the Cost of Accounting-Based Long-Short Trades: Should You Invest a Billion Dollars in an Academic Strategy?
Rock Center for Corporate Governance at Stanford University Working Paper No. 177
William H. Beaver , Maureen F. McNichols and Richard A. Price III
Stanford University , Stanford University and Utah State University - Huntsman School of Business
Date Posted: March 22, 2014
Last Revised: March 27, 2014
Working Paper Series
151 downloads

A Defaultable Callable Bond Pricing Model
Investment Management and Financial Innovations, Volume 6, Issue 3, Pages 54-62, 2009.
David Hua and David K. Wang
Notre Dame de Namur University (NDNU) and National University of Kaohsiung
Date Posted: March 21, 2014
Last Revised: April 05, 2014
Accepted Paper Series

Incl. Electronic Paper Around the Life-Cycle: Deterministic Consumption-Investment Strategies
Marcus Christian Christiansen and Mogens Steffensen
University of Ulm - Department of Mathematics and Economics and University of Copenhagen
Date Posted: March 21, 2014
Working Paper Series
6 downloads


 

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