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Abstracts: 563,544
Full Text Papers: 465,864
Authors: 261,419
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Last 12 months: 9,694,164
Last 30 days: 682,059

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SSRN eLibrary Search Results
Finance Research Centers Papers
4,137,398 Total downloads
Showing Papers 1 - 50 of 7,518
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Incl. Electronic Paper Does VIX Truly Measure Return Volatility?
Victor Chow , Wanjun Jiang and Jingrui Li
West Virginia University , Guang Hua School of Management, Peking University and West Virginia University
Date Posted: August 31, 2014
Last Revised: September 01, 2014
Working Paper Series
115 downloads

Incl. Electronic Paper Exploring Irregular Time Series Through the Non-Uniform Fourier Transform
Jung Heon Song , Marcos Lopez de Prado , Horst D Simon and Kesheng Wu
Lawrence Berkeley National Laboratory , Guggenheim Partners, LLC , Lawrence Berkeley National Laboratory and Lawrence Berkeley National Laboratory
Date Posted: August 30, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Can Ratings Have Indirect Effects?: Evidence from the Organizational Response to Peers' Environmental Ratings
Forthcoming, American Sociological Review
Amanda J. Sharkey and Patricia Bromley
University of Chicago - Booth School of Business and University of Utah
Date Posted: August 30, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Modified Munich Chain-Ladder Method
Michael Merz and Mario V. Wuthrich
University of Hamburg and RiskLab, ETH Zurich
Date Posted: August 30, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Adaptive Quasi-Maximum Likelihood Estimation of GARCH Models with Student's T Likelihood
Communications in Statistics - Theory and Methods, Forthcoming
Xiaorui Zhu and Li Xie
Beijing University of Technology and Beijing University of Technology
Date Posted: August 30, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Delays and Distorsions in Reforming Banking Regulation: A Political Economy Tale
Baffi Center Research Paper No. 2014-158
Donato Masciandaro and Mattia Suardi
Bocconi University - Department of Economics and Paolo Baffi Center - Bocconi University
Date Posted: August 29, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Modern Monetary Policy and Central Bank Governance: A Story of Two Tales
Baffi Center Research Paper No. 2014-157
Sylvester C. W. Eijffinger and Donato Masciandaro
Tilburg University (CentER) - Department of Economics and Bocconi University - Department of Economics
Date Posted: August 29, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Optimal Management of Green Certificates in the Swedish-Norwegian Market
Fred Espen Benth , Marcus Karl Viren Eriksson and Sjur Westgaard
University of Oslo , University of Oslo and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: August 28, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper MySuper vs. KiwiSaver: Retirement Saving for the Less Engaged
Forthcoming: Applied Finance Letters, CIFR Paper No. 037
Geoff Warren
Australian National University (ANU) - School of Finance & Applied Statistics
Date Posted: August 27, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Does Employee Happiness Create a Value on Stocks? (The Employee Dynamics, Abnormal Stock Returns, and Market Efficiency)
Yhlas Sovbetov
Fatih University
Date Posted: August 26, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Do Top Brands Beat the Market? (The Brand Dynamics, Abnormal Returns, and Market Efficiency)
Yhlas Sovbetov
Fatih University
Date Posted: August 26, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Basel III: Comrade or Contender for Islamic Banking Intuitions - A Case of Pakistan
Naeem Hayat and Zulfiqar Ali
GIFT University and Albaraka Bank Ltd
Date Posted: August 25, 2014
Last Revised: August 27, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Le Coût Fondamental Du Capital Est-Il Similaire Selon Les Secteurs ? Analyse Des Secteurs Pharmaceutique Et De La Consommation (Is the Fundamental Cost of Capital Similar Depending on Economic Sectors? An Analysis of the Pharmaceutical and Consumer Goods Sectors)
Anthony Messulam
University of Geneva
Date Posted: August 25, 2014
Working Paper Series
4 downloads

Simple One ETF a Month Quantitative Asset Allocation System
Kemal Oflus
Independent
Date Posted: August 25, 2014
Last Revised: August 31, 2014
Working Paper Series

Incl. Electronic Paper Building Consumer Demand for Digital Financial Services – the New Regulatory Frontier
CIFR Paper No. 035/2014
Louise Malady and Ross P. Buckley
University of New South Wales (UNSW) - Faculty of Law and University of New South Wales (UNSW) - Faculty of Law
Date Posted: August 25, 2014
Last Revised: September 01, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Tools of Quantitative Finance: Accounts Receivable Management
European Vector Of Economic Development, vol. 2(11), 2011, pp.118-126
Svitlana Kuznetsova
Alfred Nobel University Dnipropetrovs'k(Ukraine)
Date Posted: August 24, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Competition Policy in Selection Markets
CPI Antitrust Chronicle Submission, August 2014
Neale Mahoney , Andre Veiga and E. Glen Weyl
University of Chicago Booth School of Business , Nuffield College, Oxford University and Microsoft Research New England
Date Posted: August 23, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Rolling Back the Repo Safe Harbors
Business Lawyer, Forthcoming
Edward R. Morrison , Mark J. Roe and Christopher S. Sontchi
Columbia Law School , Harvard Law School and United States Bankruptcy Courts, District of Delaware
Date Posted: August 23, 2014
Last Revised: August 29, 2014
Accepted Paper Series
68 downloads

Incl. Electronic Paper The Costs of Latency
Irene Aldridge
BigDataFinance.org
Date Posted: August 22, 2014
Working Paper Series
76 downloads

Incl. Electronic Paper Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon
Don Bredin , Thomas Conlon and Valerio Potì
University College Dublin , University College Dublin and Dublin City University Business School
Date Posted: August 21, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Governance and Comovement Under Common Ownership
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 437/2014
Alex Edmans , Doron Levit and Devin Reilly
London Business School - Institute of Finance and Accounting , University of Pennsylvania - Finance Department and University of Pennsylvania - Department of Economics
Date Posted: August 20, 2014
Last Revised: August 30, 2014
Working Paper Series
48 downloads

Incl. Electronic Paper Understanding the Components of Bank Failure Resolution Costs
Forthcoming in Financial Markets, Institutions & Instruments, FDIC Division of Insurance Research Paper No. 2014-04
Rosalind L. Bennett and Haluk Unal
FDIC Division of Insurance and Researech and University of Maryland - Robert H. Smith School of Business
Date Posted: August 20, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Market Discipline by Bank Creditors During the 2008-2010 Crisis
FDIC Division of Insurance Research Paper No. 2014-03
Rosalind L. Bennett , Vivian Hwa and Myron L Kwast
FDIC Division of Insurance and Researech , FDIC and Government of the United States of America - Federal Deposit Insurance Corporation (FDIC)
Date Posted: August 20, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Local Banking Panics of the 1920s: Identification and Determinants
FDIC Division of Insurance Research Paper No. 2014-01
Lee Davison and Carlos D. Ramirez
Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research and George Mason University - Department of Economics
Date Posted: August 20, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Deposit Rate Advantages at the Largest Banks
FDIC Division of Insurance Research Paper No. 2014-02
Stefan Jacewitz and Jonathan Pogach
Federal Deposit Insurance Corporation and Federal Deposit Insurance Corporation
Date Posted: August 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Price Dynamics of Gold Futures and Gold Leveraged ETFs
Tim Leung and Brian Ward
Columbia University and Columbia University
Date Posted: August 20, 2014
Working Paper Series
138 downloads

Incl. Electronic Paper An Analysis of Performance of Mutual Funds: Public Sector vs Private Sector
Tarini Chauhan and Jayant Gautam
G. B. Pant University of Agriculture and Technology - College of Agribusiness Management and G. B. Pant University of Agriculture and Technology - College of Agribusiness Management
Date Posted: August 19, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Where Should Active Asian Equity Strategies Focus: Stock Selection or Asset Allocation
Pranay Gupta , Bing Li and Rohit Sharma
Global Association of Alternative Investors , Independent and ING Investment Management, Asia Pacific
Date Posted: August 18, 2014
Working Paper Series
46 downloads

Fund Performance, Asset Growth and the Task of Capital Allocators
Brett Gallagher and Pranay Gupta
Independent and Global Association of Alternative Investors
Date Posted: August 18, 2014
Working Paper Series

Incl. Electronic Paper Latent Price Impact
Luca Philippe Mertens
IMPA
Date Posted: August 17, 2014
Working Paper Series
98 downloads

Incl. Electronic Paper Best-Estimate Claims Reserves in Incomplete Markets
Sebastian Happ , Michael Merz and Mario V. Wuthrich
University of Hamburg , University of Hamburg and RiskLab, ETH Zurich
Date Posted: August 17, 2014
Last Revised: August 29, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Conducting an IPO with an SEO in mind: Evidence from China
Dimitrios Gounopoulos , Yilmaz Guney and Tianxiang Xu
University of Sussex, School of Business, Management and Economics , University of Hull and University of Hull
Date Posted: August 16, 2014
Working Paper Series
45 downloads

Incl. Electronic Paper Better Than Pre-Committed Optimal Mean-Variance Policy in a Jump Diffusion Market
Xiangyu Cui , Yun Shi and Xun Li
Shanghai University of Finance and Economics - School of Statistics and Management , Shanghai University and Hong Kong Polytechnic University
Date Posted: August 15, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Polynomial Preserving Diffusions and Applications in Finance
Swiss Finance Institute Research Paper No. 14-54
Damir Filipovic and Martin Larsson
Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Date Posted: August 15, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation
Xiangyu Cui , Xun Li , Duan Li and Yun Shi
Shanghai University of Finance and Economics - School of Statistics and Management , Hong Kong Polytechnic University , Chinese University of Hong Kong and Shanghai University
Date Posted: August 14, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Nominal Rigidities and Asset Pricing
Michael Weber
University of Chicago - Finance
Date Posted: August 12, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Evaluation of Systematic Trading Programs
Mikhail Munenzon
Reformation Technologies
Date Posted: August 12, 2014
Last Revised: August 17, 2014
Working Paper Series
830 downloads

Incl. Electronic Paper Risk Parity Versus Mean-Variance: It's All in the Views
Daniel Haesen , Winfried G. Hallerbach , Thijs D. Markwat and Roderick Molenaar
Robeco Asset Management, Quantitative Strategies , Robeco Asset Management, Quantitative Strategies , Robeco Asset Management and Robeco Asset Management
Date Posted: August 12, 2014
Working Paper Series
488 downloads

Incl. Electronic Paper Firms’ Cash Holdings, Precautionary Motives, and Systematic Uncertainty
Janet Gao and Yaniv Grinstein
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: August 11, 2014
Working Paper Series
59 downloads

Incl. Electronic Paper Regulation, Competition and Banking Markets
CIFR Paper No. 034/2014
Stephen P. King and Rodney Maddock
Monash University - Department of Economics and Monash University - Faculty of Business and Economics
Date Posted: August 11, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Profitability in Banks Affiliated to a Business Group: Evidence from a Latin American Country
Rubén Chavarín
Universidad de Guadalajara
Date Posted: August 10, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Designing an If-Then Rules Based Ensemble of Heterogeneous Bankruptcy Classifiers: A Genetic Algorithm Approach
Intelligent Systems in Accounting, Finance and Management, Forthcoming
Sergio Davalos , Fei Leng , Ehsan H. Feroz and Zhiyan Cao
University of Washington, Tacoma - Milgard School of Business , University of Washington, Tacoma , University of Washington, Tacoma-Milgard School of Business and University of Washington Tacoma
Date Posted: August 09, 2014
Accepted Paper Series
14 downloads

Incl. Electronic Paper Fund Manager Characteristics and Performance
Forthcoming in Investment Analysts Journal
Yi Fang and Haiping Wang
Center for Quantitative Economics, Jilin University and York University
Date Posted: August 09, 2014
Accepted Paper Series
26 downloads

Incl. Electronic Paper Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm
Swiss Finance Institute Research Paper No. 14-52
Spencer Wheatley , Vladimir Filimonov and Didier Sornette
ETH Zurich , Swiss Federal Institute of Technology Zurich (ETH Zurich) and Swiss Finance Institute
Date Posted: August 08, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Super-Exponential Growth Expectations and the Global Financial Crisis
Swiss Finance Institute Research Paper No. 14-52
Matthias Leiss , Heinrich H. Nax and Didier Sornette
ETH Zurich , ETH Zurich and Swiss Finance Institute
Date Posted: August 08, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper Luck and Entrepreneurial Success
Swiss Finance Institute Research Paper No. 14-51
Diego Liechti , Claudio F. Loderer and Urs Peyer
University of Berne - Institute for Financial Management , University of Berne - Institute for Financial Management and INSEAD - Finance
Date Posted: August 08, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Portfolio Construction: Using Bootstrapping and Portfolioweight Resampling for Construction of Diversified Portfolios
Kai Bartlmae
Mercedes-Benz Auto Finance Ltd.
Date Posted: August 07, 2014
Last Revised: August 15, 2014
Working Paper Series
46 downloads

Incl. Electronic Paper Interest Rate Pass-Through to Macroeconomic Variables: The Nigerian Experience
International Journal of Economics and Finance; Vol. 5, No. 10, 2013
Adeyemi Adefioye Ogundipe and Philip O. Alege II
Covenant University and Covenant University
Date Posted: August 06, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Portfolio Choice in the Presence of Estimation Error: A Pricing Model Filter Approach
Martin Lozano
Independent
Date Posted: August 06, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Asymptotic Behaviour of High Expectiles
Fabio Bellini and Elena Di Bernardino
University of Milano Bicocca - Dipartimento di Statistica e Metodi Quantitativi and Conservatoire National des Arts et Métiers (CNAM)
Date Posted: August 05, 2014
Working Paper Series
25 downloads


 

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