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SSRN eLibrary Search Results
Finance Research Centers Papers
5,321,019 Total downloads
Showing Papers 1 - 50 of 9,366
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1 2 3 4 ... 188 | Next >
   

Incl. Electronic Paper Real Estate Cycles and Bank Systemic Risks
CIFR Paper No. 120/2016
Georgina Ge, Egon Kalotay, Thomas Longden, Geoffrey Loudon and Stefan Trück
Macquarie University, College of Commerce, Division of Economic and Financial Studies, Department of Economics, Students, Macquarie University, Faculty of Business and Economics, Macquarie University, Faculty of Business and Economics, Macquarie University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Date Posted: August 27, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Why Has the FCAs Market Cleanliness Statistic for Takeover Announcements Decreased Since 2009?
FCA Occasional Paper No. 4
Jim Goldman, Stefan Hunt, Paul Minter, Felix Suntheim and Qamar Zaman
University of Toronto, Financial Conduct Authority, Independent, Financial Conduct Authority and Financial Services Authority
Date Posted: August 26, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Can VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis
Felipe Bastos G. Silva and Ekaterina Volkova
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: August 26, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Non-Gaussian Analytic Option Pricing: A Closed Formula for the Lévy-stable Model
Jean-Philippe Aguilar and Cyril G. Coste
Independent and Independent
Date Posted: August 25, 2016
Working Paper Series
26 downloads

Inference on the Integrated Volatility with Multiple Records by Using Range
Yiqi Liu, Wang Li and Zhi Liu
University of Macau, University of Macau and University of Macau
Date Posted: August 25, 2016
Working Paper Series

Incl. Electronic Paper Post-Crisis Secular Shifts in the Capital Markets and the Global Economy Could Foster a New Normal
William J. Dodwell
Capital Markets Consultant
Date Posted: August 24, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Efficient 'Black-Scholes' Approximations of the Heston and Multi-Factor Heston Option Prices for a Correct Spot Price
Maria Cristina Recchioni, Michelle Ouellette and Gabriele Tedeschi
Università Politecnica delle Marche - Department of Management, Independent and Università Politecnica delle Marche - Faculty of Economics
Date Posted: August 24, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Bending, Stretching, and Smiling: A Common Ratio in Homeomorphisms of the Faces of Finance
Edgar Parker Jr.
New York Life Insurance Company
Date Posted: August 24, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Review of Allocation of Advances by Foreign Banks Operating in India to Exports & Small Scale Sector (SSI) During 2006-2010
Ashok Vasant Edurkar and Dattatrya G. Chougule
Shivaji University, Department of Commerce & Management, Students and Shivaji University
Date Posted: August 24, 2016
Last Revised: August 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Robust Return Risk Measures
Fabio Bellini, Roger J. A. Laeven and Emanuela Rosazza Gianin
University of Milano Bicocca - Dipartimento di Statistica e Metodi Quantitativi, University of Amsterdam - Amsterdam School of Economics and University of Milano-Bicocca - Dip. di Statistica e Metodi Quantitativi
Date Posted: August 23, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Pricing of Catastrophe Risk and the Implied Volatility Smile
University of St.Gallen, School of Finance Research Paper No. 2016/17
Semir Ben Ammar
University of St. Gallen
Date Posted: August 23, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Lead Lag Relationship and Price Behavior in Potato
International Journal of Business Quantitative Economics and Applied Management Research, Volume 1, Issue 7, December 2014
Tanushree Sharma
Manipal University
Date Posted: August 23, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Estimating Stock Return Volatility in Indian and Chinese Stock Market
International Journal of Banking,Risk and Insurance, Vol 4 Issue 2 ,Sept 2016, pp 37-49
Vanita Tripathi and Pankaj Chaudhary
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Shri Ram College of Commerce
Date Posted: August 23, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Do Tweet Sentiments Still Predict the Stock Market?
Jim Kyung-Soo Liew and Tamás Budavári
Johns Hopkins University - Carey Business School (JHU) and Johns Hopkins University - Department of Applied Mathematics and Statistics
Date Posted: August 22, 2016
Working Paper Series
98 downloads

Incl. Electronic Paper The Periodic Treasury Exchange: A Proposal to Increase the Depth and Liquidity of the U.S. Treasury Market
Thomas K. Philips and Steven Friedman
BNP Paribas Investment Partners and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 21, 2016
Last Revised: August 27, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Stimulating Housing Markets
Chicago Booth Research Paper No. 16-16
David Berger, Nicholas Turner and Eric Zwick
Northwestern University, U.S. Department of the Treasury - Office of Tax Analysis (OTA) and University of Chicago - Finance
Date Posted: August 19, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Stock Market Efficiency under the Cost of Carry Model. Evidence from the Spanish Market
Javier Sánchez-Verdasco
Incompany Formación en Finanzas
Date Posted: August 19, 2016
Last Revised: August 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Beta Heuristic from a Time/Frequency Perspective: A Wavelet Analysis of the Market Risk of the 10 S&P Sectors
Bruce Mcnevin and Joan Nix
Midway Group and Queens College
Date Posted: August 19, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Use of Bank and Nonbank Financial Services: Financial Decision Making by Immigrants and Native Born
FDIC Division of Depositor & Consumer Protection Working Paper No. 2016-03
Joyce M. Northwood and Sherrie L.W. Rhine
Federal Deposit Insurance Corporation and Federal Deposit Insurance Corporation
Date Posted: August 18, 2016
Last Revised: August 19, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Boomeranged! The Effect of Coresiding Adult Children on Housing Transitions Among Older Homeowners
FDIC Division of Depositor & Consumer Protection Working Paper No. 2016-02
Ryan Goodstein
Federal Deposit Insurance Corporation
Date Posted: August 18, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Effects of Bank and Nonbank Provider Locations on Household Use of Financial Transaction Services
FDIC Division of Depositor & Consumer Protection Working Paper No. 2016-01
Ryan Goodstein and Sherrie L.W. Rhine
Federal Deposit Insurance Corporation and Federal Deposit Insurance Corporation
Date Posted: August 18, 2016
Last Revised: August 19, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Management and Resolution Methods of Non-Performing Loans
Dimitrios Anastasiou
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: August 18, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Is Ex-Post Credit Risk Affected by the Cycles? The Case of Italian Banks
Dimitrios Anastasiou
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: August 17, 2016
Last Revised: August 19, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Roadmap for a Controlled Block Chain Architecture
Kartik Hegadekatti and Yatish S G
Government of India, Ministry of Railways and Government of India, Ministry of Railways
Date Posted: August 16, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper The Life Cycle of Beta
Ludwig B. Chincarini, Daehwan Kim and Fabio Moneta
University of San Francisco School of Management, Konkuk University and Queen's University - Smith School of Business
Date Posted: August 14, 2016
Working Paper Series
81 downloads

Incl. Electronic Paper A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases
Claudia Yeap, Simon Kwok and Boris Choy
University of Sydney Business School, University of Sydney and University of Sydney Business School
Date Posted: August 14, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Unsecured and Secured Funding
Mario di Filippo, Angelo Ranaldo and Jan Wrampelmeyer
World Bank Group, University of St. Gallen and University of St. Gallen
Date Posted: August 14, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Blockholders: A Survey of Theory and Evidence
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 475/2016
Alex Edmans and Clifford G. Holderness
London Business School - Institute of Finance and Accounting and Boston College - Department of Finance
Date Posted: August 13, 2016
Last Revised: August 21, 2016
Working Paper Series
229 downloads

Incl. Electronic Paper Mathematics and Economics: A Reality Check
Journal of Portfolio Management, Vol. 43, No. 1, 2016
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: August 13, 2016
Last Revised: August 21, 2016
Accepted Paper Series
159 downloads

Incl. Electronic Paper Conceptualization and Theorization of the Big Data
International Journal of Innovation (IJI Journal), Vol. 4(2), No. 2, pp. 23-41, 2016
Marcos Mazieri and Eduardo Dantas Soares
Universidade Nove de Julho (UNINOVE) and Universidade Nove de Julho (UNINOVE)
Date Posted: August 12, 2016
Accepted Paper Series
24 downloads

Incl. Electronic Paper Investment Horizon Risk and Volatility Metrics
Bob Korkie
University of Alberta
Date Posted: August 12, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation
David Ardia, Kris Boudt and Giang Ha Nguyen
University of Neuchatel - Institute of Financial Analysis, Free University of Brussels (VUB) and Free University of Brussels (VUB)
Date Posted: August 11, 2016
Working Paper Series
97 downloads

Incl. Electronic Paper Financialization, Inequality and Crisis
Paper presented at ICOPEC in Istanbul-Turkey, June 2016
Mehmet Sisman
Marmara University - Faculty of Economics/Department of Economics
Date Posted: August 10, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Stress Testing of Credit Risk: Case Based on Loan Portfolio, Capital Adequacy and Non Performing Loans in Kosovo
Ibish Mazreku and Fisnik Morina
University 'Haxhi Zeka' and University 'Haxhi Zeka'
Date Posted: August 10, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Superannuation Fund Performance and Fund Fees
CIFR Paper No. 115/2016
Andrew B. Ainsworth, Shumi M. Akhtar II, Adam James Corbett, Adrian D. Lee and Terry S. Walter
University of Sydney - Finance Discipline, The University of Sydney, University of Sydney - Discipline of Finance, University of Technology, Sydney - Finance Discipline Group and University of Sydney
Date Posted: August 09, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Superannuation Fees and Asset Allocation
CIFR Paper No. 114/2016
Andrew B. Ainsworth, Shumi M. Akhtar II, Adam James Corbett, Adrian D. Lee and Terry S. Walter
University of Sydney - Finance Discipline, The University of Sydney, University of Sydney - Discipline of Finance, University of Technology, Sydney - Finance Discipline Group and University of Sydney
Date Posted: August 09, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Estimating the Country Risk Premium in Emerging Markets: The Case of the Republic of Macedonia
Financial Theory and Practice 36 (4) 413-434 (2012)
Aleksandar Naumoski
Ss. Cyril and Methodius University - Faculty of Economics
Date Posted: August 09, 2016
Accepted Paper Series
15 downloads

Incl. Electronic Paper Banking Supervision and Evaluation with Camels. A Case Study in Kosovo
Ibish Mazreku and Fisnik Morina
University 'Haxhi Zeka' and University 'Haxhi Zeka'
Date Posted: August 08, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Stress Test of Liquidity Risk: The Case Based on the Withdrawal of Deposits in Kosovo 2013-2015
Fisnik Morina
University 'Haxhi Zeka'
Date Posted: August 08, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper The Impact of the Integrated Financial Risk Management on the Effectiveness of the Decisions of the Financial Leverage: An Empirical Study on the Insurance Companies in Kosovo
Ibish Mazreku and Fisnik Morina
University 'Haxhi Zeka' and University 'Haxhi Zeka'
Date Posted: August 07, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Analysis of Commercial Bank Exposure to Interest Rate Risk
Fisnik Morina, Afrim Selimaj Sr. and Adem Dreshaj
University 'Haxhi Zeka', University Haxhi Zeka Peja and University Haxhi Zeka Peja
Date Posted: August 06, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Spectral Theory of PDE for Mathematical Finance
Silke Prohl
Princeton University
Date Posted: August 06, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Performance Evaluation of Indian Fund of Mutual Funds
Muruganandan S, N. Vijayakumar and Dr. (Mrs.) Padmasani
PSG College of Technologies, Department of Humanities, PSG Institute of Management and Ravenshaw University - Department of Commerce
Date Posted: August 06, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Financial Contagion and the Cross Section of Expected Returns
Matthew Linn
Isenberg School of Management, University of Massachusetts
Date Posted: August 04, 2016
Last Revised: August 17, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper Unifying Gaussian Dynamic Term Structure Models from an HJM Perspective
Haitao Li, Xiaoxia Ye and Fan Yu
Cheung Kong Graduate School of Business, University of Bradford - School of Management and Claremont McKenna College - Robert Day School of Economics and Finance
Date Posted: August 04, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Time-Varying Price Discovery Dynamics of Corporate Credit Default Swaps and Bonds
Josephine Molleyres
University of Basel - Department of Finance
Date Posted: August 04, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Time-Dependent Black-Litterman
Methodological working paper 2016-02, June 2016
Martin van der Schans and Hens Steehouwer
Ortec Finance and ORTEC Centre for Financial Research (OCFR)
Date Posted: August 04, 2016
Working Paper Series
71 downloads

Incl. Electronic Paper How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?
Swiss Finance Institute Research Paper No. 16-52
Ines Chaieb, Vihang R. Errunza and Rajna Gibson
University of Geneva and Swiss Finance Institute, McGill University - Desautels Faculty of Management and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: August 04, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper A Diagnostic Criterion for Approximate Factor Structure
Swiss Finance Institute Research Paper No. 16-51
Patrick Gagliardini, Elisa Ossola and O. Scaillet
University of Lugano and Swiss Finance Institute, University of Lugano and University of Geneva GSEM and GFRI
Date Posted: August 03, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper On Economic Space Notion
International Review of Financial Analysis, 22 January 2016, DOI-10.1016/j.irfa.2016.01.001
Victor Olkhov
TVEL Fuel Company
Date Posted: August 02, 2016
Accepted Paper Series
21 downloads


 

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