Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 619,211
Full Text Papers: 515,593
Authors: 286,069
Papers Received in
  Last 12 months:
63,043

Paper Downloads:
To date: 88,638,991
Last 12 months: 11,622,954
Last 30 days: 802,983

CiteReader:  What's this?
Papers with
  Resolved
  References:
291,376
Total References: 9,075,589
Papers with Cites: 247,412
Total Citation
  Links:
5,924,181
Papers with
  Resolved
  Footnotes:
94,290
Total Footnotes: 9,170,355


SSRN eLibrary Search Results
Finance Research Centers Papers
4,708,258 Total downloads
Showing Papers 1 - 50 of 8,484
Sort By
1 2 3 4 ... 170 | Next >
   


Incl. Electronic Paper An Online Appendix to: 'Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences'
Matthew Ames , Guillaume Bagnarosa and Gareth William Peters
University College London - Department of Statistical Science , ESC RennesUniversity College London and University College London
Date Posted: August 04, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Trends and Cycles in China's Macroeconomy
FRB Atlanta Working Paper No. FEDAWP2015-05
Chun Chang , Kaiji Chen , Daniel F. Waggoner and Tao A. Zha
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) , Emory University - Department of Economics , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: August 03, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Recent Trends in Empirical Finance
Journal of Portfolio Management, Vol. 41, No. 4, 2015 Forthcoming
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: August 03, 2015
Last Revised: August 04, 2015
Accepted Paper Series
63 downloads

Incl. Electronic Paper Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms
Andreas S. Chouliaras
Luxembourg School of Finance
Date Posted: August 02, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Pitfalls in Valuing Hybrid Bonds: Impact of Bank Bailout Regulation on Subordination Component Pricing.
Piotr Jaworski , Kamil Liberadzki and Marcin Liberadzki
Wydział Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego , Warsaw School of Economics and Warsaw School of Economics
Date Posted: August 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Regulatory and Economic Incentives for Issuing Contingent Convertibles
Piotr Jaworski , Kamil Liberadzki and Marcin Liberadzki
Wydział Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego , Warsaw School of Economics and Warsaw School of Economics
Date Posted: August 02, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences
Matthew Ames , Guillaume Bagnarosa and Gareth William Peters
University College London - Department of Statistical Science , ESC RennesUniversity College London and University College London
Date Posted: August 01, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Systematic Multi-Period Stress Scenarios with an Application to CCP Risk Management
Alan De Genaro
University of Sao Paulo (USP) - Department of Economics
Date Posted: July 31, 2015
Last Revised: August 03, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Non-Traditional Risk Sources and Financial System Resilience
Duisenberg Strategy Series No. 201501
Tim Drost and Bernd Jan Sikken
Duisenberg school of finance and Duisenberg school of finance
Date Posted: July 30, 2015
Last Revised: July 31, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper A Model of the Twin Ds: Optimal Default and Devaluation
FRB Atlanta Working Paper No. FEDACQ2015-01
Seunghoon Na , Stephanie Schmitt-Grohé , Martín Uribe and Vivian Z. Yue
Columbia University, Graduate School of Arts and Sciences, Department of Economics , Duke University - Department of Economics , Columbia University - Graduate School of Arts and Sciences - Department of Economics and Federal Reserve Board of Governors
Date Posted: July 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Lessons for Forecasting Unemployment in the United States: Use Flow Rates, Mind the Trend
FRB Atlanta Working Paper No. FEDAWP2015-01
Brent H. Meyer and Murat Tasci
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Date Posted: July 30, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Failure of Supervisory Stress Testing: Fannie Mae, Freddie Mac, and OFHEO
FRB Atlanta Working Paper No. FEDAWP2015-03
W. Scott Frame , Kristopher Gerardi and Paul Willen
Federal Reserve Bank of Atlanta , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Boston - Research Department
Date Posted: July 30, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Rescue of Fannie Mae and Freddie Mac
FRB Atlanta Working Paper No. FEDAWP2015-02
W. Scott Frame , Andreas Fuster , Joseph S. Tracy and James I. Vickery
Federal Reserve Bank of Atlanta , Federal Reserve Banks - Federal Reserve Bank of New York , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: July 30, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Will Talent Attraction and Retention Improve Metropolitan Labor Markets?
FRB Atlanta Working Paper No. FEDAWP2015-04
Stuart T. Andreason
Federal Reserve Banks - Federal Reserve Bank of Atlanta
Date Posted: July 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Resilience in Planning: A Review of Comprehensive Plans in Mississippi after Hurricane Katrina
FRB Atlanta Working Paper No. FEDACD2015-01
Ann Carpenter
Federal Reserve Banks - Federal Reserve Bank of Atlanta
Date Posted: July 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Expected Loss and Impact of Risk: Backtesting Parameter-Based Expected Loss in a Basel II Framework
Journal of Risk Model Validation 7(3), 59-84, Fall 2013, Incisive Media
Wolfgang Reitgruber
UniCredit Bank Austria AG
Date Posted: July 29, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper A Simulation-Based Methodology for Evaluating Hedge Fund Investments
Marat Molyboga and Christophe L'Ahelec
Efficient Capital Management, LLC and Ontario Teachers' Pension Plan (OTPP)
Date Posted: July 26, 2015
Working Paper Series
378 downloads

Incl. Electronic Paper A Field Experiment in Motivating Employee Ideas
Chicago Booth Research Paper No. 15-25
Michael Gibbs , Susanne Neckermann and Christoph Siemroth
University of Chicago Booth School of Business , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Mannheim - School of Economics (VWL)
Date Posted: July 26, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Taste Heterogeneity, Trade Costs, and Global Market Outcomes in the Automobile Industry
Chicago Booth Research Paper No. 15-24
A. Kerem Cosar , Paul L.E. Grieco , Shengyu Li and Felix Tintelnot
University of Chicago - Booth School of Business , Pennsylvania State University - Department of Economics , Durham University and Penn State University
Date Posted: July 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Is Paying for TSR Paying for Performance? Observations on the the SEC's Proposed Rules
Stephen F. O'Byrne
Shareholder Value Advisors, Inc.
Date Posted: July 26, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Decision-Making Under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires
Chicago Booth Research Paper No. 15-27
Daniel L. Chen , Tobias J. Moskowitz and Kelly Shue
ETH Zurich - Center for Law and Economics , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: July 25, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Asset Pricing and Sports Betting
Chicago Booth Research Paper No. 15-26
Tobias J. Moskowitz
University of Chicago - Booth School of Business
Date Posted: July 25, 2015
Working Paper Series
207 downloads

Incl. Electronic Paper Optimum Weighting for the Least Squares Monte Carlo Approach to American Options Under the CEV Model
Jason Barden and Karl Jenkins
Cranfield University and Independent
Date Posted: July 25, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses
Natalie Oh , Jerry T. Parwada and Kian M. E. Tan
University of New South Wales (UNSW) , UNSW Australia Business School, School of Banking and Finance and University of Otago - Department of Accountancy and Finance
Date Posted: July 24, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Block Rearranging Elements within Matrix Columns to Minimize the Variability of the Row Sums
Kris Boudt , Steven Vanduffel and Kristof Verbeken
Free University of Brussels (VUB) , Vrije Universiteit Brussel (VUB) and Free University of Brussels (VUB)
Date Posted: July 24, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Nonparametric Empirical Evidence for Krugman's Target Zone Model
Swiss Finance Institute Research Paper No. 15-22
Sandro Lera and Didier Sornette
ETH Zurich and Swiss Finance Institute
Date Posted: July 24, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Accelerating American Option Pricing in Lattices
Mike Curran
Bank of Montreal
Date Posted: July 23, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Carry and Trend Following Returns in the Foreign Exchange Market
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 - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: July 22, 2015
Working Paper Series
239 downloads

Incl. Electronic Paper Concentrated Capital Losses and the Pricing of Corporate Credit Risk - Online Appendix
Harvard Business School Finance Working Paper No. 16-008
Emil N. Siriwardane
Harvard Business School - Finance Unit
Date Posted: July 22, 2015
Working Paper Series
25 downloads

Intraday Exchange Rate Volatility Transmissions Across QE Announcements
Finance Research Letters, Forthcoming
Dimitris Kenourgios , Stephanos Papadamou and Dimitrios I. Dimitriou
University of Athens - Faculty of Economics , University of Thessaly - Department of Economics and University of Athens
Date Posted: July 19, 2015
Working Paper Series

Incl. Electronic Paper Momentum Crashes
Chicago Booth Research Paper No. 15-22
Kent D. Daniel and Tobias J. Moskowitz
Columbia Business School - Finance and Economics and University of Chicago - Booth School of Business
Date Posted: July 19, 2015
Last Revised: July 21, 2015
Working Paper Series
68 downloads

Incl. Electronic Paper Monnet's Error?
Chicago Booth Research Paper No. 15-23
Luigi Guiso , Paola Sapienza and Luigi Zingales
Einaudi Institute for Economics and Finance (EIEF) , Northwestern University - Kellogg School of Management - Department of Finance and University of Chicago - Booth School of Business
Date Posted: July 19, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Size Matters, If You Control Your Junk
Chicago Booth Research Paper No. 15-21
Clifford S. Asness , Andrea Frazzini , Ronen Israel , Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: July 19, 2015
Working Paper Series
72 downloads

Incl. Electronic Paper Carry
Chicago Booth Research Paper No. 15-20
Ralph S. J. Koijen , Tobias J. Moskowitz , Lasse Heje Pedersen and Evert B. Vrugt
London Business School - Department of Finance , University of Chicago - Booth School of Business , New York University (NYU) - Department of Finance and VU University Amsterdam, PGO-IM
Date Posted: July 19, 2015
Working Paper Series
77 downloads

Incl. Electronic Paper VaR and CVaR Based on Put Option Formula and Tail Volatilities & Correlations: 'The Need for New Valuation, Risk and Policy Making Models'
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: July 19, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper The 'Mere-Reminder' Effect of Salient Calorie Labeling
Chicago Booth Research Paper No. 15-19
Indranil Goswami and Oleg Urminsky
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: July 17, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Income and Wealth Effects on Private-Label Demand: Evidence from the Great Recession
Chicago Booth Research Paper No. 15-18
Jean-Pierre H. Dube , Günter J. Hitsch and Peter E. Rossi
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: July 17, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Household Debt and Defaults from 2000 to 2010: Facts from Credit Bureau Data
Chicago Booth Research Paper No. 15-17
Atif R. Mian and Amir Sufi
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: July 17, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Fraudulent Income Overstatement on Mortgage Applications During the Credit Expansion of 2002 to 2005
Chicago Booth Research Paper No. 15-16
Atif R. Mian and Amir Sufi
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: July 17, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Size Matters – Small is Beautiful: The Impact of Portfolio Diversification and Selection on Risk and Return in Private Equity
Olivier Gottschalg , Dr. Ralf Gleisberg and Ramun Derungs
HEC Paris (Groupe HEC) - Strategy & Business Policy , Akina Ltd. and Akina Ltd.
Date Posted: July 17, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Intelligent Equity
C. Thomas Howard
University of Denver - Daniels College of Business
Date Posted: July 17, 2015
Working Paper Series
90 downloads

Incl. Electronic Paper Execution of Pairs Trading Strategy: Some Propositions
Tamal Datta Chaudhuri and Priyam Singh
Calcutta Business School and HDFC Ltd.
Date Posted: July 16, 2015
Working Paper Series
194 downloads

Incl. Electronic Paper Quantum Gates and Quantum Circuits of Stock Portfolio
Ovidiu Sorin Racorean
Academy of Economic Studies
Date Posted: July 15, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Consistent Re-Calibration in Yield Curve Modeling: An Example
Swiss Finance Institute Research Paper No. 15-24
Mario V. Wuthrich
RiskLab, ETH Zurich
Date Posted: July 14, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Factor Attribution and the Impact of Investment Constraints
Sanne De Boer and Vishv Jeet
QS Investors and Axioma Inc
Date Posted: July 14, 2015
Working Paper Series
90 downloads

Incl. Electronic Paper Dynamic Balance Sheet Model with Liquidity Risk
Grzegorz Halaj
European Central Bank (ECB)
Date Posted: July 14, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Agency Conflicts Around the World
Swiss Finance Institute Research Paper No. 15-21, Simon Business School Working Paper No. FR 15-24
Erwan Morellec , Boris Nikolov and Norman Schürhoff
Ecole Polytechnique Fédérale de Lausanne , University of Rochester - Simon Graduate School of Business and University of Lausanne
Date Posted: July 14, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Economic Capital for Market Risk
Silvan Ebnöther
Zurich Cantonal Bank
Date Posted: July 11, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper How to Reduce Risk and Capital Charges of Solvency II Regulated Equity Portfolios Using Options
Benoit Vaucher
Lombard Odier & Cie
Date Posted: July 10, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Regulatory Analytics and Data Architecture (RADAR)
CIFR Paper No. WP068/2015
Kingsley Jones
Centre for International Finance and Regulation (CIFR)
Date Posted: July 10, 2015
Last Revised: August 03, 2015
Working Paper Series
25 downloads


 

1 2 3 4 ... 170 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 1.438 seconds