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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 563,425
Full Text Papers: 465,747
Authors: 261,339
Papers Received in
  Last 12 months:
63,924

Paper Downloads:
To date: 78,215,104
Last 12 months: 9,683,732
Last 30 days: 669,820

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Papers with
  Resolved
  References:
263,113
Total References: 9,045,618
Papers with Cites: 243,210
Total Citation
  Links:
5,983,464
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,169,322


SSRN eLibrary Search Results
JEL Code: E44
750,585 Total downloads
Showing Papers 1 - 50 of 3,992
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Incl. Electronic Paper What Happened to the Quants in August 2007?
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 21, 2007
Last Revised: January 17, 2008
Working Paper Series
13466 downloads

Incl. Electronic Paper Institutional Investors and Stock Market Volatility
MIT Department of Economics Working Paper No. 03-30
Xavier Gabaix , Parameswaran Gopikrishnan , Vasiliki Plerou and H. Eugene Stanley
New York University - Stern School of Business , Boston University - Center for Polymer Studies , Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies
Date Posted: September 11, 2003
Last Revised: June 01, 2010
Accepted Paper Series
8859 downloads

Incl. Electronic Paper The Tactical and Strategic Value of Commodity Futures
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: February 03, 2005
Working Paper Series
7791 downloads

Incl. Electronic Paper An Alternative Three-Factor Model
Long Chen , Robert Novy-Marx and Lu Zhang
Cheung Kong Graduate School of Business , Simon Business School, University of Rochester and Ohio State University - Fisher College of Business
Date Posted: May 19, 2010
Last Revised: January 21, 2014
Working Paper Series
7058 downloads

Incl. Electronic Paper Measuring Loss Potential of Hedge Fund Strategies
Journal of Alternative Investments, Vol. 7, No. 1, pp. 7-31, Summer 2004
Marcos Lopez de Prado and Achim Peijan
Guggenheim Partners, LLC and UBS Wealth Managment Research
Date Posted: January 04, 2005
Accepted Paper Series
5977 downloads

Incl. Electronic Paper Macroeconomic Factors and the Correlation of Stock and Bond Returns
Yale ICF Working Paper No. 02-46; AFA 2004 San Diego Meetings
Lingfeng Li
Capula Investment Services
Date Posted: November 23, 2003
Working Paper Series
5446 downloads

Incl. Electronic Paper The Crisis: Basic Mechanisms, and Appropriate Policies
MIT Department of Economics Working Paper No. 09-01
Olivier J. Blanchard
International Monetary Fund (IMF)
Date Posted: January 10, 2009
Last Revised: January 15, 2009
Working Paper Series
5303 downloads

Incl. Electronic Paper The Norway Model
David Chambers , Elroy Dimson and Antti S. Ilmanen
University of Cambridge - Judge Business School, Department of Finance & Accounting , London Business School and AQR Capital Management (Europe) LLP
Date Posted: October 04, 2011
Last Revised: September 11, 2012
Working Paper Series
5198 downloads

Incl. Electronic Paper Demography and the Long-Run Predictability of the Stock Market
USC CLEO Research Paper No. C02-21; Cowles Foundation Discussion Paper No. 1380
John Geanakoplos , Michael J. P. Magill and Martine Quinzii
Yale University - Cowles Foundation , University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Date Posted: September 24, 2002
Working Paper Series
5012 downloads

Incl. Electronic Paper Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
David H. Bailey , Jonathan M. Borwein , Marcos Lopez de Prado and Qiji Jim Zhu
Lawrence Berkeley National Laboratory , University of Newcastle (Australia) , Guggenheim Partners, LLC and Western Michigan University
Date Posted: August 12, 2013
Last Revised: April 14, 2014
Accepted Paper Series
4886 downloads

Incl. Electronic Paper What Every Investor Should Know About Commodities, Part I: Univariate Return Analysis
Alternative Investment Research Centre Working Paper No. 29, Cass Business School Research Paper
Roel C. A. Oomen
Deutsche Bank AG
Date Posted: January 27, 2006
Working Paper Series
4838 downloads

Incl. Electronic Paper Interest Rate Targeting and the Dynamics of Short-Term Rates
Pierluigi Balduzzi , Giuseppe Bertola , Silverio Foresi and Leora F. Klapper
Boston College - Carroll School of Management , Università di Torino - Dipartimento di Economia , Goldman Sachs Group, Inc. - Quantitative Strategy Group and World Bank
Date Posted: February 01, 1997
Working Paper Series
4297 downloads

Incl. Electronic Paper The Dark Side of Universal Banking: Financial Conglomerates and the Origins of the Subprime Financial Crisis
Connecticut Law Review, Vol. 41, No. 4, 2009, GWU Law School Public Law Research Paper No. 468, GWU Legal Studies Research Paper No. 468
Arthur E. Wilmarth Jr.
George Washington University Law School
Date Posted: May 13, 2009
Accepted Paper Series
3967 downloads

Incl. Electronic Paper What Every Investor Should Know About Commodities, Part II: Multivariate Return Analysis
Alternative Investment Research Centre Working Paper No. 33, Cass Business School Research Paper
Roel C. A. Oomen
Deutsche Bank AG
Date Posted: June 14, 2006
Working Paper Series
3672 downloads

Incl. Electronic Paper The Financial Market Impact of Quantitative Easing
Bank of England Working Paper No. 393
Michael Joyce , Ana Lasaosa , Ibrahim Stevens and Matthew Tong
Bank of England - Monetary Analysis , Bank of England , Bank of England and Bank of England
Date Posted: July 12, 2010
Last Revised: August 27, 2010
Working Paper Series
3089 downloads

Incl. Electronic Paper The Regulatory Response to the Financial Crisis
CESifo Working Paper Series No. 2257
Charles Goodhart
London School of Economics & Political Science (LSE) - Financial Markets Group
Date Posted: March 25, 2008
Working Paper Series
3000 downloads

Incl. Electronic Paper The Determinants of Stock and Bond Return Comovements
The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Lieven Baele , Geert Bekaert and Koen Inghelbrecht
Tilburg University - Department of Finance , Columbia Business School - Finance and Economics and Ghent University - Department of Financial Economics
Date Posted: October 05, 2010
Accepted Paper Series
2915 downloads

Incl. Electronic Paper Risk Assessment for Banking Systems
14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437
Helmut Elsinger , Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division , University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Date Posted: August 25, 2004
Working Paper Series
2900 downloads

Incl. Electronic Paper How to Time the Commodity Market
Journal of Derivatives & Hedge Funds, Vol. 16, No. 1, pp. 1-8, 2010
Devraj Basu , Roel C. A. Oomen and Alexander Stremme
Université Lille Nord de France - Skema Business School , Deutsche Bank AG and University of Warwick - Finance Group
Date Posted: June 22, 2006
Last Revised: March 18, 2014
Working Paper Series
2824 downloads

Incl. Electronic Paper Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence
World Bank Policy Research Working Paper No. 1900
Asli Demirgüç-Kunt and Harry Huizinga
World Bank - Financial and Private Sector Development and Tilburg University - Center for Economic Research (CentER)
Date Posted: November 05, 2004
Working Paper Series
2742 downloads

Incl. Electronic Paper Liquidity and Financial Market Runs
Yale ICF Working Paper No. 02-11; AFA 2003 Washington, DC Meetings
Antonio E. Bernardo and Ivo Welch
University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA)
Date Posted: July 15, 2003
Working Paper Series
2653 downloads

Incl. Electronic Paper Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices
The Accounting Review, Vol. 86, No. 3, 2011
Yaniv Konchitchki
University of California, Berkeley - Haas School of Business
Date Posted: February 26, 2009
Last Revised: January 14, 2014
Accepted Paper Series
2618 downloads

Incl. Electronic Paper Liquidity and Leverage
FRB of New York Staff Report No. 328
Tobias Adrian and Hyun Song Shin
Federal Reserve Bank of New York and Princeton University - Department of Economics
Date Posted: June 04, 2008
Last Revised: November 11, 2010
Working Paper Series
2454 downloads

Incl. Electronic Paper The Probability of Backtest Overfitting
David H. Bailey , Jonathan M. Borwein , Marcos Lopez de Prado and Qiji Jim Zhu
Lawrence Berkeley National Laboratory , University of Newcastle (Australia) , Guggenheim Partners, LLC and Western Michigan University
Date Posted: September 16, 2013
Last Revised: March 23, 2014
Working Paper Series
2313 downloads

Incl. Electronic Paper Basel III: Is the Cure Worse than the Disease?
William A. Allen , Ka Kei Chan , Alistair Milne and Steve Thomas
City University London - Sir John Cass Business School , Derby Business School, University of Derby , Loughborough University - School of Business and Economics and City University London - Sir John Cass Business School
Date Posted: October 09, 2010
Last Revised: October 18, 2010
Working Paper Series
2309 downloads

Incl. Electronic Paper Inflation and the Stock Market: Understanding the 'Fed Model'
Geert Bekaert and Eric Engstrom
Columbia Business School - Finance and Economics and U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Date Posted: April 29, 2008
Last Revised: June 28, 2011
Working Paper Series
2306 downloads

Incl. Electronic Paper The Complexities of the Financial Turmoil of 2007 and 2008
Gregory A. Krohn and William R. Gruver
Bucknell University - Department of Economics and Bucknell University
Date Posted: October 13, 2008
Last Revised: October 19, 2008
Working Paper Series
2265 downloads

Incl. Electronic Paper A Parsimonious Macroeconomic Model for Asset Pricing
Econometrica, Forthcoming
Fatih Guvenen
University of Minnesota - Department of Economics
Date Posted: January 20, 2003
Last Revised: May 27, 2013
Accepted Paper Series
2262 downloads

Incl. Electronic Paper The Price of Gold: A Global Required Yield Theory
Christophe Faugère and Julian Van Erlach
Kedge Business School Bordeaux and Nexxus Wealth Technologies, Inc.
Date Posted: March 22, 2004
Working Paper Series
2223 downloads

Incl. Electronic Paper Does the Fed Control Interest Rates?
The Review of Asset Pricing Studies, Forthcoming, Chicago Booth Research Paper No. 12-23, Fama-Miller Working Paper
Eugene F. Fama
University of Chicago - Finance
Date Posted: August 05, 2012
Last Revised: July 02, 2013
Accepted Paper Series
2214 downloads

Incl. Electronic Paper Liquidity and Credit Default Swap Spreads
AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong and University of South Carolina
Date Posted: March 03, 2008
Last Revised: January 22, 2009
Working Paper Series
2178 downloads

Incl. Electronic Paper The Good News and the Bad News About Long-Run Stock Market Returns
EFA 0305; DAE Working Paper No. 9822
Stephen H. Wright and Donald Robertson
Birkbeck College, University of London and Cambridge University - Department of Economics
Date Posted: November 05, 1998
Working Paper Series
2131 downloads

Incl. Electronic Paper Stock Market Fluctuations And The Business Cycle
Marcelle Chauvet
University of California
Date Posted: September 24, 2001
Working Paper Series
2055 downloads

Incl. Electronic Paper The Dodd-Frank Act: A Flawed and Inadequate Response to the Too-Big-To-Fail Problem
Oregon Law Review, Vol. 89, pp. 951-1057, 2011, GWU Legal Studies Research Paper No. 516, GWU Law School Public Law Research Paper No. 516
Arthur E. Wilmarth Jr.
George Washington University Law School
Date Posted: December 04, 2010
Last Revised: April 22, 2011
Accepted Paper Series
2039 downloads

Incl. Electronic Paper Foreign Institutional Investment in the Indian Equity Market: An Analysis of Daily Flows during January 1999-May 2002
Money & Finance, Vol. 2, No. 9-10, April-September 2002
Paramita Mukherjee , Suchismita Bose and Dipankor Coondoo
International Management Institute (IMI) - International Management Institute, Kolkata , ICRA Ltd and Indian Statistical Institute, New Delhi - Economic Research Unit
Date Posted: September 12, 2003
Accepted Paper Series
2012 downloads

Incl. Electronic Paper Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
Journal of Finance, Forthcoming
Hui Chen
Massachusetts Institute of Technology
Date Posted: September 30, 2009
Accepted Paper Series
1986 downloads

Incl. Electronic Paper Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation--with Reference to the Asian Financial Crisis
IMF Working Paper No. 98/127
Jorge A. Chan-Lau and Zhaohui Chen
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Date Posted: September 17, 1998
Working Paper Series
1920 downloads

Incl. Electronic Paper Energy Shocks and Financial Markets
Journal of Futures Markets, Vol. 16, No. 1, pp. 1-27, 1996
Roger D. Huang , Ronald W. Masulis and Hans R. Stoll
University of Notre Dame , University of New South Wales - Australian School of Business and Vanderbilt University - Finance
Date Posted: May 16, 2006
Accepted Paper Series
1916 downloads

Incl. Electronic Paper The Role of the Capital Market in the Economic Development
Ovidiu Stoica
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: December 13, 2006
Working Paper Series
1881 downloads

Incl. Electronic Paper Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution
Columbia Business Law Review, Vol. 2011, No. 1, p. 118, 2011, Seton Hall Public Law Research Paper No. 1632084
Michael Simkovic and Benjamin Kaminetzky
University of North Carolina at Chapel Hill School of Law and Davis Polk & Wardwell LLP - New York Office
Date Posted: July 17, 2010
Last Revised: April 25, 2011
Accepted Paper Series
1803 downloads

Incl. Electronic Paper Understanding the Aggregate Book-to-Market Ratio
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Date Posted: May 01, 1999
Working Paper Series
1789 downloads

Incl. Electronic Paper Rethinking Macroeconomic Policy
Olivier J. Blanchard , Giovanni Dell'Ariccia and Paolo Mauro
International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Date Posted: February 20, 2010
Working Paper Series
1764 downloads

Incl. Electronic Paper Investor Sentiment in the Stock Market
Malcolm P. Baker and Jeffrey Wurgler
Harvard Business School and NYU Stern School of Business
Date Posted: February 14, 2007
Last Revised: January 12, 2009
Working Paper Series
1715 downloads

Incl. Electronic Paper Modigliani-Miller On Capital Structure: A Post-Keynesian Critique
UEL Department of Economics Working Paper No. 8
Murray Glickman
University of East London - Department of Applied Economics
Date Posted: July 28, 1997
Working Paper Series
1699 downloads

Incl. Electronic Paper Recourse and Residential Mortgage Default: Evidence from U.S. States
Review of Financial Studies, Federal Reserve Bank of Richmond Working Paper No. 09-10R
Andra C. Ghent and Marianna Kudlyak
Arizona State University (ASU) - Finance Department and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: July 11, 2009
Last Revised: November 24, 2011
Working Paper Series
1684 downloads

Incl. Electronic Paper Lessons from the Subprime Meltdown
Levy Economics Institute Working Paper No. 522
L. Randall Wray
University of Missouri at Kansas City
Date Posted: December 12, 2007
Working Paper Series
1643 downloads

Incl. Electronic Paper Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland
Andreas Dietrich and Gabrielle Wanzenried
Lucerne University of Applied Sciences and Arts and Institut für Finanzdienstleistungen Zug (IFZ)
Date Posted: March 30, 2009
Last Revised: May 10, 2010
Working Paper Series
1635 downloads

Incl. Electronic Paper Bagehot was a Shadow Banker: Shadow Banking, Central Banking, and the Future of Global Finance
Perry Mehrling , Zoltan Pozsar , James Sweeney and Daniel H. Neilson
Columbia University, Graduate School of Arts and Sciences, Department of Economics , Government of the United States of America - Department of the TreasuryInstitute for New Economic Thinking (INET) , Credit Suisse and Institute for New Economic Thinking (INET)
Date Posted: March 12, 2013
Last Revised: November 06, 2013
Working Paper Series
1627 downloads

Incl. Electronic Paper Measuring the Degree of Financial Market Efficiency: An Essay
Cornelis A. Los
Alliant International University - Alliant School of Management
Date Posted: October 02, 2005
Working Paper Series
1614 downloads

Incl. Electronic Paper Economic Growth and Equity Returns
EFA 2005 Moscow Meetings Paper
Jay R. Ritter
University of Florida - Department of Finance, Insurance and Real Estate
Date Posted: February 27, 2005
Working Paper Series
1611 downloads


 

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