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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 689,323
Full Text Papers: 578,863
Authors: 317,315
Papers Received in
  Last 12 months:
67,484

Paper Downloads:
To date: 102,332,102
Last 12 months: 13,030,601
Last 30 days: 908,371

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306,625
Total References: 9,074,189
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5,797,973
Papers with
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  Footnotes:
91,663
Total Footnotes: 8,994,375


SSRN eLibrary Search Results
JEL Code: E44
994,570 Total downloads
Showing Papers 1 - 50 of 5,137
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1 2 3 4 ... 103 | Next >
   

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
14103 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
Harvard University - Department of Economics, 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
9660 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
8940 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
8665 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: July 05, 2015
Accepted Paper Series
7944 downloads

Incl. Electronic Paper The Norway Model
Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,
David Chambers, Elroy Dimson and Antti Ilmanen
University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and AQR Capital Management
Date Posted: October 04, 2011
Last Revised: March 20, 2016
Accepted Paper Series
6378 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
6049 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
6029 downloads

Incl. Electronic Paper The Probability of Backtest Overfitting
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
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: July 05, 2015
Accepted Paper Series
5541 downloads

Incl. Electronic Paper The Crisis: Basic Mechanisms, and Appropriate Policies
MIT Department of Economics Working Paper No. 09-01
Olivier J. Blanchard
National Bureau of Economic Research (NBER)
Date Posted: January 10, 2009
Last Revised: January 15, 2009
Working Paper Series
5536 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
Harry M. Kat and Roel C. A. Oomen
Independent and Deutsche Bank AG
Date Posted: January 27, 2006
Working Paper Series
5130 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
5074 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: July 15, 2015
Working Paper Series
4908 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
4734 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, Centre for Economic Policy Research (CEPR), Goldman Sachs Group, Inc. - Quantitative Strategy Group and World Bank
Date Posted: February 01, 1997
Working Paper Series
4359 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
Harry M. Kat and Roel C. A. Oomen
Independent and Deutsche Bank AG
Date Posted: June 14, 2006
Working Paper Series
3910 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
3808 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
3281 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, Credit Suisse, Credit Suisse and Bard College at Simon's Rock
Date Posted: March 12, 2013
Last Revised: November 06, 2013
Working Paper Series
3126 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 - Development Research Group and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 20, 2016
Working Paper Series
3119 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
3102 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
3082 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
3055 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 Bank for International Settlements
Date Posted: June 04, 2008
Last Revised: November 11, 2010
Working Paper Series
2946 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, University of Westminster, 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
2886 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
2827 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 UCLA
Date Posted: July 15, 2003
Working Paper Series
2727 downloads

Incl. Electronic Paper Facts and Fantasies About Commodity Futures Ten Years Later
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance
Date Posted: May 27, 2015
Working Paper Series
2725 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
2696 downloads

Incl. Electronic Paper Understanding the Fed Model, Capital Structure, and Then Some
Jan H. Timmer
affiliation not provided to SSRN
Date Posted: April 24, 2011
Last Revised: August 15, 2012
Working Paper Series
2696 downloads

Incl. Electronic Paper Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices
The Accounting Review, Year 2011, Volume 86, Number 3 (May), Pages 1045-1085
Yaniv Konchitchki
University of California, Berkeley - Haas School of Business
Date Posted: February 26, 2009
Last Revised: April 27, 2016
Accepted Paper Series
2666 downloads

Incl. Electronic Paper What to Look for in a Backtest
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: August 12, 2013
Last Revised: July 05, 2015
Working Paper Series
2583 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
2502 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
2400 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
Seton Hall Law School and Davis Polk & Wardwell LLP - New York Office
Date Posted: July 17, 2010
Last Revised: April 25, 2011
Accepted Paper Series
2379 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 - School of Economics and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: March 03, 2008
Last Revised: January 22, 2009
Working Paper Series
2359 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
2331 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
2322 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
2301 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
2292 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
2267 downloads

Incl. Electronic Paper Stock Market Fluctuations And The Business Cycle
Marcelle Chauvet
University of California, Riverside (UCR) - Department of Economics
Date Posted: September 24, 2001
Working Paper Series
2240 downloads

Incl. Electronic Paper Factor Investing in the Corporate Bond Market
Patrick Houweling and Jeroen van Zundert
Robeco Investment Research and Robeco Investment Research
Date Posted: October 31, 2014
Last Revised: December 11, 2015
Working Paper Series
2187 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
2152 downloads

Incl. Electronic Paper An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk
Journal of Fixed Income, Forthcoming
Tim Xiao
Risk Models, BMO Capital Markets
Date Posted: May 21, 2013
Last Revised: December 23, 2015
Accepted Paper Series
2095 downloads

Incl. Electronic Paper Rethinking Macroeconomic Policy
Olivier J. Blanchard, Giovanni Dell'Ariccia and Paolo Mauro
National Bureau of Economic Research (NBER), International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Date Posted: February 20, 2010
Working Paper Series
2092 downloads

Incl. Electronic Paper Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
Chicago Booth Research Paper No. 13-77
Jing Cynthia Wu and Fan Dora Xia
University of Chicago - Booth School of Business and University of California, San Diego (UCSD)
Date Posted: September 08, 2013
Last Revised: May 19, 2015
Working Paper Series
2089 downloads

Incl. Electronic Paper Understanding the Aggregate Book-to-Market Ratio
Tuomo Vuolteenaho
Arrowstreet Capital, LP
Date Posted: May 01, 1999
Working Paper Series
2064 downloads

Incl. Electronic Paper Financialization: What it is and Why it Matters
Levy Economics Institute Working Paper No. 525
Thomas I. Palley
Economics for Democratic and Open Societies
Date Posted: December 27, 2007
Last Revised: August 10, 2008
Working Paper Series
2032 downloads

Incl. Electronic Paper Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Date Posted: February 15, 2011
Last Revised: November 14, 2015
Accepted Paper Series
2029 downloads


 

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