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Abstracts: 571,132
Full Text Papers: 472,912
Authors: 264,634
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  Last 12 months:
63,361

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Last 12 months: 9,734,928
Last 30 days: 887,644

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6,016,397
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94,649
Total Footnotes: 9,191,946


SSRN eLibrary Search Results
JEL Code: G15
2,107,513 Total downloads
Showing Papers 1 - 50 of 7,326
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Incl. Electronic Paper Examining IPO Success in the Emerging Growth Enterprise Market of China
Global Economy and Finance Journal, Vol. 7, No. 2, September 2014
Hai Long and Zhaoyong Zhang
Edith Cowan University and Edith Cowan University - Faculty of Business and Law
Date Posted: October 19, 2014
Accepted Paper Series
2 downloads

Contagion Effects on Stock and FX Markets: A DCC Analysis Among USA and EMU
Studies in Economics and Finance, Vol. 31, No. 3, 2014
Dimitrios I. Dimitriou and Theodore Simos
University of Ioannina - Department of Economics and University of Ioannina - Department of Economics
Date Posted: October 19, 2014
Accepted Paper Series

Incl. Electronic Paper Financial Flows and Per Capita Income in Developing Countries
International Review of Economics & Finance, Forthcoming
Sajid Anwar and Arusha V. Cooray
University of the Sunshine Coast - School of Business and University of Wollongong
Date Posted: October 17, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Impact of Unsuccessful Pirate Attacks on Financial Markets: A Confirmation of Reputation Building Theory
Ariel R. Belasen , Ali M. Kutan and Alan T. Belasen
Southern Illinois University Edwardsville , Southern Illinois University at Edwardsville and State University of New York (SUNY), Empire State College
Date Posted: October 16, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
BOFIT Discussion Paper No. 17/2014
Yin-Wong Cheung and Dagfinn Rime
City University of Hong Kong - Department of Economics & Finance and BI Norwegian Business School
Date Posted: October 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Elephant in the Ground: Managing Oil and Sovereign Wealth
CAMA Working Paper No. 62/2014
Ton Van Den Bremer , Rick van der Ploeg and Samuel Wills
University of Oxford , University of Oxford and University of Oxford
Date Posted: October 14, 2014
Last Revised: October 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper High-Frequency and Model-Free Volatility Estimators
Robert Slepaczuk and Grzegorz Zakrzewski
University of Warsaw - Faculty of Economic Sciences and Deutsche Bank
Date Posted: October 12, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Investment Strategies Beating the Market: What Can We Squeeze from the Market?
Robert Slepaczuk , Grzegorz Zakrzewski and Pawel Sakowski
University of Warsaw - Faculty of Economic Sciences , Deutsche Bank and University of Warsaw
Date Posted: October 12, 2014
Working Paper Series
47 downloads

Incl. Electronic Paper Options Delta Hedging with No Options at All
University of Warsaw Faculty of Economic Sciences Working Paper No. 27/2014
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Argentina's Default on Rescheduled Debt: Different Perspectives
Christine Sinapi and Marc Pilkington
Burgundy School of Business and University of Burgundy
Date Posted: October 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Determinants of Abandoned M&As in the Banking Sector
Stefano Caiazza and Alberto F. Pozzolo
Università degli Studi di Roma Tor Vergata - Dipartimento di Impresa Governo Filosofia and Università degli Studi del Molise - Dipartimento di Scienze Economiche Gestionali e Sociali
Date Posted: October 12, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Cross-Listings and Liquidity Commonality Around the World
Journal of Financial Markets, Forthcoming
Tung Lam Dang , Fariborz Moshirian , Claudia Wee and Bohui Zhang
UNSW Business School , University of New South Wales (UNSW) - Institute of Global Finance, Australian School of Business , University of New South Wales (UNSW) and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: October 11, 2014
Accepted Paper Series
5 downloads

Risk Factors in the Oil Industry: An Upstream and Downstream Analysis
The Interrelationship Between Financial and Energy Markets, Springer Lecture Notes in Energy 54, Edited by Sofia B. Ramos and Helena Veiga, 2014. Springer-Verlag Berlin Heidelberg
Sofia Brito Ramos , Helena Veiga and Chih-Wei Wang
Neoma Business School , Universidad Carlos III de Madrid - Department of Statistics and Econometrics and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Date Posted: October 11, 2014
Accepted Paper Series

Is Cognitive Bias Really Present in Analyst Forecasts? The Role of Investor Sentiment
International Business Review 23 (2014) 824–837,
Pilar Corredor , Elena Ferrer and Rafael Santamaria
Public University of Navarre , Universidad Pública de Navarra and Public University of Navarre
Date Posted: October 10, 2014
Accepted Paper Series

Incl. Electronic Paper Management Forecast Disaggregation and the Legal Environment: International Evidence
Jeff Ng , Albert Tsang and Oktay Urcan
Chinese University of Hong Kong (CUHK) - School of Accountancy , The Chinese University of Hong Kong (CUHK) - School of Accountancy and University of Illinois at Urbana-Champaign
Date Posted: October 09, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Statistical Overfitting and Backtest Performance
David H. Bailey , Stephanie Ger , Marcos Lopez de Prado , Alexander Sim and Kesheng Wu
Lawrence Berkeley National Laboratory , Northwestern University - Mathematics Department , Guggenheim Partners, LLC , Lawrence Berkeley National Laboratory and Lawrence Berkeley National Laboratory
Date Posted: October 09, 2014
Last Revised: October 19, 2014
Working Paper Series
64 downloads

Incl. Electronic Paper A Further Investigation of the Lead-Lag Relationship in Returns and Volatility between the Spot Market and Stock Index Futures: Early Evidence from Greece
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper An Investigation of the Lead-Lag Relationship between the VIX Index and VIX Futures on the S&P500
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper The International Transmission of Monetary Policy - Lessons Learnt in South Africa
BIS Paper No. 78v
South African Reserve Bank (SARB)
Government of the Republic of South Africa - South African Reserve Bank
Date Posted: October 07, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Changing Patterns in the Dependence of Long-Term Rates between Poland and Major Financial Centres
BIS Paper No. 78r
Michał Adam , Witold Koziński and Michal Markun
National Bank of Poland , National Bank of Poland and National Bank of Poland
Date Posted: October 07, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper What Have Emerging Market Central Banks Learned About the International Transmission of Monetary Policy in Recent Years? The Philippine Case
BIS Paper No. 78q
Diwa C. Guinigundo
Central Bank of the Philippines - Monetary Stability Sector
Date Posted: October 07, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Short-Rate Expectations and Term Premia: Experiences from Hungary and Other Emerging Market Economies
BIS Paper No. 78l
Dániel Horváth , Péter Kálmán , Zalan Kocsis and Imre Ligeti
National Bank of Hungary , National Bank of Hungary , Independent and National Bank of Hungary
Date Posted: October 07, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
BIS Paper No. 78i
Alexander Guarín , Jose Fernando Moreno and Hernando Vargas
Central Bank of Colombia , Central Bank of Colombia and Central Bank of Colombia
Date Posted: October 07, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Internationalisation of Emerging Market Currencies
BIS Paper No. 78d
Guonan Ma and Agustin Villar
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: October 07, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Transmission of Unconventional Monetary Policy to the Emerging Markets
BIS Paper No. 78
Bank for International Settlements
Bank for International Settlements (BIS)
Date Posted: October 07, 2014
Accepted Paper Series
8 downloads

Incl. Fee Electronic Paper The Elephant in the Ground: Managing Oil and Sovereign Wealth
CEPR Discussion Paper No. DP10188
Ton Van Den Bremer , Rick van der Ploeg and Samuel Wills
University of Oxford , University of Oxford and University of Oxford
Date Posted: October 06, 2014
Working Paper Series

Incl. Electronic Paper Note on the Foreign Exchange Market Operations of the South African Reserve Bank
BIS Paper No. 73x
Daniel Mminele
Government of the Republic of South Africa - South African Reserve Bank
Date Posted: October 06, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper A Note on the Effectiveness of Intervention in the Foreign Exchange Market: The Case of the Philippines
BIS Paper No. 73s
Diwa C. Guinigundo
Central Bank of the Philippines - Monetary Stability Sector
Date Posted: October 06, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Capital Flow Dynamics and FX Intervention
BIS Paper No. 73c
Torsten Ehlers and Elod Takats
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: October 06, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Financial Globalization or Great Financial Expansion? The Impact of Capital Flows on Credit and Banking Crises
De Nederlandsche Bank Working Paper No. 441
Jon Frost and Ruben van Tilburg
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: October 04, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Investors' Country Risk Appetite: A Complex System Perspective Involving the External Debt Composition
Andrea Flori
IMT Lucca Institute for Advanced Studies
Date Posted: October 03, 2014
Last Revised: October 04, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Determinants of Future Bank Stock Returns in Eight Asian Countries
Journal of East Asian Economic Integration (JEAI), Vol. 18, No. 3 (September 2014)
Jiyoun An and Sung-o Na
Kyung Hee University and Bank of Korea
Date Posted: October 03, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Macro News and Bond Yield Spreads in the Euro Area
DIW Berlin Discussion Paper No. 1413
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: October 02, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Simple and Efficient Macroeconomic Framework for Asset Allocation
Thomas Raffinot
BNPP Cardif Investment & Asset Management
Date Posted: October 02, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis
DIW Berlin Discussion Paper No. 1411
Franziska Bremus and Marcel Fratzscher
German Institute for Economic Research (DIW Berlin) and DIW Berlin
Date Posted: October 02, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Do Foreign Portfolio Flows Increase Risk in Emerging Stock Markets? Evidence from Six Latin American Countries 1999-2008
Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-19
Diego Agudelo and Milena Maria Castaño
Universidad EAFIT and Independent
Date Posted: October 01, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Small Is Beautiful: 'Bond King' Expected Alpha and Assets Under Management
Claude B. Erb
TR
Date Posted: October 01, 2014
Last Revised: October 05, 2014
Working Paper Series
262 downloads

Incl. Electronic Paper Developing an Underlying Inflation Gauge for China
BIS Working Paper No. 465
Marlene Amstad , Ye Huan and Guonan Ma
Bank for International Settlements (BIS) , The People's Bank of China (PBC) and Bank for International Settlements (BIS)
Date Posted: October 01, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Cross-Border Bank Lending During the Taper Tantrum: The Role of Emerging Market Fundamentals
BIS Quarterly Review September 2014
Stefan Avdjiev and Elod Takats
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: October 01, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Asset Managers in Emerging Market Economies
BIS Quarterly Review September 2014
Ken Miyajima and Ilhyock Shim
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Date Posted: October 01, 2014
Accepted Paper Series
14 downloads

Incl. Electronic Paper Extreme Returns in the European Financial Crisis
Andreas S. Chouliaras and Theoharry Grammatikos
Luxembourg School of Finance and Universite du Luxembourg - School of Finance
Date Posted: October 01, 2014
Working Paper Series
70 downloads

Incl. Electronic Paper Force-Majeure Events and Financial Market’s Behavior
Plastun, O., Plastun, V., 2013, "Force-Majeure Events And Financial Market’s Behavior", Socioekonomicke a humanitni studie. 2013. No 2, vol. 3. pp. 43-59,
Alex Plastun and Vyacheslav Plastun
National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: October 01, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Optimal Trading Rules Without Backtesting
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: September 29, 2014
Last Revised: October 02, 2014
Working Paper Series
146 downloads

Incl. Electronic Paper Does Historical Volatility Term Structure Contain Valuable Information for Predicting Volatility and Index Futures?
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: September 29, 2014
Working Paper Series
23 downloads

How Smooth Is the Stock Market Integration of CEE-3?
William Davidson Institute Working Paper No. 1079
Eduard Baumohl and Stefan Lyocsa
University of Economics in Bratislava - Faculty of Business Economics and University of Economics in Bratislava - Faculty of Business Economics
Date Posted: September 28, 2014
Working Paper Series

Incl. Electronic Paper Personality Distance and Economic Activity
Paweł Niszczota
Poznań University of Economics - Department of International Finance
Date Posted: September 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Liquidity Measures and Cost of Trading in an Illiquid Market.
Forthcoming in: Journal of Emerging Market Finance
Seth Armitage , Janusz Brzeszczynski and Anna Serdyuk
University of Edinburgh , Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom and University of Edinburgh
Date Posted: September 27, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Local Bias in Investor Attention: Evidence from China's Internet Stock Message Boards
Yuqin Huang , Huiyan Qiu and Zhiguo Wu
Central University of Finance and Economics (CUFE) , University of Hong Kong - Faculty of Business and Economics and China Securities Regulatory Commission
Date Posted: September 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Physical versus Synthetic Exchange Traded Funds. Which One Replicates Better?
Cesario Mateus and Yana Rahmani
University of Greenwich Business School and University of Greenwich - Business School
Date Posted: September 25, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper 'Much Ado About Nothing': Short Selling Ban Effectiveness on Bank Stock Prices - Short Selling Ban Effectiveness on Bank Stock Prices (Brief Running Title)
Giuseppe Galloppo , Mauro Aliano and Abdelmoneim Youssef
Università degli studi della Tuscia , Universita di Cagliari - Department of Economic and Social Sciences and University of Rome II
Date Posted: September 25, 2014
Working Paper Series
4 downloads


 

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