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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 567,927
Full Text Papers: 469,960
Authors: 263,245
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  Last 12 months:
63,561

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To date: 79,031,401
Last 12 months: 9,733,347
Last 30 days: 834,045

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264,783
Total References: 9,075,328
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6,006,904
Papers with
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  Footnotes:
93,780
Total Footnotes: 9,190,948


SSRN eLibrary Search Results
JEL Code: G15
2,096,195 Total downloads
Showing Papers 1 - 50 of 7,284
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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
11 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
1 downloads

Incl. Electronic Paper Optimal Trading Rules Without Backtesting
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: September 29, 2014
Working Paper Series
35 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 , Dept. of Economics, Warsaw University , University of Warsaw , Warsaw University, Department of Economics and University of Warsaw - Faculty of Economic Sciences
Date Posted: September 29, 2014
Working Paper Series
15 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
3 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
2 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
17 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
3 downloads

Incl. Fee Electronic Paper Banks, Government Bonds, and Default: What Do the Data Say?
CEPR Discussion Paper No. DP10044
Nicola Gennaioli , Alberto Martin and Stefano Rossi
Bocconi University - Department of Finance , Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Krannert School of Management
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper External Liabilities and Crises
CEPR Discussion Paper No. DP10058
Luis A. V. Catão and Gian Maria Milesi-Ferretti
Inter American Development Bank and International Monetary Fund (IMF)
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Forward and Spot Exchange Rates in a Multi-Currency World
CEPR Discussion Paper No. DP10060
Tarek A. Hassan and Rui Mano
University of Chicago - Booth School of Business and International Monetary Fund (IMF)
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Capital Controls and Recovery from the Financial Crisis of the 1930s
CEPR Discussion Paper No. DP10019
Kris James Mitchener and Kirsten Wandschneider
Santa Clara University - Leavey School of Business - Economics Department and Occidental College
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Common Macro Factors and Currency Premia
CEPR Discussion Paper No. DP10016
Ilias Filippou and Mark P. Taylor
University of Warwick - Student and University of Warwick - Department of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-Scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market
CEPR Discussion Paper No. DP10018
Po-Hsuan Hsu and Mark P. Taylor
University of Hong Kong and University of Warwick - Department of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper Time Varying Probabilities of Currency Carry Trades and Their Determinants: Markov Regime Shifting Models for the AUD and Yen
Suk-Joong Kim
University of Sydney - School of Business
Date Posted: September 25, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Growth Without Poverty Reduction: The Case of Costa Rica
Cato Institute Economic Development Bulletin No. 18
Juan Carlos Hidalgo
Cato Institute
Date Posted: September 25, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Financial Markets in August 2014
Russian Economic Developments. 2014, Moscow, #9, pp. 10-13
Nikita Andrievskiy and Elizaveta Khudko
Gaidar Institute for Economic Policy and Russian Presidential Academy of National Economy and Public Administration
Date Posted: September 23, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Causal Dependency in Extreme Returns
Krzysztof Echaust
Poznań University of Economics
Date Posted: September 23, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Commodity 'CAPE Ratios'
Claude B. Erb
TR
Date Posted: September 22, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper A Study of Differences in Returns between Large and Small Companies in Europe
Erik Peek
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: September 22, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Research on the Distinguishing Features of the International Financial Centers
Journal of Applied Finance & Banking, vol. 2, no. 5, 2012, 217-238
Ihsan Erdem Kayral and Mehmet Baha Karan
The Scientific and Technological Research Council of Turkey (TUBITAK) and Hacettepe University - Department of Business Administration
Date Posted: September 21, 2014
Accepted Paper Series
30 downloads

Market-Based Sovereign Ceiling: Evidence from the European Sovereign Debt Crisis
Journal of Fixed Income, Forthcoming
Andreas Wengner , Niklas Lampenius and Timo Haas
University of Hohenheim , University of Hohenheim and University of Hohenheim
Date Posted: September 21, 2014
Accepted Paper Series

Incl. Electronic Paper Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence
Christopher Fink , Katharina Raatz and Florian Weigert
University of Mannheim - Finance Area , University of Mannheim and University of Saint Gallen - SoF: School of Finance
Date Posted: September 19, 2014
Last Revised: September 29, 2014
Working Paper Series
12 downloads

Sovereign Wealth Funds and Target Firms: Does ‘Networking’ Matter?
Alfonso Del Giudice , Nicoletta Marinelli and Stefania Vitali
Catholic University of the Sacred Heart of Milan , University of Macerata and Università Politecnica delle Marche - Faculty of Economics
Date Posted: September 18, 2014
Working Paper Series

Incl. Electronic Paper Russia's Financial Market in July 2014
Russian Economic Developments. Moscow, 2014, #8, pp. 9-12
Nikita Andrievskiy and Elizaveta Khudko
Gaidar Institute for Economic Policy and Russian Presidential Academy of National Economy and Public Administration
Date Posted: September 17, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper How Do United States Equity Markets Respond to Industrial Injury and Fatality?
Gavin D. Brown , Shaen Corbet , Caroline McMullan and Ruchira Sharma
Dublin City University Business School , Dublin City University Business School , Dublin City University Business School and Dublin City University Business School
Date Posted: September 17, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Do Local or Foreign Traders Know More in an Emerging Market? A Possible Solution of the Puzzle
Center for Research in Economics and Finance (CIEF), Working Papers, No. 07-06
Diego Agudelo
Universidad EAFIT
Date Posted: September 17, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper What Drives Exchange Rates? Reassessing Currency Return Predictability
Sara Ferreira Filipe and Paulo F. Maio
Luxembourg School of Finance and Hanken School of Economics
Date Posted: September 16, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Information Shares of Two Parallel Currency Options Markets: Trading Costs versus Transparency/Tradability
Louis R Piccotti and Ben Z. Schreiber
University at Albany, State University of New York and Bank of Israel
Date Posted: September 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Thermometer for Financial Instability in the Euro Area Economy and the Role of Carry Trade
Roberto Baviera and Davide Lebovitz
Politecnico di Milano - Department of Mathematics and Banca Aletti - Gruppo Banco Popolare
Date Posted: September 16, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Time Varying Volatility Indexes and Their Determinants: Evidence from Developed and Emerging Stock Markets
Nalin Prasad , Andrew R. Grant and Suk-Joong Kim
The University of Sydney Business School , University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney - School of Business
Date Posted: September 16, 2014
Last Revised: September 26, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Financial Markets and Electoral Violence in Emerging Economies: Pakistan, May 2013
Allan Dwyer and Ashok Krishnamurthy
Mount Royal University - Bissett School of Business and Mount Royal University
Date Posted: September 16, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Do Individual Investors Make Money? Evidence from Proprietary Short-Selling Account Data in Korea
Kuan-Hui Lee , Shu-Feng Wang and Min-Cheol Woo
Seoul National University Business School , Seoul National University - College of Business Administration and Korea Exchange (KRX)
Date Posted: September 12, 2014
Last Revised: September 15, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Equity Allocation Without Estimation Risk
Yufen Fu and George Blazenko
Tunghai University and Simon Fraser University (SFU) - Finance Area
Date Posted: September 12, 2014
Last Revised: September 20, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Options and Central Banks Currency Market Intervention: The Case of Colombia
Helena Glebocki Keefe and Erick Williams Rengifo
Fordham University - Department of Economics and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
Date Posted: September 11, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Do Stock Markets Price Ex-Ante Skewness? New Quantile Regression-Based Evidence
Kevin Aretz and Yakup Eser Arisoy
Manchester Business School and Université Paris-Dauphine - DRM-CEREG
Date Posted: September 11, 2014
Last Revised: September 12, 2014
Working Paper Series
61 downloads

Incl. Electronic Paper Institutional Investment in Infrastructure in Emerging Markets and Developing Economies
PPIAF Publication, 2014
Georg Inderst and Fiona Stewart
Inderst Advisory and Organization for Economic Co-Operation and Development (OECD)
Date Posted: September 11, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Are Chinese Stock Markets Becoming Increasingly Integrated with Other Markets in the Greater China Region and Other Major Markets?
Australian Economics Papers, Vol. 16, No. 3, 2007
Gary Gang Tian
University of Wollongong
Date Posted: September 11, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Testing Technical Anomalies in Athens Stock Exchange
European Research Studies Journal, 9, 3-4, pp 75-90 (2006).
Nikolaos Eriotis , Dimitrios Vasiliou and Spyros Papathanasiou
University of Athens , Hellenic Open University and Hellenic Open University
Date Posted: September 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Effectiveness of Public Enforcement: Evidence from the Resolution of Tunneling in China
Journal of Business Ethics, Forthcoming
Lars Helge Hass , Sofia Johan and Maximilian A. Müller
Lancaster University Management School , York University - Schulich School of Business and WHU - Otto Beisheim School of Management
Date Posted: September 11, 2014
Accepted Paper Series
15 downloads

Incl. Electronic Paper Eternal Sunshine: Are U.S. Analysts More Optimistic than Foreign Analysts?
Joshua Livnat and Li Zhang
New York University and Rutgers Business School
Date Posted: September 11, 2014
Working Paper Series
33 downloads

Dividend Payouts and Information Shocks
Journal of Accounting Research, Vol. 52, No. 2, 2014
Luzi Hail , Ahmed Tahoun and Clare Wang
University of Pennsylvania - The Wharton School , London Business School and Northwestern University - Kellogg School of Management
Date Posted: September 10, 2014
Accepted Paper Series

Incl. Electronic Paper Rating Performance and Bank Business Models: Is There a Change with the 2007-2009 Crisis?
Vincenzo D'Apice , Giovanni Ferri and Punziana Lacitignola
Italian Banking Association , Maria Assunta Free University and Università degli Studi di Bari “Aldo Moro”
Date Posted: September 09, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The 2011 Japanese Earthquake, Tsunami and Nuclear Crisis: Evidence of Contagion from International Financial Markets
African Governance and Development Institute WP/11/006
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Globalization, Financial Crisis and Contagion: Time-Dynamic Evidence from Financial Markets of Developing Countries
African Governance and Development Institute WP/11/004
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series

Incl. Electronic Paper Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa
African Governance and Development Institute WP/11/003
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Internet Appendix for 'Exodus from Sovereign Risk:Global Asset and Information Networks in the Pricing of Corporate Credit Risk'
Jongsub Lee , Andy Naranjo and Stace Sirmans
University of Florida - Warrington College of Business Administration , University of Florida - Warrington College of Business Administration and University of Arkansas - Department of Finance
Date Posted: September 08, 2014
Working Paper Series
4 downloads

Equity Market Integration: The New Emerging Economy of Montenegro
Review of Accounting and Finance, Vol. 13, Issue 3, pp. 291-306, 2014
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: September 07, 2014
Accepted Paper Series


 

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