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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 669,006
Full Text Papers: 559,957
Authors: 308,375
Papers Received in
  Last 12 months:
66,245

Paper Downloads:
To date: 98,631,336
Last 12 months: 12,875,115
Last 30 days: 1,510,277

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  Resolved
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302,605
Total References: 8,891,042
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Total Citation
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5,716,952
Papers with
  Resolved
  Footnotes:
91,683
Total Footnotes: 8,995,707


SSRN eLibrary Search Results
JEL Code: G11
3,948,527 Total downloads
Showing Papers 1,001 - 1,050 of 10,174
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1 2 3 4 ... 204 | Next >
   


Incl. Electronic Paper Factor Investing with Smart Beta Indices
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: April 29, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper 한국 가계의 주식시장 참가 결정요인 분석 (Determinants of Stock Market Participation Decision: The Case of Korean Households)
KDI Journal of Economic Policy 2004, 26(1) 35-69
Kyung-Mook Lim
Korea Development Institute (KDI) - Money and Finance Division
Date Posted: April 29, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Using Out-Of-Sample Errors in Portfolio Optimization
Pedro Barroso
UNSW Australia Business School, School of Banking and Finance
Date Posted: April 29, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Momentum: An Economic View
Wilhelm Berghorn and Sascha Otto
Mandelbrot Quantitative Research UG and Independent
Date Posted: April 29, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper What is the Expected Return on a Stock?
Ian Martin and Christian Wagner
London School of Economics and Copenhagen Business School
Date Posted: April 28, 2016
Working Paper Series
66 downloads

Incl. Electronic Paper Asset Allocation: A Recommendation for Resolving the Collision between Theory and Practice
Larry J. Prather , James Ross McCown and Ron Shaw
Southeastern Oklahoma State University , Toltec Group and Oklahoma City University
Date Posted: April 27, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper The Dynamics of Value Comovement Across Global Equity Markets
CERGE-EI Working Paper Series No. 560
Mayank Gupta and Jan Novotny
Cass Business School City University London and City University London - Faculty of Finance
Date Posted: April 27, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Dynamic Balance Sheet Model with Liquidity Risk
ECB Working Paper No. 1896
Grzegorz Halaj
European Central Bank (ECB)
Date Posted: April 27, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Sovereign Investment in a Stochastic Volatility Jump-Diffusion Model
David Animante
Imperial College London
Date Posted: April 27, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper When is Money Smart? Mutual Fund Flows, Energy Prices, and Household Disposable Income
Swasti Gupta-Mukherjee
Loyola University Chicago - Department of Finance
Date Posted: April 26, 2016
Working Paper Series
7 downloads

Dynamics Among Global Asset Portfolios: Investors’ Benefits from Advanced vs. Emerging Markets
Theodore D. Bratis , Nikiforos T. Laopodis and Georgios P. Kouretas
Athens University of Economics and Business , Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business
Date Posted: April 26, 2016
Working Paper Series

Incl. Electronic Paper Optimal Granularity for Portfolio Choice
Nicole Branger , Katarina Lucivjanska and Alex Weissensteiner
University of Muenster - Finance Center Muenster , Free University, Amsterdam and Free University of Bolzano/Bozen
Date Posted: April 25, 2016
Working Paper Series
30 downloads

Incompatible European Partners? Cultural Predispositions and Household Financial Behavior
Forthcoming in Management Science
Michael Haliassos , Thomas Jansson and Yigitcan Karabulut
Goethe University Frankfurt - House of Finance , Sveriges Riksbank - Research Division and Rotterdam School of Management, Erasmus University (RSM)
Date Posted: April 25, 2016
Accepted Paper Series

Incl. Electronic Paper A Test of Graham's and Lynch's Stock Screening Criteria on Shares Traded on the Indonesian Stock Exchange (IDX)
Journal of Indonesian Economy and Business Volume 31, Number 1, 2016, 23–34,
Dwi Kartikasari
Politeknik Negeri Batam
Date Posted: April 24, 2016
Accepted Paper Series
15 downloads

Incl. Electronic Paper Do Investors Buy Lotteries in China's Stock Market?
Yu Liang and Weiqiang Zhang
Tsinghua University - School of Economics & Management and Tsinghua University - School of Economics & Management
Date Posted: April 24, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper The Incremental Information Content of Innovations in Implied Idiosyncratic Volatility
Review of Financial Economics, Forthcoming
Cliff R. Moll and Stephen P. Huffman
University of Wisconsin - Oshkosh and University of Wisconsin Oshkosh
Date Posted: April 23, 2016
Accepted Paper Series
12 downloads

Incl. Electronic Paper Absolute Alpha with Moving Averages: A Consistent Trading Strategy
Yiqiao Yin
University of Rochester, Students
Date Posted: April 22, 2016
Last Revised: April 25, 2016
Working Paper Series
184 downloads

Incl. Electronic Paper A Global Macroeconomic Risk Explanation for Momentum and Value
Ilan Cooper , Andreea Mitrache and Richard Priestley
BI Norwegian Business School , Toulouse Business School and Norwegian Business School
Date Posted: April 22, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper Full-Scale Optimization: A Flexible Framework for Hedge Design
Peregrine Securities, 2014
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Historical Analysis of Exotic Options: A General Framework
Peregrine Securities, 2013
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Investment Under Uncertainty When Interest Rates Are at the Zero Lower Bound
George Dotsis
Athens University of Economics and Business - Department of Management Science and Technology
Date Posted: April 21, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Reduction of Interim Risk Through Options: An Analysis of Maximum Drawdown
Peregrine Securities, 2012
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 21, 2016
Last Revised: April 28, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Regularization of Portfolio Allocation
Benjamin Bruder , Nicolas Gaussel , Jean-Charles Richard and Thierry Roncalli
Lyxor Asset Management , Lyxor Asset Management , Lyxor Asset Management and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Date Posted: April 21, 2016
Working Paper Series
109 downloads

Incl. Electronic Paper Minimum Entropy as a Measure of Effective Dimensionality
Boris Gnedenko and Igor Yelnik
ADG Capital Management LLP and ADG Capital Management LLP
Date Posted: April 21, 2016
Last Revised: April 22, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Understanding Investors' Exposure to Climate Stranded Assets to Inform the Post-Carbon Policy Transition in the Eurozone
Irene Monasterolo , Stefano Battiston , Anthony Janetos and Zoey Zheng
Boston University , University of Zurich - Department of Banking and Finance , Boston University and Boston University
Date Posted: April 20, 2016
Working Paper Series
14 downloads

Linear Factor Models and the Estimation of Expected Returns
Netspar Discussion Paper No. 03/2016-020
Cisil Sarisoy , Peter de Goeij and Bas J. M. Werker
Northwestern University-Kellogg School of Management , CentER, Tilburg Law and Economics Center (TILEC), Tilburg University and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 20, 2016
Working Paper Series

Incl. Electronic Paper A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
Zhao Li and Kebin Ma
Universitat Pompeu Fabra - Department of Economics and Business and University of Warwick - Finance Group
Date Posted: April 20, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Pension Fund Asset Allocation in Low Interest Rate Environment
Netspar Discussion Paper No. 03/2016-017
Dennis Bams , Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance , Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Date Posted: April 20, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Asset Allocation Dynamics of Pension Funds
Netspar Discussion Paper No. 03/2016-016
Dennis Bams , Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance , Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Date Posted: April 20, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Do Banks Shift Asset Portfolios in Compliance to Global Capital Adequacy Regulations?: Evidence from India
Gaurav , Naval Bharti Verma , B.V. Phani and Supriya Katti
Indian Institute of Technology (IIT), Kanpur - Department of Industrial & Management Engineering , Industrial Management & Engineering Dept, Indian Institute of Technology, Kanpur India , Indian Institute of Techonology Kanpur and Indian Institute of Technology, Kanpur
Date Posted: April 20, 2016
Last Revised: April 24, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Choosing the Currency Structure for Sovereign Debt: A Review of Current Approaches
World Bank Policy Research Working Paper No. 4246
Martin Melecky
World Bank
Date Posted: April 20, 2016
Working Paper Series
98 downloads

Incl. Electronic Paper Do Capital Flows Respond to Risk and Return?
World Bank Policy Research Working Paper No. 3059
César A. Calderón , Norman Loayza and Luis Servén
Central Bank of Chile , World Bank - Research Department and World Bank - Office of the Chief Economist
Date Posted: April 20, 2016
Working Paper Series
111 downloads

Incl. Electronic Paper External Sustainability: A Stock Equilibrium Perspective
World Bank Policy Research Working Paper No. 2281
César A. Calderón , Norman Loayza and Luis Servén
Central Bank of Chile , World Bank - Research Department and World Bank - Office of the Chief Economist
Date Posted: April 20, 2016
Working Paper Series
91 downloads

Incl. Electronic Paper Housekeeping and Plumbing: The Investability of Emerging Markets
World Bank Policy Research Working Paper No. 3229
Jeppe Ladekarl and Sara Zervos
World Bank and World Bank
Date Posted: April 20, 2016
Working Paper Series
153 downloads

Incl. Electronic Paper An Agent-Based Model of Dynamics in Corporate Bond Trading
Bank of England Working Paper No. 592
Karen Braun-Munzinger , Zijun Liu and Arthur Turrell
Bank of England , Bank of England and Bank of England
Date Posted: April 20, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper R&D Intensity and IPO Underpricing: Case Study on Pharmaceutical and Biotech Industries in the US
Jurnal Akuntansi dan Investasi (Accounting and Investment Journal) Vol. 9 No. 1, pp: 1-21, January 2008
T. C. Efrata
Universitas Ciputra - Faculty of Economics and Business
Date Posted: April 20, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Effect of Risk Aversion and Loss Aversion on Equity-Linked Life Insurance With Surrender Guarantees
Christian Hilpert
University of Hamburg
Date Posted: April 19, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Efficiency of Mutual Funds
Javier Vidal-García
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Date Posted: April 19, 2016
Last Revised: April 24, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets
CESifo Working Paper Series No. 5812
Martin G. Kocher , Konstantin E. Lucks and David Schindler
Ludwig Maximilian University of Munich - Faculty of Economics , Ludwig Maximilian University of Munich and Ludwig Maximilian University of Munich
Date Posted: April 18, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Tracking Risk of Exchange Traded Funds Revisited - A Multivariate Regression Approach
SML Working Paper Series No. 4, January 2015, ISSN 2296-5025
Thomas Merz
Zurich Universtity of Applied Sciences
Date Posted: April 18, 2016
Accepted Paper Series
12 downloads

Incl. Electronic Paper Implications of Fiscal Policy for Housing Tenure Decisions
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 11
Anastasia Girshina
Ca Foscari University of Venice
Date Posted: April 18, 2016
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Does the Geographic Expansion of Banks Reduce Risk?
CEPR Discussion Paper No. DP11231
Martin Richard Goetz , Luc Laeven and Ross Levine
Faculty of Economics and Business Administration , European Central Bank (ECB) and UC Berkeley
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper The Perception of Dependence and Investment Decisions
CEPR Discussion Paper No. DP11188
Michael Ungeheuer and Martin Weber
University of Mannheim - Department of International Finance and University of Mannheim - Department of Banking and Finance
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper The Theory of Unconventional Monetary Policy
CEPR Discussion Paper No. DP11196
Roger E. A. Farmer and Pawel Zabczyk
University of California, Los Angeles (UCLA) - Department of Economics and
Date Posted: April 18, 2016
Working Paper Series

Incl. Electronic Paper US Dollar Carry Trades in the Era of 'Cheap Money'
Ali Shehadeh , Péter Erdős , Youwei Li and Michael Moore
Queen's University Belfast - Finance , RPM Risk & Portfolio Management AB, Stockholm, Sweden , Queen's University Belfast - School of Management and
Date Posted: April 18, 2016
Working Paper Series
61 downloads

Incl. Electronic Paper Sharpe Ratio: International Evidence
Javier Vidal-García
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Date Posted: April 17, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Life with Habit and Expectation: A New Explanation of the Equity Premium Puzzle
James Peery Cover and Boyi Zhuang
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Culverhouse College of Commerce & Business Administration
Date Posted: April 16, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Intuitive Ambiguity Management
Hakan Kaya
Neuberger Berman
Date Posted: April 14, 2016
Last Revised: April 28, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Information Asymmetry, Market Participation, and Asset Prices
David A. Hirshleifer , Chong Huang and Siew Hong Teoh
University of California, Irvine - Paul Merage School of Business , University of California, Irvine - Paul Merage School of Business and University of California - Paul Merage School of Business
Date Posted: April 14, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper The Market Economy Investor Principal: Lessons Learned from the Ciudad De La Luz Case
Journal of Competition Law and Economics, 12(1), 181–208, 2016,
Adina Claici , Georges Siotis , Obhi Chatterjee and Oliver Stehmann
European Union - Directorate General for Competition , Universidad Carlos III de Madrid - Department of Economics , European Union - European Commission and European Union - Directorate General for Competition
Date Posted: April 14, 2016
Accepted Paper Series
8 downloads


 

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