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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 684,131
Full Text Papers: 573,989
Authors: 315,003
Papers Received in
  Last 12 months:
68,231

Paper Downloads:
To date: 101,330,300
Last 12 months: 12,943,940
Last 30 days: 863,062

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Papers with
  Resolved
  References:
306,508
Total References: 8,990,993
Papers with Cites: 245,932
Total Citation
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5,770,148
Papers with
  Resolved
  Footnotes:
91,665
Total Footnotes: 8,995,294


SSRN eLibrary Search Results
JEL Code: C5
1,784,109 Total downloads
Showing Papers 1,101 - 1,150 of 8,590
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1 2 3 4 ... 172 | Next >
   

Incl. Electronic Paper A Quantitative Approach to Tactical Asset Allocation
The Journal of Wealth Management, Spring 2007
Meb Faber
Cambria Investment Management
Date Posted: February 11, 2007
Last Revised: March 03, 2014
Accepted Paper Series
178093 downloads

Incl. Electronic Paper Relative Strength Strategies for Investing
Meb Faber
Cambria Investment Management
Date Posted: April 06, 2010
Last Revised: April 20, 2010
Working Paper Series
51767 downloads

Incl. Electronic Paper An Intermarket Approach to Beta Rotation: The Strategy, Signal, and Power of Utilities
2014 Charles H. Dow Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: March 31, 2014
Working Paper Series
12062 downloads

Incl. Electronic Paper A Generalized Earnings Model of Stock Valuation
Andrew Ang and Jun Liu
Columbia Business School - Finance and Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: July 18, 1998
Working Paper Series
9081 downloads

Incl. Electronic Paper Forecasting Volatility
Louis H. Ederington and Wei Guan
University of Oklahoma - Division of Finance and University of South Florida St. Petersburg
Date Posted: July 13, 1999
Working Paper Series
8975 downloads

Incl. Electronic Paper SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Christian T. Brownlees and Robert F. Engle
Universitat Pompeu Fabra - Department of Economics and Business and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: May 18, 2010
Last Revised: April 05, 2016
Working Paper Series
8876 downloads

Incl. Electronic Paper The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies
ISMA Finance Discussion Paper No. 2002-08
Carol Alexander and Anca Dimitriu
University of Sussex - School of Business, Management and Economics and University of Reading - ISMA Centre
Date Posted: August 05, 2002
Working Paper Series
8363 downloads

Incl. Electronic Paper The Ohlson Model: Contribution to Valuation Theory, Limitations, and Empirical Applications
Sauder School of Business Working Paper
Kin Lo and Thomas Z. Lys
University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Date Posted: March 16, 2000
Working Paper Series
8322 downloads

Incl. Electronic Paper Easy Volatility Investing
Tony Cooper
Double-Digit Numerics
Date Posted: April 23, 2013
Working Paper Series
7123 downloads

Incl. Electronic Paper A Stochastic Model for Order Book Dynamics
Rama Cont, Sasha Stoikov and Rishi Talreja
Imperial College London, Cornell Financial Engineering Manhattan and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: September 26, 2008
Last Revised: August 31, 2009
Working Paper Series
6431 downloads

Incl. Electronic Paper The Exchange of Flow Toxicity
The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: January 27, 2011
Last Revised: February 27, 2012
Accepted Paper Series
6335 downloads

Incl. Electronic Paper High Frequency Pairs Trading with U.S. Treasury Securities: Risks and Rewards for Hedge Funds
Purnendu Nath
London Business School
Date Posted: July 19, 2004
Working Paper Series
5672 downloads

Incl. Electronic Paper An Intermarket Approach to Tactical Risk Rotation: Using the Signaling Power of Treasuries to Generate Alpha and Enhance Asset Allocation
2014 Wagner Award, 3rd Place
Michael A. Gayed and Charles V. Bilello
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 01, 2014
Working Paper Series
5285 downloads

Incl. Electronic Paper Valuing Customers
Journal of Marketing Research, pp. 7-18, February 2004, HBS Marketing Research Paper No. 03-08
Sunil Gupta, Donald R. Lehmann and Jennifer Ames Stuart
Harvard Business School, Columbia Business School - Marketing and Novartis International
Date Posted: November 13, 2003
Last Revised: July 27, 2011
Accepted Paper Series
4510 downloads

Incl. Electronic Paper Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Monica Billio, Andrew W. Lo, Mila Getmansky and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: November 23, 2011
Last Revised: April 25, 2012
Working Paper Series
4372 downloads

Incl. Electronic Paper Variance Risk Premia
AFA 2005 Philadelphia Meetings
Liuren Wu and Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: August 17, 2004
Last Revised: October 25, 2007
Working Paper Series
4003 downloads

Incl. Electronic Paper Financial Econometrics
International Library of Financial Econometrics, Forthcoming
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 14, 2007
Accepted Paper Series
3980 downloads

Incl. Electronic Paper A Survey of Systemic Risk Analytics
U.S. Department of Treasury, Office of Financial Research No. 0001
Dimitrios Bisias, Mark D. Flood, Andrew W. Lo and Stavros Valavanis
Massachusetts Institute of Technology (MIT), Government of the United States of America - Office of Financial Research, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Date Posted: January 11, 2012
Last Revised: March 16, 2016
Working Paper Series
3967 downloads

Incl. Electronic Paper PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital

Peter D. Easton
University of Notre Dame - Department of Accountancy
Date Posted: September 09, 2003
Working Paper Series
3857 downloads

Incl. Electronic Paper Alpha Generation and Risk Smoothing Using Managed Volatility
Tony Cooper
Double-Digit Numerics
Date Posted: August 24, 2010
Working Paper Series
3775 downloads

Incl. Electronic Paper Forecasting Volatility in Financial Markets: A Review (revised edition)
Clive W. J. Granger and Ser-Huang Poon
University of California, San Diego (UCSD) - Department of Economics and University of Manchester - Manchester Business School
Date Posted: December 04, 2002
Working Paper Series
3657 downloads

Incl. Electronic Paper The Price Impact of Order Book Events
JOURNAL OF FINANCIAL ECONOMETRICS (Winter 2014) 12 (1): 47-88.
Rama Cont, Arseniy Kukanov and Sasha Stoikov
Imperial College London, AQR Capital Management, LLC and Cornell Financial Engineering Manhattan
Date Posted: November 28, 2010
Last Revised: September 17, 2015
Accepted Paper Series
3642 downloads

Incl. Electronic Paper Evaluating Credit Risk Models
FRBSF Working Paper No. 99-06
Jose A. Lopez and Marc R. Saidenberg
Federal Reserve Bank of San Francisco and affiliation not provided to SSRN
Date Posted: July 27, 1999
Working Paper Series
3588 downloads

Incl. Electronic Paper Effects of Brand Preference, Product Attributes, and Marketing Mix Variables in Technology Product Markets
Marketing Science, Forthcoming
S. Sriram, Pradeep K. Chintagunta and Ramya Neelamegham
The Stephen M. Ross School of Business at the University of Michigan, University of Chicago and Amrita University - Amrita School of Business
Date Posted: November 04, 2005
Accepted Paper Series
3530 downloads

Incl. Electronic Paper Forecasting Financial Market Volatility: A Review
Clive W. J. Granger and Ser-Huang Poon
University of California, San Diego (UCSD) - Department of Economics and University of Manchester - Manchester Business School
Date Posted: June 15, 2001
Working Paper Series
3481 downloads

Incl. Electronic Paper Risk Management of Risk Under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Chia-Lin Chang, Juan-Angel Jiménez-Martin, Michael McAleer and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance, Complutense University of Madrid, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: February 21, 2011
Working Paper Series
3355 downloads

Incl. Electronic Paper An Implementation of Markov Regime Switching Model with Time Varying Transition Probabilities in Matlab
Zhuanxin Ding
Analytic Investors
Date Posted: June 12, 2012
Last Revised: June 29, 2012
Working Paper Series
3315 downloads

Incl. Electronic Paper An Improved Moving Average Technical Trading Rule
Quantf Research Working Paper Series No. WP01/2014
Fotis Papailias and Dimitrios D. Thomakos
quantf research and University of Peloponnese - School of Management and Economics
Date Posted: September 13, 2011
Last Revised: June 02, 2014
Working Paper Series
3293 downloads

Incl. Electronic Paper Analysis of Mortgage Backed Securities: Before and after the Credit Crisis
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity; Bielecki, Tomasz,; Damiano Brigo and Frederic Patras, eds., February 2011
Harvey J. Stein, Alexander L. Belikoff, Kirill Levin and Xusheng Tian
Bloomberg L.P., Google Inc., Bloomberg Financial Markets (BFM) - Bloomberg LP and Bloomberg L.P. - R&D
Date Posted: January 07, 2007
Last Revised: March 16, 2011
Accepted Paper Series
3288 downloads

Incl. Electronic Paper Profitable Mean Reversion after Large Price Drops: A Story of Day and Night in the S&P 500, 400 Mid Cap and 600 Small Cap Indices
Journal of Asset Management, Vol. 12, 3, 185-202, 2010
Christian Dunis, Jason Laws and Jozef Rudy
John Moores University - Business School, University of Liverpool - Management School (ULMS) and Harvest Alpha Capital
Date Posted: June 01, 2013
Last Revised: November 27, 2014
Accepted Paper Series
3273 downloads

Incl. Electronic Paper Analyzing Volatility Risk and Risk Premium in Option Contracts: A New Theory
Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: November 03, 2010
Last Revised: July 08, 2015
Working Paper Series
3265 downloads

Incl. Electronic Paper Generalized Vanna-Volga Method and its Applications
Yuriy Shkolnikov
Optimal Selection Ltd.
Date Posted: July 30, 2008
Last Revised: July 13, 2009
Working Paper Series
3264 downloads

Incl. Electronic Paper An Econometric Analysis of Emission Trading Allowances
Journal of Banking and Finance, Vol. 32, No. 10, 2008, Swiss Finance Institute Research Paper No. 06-26
Luca Taschini and Marc S. Paolella
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment and University of Zurich
Date Posted: November 26, 2006
Last Revised: December 21, 2009
Accepted Paper Series
3246 downloads

Incl. Electronic Paper A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Joost Driessen, Tse-Chun Lin and Ludovic Phalippou
Tilburg University - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School
Date Posted: February 27, 2007
Last Revised: January 13, 2015
Accepted Paper Series
3200 downloads

Incl. Electronic Paper Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index
An-Sing Chen, Hazem Daouk and Mark T. Leung
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics
Date Posted: August 13, 2001
Working Paper Series
3116 downloads

Incl. Electronic Paper A Novel Simple but Empirically Consistent Model for Stock Price and Option Pricing
Huadong (Henry) Pang
J.P. Morgan Chase & Co., Quantitative Research
Date Posted: April 10, 2009
Last Revised: July 15, 2009
Working Paper Series
3068 downloads

Incl. Electronic Paper FX Market Behavior and Valuation
Harvey J. Stein
Bloomberg L.P.
Date Posted: January 12, 2007
Working Paper Series
3063 downloads

Incl. Electronic Paper CAPM Over the Long-Run: 1926-2001
AFA 2004 San Diego Meetings
Andrew Ang and Joseph Chen
Columbia Business School - Finance and Economics and University of California, Davis - Graduate School of Management
Date Posted: November 23, 2003
Working Paper Series
2979 downloads

Incl. Electronic Paper Crises and Hedge Fund Risk
UMASS-Amherst Working Paper, Yale ICF Working Paper No. 07-14, University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 10-08
Monica Billio, Mila Getmansky and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: May 20, 2008
Last Revised: April 25, 2012
Working Paper Series
2927 downloads

Incl. Electronic Paper Conditional Value-at-Risk: Aspects of Modeling and Estimation
MIT Dept. of Economics Working Paper No. 01-19
Victor Chernozhukov and Len Umantsev
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Management Science & Engineering
Date Posted: June 07, 2001
Working Paper Series
2883 downloads

Incl. Electronic Paper Lumber: Worth It's Weight in Gold Offense and Defense in Active Portfolio Management
2015 NAAIM Wagner Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 11, 2015
Last Revised: March 03, 2016
Working Paper Series
2738 downloads

Incl. Electronic Paper Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: August 19, 2013
Last Revised: October 15, 2014
Working Paper Series
2730 downloads

Incl. Electronic Paper A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Brown Univ. Economics Working Paper No. 01-04
Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: April 13, 2001
Working Paper Series
2704 downloads

Incl. Electronic Paper Market Timing & Trading Strategies Using Asset Rotation
Panagiotis Schizas and Dimitrios D. Thomakos
University of Zurich - Department of Banking and Finance and University of Peloponnese - School of Management and Economics
Date Posted: January 18, 2010
Last Revised: February 19, 2010
Working Paper Series
2700 downloads

Incl. Electronic Paper Credit Risk Evaluation: Modeling - Analysis - Management
Center for Risk & Evaluation, 2002-2003
Uwe Wehrspohn
Wehrspohn GmbH & Co. KG
Date Posted: June 14, 2005
Accepted Paper Series
2669 downloads

Incl. Electronic Paper Expected Stock Returns and Variance Risk Premia
AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48
Tim Bollerslev, George Tauchen and Hao Zhou
Duke University - Finance, Duke University - Economics Group and Tsinghua University - PBC School of Finance
Date Posted: September 21, 2006
Last Revised: December 14, 2008
Working Paper Series
2655 downloads

Incl. Electronic Paper Arbitrage-Free Construction of the Swaption Cube
Simon Johnson and Bereshad Nonas
Commerzbank Corporates & Markets and Commerzbank Corporates & Markets
Date Posted: January 22, 2009
Working Paper Series
2654 downloads

Incl. Electronic Paper The Investment Opportunity Set and its Proxy Variables
Tim Adam and Vidhan K. Goyal
Humboldt University and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: January 23, 2002
Last Revised: September 28, 2008
Working Paper Series
2622 downloads

Incl. Electronic Paper Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
Michael McAleer, Juan-Angel Jiménez-Martin and Teodosio Perez Amaral
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Complutense University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: April 30, 2009
Last Revised: January 27, 2010
Working Paper Series
2605 downloads

Incl. Electronic Paper Relative Strength and Portfolio Management
Dorsey Wright Money Management, January 2012
John Lewis
Dorsey Wright Money Management
Date Posted: February 04, 2012
Accepted Paper Series
2544 downloads


 

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