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SSRN eLibrary Statistics:

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Abstracts: 672,756
Full Text Papers: 563,442
Authors: 310,111
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  Last 12 months:
66,766

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To date: 99,409,701
Last 12 months: 12,850,386
Last 30 days: 1,075,024

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Total References: 8,936,823
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5,711,831
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91,673
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SSRN eLibrary Search Results
JEL Code: G12
8,157,380 Total downloads
Showing Papers 11,051 - 11,100 of 17,773
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1 2 3 4 ... 356 | Next >
   


Incl. Electronic Paper The Short Squeeze: The 'Invisible' Cost of Short Sales
Wei Xu and Yu Zheng
Peking University - HSBC School of Business and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: May 24, 2016
Working Paper Series

Incl. Electronic Paper Empirical Tests of the Fama-French Five-Factor Asset Pricing Model in Indonesia and Singapore
Bambang Sutrisno
Graduate School of Management, Faculty of Economics and Business, Universitas Indonesia
Date Posted: May 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Asset Pricing When Trading Is Entertainment
Jiang Luo and Avanidhar Subrahmanyam
Nanyang Technological University (NTU) - Division of Banking & Finance and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: May 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Design and Back-Testing of a Systematic Delta-Hedging Strategy in FX Options Space
Valery Sorokin
Independent
Date Posted: May 23, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Market Reactions to Changes in the S&P/TSX SmallCap Index
The Journal of Index Investing 5 (2), Fall 2014, 57-64.
Ernest N. Biktimirov and Boya Li
Brock University, Goodman School of Business and Brock University
Date Posted: May 23, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Inter-Disciplinary Issues for Empowering Trade, Industry and Society
Inter-Disciplinary Issues for Empowering Trade, Industry and Society, (Eds.) Pawan Kumar Chugan, Deepak K. Srivastava, Nikunj Patel and Nirmal Chandrakant Soni, ISBN: 978-93-85777-06-6, Excel India Publishers, New Delhi for Institute of Management, Nirma University, Ahmedabad, 2016
Pawan K. Chugan , Deepak Srivastava , Nikunj Patel and Nirmal Chandrakant Soni
Nirma University - Institute of Management , Nirma University , Institute of Management, Nirma University and Independent
Date Posted: May 22, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Index Tracking with Utility Enhanced Weighting
Ephraim Clark , Nitin Deshmukh , Barkan Guran and Konstantinos Kassimatis
Middlesex University Business School , Middlesex University - Business School , Istanbul Technical University - Department of Management Engineering and Athens University of Economics and Business - Department of Business Administration
Date Posted: May 22, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper The Jacobi Stochastic Volatility Model
Swiss Finance Institute Research Paper No. 16-35
Damien Ackerer , Damir Filipović and Sergio Pulido
Ecole Polytechnique Fédérale de Lausanne , Ecole Polytechnique Fédérale de Lausanne and Carnegie Mellon University
Date Posted: May 21, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Are US-Dollar-Hedged-ETF Investors Aggressive on Exchange Rates? A Panel VAR Approach
Corey A Shank and Andre C Vianna
University of Texas - Rio Grande Valley and Ministry of Finance, Brazil
Date Posted: May 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Linear Credit Risk Models
Swiss Finance Institute Research Paper No. 16-34
Damien Ackerer and Damir Filipović
Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
Date Posted: May 21, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper A New Perspective on the International Evidence Concerning the Book-Price Effect
James Foye and Dusan Mramor
University of Ljubljana and University of Ljubljana - Faculty of Economics
Date Posted: May 21, 2016
Working Paper Series
7 downloads

Enhancing the Toolbox of Fixed Income Active Portfolio Management
Procedia Economics and Finance 29 (2015) 96-121
Roberto Violi
Bank of Italy
Date Posted: May 21, 2016
Accepted Paper Series

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
CESifo Working Paper Series No. 5877
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State Universtity
Date Posted: May 20, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Factors Loadings as Proxies for Equity Characteristics, Round 3
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Insider Herding
Dallin M. Alldredge and Brian Blank
Washington State University and University of Tennessee, Knoxville - Department of Finance
Date Posted: May 19, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Naive Diversification Isn't so Naive after All
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper Quantitative Style Investing
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
156 downloads

Incl. Electronic Paper Has the Pricing of Stocks Become More Global?
BIS Working Paper No. 560
Ivan Petzev , Andreas Schrimpf and Alexander F. Wagner
University of Zurich - Department of Banking and Finance , Bank for International Settlements (BIS) - Monetary and Economic Department and University of Zurich - Department of Banking and Finance
Date Posted: May 19, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper An Option Pricing Model with Liquidity Adjustment of Underlying Asset
Hui Lin and Yang Yang
Nanjing University - School of Business and Nanjing University, School of Business, Students
Date Posted: May 18, 2016
Last Revised: May 22, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Geographic Momentum
Christopher A. Parsons , Riccardo Sabbatucci and Sheridan Titman
University of California, San Diego (UCSD) - Rady School of Management , University of California, San Diego (UCSD) and University of Texas at Austin - Department of Finance
Date Posted: May 17, 2016
Working Paper Series
87 downloads

Incl. Electronic Paper Trading-Profit Attribution for the Size Factor
Vassilios Papathanakos
INTECH Investment Management, LLC
Date Posted: May 17, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Local Volatility Under Stochastic Interest Rates Using Mixture Models
Mark S. Joshi and Navin Ranasinghe
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: May 17, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Amplification and Asymmetric Effects Without Collateral Constraints
Dan Cao and Guangyu Nie
Georgetown University - Department of Economics and Independent
Date Posted: May 17, 2016
Working Paper Series
14 downloads

Islamic Financial Markets and Global Crises: Contagion or Decoupling?
Economic Modelling, Vol. 57, No. 36, 2016
Dimitris Kenourgios , Nader Naifar and Dimitrios I. Dimitriou
University of Athens - Faculty of Economics , University of Sfax, Tunisia and University of Ioannina - Department of Economics
Date Posted: May 17, 2016
Accepted Paper Series

Incl. Electronic Paper Portfolio Formation Memory
Annals of Financial Economics, 2016 (Forthcoming)
Tumellano Sebehela
Sebehela Inc
Date Posted: May 16, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Cross-Border M&As and Credit Risk: Evidence from the CDS Market
Iuliana Ismailescu and Burcin Col
Pace University - Lubin School of Business and Pace University-Lubin School of Business
Date Posted: May 16, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Contrarian and Momentum Profits During Periods of High Trading Volume Preceded by Stock Prices Shocks
International Conference, "Risk in Contemporary Economy", (2016)
Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: May 16, 2016
Last Revised: May 19, 2016
Working Paper Series
48 downloads

Incl. Fee Electronic Paper Social Networks and Housing Markets
CEPR Discussion Paper No. DP11272
Michael C. Bailey , Ruiqing Cao , Theresa Kuchler and Johannes Stroebel
Harvard University , New York University (NYU) and New York University (NYU)
Date Posted: May 16, 2016
Working Paper Series

Incl. Electronic Paper Stellar Portfolios and Investors' Attention to Fund Affiliated Stocks
Rafael Zambrana
Nova School of Business and Economics
Date Posted: May 15, 2016
Last Revised: May 19, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper 한국 주식시장의 지속적 변동성과 거시경제적 관련성 분석 (The Long-lived Volatility of Korean Stock Market and Its Relation to Macroeconomic Conditions)
KDI Journal of Economic Policy 2013, 35(4) 63-94
Young Il Kim
Korea Development Institute (KDI)
Date Posted: May 15, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper High-Frequency Price Discovery and Price Efficiency on Interest Rate Futures
Jing Nie
Durham Business School
Date Posted: May 14, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper The Cross-Section of Labor Leverage and Equity Returns
Andres Donangelo , Francois Gourio and Miguel Palacios
University of Texas at Austin - Department of Finance , Boston University and Vanderbilt University – Finance
Date Posted: May 13, 2016
Last Revised: May 23, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Volatility Risk Premia in the G9 Currencies
Athanasios Bolmatis and Stamatis Leontsinis
RWC Asset Management and RWC Asset Management
Date Posted: May 13, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper The January Seasonality and the Performance of Country-Level Value and Momentum Strategies
Copernican Journal of Finance & Accounting, volume 4, issue 2, pp.195-209, 2015
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Accepted Paper Series
24 downloads

Incl. Electronic Paper Investor Sentiment, Limits on Arbitrage, and the Performance of Cross-Country Stock Market Anomalies
Journal of Behavioral and Experimental Finance, Vol. 9, pp. 136-163, 2016
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Accepted Paper Series
28 downloads

Incl. Electronic Paper Country Risk and Expected Returns across Global Equity Markets
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Risk-Based Explanation for the Country-Level Size and Value Effects
Finance Research Letters, Forthcoming
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper Is There Momentum in Equity Anomalies? Evidence from an Emerging Market
Adam Zaremba and Adam Szyszka
Poznań University of Economics and Business and Warsaw School of Economics
Date Posted: May 12, 2016
Last Revised: May 18, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper A Factor Model for Country-Level Equity Returns
Adam Zaremba
Poznań University of Economics and Business
Date Posted: May 12, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Trading Costs, Short Sale Constraints, and the Performance of Stock Market Anomalies in Emerging Europe
Adam Zaremba and Jerzy Nikorowski
Poznań University of Economics and Business and BGŻ BNP Paribas
Date Posted: May 12, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper The Structure of Information Release and the Factor Structure of Returns
Thomas Gilbert , Christopher M. Hrdlicka and Avraham Kamara
University of Washington - Department of Finance and Business Economics , University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business
Date Posted: May 12, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Demystifying Pairs Trading: The Role of Volatility and Correlation
Stephanie Sarah Riedinger
Catholic University of Eichstaett-Ingolstadt - Ingolstadt School of Management
Date Posted: May 11, 2016
Working Paper Series
151 downloads

Incl. Electronic Paper Differential Awareness and the Pricing Kernel Puzzle
Hammad Siddiqi and John Quiggin
University of Queensland and University of Queensland - Business School
Date Posted: May 11, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Market Response to Regulatory Costs Related to Haze
Chao Kevin Li , Jin-hui Luo and Naomi S. Soderstrom
School of Accounting, The University of New South Wales , Department of Accounting, School of Management, Xiamen University and University of Melbourne
Date Posted: May 10, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Entry, Risk Concentration, and Asset Prices
Paymon Rezvani Khorrami
University of Chicago, Department of Economics, Students
Date Posted: May 10, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Intervening in Illiquid Asset Markets: Evidence from Two Field Experiments
Alasdair Brown and Fuyu Yang
University of East Anglia (UEA) and University of East Anglia (UEA) - School of Economic and Social Studies
Date Posted: May 10, 2016
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Cash Inflows and Bubbles in Asset Markets with Constant Fundamental Values
Economic Inquiry, Vol. 54, Issue 3, pp. 1596-1606, 2016
Charles N. Noussair and Steven James Tucker
Tilburg University and University of Waikato Management School - Economics
Date Posted: May 10, 2016
Accepted Paper Series

Incl. Electronic Paper Analysts' Reinitiations of Coverage and Market Underreaction
Aurélien Philippot
Laval University- Département de Finance, Assurance et Immobilier
Date Posted: May 09, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Endogenous Short-Selling Constraints: Who is Buying When Shorts are Selling?
Jesse Blocher and Chi Zhang
Temple University - Department of Finance
Date Posted: May 09, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper 주택가격채널: 거시경제에 미치는 영향을 중심으로 (House Price Channel: Effects of House Prices on Macroeconomy)
KDI Journal of Economic Policy 2014, 36(4) 171-205
Inho Song
Korea Development Institute (KDI)
Date Posted: May 09, 2016
Accepted Paper Series
3 downloads


 

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