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Abstracts: 623,752
Full Text Papers: 519,822
Authors: 287,851
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  Last 12 months:
62,689

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To date: 89,314,096
Last 12 months: 11,717,880
Last 30 days: 833,576

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292,904
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5,879,321
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94,282
Total Footnotes: 9,170,091


SSRN eLibrary Search Results
JEL Code: G12
7,473,079 Total downloads
Showing Papers 11,051 - 11,100 of 16,785
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1 2 3 4 ... 336 | Next >
   


Incl. Electronic Paper Uncertainty and Public Financing: An Analysis of the Primary Market for U.S. Treasuries
Alessio Ruzza
University of Lugano - Swiss Finance Institute at the University of Lugano
Date Posted: August 28, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Building the Model
Joe Buellesbach
Independent
Date Posted: August 28, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Does Funding Liquidity Cause Market Liquidity? Evidence from a Quasi-Experiment
Petri Jylha
Imperial College Business School
Date Posted: August 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Hedge Funds: A Survey of the Academic Literature
Foundations and Trends in Finance, Forthcoming
Vikas Agarwal , Kevin Mullally and Narayan Y. Naik
Georgia State University , Robinson College of Business, Georgia State University and London Business School - Institute of Finance and Accounting
Date Posted: August 27, 2015
Accepted Paper Series
28 downloads

Incl. Electronic Paper Legislative Changes and Abnormal Trading Around Earnings Announcements: Evidence from New Zealand Market
Nick Barry and Hai Lin
Deloitte New Zealand and Victoria University of Wellington - School of Economics & Finance
Date Posted: August 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Fama and French Factors and Their Regression Tendencies: Improving the Accuracy of Risk Assessments
Tim Drost
Duisenberg School of Finance
Date Posted: August 27, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Modeling the Yield Curve of Spot Interest Rates Under the Conditions in Bulgaria
Ganchev A. Modelling the Yield Curve of Spot Interest Rates under the Conditions in Bulgaria”, Narodnostopanski Arhiv (International edition), pp. 119-137, Forthcoming,
Alexander Petrov Ganchev
Tsenov Academy of Economics
Date Posted: August 26, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Linkages between Real & Financial Sector: Empirical Evidence from India Using ARDL Approach
Financial Markets and Economic Development, First Edition 2015, Bloomsbury Publishing India Pvt. Ltd. ISBN: 978 - 93 - 84898 - 94 - 6
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and Department of Commerce, Delhi School of Economics, University of Delhi
Date Posted: August 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper State Space Geometry of Asset Pricing: An Introduction
Igor Pozdeev
Swiss Institute of Banking and Finance
Date Posted: August 26, 2015
Working Paper Series
25 downloads

Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets
Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Andy Naranjo , David C. Ling and Emanuela Giacomini
University of Florida - Warrington College of Business Administration , University of Florida - Hough Graduate School of Business Administration and University of Florida - Warrington College of Business Administration
Date Posted: August 26, 2015
Accepted Paper Series

Incl. Electronic Paper Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators
Lucia Bellenzier , Jorgen Vitting Andersen and Giulia Rotundo
University of Milan, Bicocca - Dipartimento di Statistica e Metodi Quantitativi , CES, Université Paris 1 Panthéon-Sorbonne and Sapienza University of Rome
Date Posted: August 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Firm Characteristics and Common Factors in the Variance Risk Premia
Lei Lian
University of Massachusetts Amherst - Isenberg School of Management
Date Posted: August 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Nominal Rigidities and the Term Structures of Equity and Bond Returns
FEDS Working Paper No. 2015-064
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: August 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Information Attributes, Information Asymmetry and Industry Sector Returns
Pacific-Basin Finance Journal, Vol. 26, No. 156-175, 2014
Narelle K. Gordon , Edward J. Watts and Qiongbing Wu
Macquarie University , Macquarie University, Faculty of Business and Economics and University of Western Sydney
Date Posted: August 25, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Beta Bubbles
Petri Jylha , Matti Suominen and Tuomas Tomunen
Imperial College Business School , Aalto University School of Business and Columbia University - Columbia Business School
Date Posted: August 25, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions
Hannah Lea Hühn
Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg
Date Posted: August 25, 2015
Last Revised: August 28, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Funding Translational Medicine via Public Markets: The Business Development Company
Sandra M Forman , Andrew W. Lo , Monica J. Shilling and Grace Sweeney
Proskauer, Rose, Goetz, & Mendelsohn , Massachusetts Institute of Technology (MIT) - Sloan School of Management , Proskauer Rose and Magyar & Bogle
Date Posted: August 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Extreme Events in Stock Market Fundamental Factors
James N Gualtieri and Natalia Sizova
Rice University and Rice University
Date Posted: August 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Intermediation and Pricing in Tri-Party Repo Market
Zhaogang Song
Board of Governors of the Federal Reserve System
Date Posted: August 24, 2015
Working Paper Series
73 downloads

Incl. Electronic Paper Investor Attention, Information Diffusion and Industry Returns
Pacific-Basin Finance Journal, Vol. 30, No. 30-43, July 2014
Qiongbing Wu and Abul Shamsuddin
University of Western Sydney and University of Newcastle (Australia) - Newcastle Business School
Date Posted: August 24, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Understanding Systematic Risk: A High-Frequency Approach
Markus Pelger
Stanford University - Management Science & Engineering
Date Posted: August 24, 2015
Last Revised: August 25, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Inequality and Risk Premia
Jonathan Brogaard , Andrew L. Detzel and Phong T. H. Ngo
University of Washington - Department of Finance and Business Economics , University of Denver - Reiman School of Finance and Australian National University (ANU)
Date Posted: August 24, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Short Run Causal Relationship between Inflation and Stock Returns - An Empirical Study of BRICS Markets
Asian Journal of Management Applications and Research, Vol.05, No.01
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and Department of Commerce, Delhi School of Economics, University of Delhi
Date Posted: August 23, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Effect of Stock Liquidity on Default Risk
Jonathan Brogaard , Dan Li and Ying Xia
University of Washington - Department of Finance and Business Economics , The School of Economics and Finance, University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Date Posted: August 23, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Elephant in the Room: The Impact of Labor Obligations on Credit Risk
Charles A. Dice Center Working Paper No. 2015-17 , Fisher College of Business Working Paper No. 2015-03-17
Jack Favilukis , Xiaoji Lin and Xiaofei Zhao
University of British Columbia (UBC) - Division of Finance , Ohio State University (OSU) - Fisher College of Business and University of Texas at Dallas - Jindal School of Management
Date Posted: August 22, 2015
Last Revised: August 26, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Cryptocurrency Value Formation: An Empirical Analysis Leading to a Cost of Production Model for Valuing Bitcoin.
Adam Hayes
The New School - Department of Economics
Date Posted: August 22, 2015
Last Revised: August 24, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Conquering Misperceptions about Commodity Futures Investing
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: August 21, 2015
Last Revised: August 28, 2015
Working Paper Series
184 downloads

Incl. Electronic Paper Impact of Gender, Age, Income and Education on Household Broker Choice
Henry Leung , Juliane D. Krug , Dirk Schiereck , P. Joakim Westerholm and Kingsley Y. L. Fong
The University of Sydney Business School , Darmstadt University of Technology , Darmstadt University of Technology , The University of Sydney Business School and University of New South Wales - School of Banking and Finance
Date Posted: August 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Return Dispersion and Cross-Sectional Asset Pricing Anomalies
Klaus Grobys and James W. Kolari
University of Vaasa and Texas A&M University
Date Posted: August 21, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Downside Gambling and Asset Prices
Qunzi Zhang
Shandong University
Date Posted: August 21, 2015
Last Revised: August 22, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper The Acceleration Effect and Gamma Factor in Asset Pricing
Swiss Finance Institute Research Paper No. 15-30
Diego Ardila , Zalàn Forrò and Didier Sornette
ETH Zurich , Independent and Swiss Finance Institute
Date Posted: August 21, 2015
Working Paper Series
98 downloads

Incl. Electronic Paper Size and Momentum Profitability in International Stock Markets
Swiss Finance Institute Research Paper No. 15-29
Peter Steffen Schmidt , Urs von Arx , Andreas Schrimpf , Alexander F. Wagner and Andreas Ziegler
University of Zurich - Center für Nachhaltigkeit und unternehmerische Verantwortung (CCRS) , ETH Zürich , Bank for International Settlements (BIS) - Monetary and Economic Department , University of Zurich - Department of Banking and Finance and University of Kassel
Date Posted: August 21, 2015
Last Revised: August 27, 2015
Working Paper Series
38 downloads

Short Interest and Stock Price Crash Risk
Journal of Banking and Finance, Forthcoming
Jeffrey L. Callen and Xiaohua Fang
University of Toronto - Rotman School of Management and Georgia State University - J. Mack Robinson College of Business
Date Posted: August 21, 2015
Accepted Paper Series

Incl. Electronic Paper Conditional Heteroskedasticity in Long Memory Model 'FIMACH' for Return Volatilities in BRICS Equity Markets
Sabur Mollah and AMM Shahiduzzaman Quoreshi
Stockholm Business School and Blekinge Tekniska Högskola
Date Posted: August 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Conditional Correlations and Investment Shocks: Evidence from the Chinese Sectors
Myeong Hyeon Kim and Lingxia Sun
Korea University Business School (KUBS) and Korea University Business School (KUBS)
Date Posted: August 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Technology Shocks, Capital Reallocation Frictions and the Cross Sectional Returns
Michelle Zhou
University of Melbourne - Department of Finance
Date Posted: August 20, 2015
Working Paper Series
7 downloads

Incl. Fee Electronic Paper The Sovereign Yield Curve and the Macroeconomy in China
Pacific Economic Review, Vol. 20, Issue 3, pp. 415-441, 2015
Yifeng Yan and Ju'e Guo
Xi'an Jiaotong University (XJTU) - School of Management and Xi'an Jiaotong University (XJTU)
Date Posted: August 20, 2015
Accepted Paper Series

Incl. Electronic Paper The Value and Risk of Human Capital
FRB of Chicago Working Paper No. FEDHWPWP-2015-06
Luca Benzoni and Olena Chyruk
Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Date Posted: August 20, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Short Sales and Price Discovery in the Hong Kong Stock Market
Wei Xiang , Shuxing Yin and Christopher J. Adcock
University of Sheffield - School of Management , University of Sheffield - School of Management and University of Sheffield - School of Management
Date Posted: August 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Evaluating the Use of Double Asian Options in Volatile Markets
Angelo Joseph and Jan Walters Kruger
University of South Africa - School of Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)
Date Posted: August 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Bankruptcy in Groups
William H. Beaver , Stefano Cascino , Maria M. Correia and Maureen F. McNichols
Stanford University , London School of Economics , London Business School and Stanford University
Date Posted: August 20, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Momentum Crash Management
Mahdi Heidari
Stockholm School of Economics
Date Posted: August 20, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Split-Adjusted Stock Price and the Cross-Section of US Stock Returns [Early Draft]
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Date Posted: August 20, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Size and Value Matter, But Not the Way You Thought
Marie Lambert , Boris Fays and Georges Hubner
University of Liege - HEC Management School , University of Liege - HEC Management School and HEC Management School - University of Liège
Date Posted: August 20, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Real Options Valuation Under Uncertainty
Marie Lambert , Manuel Moreno and Federico Platania
University of Liege - HEC Management School , University of Castilla-La Mancha and University of Liege
Date Posted: August 20, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Liquidity Patterns in the U.S. Corporate Bond Market
Stephanie Heck , D. Margaritis and Aline Muller
University of Liege - HEC Management School , University of Auckland - Business School and HEC Management School University of Liège
Date Posted: August 20, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Another Test of the Efficiency of a Given Portfolio
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: August 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Systemic Effects of Benchmarking
Diogo Duarte , Kyounghwan Lee and Gustavo Schwenkler
Boston University - Department of Finance & Economics , Boston University - Department of Finance & Economics and Boston University - Department of Finance & Economics
Date Posted: August 20, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper The Nominal Price Premium
Fisher College of Business Working Paper No. 2015-03-15, Charles A. Dice Center Working Paper No. 2015-15
Justin Birru and Baolian Wang
Ohio State University (OSU) - Department of Finance and Gabelli School of Business -- Fordham University
Date Posted: August 20, 2015
Working Paper Series
64 downloads

Incl. Electronic Paper The Supply and Demand of S&P 500 Put Options
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-38
George M. Constantinides and Lei Lian
University of Chicago - Booth School of Business and University of Massachusetts Amherst - Isenberg School of Management
Date Posted: August 19, 2015
Last Revised: August 25, 2015
Working Paper Series
76 downloads


 

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