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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
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  Last 12 months: 		68,955

Paper Downloads:
To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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  Resolved
  References: 		238,981
Total References: 8,480,523
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Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G11
2,578,642 Total downloads
Showing Papers 1,141 - 1,190 of 7,220
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Incl. Electronic Paper Individual Investor Activity and Performance
Magnus Dahlquist , Jose Vicente Martinez and Paul Söderlind
Stockholm School of Economics , University of Oxford - Said Business School and University of St. Gallen
Date Posted: March 12, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Keep it Simple: Dynamic Bond Portfolios Under Parameter Uncertainty
 Peter Feldhütter , Linda Sandris Larsen , Claus Munk and Anders B. Trolle
London Business School , University of Southern Denmark , Copenhagen Business School and Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 12, 2012
Last Revised: November 16, 2012
Working Paper Series
88 downloads

Incl. Electronic Paper Keep Taking the Private Equity Medicine? How Operating Performance Differs between Secondary Deals and Companies that Return to Public Markets
 Miguel Sousa and Tim Jenkinson
University of Oxford - Said Business School and University of Oxford - Said Business School
Date Posted: March 12, 2012
Last Revised: March 15, 2012
Working Paper Series
81 downloads

Incl. Electronic Paper Market Timing with Moving Averages
 Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: March 12, 2012
Last Revised: November 09, 2012
Working Paper Series
3032 downloads

Incl. Electronic Paper Portfolio Selection for Insurance Linked Securities: An Application of Multiple Criteria Decision Making
UNSW Australian School of Business Research Paper No. AIPAR 2012/4
 Michael Sherris and Dominic TP Ho Quang
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and Australian School of Business
Date Posted: March 12, 2012
Working Paper Series
119 downloads

Incl. Electronic Paper Risk-Based Approach for the Management of a Defined Benefit Pension Scheme
 Ryle Perera
Macquarie University
Date Posted: March 12, 2012
Working Paper Series
22 downloads

Credit Default Swaps and CDS-Bond Basis with Russian Companies: A Review and an Analysis of the Effects of the Short Selling Ban During the Second Great Contraction (Кредитные Свопы и Базис Между Кредитными Свопами и Облигациями Для Российских Компаний: Обзор и Анализ Влияния Запрета На Короткие Продажи)
Applied Econometrics, Vol. 25, No. 1, pp. 3-24, 2012
Elvina A. Frolova
Paris School of Economics (PSE)
Date Posted: March 11, 2012
Last Revised: April 17, 2012
Accepted Paper Series

Incl. Electronic Paper Don't Fight the Fed!
Review of Finance, Forthcoming
 Paulo F. Maio
Hanken School of Economics
Date Posted: March 11, 2012
Last Revised: December 22, 2012
Accepted Paper Series
112 downloads

Incl. Electronic Paper Optimal Asset-Liability Management Investment Portfolio
 Yaniv Zaks
Bar-Ilan University
Date Posted: March 11, 2012
Last Revised: June 17, 2012
Working Paper Series
101 downloads

Incl. Electronic Paper Information Acquisition, International Under-Diversification and Portfolio Performance of Institutional Investors
 Nicole Y. Choi , Mark Fedenia , Hilla Skiba and Tatyana Sokolyk
University of Wyoming - Department of Economics and Finance , University of Wisconsin - Madison - Department of Finance, Investment and Banking , University of Wyoming - Department of Economics and Finance and Brock University
Date Posted: March 10, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Active Share on the Johannesburg Stock Exchange
 Chris Muller and Mike Ward
affiliation not provided to SSRN and University of Pretoria - Gordon Institute of Business Science
Date Posted: March 09, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Style-Based Effects on the Johannesburg Stock Exchange: A Graphical Time-Series Approach
 Chris Muller and Mike Ward
affiliation not provided to SSRN and University of Pretoria - Gordon Institute of Business Science
Date Posted: March 09, 2012
Working Paper Series
79 downloads

Incl. Electronic Paper Collateral-Motivated Financial Innovation
 Ji Shen , Hongjun Yan and Jinfan Zhang
London School of Economics & Political Science (LSE) , Yale University - International Center for Finance and Yale University - International Center for Finance
Date Posted: March 08, 2012
Last Revised: April 15, 2013
Working Paper Series
158 downloads

Incl. Electronic Paper The Math of Private Equity: 2/20, 3-on-5, and 1-in-8
 Marian Moszoro
IESE Business School
Date Posted: March 08, 2012
Last Revised: June 11, 2012
Working Paper Series
310 downloads

Incl. Electronic Paper Determinants of Carry Trades in Central and Eastern Europe
Applied Financial Economics, Vol. 22, Issue 18, (2012), University of Leipzig Working Paper No. 102
Andreas Hoffmann
University of Leipzig - Institute for Economic Policy
Date Posted: March 07, 2012
Last Revised: May 18, 2013
Accepted Paper Series
36 downloads

Incl. Electronic Paper Integration and Contagion in US Housing Markets
 John Cotter , Stuart A. Gabriel and Richard Roll
University College Dublin , University of California, Los Angeles - Anderson School of Management and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: March 07, 2012
Working Paper Series
30 downloads

International Real Estate Mutual Fund Performance: Diversification or Costly Information?
Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012
 Yang-pin Shen and Chiuling Lu
Yuan Ze University and Yuan Ze University - Department of Finance
Date Posted: March 07, 2012
Accepted Paper Series

Incl. Electronic Paper Shock on Variable or Shock on Distribution with Application to Stress-Tests
Banque de France Working Paper No. 368
 Simon Dubecq and Christian Gourieroux
Banque de France and University of Toronto - Department of Economics
Date Posted: March 07, 2012
Last Revised: March 15, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Constant Proportion Portfolio Insurance Under Regime Switching Exponential Levy Process
Insurance: Mathematics and Economics, Forthcoming
 Chengguo Weng
University of Waterloo
Date Posted: March 06, 2012
Last Revised: March 08, 2013
Accepted Paper Series
80 downloads

Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds
Emerging Markets Review, Vol. 13, pp. 149-158, 2012
 David Blitz and Joop Huij
Robeco Asset Management - Quantitative Strategies and Erasmus University - Rotterdam School of Management
Date Posted: March 06, 2012
Accepted Paper Series

Real Estate Investment Trusts (REITs) in India: Some Regulatory Issues
 Kunal
Indian Institute of Technology Kanpur - Department of Industrial and Management Engineering
Date Posted: March 05, 2012
Working Paper Series

The Art Fund in India: Origin, Structure and Performance
 Kunal
Indian Institute of Technology Kanpur - Department of Industrial and Management Engineering
Date Posted: March 05, 2012
Working Paper Series

Incl. Electronic Paper Ranking, Risk-Taking and Effort: An Analysis of the ECB’s Foreign Reserves Management
 Antonio Scalia and Benjamin Sahel
Bank of Italy and European Central Bank
Date Posted: March 04, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Onshore and Offshore Hedge Funds: Are They Twins?
 Bing Liang , George O. Aragon and Hyuna Park
University of Massachusetts at Amherst - Department of Finance & Operations Management , Arizona State University (ASU) - Finance Department and Minnesota State University
Date Posted: March 03, 2012
Working Paper Series
106 downloads

Portfolio Selection with Mental Accounts and Background Risk
Journal of Banking and Finance, Vol. 36, No. 4, pp. 968-980, April 2012
 Alexandre M. Baptista
George Washington University - School of Business
Date Posted: March 03, 2012
Accepted Paper Series

Incl. Electronic Paper Household Debt and Social Interactions
 Dimitris Georgarakos , Michael Haliassos and Giacomo Pasini
University of Frankfurt , Goethe University Frankfurt - Faculty of Economics and Business Administration and Ca Foscari University of Venice - Department of Economics
Date Posted: March 02, 2012
Last Revised: January 20, 2013
Working Paper Series
280 downloads

Islamic Investing
Review of Financial Economics, Forthcoming
 Christian Walkshäusl and Sebastian Lobe
University of Regensburg - Center of Finance and University of Regensburg
Date Posted: March 02, 2012
Accepted Paper Series

Incl. Fee Electronic Paper Real Effects of Stock Underpricing
CEPR Discussion Paper No. DP8820
 Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Date Posted: March 01, 2012
Working Paper Series
6 downloads

Incl. Fee Electronic Paper The Home Bias of the Poor: Terms of Trade Effects and Portfolios Across the Wealth Distribution
CEPR Discussion Paper No. DP8811
 Tobias Broer
affiliation not provided to SSRN
Date Posted: March 01, 2012
Working Paper Series
1 downloads

Incl. Fee Electronic Paper The Role of Equity Funds in the Financial Crisis Propagation
CEPR Discussion Paper No. DP8819
 Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Date Posted: March 01, 2012
Working Paper Series
1 downloads

Incl. Electronic Paper Ambiguity Aversion and Asset Prices in Production Economies
 Mohammad R. Jahan-Parvar and Hening Liu
Federal Reserve Board and University of Manchester
Date Posted: February 29, 2012
Last Revised: October 14, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Determination of Investment Companies Efficiency and Effect Of Macroeconomic Factors on Their Portfolio Return
World Applied Sciences Journal, Vol. 16, No. 5, pp. 665-677
 Zadalah Fathi , Hamed Ahmadinia and Javad Afrasiabishani
Islamic Azad University - Tehran Central Branch - Management Faculty , Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch and Islamic Azad University, Tehran Central Branch - Management Faculty
Date Posted: February 29, 2012
Last Revised: January 01, 2013
Accepted Paper Series
73 downloads

Incl. Electronic Paper Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Italian Micro-Evidence on Household Asset Allocation
Bank of Italy Temi di Discussione (Working Paper) No. 845
 Giuseppe Cappelletti
Bank of Italy
Date Posted: February 29, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Fund Performance Robustness: An Evaluation Using European Large-Cap Equity Funds
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 1-26, 2011
 Kenneth Högholm , Johan Knif and Seppo Pynnonen
Hanken School of Economics - Department of Finance and Statistics , Hanken School of Economics / Department of Finance and Statistics and University of Vaasa - Department of Mathematics and Statistics
Date Posted: February 29, 2012
Accepted Paper Series
40 downloads

Incl. Electronic Paper Portfolio Optimization Using Forward-Looking Information
AFA 2013 San Diego Meetings Paper
 Alexander Kempf , Olaf Korn and Sven Sassning
University of Cologne - Department of Finance & Centre for Financial Research (CFR) , Georg-August-Universität Göttingen and Georg-August-University Göttingen
Date Posted: February 29, 2012
Working Paper Series
562 downloads

Incl. Electronic Paper Ranking, Risk-Taking and Effort: An Analysis of the ECB's Foreign Reserves Management
Bank of Italy Temi di Discussione (Working Paper) No. 840
 Antonio Scalia and Benjamin Sahel
Bank of Italy and European Central Bank
Date Posted: February 29, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper To Buy or Not to Buy? The Value of Contradictory Analyst Signals
 Stefan Kanne , Jan Klobucnik , Daniel Kreutzmann and Soenke Sievers
University of Cologne , University of Cologne , University of Cologne and University of Cologne
Date Posted: February 29, 2012
Last Revised: January 09, 2013
Working Paper Series
90 downloads

Incl. Electronic Paper The Management of Retirement Savings Revisited
 Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: February 28, 2012
Last Revised: September 13, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Crash Sensitivity and the Cross-Section of Expected Stock Returns
 Stefan Ruenzi and Florian Weigert
University of Mannheim - Department of International Finance and University of Mannheim
Date Posted: February 27, 2012
Last Revised: April 09, 2013
Working Paper Series
297 downloads

Incl. Electronic Paper Diversifying Diversification Strategies: Model Averaging in Portfolio Optimization
 Felix Miebs
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: February 27, 2012
Working Paper Series
281 downloads

Incl. Electronic Paper Dynamic Portfolio Choice with Linear Rebalancing Rules
 Ciamac C. Moallemi and Mehmet Saglam
Columbia Business School - Decision Risk and Operations and Princeton University - Bendheim Center for Finance
Date Posted: February 27, 2012
Working Paper Series
217 downloads

The Dog that Did Not Bark: Insider Trading and Crashes
Journal of Finance, Vol. LXIII, No. 5, 2008
 Jose M. Marin and Jacques Olivier
Universidad Carlos III de Madrid and HEC Paris (Groupe HEC) - Finance Department
Date Posted: February 26, 2012
Accepted Paper Series

Incl. Electronic Paper Correlation in Commodity Futures and Equity Markets Around the World: Long-Run Trend and Short-Run Fluctuation
 Xiaoming Li , Bing Zhang and Zhijie Du
Massey University - School of Economics and Finance (Albany) , Nanjing University - School of Management and Engineering and affiliation not provided to SSRN
Date Posted: February 26, 2012
Working Paper Series
235 downloads

Incl. Electronic Paper Momentum and Reversal: Does What Goes Up Always Come Down?
 Jennifer S. Conrad and M. Deniz Yavuz
University of North Carolina Kenan-Flagler Business School and Purdue University - Krannert School of Management
Date Posted: February 26, 2012
Last Revised: September 05, 2012
Working Paper Series
593 downloads

Portable Alphas from Pension Mispricing
Journal of Portfolio Management, Summer 2006
 Jose M. Marin and Francesco A. Franzoni
Universidad Carlos III de Madrid and Swiss Finance Institute
Date Posted: February 26, 2012
Accepted Paper Series

Incl. Electronic Paper Price Manipulation by Intermediaries
 Bedri Kamil Onur Tas , Serkan Imisiker and Rasim Ozcan
TOBB University of Economics and Technology - Department of Economics , Central Bank of Turkey and affiliation not provided to SSRN
Date Posted: February 26, 2012
Last Revised: March 14, 2012
Working Paper Series
162 downloads

Incl. Electronic Paper The Time Varying Properties of Credit and Liquidity Components of CDS Spreads
 Filippo Coro , Alfonso Dufour and Simone Varotto
University of Reading , University of Reading - Henley Business School, ICMA Centre and ICMA Centre - Henley Business School, University of Reading
Date Posted: February 26, 2012
Last Revised: August 10, 2012
Working Paper Series
128 downloads

Incl. Electronic Paper Enhanced Optimal Portfolios - A Controlled Integration of Quantitative Predictors
25th Australasian Finance and Banking Conference 2012
 Lars Kaiser , Aron Veress and Marco Josef Menichetti
University of Liechtenstein , University of Liechtenstein and affiliation not provided to SSRN
Date Posted: February 25, 2012
Last Revised: November 18, 2012
Working Paper Series
156 downloads

Incl. Electronic Paper Time-Varying Flow-Performance Sensitivity and Investor Sophistication
 Steve Nenninger and David A. Rakowski
Sam Houston State University - College of Business Administration and Southern Illinois University - Department of Finance
Date Posted: February 25, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Diversificating the Undiversified Mutual Fund World
 David Moreno and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: February 24, 2012
Working Paper Series
48 downloads


 

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