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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 581,085
Full Text Papers: 481,802
Authors: 269,080
Papers Received in
  Last 12 months:
63,416

Paper Downloads:
To date: 81,450,352
Last 12 months: 10,266,896
Last 30 days: 948,565

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  Resolved
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277,189
Total References: 9,075,409
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6,012,680
Papers with
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  Footnotes:
94,592
Total Footnotes: 9,190,620


SSRN eLibrary Search Results
JEL Code: G12
6,936,819 Total downloads
Showing Papers 12,051 - 12,100 of 15,813
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1 2 3 4 ... 317 | Next >
   


Incl. Electronic Paper The Trend in Firm Profitability and the Cross Section of Stock Returns
Ferhat Akbas , Chao Jiang and Paul D. Koch
University of Kansas , University of Kansas - Finance Area and University of Kansas - Finance Area
Date Posted: December 17, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Option-Based Credit Spreads
Christopher L. Culp , Yoshio Nozawa and Pietro Veronesi
Compass Lexecon , Federal Reserve Board of Governors and University of Chicago - Booth School of Business
Date Posted: December 17, 2014
Working Paper Series
6 downloads

FOMC Announcements and Predictable Returns
Mihail Velikov
University of Rochester - Simon Business School
Date Posted: December 16, 2014
Working Paper Series

Incl. Electronic Paper Portfolio Separating Distributions and Those Missed
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: December 16, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Financial Indicators Signalling Correlation Changes in Sovereign Bond Markets
ECB Working Paper No. 1746
Roberto A. De Santis and Michael Stein
European Central Bank (ECB) - Directorate General Economics and University of Duisburg-Essen
Date Posted: December 15, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
Adrian Buss , Raman Uppal and Grigory Vilkov
INSEAD - Finance , EDHEC Business School and Frankfurt School of Finance & Management
Date Posted: December 15, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Estimating Beta
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Fabian Hollstein and Marcel Prokopczuk
Leibniz University Hannover - Faculty of Economics and Management and Leibniz University Hannover - Faculty of Economics and Management
Date Posted: December 15, 2014
Accepted Paper Series
53 downloads

Incl. Electronic Paper Flight-to-Liquidity Flows in the Euro Area Sovereign Debt Crisis
Banco de Espana Working Paper No. 1429
Juan A. Garcia and Ricardo Gimeno
European Central Bank (ECB) and Bank of Spain
Date Posted: December 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Modeling Contagion and Systemic Risk
Daniele Bianchi , Monica Billio and Roberto Casarin
University of Warwick - Finance Group , Ca Foscari University of Venice - Department of Economics and University Ca' Foscari of Venice - Department of Economics
Date Posted: December 14, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper An Equilibrium Model of Institutional Demand and Asset Prices
Ralph S. J. Koijen and Motohiro Yogo
London Business School - Department of Finance and Federal Reserve Bank of Minneapolis
Date Posted: December 14, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Alternative Indexierung Am Deutschen Aktienmarkt (Alternative Indexation on the German Stock Market)
Jochim Lauterbach and Maximilian Overkott
Technische Universität München (TUM) and Technische Universität München (TUM) - Department of Financial Management and Capital Markets
Date Posted: December 14, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Fire Sales and Contagion in Financial Assets
Paul Geertsema
University of Auckland - Department of Accounting and Finance
Date Posted: December 13, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Requisite Assumptions for the Persistence of the Low Volatility Anomaly
Eric G. Falkenstein
Pine River Capital Management
Date Posted: December 13, 2014
Last Revised: December 16, 2014
Working Paper Series
155 downloads

Incl. Electronic Paper Country Selection Strategies Based on Quality
Adam Zaremba
Poznań University of Economics
Date Posted: December 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi , University of Delhi and ESC PAU
Date Posted: December 12, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Comparing Consumption-Based Asset Pricing Models: The Case of an Asian City
Yum K Kwan , Charles Ka Yui Leung and Jinyue Dong
City University of Hong Kong (CityUHK) - Department of Economics & Finance , City University of Hong Kong and City University of Hong Kong (CityUHK)
Date Posted: December 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Evidence on Industry Cost of Equity Estimators
The International Journal of Business and Finance Research, v. 8 (4) p. 1-15, 2014
Omar Gharaibeh , Graham N. Bornholt and Michael J. Dempsey
Griffith University - Griffith Business School , Griffith University - Department of Accounting, Finance and Economics and RMIT University - School of Economics, Finance, and Marketing
Date Posted: December 12, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Effect of Regulation Fair Disclosure on Market Integration
The International Journal of Business and Finance Research, v. 8 (4) p. 43-62, 2014
Surya Chelikani and Frank P. D’Souza
Quinnipiac University and Loyola University Maryland
Date Posted: December 12, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Price and Volume Reactions to Cash Dividend Announcements: Evidence from Taiwan
The International Journal of Business and Finance Research, v. 8 (4) p. 83-96, 2014
Jack J.W. Yang and Tsung-Hsin Wu
National Yunlin University of Science and Technology and National Yunlin University of Science and Technology
Date Posted: December 12, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Safe-Haven CDS Premia
Sven Klingler and David Lando
Copenhagen Business School and Copenhagen Business School - Department of Finance
Date Posted: December 12, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Equitization of the Corporate Bond Market: The Impact of ETFs on Bond Yields and Liquidity
Caitlin D Dannhauser
Boston College
Date Posted: December 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Hypercube in the Kitchen: Reading a Menu of Active Investment Strategies
Boris Gnedenko and Igor Yelnik
ADG Capital Management LLP and ADG Capital Management LLP
Date Posted: December 12, 2014
Working Paper Series
49 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
3 downloads

Inside the Emerging Markets Risky Spreads and Credit Default Swap - Sovereign Bonds Basis
Vilimir Yordanov
Independent
Date Posted: December 11, 2014
Working Paper Series

Incl. Electronic Paper Ambiguous Long Run Risks
Nicole Branger and Julian Thimme
University of Muenster - Finance Center Muenster and Goethe University Frankfurt - House of Finance
Date Posted: December 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Understanding the Controversy of Liquidity Beta
Michael Frömmel and Xing Han
Ghent University - Department of Financial Economics and Ghent University - Department of Financial Economics
Date Posted: December 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi - Department of Financial Studies , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Asset Pricing and Valuation under the Real-World Probability Measure
Gabriel Frahm
Helmut Schmidt University
Date Posted: December 11, 2014
Last Revised: December 13, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Do Stock Return Factors Outperform Other Risk Factors? Evidence from a Large Cross-Section of Anomalies
Paulo F. Maio
Hanken School of Economics
Date Posted: December 10, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Jumps in Bond Yields at Known Times
FEDS Working Paper No. 2014-100
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Date Posted: December 09, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper International Financial Transmission of the Fed's Monetary Policy
International Journal of Economic Sciences and Applied Research, 7 (2): 7-49
Nikola Mirkov
Swiss National Bank
Date Posted: December 09, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Asset Pricing with Horizon-Dependent Risk Aversion
FRB of New York Staff Report No. 703
Marianne Andries , Thomas M. Eisenbach and Martin C. Schmalz
University of Toulouse 1 - Toulouse School of Economics (TSE) , Federal Reserve Bank of New York and University of Michigan, Stephen M. Ross School of Business
Date Posted: December 09, 2014
Last Revised: December 16, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Path-Dependent Multicurrency Interest Rate Derivatives
Meifang Chu
Imperial College London
Date Posted: December 09, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Technology Adoption, External Financing Friction, and the Cross Sectional Returns
Charles A. Dice Center Working Paper No. 2014-15, Fisher College of Business Working Paper No. 2014-03-015
Xiaoji Lin
Ohio State University (OSU) - Fisher College of Business
Date Posted: December 09, 2014
Last Revised: December 10, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper A Nonparametric Method for Term Structure Fitting with Automatic Smoothing
Higher School of Economics Research Paper No. WP BRP 39/FE/2014
Victor Lapshin and Vadim Ya. Kaushanskiy
National Research University Higher School of Economics and National Research University Higher School of Economics
Date Posted: December 09, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Replication & XVA: The Unique Counting Approach
Alexandre Antonov and Andy McClelland
Numerix and Numerix
Date Posted: December 08, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper An Extended Class of Unit Root Tests for Relative Stock Prices
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: December 08, 2014
Last Revised: December 15, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Are Retail Traders Compensated for Providing Liquidity?
CEPR Discussion Paper No. DP10285
Jean-Noel Barrot , Ron Kaniel and David Alexandre Sraer
Massachusetts Institute of Technology (MIT) , University of Rochester - Simon Business School and University of California, Berkeley
Date Posted: December 08, 2014
Working Paper Series

Incl. Electronic Paper Evidence for Weak Form Efficiency in Stock Markets: The Case of Colombo Stock Exchange
Shehan Fernando and Prabhath Jayasinghe
University of Colombo - Department of Business Economics and University of Colombo - Department of Business Economics
Date Posted: December 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Evaluating the Robustness of UK Term Structure Decompositions Using Linear Regression Methods
Bank of England Working Paper No. 518
Sheheryar Malik and Andrew Meldrum
International Monetary Fund (IMF) and University of Cambridge
Date Posted: December 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Product Variety and Asset Pricing
Florin Bidian , Ajay Subramanian and Baozhong Yang
Georgia State University - Risk Management & Insurance Department , Georgia State University and Georgia State University - Robinson College of Business
Date Posted: December 07, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Presence and Sources of Contrarian and Momentum Profits in Bangladesh Stock Market Returns
Shah Saeed Hassan Chowdhury , Rashida Sharmin and Arifur Rahman
Prince Mohammad Bin Fahd University , Prince Mohammad Bin Fahd University and Rajshahi University
Date Posted: December 07, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Roughing Up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns
Tim Bollerslev , Sophia Zhengzi Li and Viktor Todorov
Duke University - Finance , Department of Finance, Broad College of Business, Michigan State University and Northwestern University
Date Posted: December 06, 2014
Working Paper Series
141 downloads

Incl. Electronic Paper Economic Uncertainty and Commodity Futures Volatility
Sumudu W. Watugala
University of Oxford - Said Business School
Date Posted: December 05, 2014
Last Revised: December 10, 2014
Working Paper Series
53 downloads

Incl. Electronic Paper Model Disagreement and Real Bonds
Paul Whelan
Imperial College Business School
Date Posted: December 05, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Dealer Networks
FEDS Working Paper No. 2014-95
Dan Li and Norman Schürhoff
Board of Governors of the Federal Reserve System (FRB) and University of Lausanne
Date Posted: December 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper The Effect of Listing Switches from a Growth Market to a Main Board: An Alternative Perspective
Jong-Ho Park , Ki Beom Binh and Kyong Shik Eom
Sunchon University , Myongji University and University of Seoul, College of Business Administration
Date Posted: December 05, 2014
Last Revised: December 14, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Delisted Stocks and Momentum: Evidence from a New Australian Dataset
Australian Journal of Management, Forthcoming
Thanh D. Huynh and Daniel R. Smith
Auckland University of Technology - Department of Finance and Queensland University of Technology - School of Economics and Finance
Date Posted: December 05, 2014
Accepted Paper Series
18 downloads

Incl. Electronic Paper An Options Pricing Approach to Ramping Rate Restrictions at Hydro Power Plants
Shilei Niu and Margaret C. Insley
University of Waterloo - Department of Economics and University of Waterloo - Department of Economics
Date Posted: December 05, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Heterogeneity in Decentralized Asset Markets
Swiss Finance Institute Research Paper No. 14-67
Julien Hugonnier , Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne , Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Date Posted: December 05, 2014
Last Revised: December 06, 2014
Working Paper Series
8 downloads


 

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