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Full Text Papers: 563,687
Authors: 310,241
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91,673
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SSRN eLibrary Search Results
JEL Code: G1
18,132,498 Total downloads
Showing Papers 121 - 170 of 48,301
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1 2 3 4 ... 967 | Next >
   


Incl. Electronic Paper Prudent Adjustments
Claudio Albanese and Mark Syrkin
Global Valuation and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: May 26, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy
Mei Choi Chiu , Chi Seng Pun and Hoi Ying Wong
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics , The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Resolution of Degeneracy in Merton's Portfolio Problem
Chi Seng Pun and Hoi Ying Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Date Posted: May 26, 2016
Working Paper Series

Incl. Electronic Paper Characteristics of Long-Run Return and Risk: A Unified Performance Metric
Journal of Real Estate Research, Forthcoming
Ping Cheng , Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance , Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Date Posted: May 25, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Risk Perceptions and International Stock Market Liquidity
Rui Ma , Hamish D. Anderson and Ben R. Marshall
Massey University - School of Economics and Finance , Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Date Posted: May 25, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Asset Pricing and Macroeconomic Hedge Portfolios
Maximilian Renz and Olaf Stotz
Frankfurt School of Finance & Management gemeinnützige GmbH and Frankfurt School of Finance and Management
Date Posted: May 25, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Trading VIX Futures Under Mean Reversion with Regime Switching
Jiao Li
Columbia University
Date Posted: May 25, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Empirical Recovery Hansen-Scheinkman Factorization and Ross Recovery from High Frequency Option Prices
Fabio Massacci , Julian M. Williams and Yang Zhang
Università degli Studi di Trento , Durham Business School and Durham Business School
Date Posted: May 25, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Liquidity, Information Aggregation, and Market-Based Pay in an Efficient Market
Riccardo Calcagno and Florian Heider
EMLYON Business School and European Central Bank (ECB)
Date Posted: May 25, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Which Measure of Aggregate Implied Cost of Capital Predicts Equity Market Returns?
Ian A. Cooper and Arkodipta Sarkar
London Business School and London Business School, Department of Finance, Students
Date Posted: May 24, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper The Federal Structure of Financial Supervision: A Story of Information-Flow
Stanford Journal of Law, Business, and Finance, Forthcoming
Hadar Yoana Jabotinsky

Date Posted: May 24, 2016
Accepted Paper Series
15 downloads

Incl. Electronic Paper Flicking the Switch: How Fee and Return Disclosures Drive Retirement Plan Choice
Hazel Bateman , Loretti Dobrescu , Ben Newell , Andreas Ortmann and Susan Thorp
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation , University of New South Wales, School of Economics , University of New South Wales (UNSW) , UNSW Australia Business School, School of Economics and University of Sydney Business School
Date Posted: May 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Information Asymmetry of Corporate Korean World: (Bid-Ask Spread)
Ndayishimiye Alexis and Tasoh Martin Toh
Daegu University and University of Buea - Finance
Date Posted: May 24, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Subprime Borrowers, Securitization and the Transmission of Business Cycles
Riksbank Research Paper Series No. 141, Sveriges Riksbank Working Paper Series No. 317
Anna Grodecka
Sveriges Riksbank
Date Posted: May 24, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Government Debt and the Returns to Innovation
Fisher College of Business Working Paper No. 2016-03-10, Charles A. Dice Center Working Paper No. 2016-10
Mariano Massimiliano Croce , Thien Tung Nguyen , Steve McGregor Raymond and Lukas Schmid
University of North Carolina Kenan-Flagler Business School , Ohio State University (OSU) - Department of Finance , University of North Carolina (UNC) at Chapel Hill - Department of Economics and Duke University - The Fuqua School of Business
Date Posted: May 24, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Do We Need a Stable Funding Ratio? Banks’ Funding in the Global Financial Crisis
Bank of England Working Paper No. 602
Antoine Lallour and Hitoshi Mio
Bank of England and Bank of Japan
Date Posted: May 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Hedging Equity Stock Index Portfolios with Stock Index Futures on the IBEX 35
Javier Sánchez-Verdasco
Independent
Date Posted: May 24, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper A Mean-Variance Benchmark for Household Portfolios Over the Life Cycle
Claus Munk
Copenhagen Business School
Date Posted: May 24, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Institutional Restrictions on Stock Issuance and Buyback and the Asset Growth Effect
Alan Guoming Huang and Kevin Jialin Sun
University of Waterloo and St. John's University
Date Posted: May 24, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper An Econometric Analysis to Test the Causal Link between Foreign Institutional Investors and Indian Stock Market
Tripura C.U. Sundari and Rifash Shareef
Pondicherry University and Independent
Date Posted: May 24, 2016
Accepted Paper Series
1 downloads

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
19 downloads

Incl. Electronic Paper Debt, Recovery Rates and the Greek Dilemma
Saïd Business School WP 2016-15,
Charles Goodhart , Udara Peiris and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Financial Markets Group , University of Oxford - Said Business School and St. Edmund Hall
Date Posted: May 23, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Impact of the Financial Crisis on the Long-Range Memory of European Corporate Bond and Stock Markets
Emprica, Journal of Applied Economics and Economic Policy, 2016
Lisana B. Martinez , M. Belén Guercio , Aurelio F. Bariviera and Antonio Terceño
National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) , Independent , Universitat Rovira i Virgili - Department of Business and Universitat Rovira i Virgili - Department of Business
Date Posted: May 23, 2016
Accepted Paper Series
4 downloads

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
Last Revised: May 24, 2016
Working Paper Series
11 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
65 downloads

Incl. Electronic Paper What Can We Learn from Credit Markets?
Proceedings of the 93rd Annual Meeting of the American Law Institute, Washington, D.C.
Michael Simkovic
Seton Hall Law School
Date Posted: May 23, 2016
Accepted Paper Series
23 downloads

Incl. Electronic Paper Exposure to Bankers: Networks and Stock Market Participation
Arian C.T. Borgers and Louis Raes
Maastricht University and Tilburg University
Date Posted: May 23, 2016
Working Paper Series
1 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
3 downloads

Incl. Electronic Paper Evaluating the Euro CAC Experiment of 2013
Elena Carletti , Paolo Colla and G. Mitu Gulati
Bocconi University - Department of Finance , Duke University School of Law
Date Posted: May 23, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Pathogen, Scapegoat, or a Miracle Drug? Short Selling and Stock Price Crash Risk
Xiaohu Deng , Lei Gao and Jeong-Bon Kim
University of Memphis , Iowa State University and University of Waterloo
Date Posted: May 23, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Abnormal Trading Behavior of Specific Types of Institutional Shareholders Before Firm Bankruptcy and Its Ramifications for Firm Bankruptcy Prediction
Christine Cheng and William J. Moser
Louisiana State University and Miami University
Date Posted: May 23, 2016
Last Revised: May 24, 2016
Working Paper Series
16 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 23, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Global Depositary Receipt (GDR) Conversion in Egypt and USD/EGP FX Rate
Mohamed Tarek Wagdy , Mostafa Farag Senger Sr., Ahmed Mohamed Bassuni and Saeed Rashed Al Muqbaly
Cairo University , Independent , Faculty of Commerce - Cairo University and Independent
Date Posted: May 23, 2016
Last Revised: May 24, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper The Procyclicality of Loan Loss Provisions in Islamic Banks
Wahyoe Soedarmono , Sigid Eko Pramono and Amine Tarazi
Independent , Bank Indonesia and Universite de Limoges, LAPE
Date Posted: May 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Loan Loss Provisions and Bank Lending Behavior: Do Information Sharing and Borrowers’ Legal Rights Matter?
Wahyoe Soedarmono , Amine Tarazi , Agusman Agusman , Gary S. Monroe and Dominic Gasbarro
Independent , Universite de Limoges, LAPE , Bank Indonesia , University of New South Wales (UNSW) - Australian School of Business and Murdoch University
Date Posted: May 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Why CDOs Work
J. Gregory, 2014, "Why CDOs Work", Risk, May.
Jon Gregory
Independent
Date Posted: May 22, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Debt Restructurings and the Trust Indenture Act
Harald Halbhuber
Shearman & Sterling LLP
Date Posted: May 22, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Option Pricing Model: Comparing Louis Bachelier with Black-Scholes Merton
Ian A Thomson
Independent
Date Posted: May 22, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Trading in Fragmented Markets
Markus Baldauf and Joshua Mollner
University of British Columbia (UBC) - Division of Finance and Microsoft Corporation - Microsoft Research New England
Date Posted: May 22, 2016
Working Paper Series
17 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
4 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
10 downloads

A Risk-Taking Perspective of Corporate Governance: Does Corporate Governance Has a Differential Effect on Downside and Upside Risk?
Searat Ali , Benjamin Liu and J.J. Su
Griffith University, Griffith Business School, Department of Accounting, Finance and Economics, Students , Griffith University - Department of Accounting, Finance and Economics and Griffith University
Date Posted: May 22, 2016
Working Paper Series

Incl. Electronic Paper Online Appendix: Portfolio Selection with Transaction Costs and Jump Diffusion Asset Dynamics I and II
Michal Czerwonko and Stylianos Perrakis
Concordia University and Concordia University, Quebec - John Molson School of Business
Date Posted: May 22, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Accounting Quality and Credit Ratings’ Ability to Measure Default Risk
Michael V. Chin
Rutgers University
Date Posted: May 22, 2016
Working Paper Series
20 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
45 downloads

Incl. Electronic Paper Corwin-Schultz Bid-Ask Spread Estimator in the Brazilian Stock Market
BAR, Rio de Janeiro, v. 13, n. 1, art. 5, pp. 76-97, January/March 2016
Alexandre Ripamonti
University of São Paulo USP
Date Posted: May 21, 2016
Accepted Paper Series
3 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
6 downloads

Incl. Electronic Paper An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
Journal of Economics Library, Vol 3, No 2, June 2016, Forthcoming
Jaydip Sen and Tamal Datta Chaudhuri
Calcutta Business School and Calcutta Business School
Date Posted: May 21, 2016
Accepted Paper Series
17 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
56 downloads


 

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