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Abstracts: 688,398
Full Text Papers: 577,974
Authors: 316,861
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  Last 12 months:
67,532

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To date: 102,175,422
Last 12 months: 13,024,858
Last 30 days: 906,028

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Total References: 9,074,189
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SSRN eLibrary Search Results
JEL Code: G12
8,320,207 Total downloads
Showing Papers 12,601 - 12,650 of 18,097
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1 2 3 4 ... 362 | Next >
   

Incl. Electronic Paper Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks
Myeong Hyeon Kim and Lingxia Sun
Korea Housing & Urban Guarantee Corporation and Business School of Nankai University
Date Posted: August 23, 2016
Working Paper Series
1 downloads

The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
Jacob Boudoukh, Jordan Brooks, Matthew P. Richardson and Zhikai Xu
Interdisciplinary Center (IDC) Herzliyah - Arison School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Date Posted: August 23, 2016
Working Paper Series

Incl. Electronic Paper What Goes into Risk Neutral Volatility? Empirical Estimates of Risk and Subjective Risk Preferences
Stephen Figlewski
New York University - Stern School of Business
Date Posted: August 23, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Derivatives Valuation Based on Arbitrage: The Trade Is Crucial
Proceedings of China Derivatives Markets Conference 2016
Stephen Figlewski
New York University - Stern School of Business
Date Posted: August 23, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds
FEDS Working Paper No. 2016-069
Mark Carey and Michael B. Gordy
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section and Board of Governors of the Federal Reserve
Date Posted: August 23, 2016
Working Paper Series

Incl. Electronic Paper The Rank Effect for Commodities
FRB of Dallas Working Paper No. 1607
Ricardo T. Fernholz and Christoffer Koch
Claremont Colleges - Claremont McKenna College and Federal Reserve Bank of Dallas
Date Posted: August 23, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Pricing of Catastrophe Risk and the Implied Volatility Smile
University of St.Gallen, School of Finance Research Paper No. 2016/17
Semir Ben Ammar
University of St. Gallen
Date Posted: August 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Are Incentive Stock Options Signaling Better Corporate Governance? - An Evidence from Equity Carve-Outs
Biljana Seistrajkova
Swiss Finance Institute
Date Posted: August 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Is Corporate Tweeting Informative or is it Just Hype? Evidence from the SEC Social Media Regulation
M. Al Guindy
Queen's School of Business
Date Posted: August 23, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Evidence About Bubble Mechanisms: Precipitating Event, Feedback Trading, and Social Contagion
Neil D. Pearson, Zhishu Yang and Qi Zhang
University of Illinois at Urbana-Champaign - Department of Finance, Tsinghua University - School of Economics & Management and Durham University
Date Posted: August 23, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Leveraged Buyouts and Credit Spreads
Yael Eisenthal-Berkovitz, Peter Feldhütter and Vikrant Vig
Columbia University - Columbia Business School, London Business School and London Business School
Date Posted: August 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Option-Based Pricing of Wrong Way Risk for CVA
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Scotiabank
Date Posted: August 23, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Variance Risk in Aggregate Stock Returns and the Return Predictability
Sungjune Pyun
Marshall School of Business, University of Southern California
Date Posted: August 23, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Cointegration and Relative Value Arbitrage
Binh Huu Do and Robert W. Faff
Monash University and University of Queensland
Date Posted: August 22, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper What Drives Informed Trading Before Public Releases? Evidence from Natural Gas Inventory Announcements
Chen Gu and Alexander Kurov
West Virginia University, College of Business & Economics, Department of Finance, Students and West Virginia University - College of Business & Economics
Date Posted: August 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper The CAPM Lives for Expected Returns
Wei Liu, James W. Kolari and Seppo Pynnonen
Texas A&M University - Department of Finance, Texas A&M University, Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Date Posted: August 21, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper What's Trending? The Performance and Motivations for Mutual Fund Startups
Jason T. Greene and Jeffrey R. Stark
Southern Illinois University and Bridgewater State University
Date Posted: August 21, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper The Selective Enforcement of Government Regulation: Battleground States and the EPA
Huseyin Gulen and Brett W. Myers
Purdue University - Krannert School of Management and Texas Tech, Rawls College of Business
Date Posted: August 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper What Drives Aggregate Investment: Investor Sentiment or Time-Varying Equity Premium?
Hui Guo and Buhui Qiu
University of Cincinnati - Department of Finance - Real Estate and University of Sydney Business School
Date Posted: August 21, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
Woraphon Wattanatorn, Chaiyuth Padungsaksawasdi, Pornchai Chunhachinda and Sarayut Nathaphan
PTT Public Company Limited, Thammasat Business School, Thammasat University and Mahidol University International College (MUIC)
Date Posted: August 20, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Valuation Uncertainty, Market Sentiment and the Informativeness of Institutional Trades
Journal of Banking and Finance, Forthcoming
Lisa Yang, Jeremy Goh and Chiraphol Chiyachatana
Montana State University - Bozeman, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University
Date Posted: August 18, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds
Alessandro Gnoatto, Martino Grasselli and Eckhard Platen
Independent, University of Padova - Department of Mathematics and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 18, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper REIT Leverage and Return Performance: Keep Your Eye on the Target
Emanuela Giacomini, David C. Ling and Andy Naranjo
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 17, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Agglomeration Effects and Liquidity Gradients in Local Rental Housing Markets
Daniel Ruf
University of St. Gallen - School of Finance
Date Posted: August 16, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Non-Marketability Discount of Thin-Traded Securities
Menachem (Meni) Abudy, Hadar Binsky and Alon Raviv
Bar-Ilan University - Graduate School of Business Administration, Tel-Aviv University and Bar-Ilan University - Graduate School of Business Administration
Date Posted: August 16, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper International Real Estate Markets
Chau, K. W., Wong, S. K. & Yiu, C. Y. (2014). International Real Estate Markets. In Public Real Estate Markets and Investments, (ed. Baker, H. K. and Chinloy, P.), Oxford University Press, 37-58.
K.W. Chau, Siu Kei Wong and Chung Yim Edward Yiu
The University of Hong Kong - Ronald Coase Centre for Property Rights Research, University of Hong Kong and Chinese University of Hong Kong - Department of Geography and Resource Management
Date Posted: August 15, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper The Share of Systematic Risk in Foreign Exchange and Stock Markets
Ming Zeng
Singapore Management University - School of Economics
Date Posted: August 15, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Oil and G7 Equity Index Return Predictability: The Importance of Disentangling the Shocks Embedded in Oil Price Changes
Haibo Jiang, Georgios Skoulakis and Jinming Xue
Tulane University, University of British Columbia (UBC) - Division of Finance and University of Maryland - Department of Finance
Date Posted: August 15, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Global Variance Term Premia and Intermediary Risk Appetite
FRB of NY Staff Report No. 789
Peter Van Tassel and Erik Vogt
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: August 15, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Characteristic-Sorted Portfolios: Estimation and Inference
FRB of NY Staff Report No. 788
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell and Ernst Schaumburg
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York, University of Chicago - Booth School of Business - Econometrics and Statistics and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 15, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Trading Relationships in the OTC Market for Secured Claims: Evidence from Triparty Repos
FEDS Working Paper No. 2016-064
Song Han and Kleopatra Nikolaou
Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board of Governors
Date Posted: August 15, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Sovereign Risk and the Impact of Crisis: Evidence from Latin America
Jonathan A. Batten, Gerard L. Gannon and Kannan S. Thuraisamy
Monash University, Deakin University - School of Accounting, Economics and Finance and Deakin University - Faculty of Business and Law
Date Posted: August 15, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Unusual News Flow and the Cross-Section of Stock Returns
Turan G. Bali, Andriy Bodnaruk, Anna Scherbina and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, University of Illinois at Chicago, University of California, Davis - Graduate School of Management and Fordham University - Gabelli School of Business
Date Posted: August 12, 2016
Working Paper Series
78 downloads

Incl. Electronic Paper Gold, Platinum, and Expected Stock Returns
Darien Huang
Cornell University - Department of Finance
Date Posted: August 12, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Global Price of Risk and Stabilization Policies
FRB of NY Staff Report No. 786
Tobias Adrian, Daniel Stackman and Erik Vogt
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: August 12, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Macroeconomic Bond Risks at the Zero Lower Bound
Nicole Branger, Christian Schlag, Ivan Shaliastovich and Dongho Song
University of Muenster - Finance Center Muenster, Goethe University Frankfurt, University of Pennsylvania - Finance Department and Boston College - Department of Economics
Date Posted: August 12, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper The Consequences of Liquidity Imbalance: When Net Lenders Leave Interbank Markets
Aneta Hryckiewicz and Łukasz Kozłowski
Goethe University of Frankfurt and Kozminski University
Date Posted: August 11, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Corporate Acquisitions, Merger Imbalance, and the Expected Returns on International Equity Markets
Adam Zaremba and Przemysław Grobelny
Poznań University of Economics and Business and Poznan University of Economics
Date Posted: August 11, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Reverse Splits in International Stock Markets: Reconciling the Evidence on Long-Term Returns
Adam Zaremba, Szymon Okoń and Roman Asyngier
Poznań University of Economics and Business, Poznan University of Economics and Maria Curie-Skłodowska University
Date Posted: August 11, 2016
Last Revised: August 22, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper The Chinese Warrant Bubble: A Fundamental Analysis
Yintian Wang, Guofu Zhou and Yingzi Zhu
Tsinghua University, Washington University in St. Louis - Olin School of Business and Tsinghua University - School of Economics & Management
Date Posted: August 11, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper (Ab)Normal Returns in an Emerging Stock Market: International Investor Perspective
Paulina Roszkowska and Łukasz K. Langer
University of California, Berkeley - Haas School of Business and Warsaw School of Economics (SGH)
Date Posted: August 11, 2016
Last Revised: August 17, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Counterintuitive Investment Opportunities in the WSE. Evidence from the Field of Asset Pricing
Paulina Roszkowska and Łukasz K. Langer
University of California, Berkeley - Haas School of Business and Warsaw School of Economics (SGH)
Date Posted: August 11, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper An Experimental Study of Bond Market Pricing
Tinbergen Institute Discussion Paper 16-059/I
Matthias Weber, John Duffy and Arthur J. H. C. Schram
Bank of Lithuania, University of California, Irvine and University of Amsterdam - Faculty of Economics and Business (FEB)
Date Posted: August 10, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Estimating the Long-Run Risk Asset Pricing Model with a Two-Step Indirect Inference Approach
Joachim Grammig and Eva-Maria Küchlin
Eberhard Karls Universitaet Tübingen and Eberhard Karls Universitaet Tuebingen
Date Posted: August 10, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper On Persistence of Uncertainty Shocks
Higher School of Economics Research Paper No. WP BRP 144/EC/2016
Sergey Egiev
National Research University Higher School of Economics (Moscow)
Date Posted: August 10, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Do Demand Curves for Stocks Slope down in the Long Run?
Clark Liu and Baolian Wang
Tsinghua University - PBC School of Finance and Gabelli School of Business - Fordham University
Date Posted: August 10, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Stress Testing of Credit Risk: Case Based on Loan Portfolio, Capital Adequacy and Non Performing Loans in Kosovo
Ibish Mazreku and Fisnik Morina
University 'Haxhi Zeka' and University 'Haxhi Zeka'
Date Posted: August 10, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper An Experimental Study of Bond Market Pricing
Bank of Lithuania Working Paper No 30/2016
Matthias Weber, John Duffy and Arthur J. H. C. Schram
Bank of Lithuania - Center for Excellence in Finance and Economic Research (CEFER), University of California, Irvine and University of Amsterdam - Faculty of Economics and Business (FEB)
Date Posted: August 09, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Related Securities and the Cross-Section of Stock Return Momentum: Evidence From Credit Default Swaps (CDS)
Jongsub Lee, Andy Naranjo and Stace Sirmans
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and University of Arkansas - Department of Finance
Date Posted: August 09, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Trading Activity in the Indian Government Bond Market
FRB of NY Staff Report No. 785
Michael J. Fleming, Seema Saggar and Samita Sareen
Federal Reserve Bank of New York, Government of India - Reserve Bank of India and New York University (NYU)
Date Posted: August 09, 2016
Working Paper Series
3 downloads


 

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