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Abstracts: 618,562
Full Text Papers: 515,015
Authors: 285,782
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  Last 12 months:
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Last 30 days: 813,168

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94,292
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SSRN eLibrary Search Results
JEL Code: G1
16,529,306 Total downloads
Showing Papers 12,861 - 12,910 of 45,182
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Incl. Electronic Paper Sovereign Bond Purchases and Risk-Sharing Arrangements – Implications for Monetary Policy
CASE Research Paper No. 478
Monika Blaszkiewicz
Bank of Finland - Institute for Economies in Transition (BOFIT)
Date Posted: July 31, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Multivariate Model of Strategic Asset Allocation with Longevity Risk
Netspar Discussion Paper No. 05/2015-012
Emilio Bisetti , Carlo A. Favero , Giacomo Nocera and Claudio Tebaldi
Carnegie Mellon University - David A. Tepper School of Business , Bocconi University - Department of Finance , Audencia Nantes School of Management and Bocconi University, IGIER and CAREFIN
Date Posted: July 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Non-Traditional Risk Sources and Financial System Resilience
Duisenberg Strategy Series No. 201501
Bernd Jan Sikken and Tim Drost
Duisenberg school of finance and Duisenberg school of finance
Date Posted: July 30, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Latent Jump Diffusion Factor Estimation for Commodity Futures
M. A. H. Dempster , Elena Medova and Ke Tang
University of Cambridge - Centre for Financial Research , University of Cambridge - Centre for Financial Research and Tsinghua University - School of Economics & Management
Date Posted: July 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Price Drift Before U.S. Macroeconomic News: Private Information About Public Announcements?
Alexander Kurov , Alessio Sancetta , Georg Strasser and Marketa Halova Wolfe
West Virginia University - College of Business & Economics , University of London, Royal Holloway College - Department of Economics , Boston College and Washington State University - School of Economic Sciences
Date Posted: July 30, 2015
Working Paper Series
5 downloads

Testing the Transparency Implications of Mandatory IFRS Adoption: The Spread/Maturity Relation of Credit Default Swaps
Management Science, Forthcoming
Gauri Bhat , Jeffrey L. Callen and Dan Segal
Southern Methodist University (SMU) , University of Toronto - Rotman School of Management and Interdisciplinary Center (IDC) Herzliyah
Date Posted: July 30, 2015
Accepted Paper Series

Incl. Electronic Paper Accounting-Based Downside Risk, Cost of Capital, and the Macroeconomy
Yaniv Konchitchki , Yan Luo , Mary L. Z. Ma and Feng Wu
University of California, Berkeley - Haas School of Business , Fudan University , York University and Independent
Date Posted: July 30, 2015
Working Paper Series
62 downloads

Incl. Electronic Paper The Rescue of Fannie Mae and Freddie Mac
FRB Atlanta Working Paper No. FEDAWP2015-02
W. Scott Frame , Andreas Fuster , Joseph S. Tracy and James I. Vickery
Federal Reserve Bank of Atlanta , Federal Reserve Banks - Federal Reserve Bank of New York , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: July 30, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper New Evidence on Whether Gold Mining Stocks Are More Like Gold or Like Stocks
Alternative Investment Analyst Review, Forthcoming
Mark A. Johnson and Douglas J. Lamdin
Loyola University Maryland and University of Maryland, Baltimore County - Department of Economics
Date Posted: July 29, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Why Do Different Short-Sellers Pay Different Loan Fees? A Market-Wide Analysis
Fernando Chague , Rodrigo De-Losso , Alan De Genaro and Bruno Giovannetti
University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Date Posted: July 29, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Common Factors, Order Flows, and Exchange Rate Dynamics
Valère Fourel , Dagfinn Rime , Lucio Sarno , Maik Schmeling and Adrien Verdelhan
Banque de France , BI Norwegian Business School , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 29, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Hedge Fund Industry Since the Global Economic Crisis of 2007-2009. Have Global Hedge Funds Put Their Money Where Their Mouth is?
Piotr Wisniewski
Warsaw School of Economics - Corporate Finance Unit, Institute of Finance, College of Management and Finance
Date Posted: July 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Asset Pricing with Extreme Liquidity Risk
Ying Wu
Cornell University - Department of Economics
Date Posted: July 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Expected Returns Independent Allocations
Gabriele Susinno
Financial Advisory Services
Date Posted: July 29, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Valuation of Social Media Public Companies: There Is a Method to This Madness!
Piotr Wisniewski
Warsaw School of Economics - Corporate Finance Unit, Institute of Finance, College of Management and Finance
Date Posted: July 29, 2015
Last Revised: July 30, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Do Cross-Border and Domestic Bidding Firms Perform Differently? New Evidence from Continental Europe and the UK
Miroslav Iordanov Mateev and Kristiyan Andonov
American University in Bulgaria - Business and Economics Department and Protrade Mega Group Ltd.
Date Posted: July 29, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Hedge Funds: A Dynamic Industry in Transition
Peter Lee , Andrew W. Lo and Mila Getmansky Sherman
AlphaSimplex Group, LLC , Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Date Posted: July 29, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper The Impacts of the Market-Wide Cost of Capital on Aggregate Earnings-Returns Relation - Evidence from Japan
Yuto Yoshinaga
Hitotsubashi University, Graduate School of Commerce and Management, Students
Date Posted: July 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Can Retail Investor Attention Enhance Market Efficiency? Insights from Search Engine Data
Konstantin Storms , Julia Kapraun and Markus Rudolf
WHU - Otto Beisheim School of Management , WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Date Posted: July 29, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Information Content of R&D Reductions
Journal of Empirical Finance, Forthcoming
Konan Chan , Yueh-hsiang Lin and Yanzhi Wang
National Chengchi University (NCCU) , National Taipei College of Business and National Taiwan University - Department of Finance
Date Posted: July 29, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Least Squares Estimation of Large Dimensional Threshold Factor Models
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: July 29, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Misspecified Recovery
Jaroslav Borovička , Lars Peter Hansen and Jose A. Scheinkman
New York University (NYU) - Department of Economics , University of Chicago - Department of Economics and Columbia University
Date Posted: July 28, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Marx's Theory of Money and 21st-Century Macrodynamics
Levy Economics Institute, Working Papers Series Paper No. 841
Tai Young-Taft
Bard College - The Levy Economics Institute
Date Posted: July 28, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Art Market: What Do We Know About Returns?
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 28, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Influence of Political Bias in State Pension Funds
Journal of Financial Economics (JFE), Forthcoming
Daniel J. Bradley , Christos Pantzalis and Xiaojing Yuan
University of South Florida , University of South Florida and University of Massachusetts Lowell - Department of Finance
Date Posted: July 28, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper What Is the Value of Sell-Side Analysts? Evidence from Coverage Changes
Kevin K. Li and Haifeng You
University of California, Riverside (UCR) - UCR School of Business Administration (SoBA) and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Date Posted: July 28, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Lottery-Related Anomalies: The Role of Reference-Dependent Preferences
Li An , Huijun Wang , Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance , University of Delaware , Dallas Fed and University of Minnesota
Date Posted: July 28, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Internet Appendix for 'Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk'
Journal of Finance, Forthcoming
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: July 28, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Booms, Busts and Behavioural Heterogeneity in Stock Prices
Tinbergen Institute Discussion Paper 15-088/II
Cars H. Hommes and Daan Laurens in 't Veld
University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Department of Quantitative Economics, CeNDEF
Date Posted: July 28, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Short Sales Constraints and the Diversification Puzzle
Adam V. Reed , Pedro A. C. Saffi and Edward Dickersin Van Wesep
University of North Carolina Kenan-Flagler Business School , University of Cambridge - Judge Business School and University of Colorado at Boulder - Department of Finance
Date Posted: July 28, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Falling into Traps? Patent Thickets and Stock Returns
Po-Hsuan Hsu , Hsiao-Hui Lee and Tong Zhou
University of Hong Kong , University of Hong Kong and The University of Hong Kong
Date Posted: July 28, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Costs of Foreign Capital Flows in Emerging Market Economies: Unexpected Economic Growth and Increased Financial Market Volatility
Bank of Korea WP 2015-21
Kyoungsoo Yoon and Jayoung Kim
The Bank of Korea and Bank of Korea
Date Posted: July 28, 2015
Last Revised: July 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Is Corporate Fraud Risk Correctly Priced by the Market?
Lena Jaroszek , Alexandra Niessen-Ruenzi and Stefan Ruenzi
Centre for European Economic Research (ZEW) , University of Mannheim - Department of Finance and University of Mannheim - Department of International Finance
Date Posted: July 28, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper An Improved Pairs Trading Strategy Based on Switching Regime Volatility
Marco Bee and Giulio Gatti
University of Trento - Department of Economics and Management and University of Trento - Department of Economics and Management
Date Posted: July 27, 2015
Working Paper Series
107 downloads

Incl. Electronic Paper Do Managers Mimic Rivals’ Forecast Innovations? Evidence from Japan
Akihiro Yamada
Faculty of Commerce, Chuo University
Date Posted: July 27, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Changes in Funding Patterns by Latin American Banking Systems: How Large? How Risky?
Banco de Espana Working Paper No. 1521
Liliana Rojas-Suarez and Jose Maria Serena
Center for Global Development and Bank of Spain
Date Posted: July 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio , Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science , University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Does Fama-French Three Factor Model Outweigh the CAPM Model? Evidence from the Dhaka Stock Exchange
Mohammad Abu Sayeed , Mahfuza Khatun and Biplob Chowdhury
Jahangirnagar University , Jahangirnagar University and University of Tasmania
Date Posted: July 27, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Analyzing Equilibrium in Incomplete Markets with Model Uncertainty
Daisuke Yoshikawa
Hokkai-Gakuen University
Date Posted: July 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Impact Investment as a New Investment Class
Michał Falkowski and Piotr Wisniewski
Excelian Limited and Warsaw School of Economics - Corporate Finance Unit, Institute of Finance, College of Management and Finance
Date Posted: July 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Euro Crisis and Contagion Among Central and Eastern European Currencies: Recommendations for Avoiding Lending in a Safe Haven Currency Such as CHF
PRAGUE ECONOMIC PAPERS 24:(4) pp. 1-21, 2015
Gábor Dávid Kiss and Tamás Schuszter
University of Szeged - Faculty of Economics and Business Administration and University of Szeged - Faculty of Economics and Business Administration
Date Posted: July 27, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of Assessment
Aryo Sasongko , Cynthia Afriani , buddi wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , University of Indonesia (UI) - Management and Universitas Indonesia, Graduate School of Management
Date Posted: July 27, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper How to Predict the Consequences of a Tick Value Change? Evidence from the Tokyo Stock Exchange Pilot Program
Weibing Huang , Charles-Albert Lehalle and Mathieu Rosenbaum
University of Paris 6 Pierre et Marie Curie - Laboratoire de Probabilités et Modèles Aléatoires , Capital Fund Management and Université Paris VI Pierre et Marie Curie
Date Posted: July 27, 2015
Last Revised: July 28, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper The Consolidation Trap: Empirical Evidence from Differences in Earnings Management Incentives and Practices in Brazil
Advances in Scientific and Applied Accounting. São Paulo, v.6, n.2, p. 137-155, 2013,
Jose Elias Feres de Almeida , Guillermo Oscar Braunbeck , Fernanda Furuta and Nelson Carvalho
Federal University of Espirito Santo (UFES) , University of São Paulo , Insper Institute of Education and Research and University of Sao Paulo (USP)
Date Posted: July 27, 2015
Accepted Paper Series
5 downloads

Interest Rate Curve Interpolations and Their Assessment Via Hedge Simulations
Christian P. Fries and Christoph Plum
LMU Munich, Department of Mathematics and Ludwig Maximilian University of Munich - Department of Mathematics
Date Posted: July 26, 2015
Working Paper Series

Incl. Electronic Paper Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model
Marco Giacoletti , Kristoffer Laursen and Kenneth J. Singleton
Stanford Graduate School of Business , Stanford Graduate School of Business and Stanford University - Graduate School of Business
Date Posted: July 26, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper The Effect of Firm Cash Holdings on Monetary Policy
Bernardino Adao and Andre C. Silva
Bank of Portugal - Research Department and Universidade Nova de Lisboa
Date Posted: July 26, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Making the Most of Good Times: Shareholder Rights and Performance Revisited
Tara Bhandari
U. S. Securities and Exchange Commission
Date Posted: July 26, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Differences of Opinion and Stock Prices: Evidence from Spin-Offs and Mergers
Tara Bhandari
U. S. Securities and Exchange Commission
Date Posted: July 26, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper A Simulation-Based Methodology for Evaluating Hedge Fund Investments
Marat Molyboga and Christophe L'Ahelec
Efficient Capital Management, LLC and Ontario Teachers' Pension Plan (OTPP)
Date Posted: July 26, 2015
Working Paper Series
318 downloads


 

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