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Abstracts: 653,670
Full Text Papers: 547,205
Authors: 301,592
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Last 12 months: 12,187,875
Last 30 days: 1,164,602

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SSRN eLibrary Search Results
JEL Code: G11
3,814,503 Total downloads
Showing Papers 1,301 - 1,350 of 9,927
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Incl. Electronic Paper A Simple Procedure to Incorporate Predictive Models in a Continuous Time Asset Allocation
Quantitative Finance Letters, Forthcoming
Mark Davis and Sebastien Lleo
Imperial College London and NEOMA Business School
Date Posted: February 13, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Listen to the Music – The Impact of Music on Individual Investors
Dimitrios Kostopoulos and Steffen Meyer
Leibniz Universität Hannover and Leibniz Universität Hannover
Date Posted: February 12, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Size, Book to Market Ratio and Momentum Strategies: Evidence from Istanbul Stock Exchange
International Journal of Economic Perspectives, 2013, 7(3), 28-33.
Ersan Ersoy and Ulaş Ünlü
Nevsehir University and Nevsehir University
Date Posted: February 12, 2016
Accepted Paper Series
15 downloads

Funding Liquidity Shocks in a Natural Experiment: Evidence from the CDS Big Bang
Xingjie Wang , Yangru Wu , Hongjun Yan and Zhaodong Zhong
Rutgers, The State University of New Jersey - Rutgers Business School , Rutgers University, Newark - School of Business - Department of Finance & Economics , Rutgers, The State University of New Jersey - Rutgers Business School and Rutgers University
Date Posted: February 12, 2016
Working Paper Series

Incl. Electronic Paper Investor Heterogeneity, Sentiment, and Skewness Preference in Options Market
Aristogenis Lazos , Jerry Coakley and Xiaoquan Liu
University of Essex , University of Essex - Essex Business School and University of Nottingham Ningbo
Date Posted: February 12, 2016
Working Paper Series
6 downloads

The Effect of Dividend Policy on Investment Decisions of Individual Investors
Suleyman Demirel University The Journal of Faculty of Economics and Administrative Sciences, 2015, 20(2), 397-411.
Ersan Ersoy and İsmail Bekci
Nevsehir University and Independent
Date Posted: February 12, 2016
Accepted Paper Series

Incl. Electronic Paper Comovement or Safe Haven? The Effect of Corruption on the Market Risk of Sovereign Bonds of Emerging Economies During Financial Crises
Michal Paserman
Graduate Institute of International and Development Studies (IHEID)
Date Posted: February 12, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Adaptive Investment Strategies During Financial Crises and the Role of Corruption: An Experiment with Financial Professionals
Michal Paserman
Graduate Institute of International and Development Studies (IHEID)
Date Posted: February 12, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Market Closure and Short-Term Reversal
Pasquale Della Corte , Robert Kosowski and Tianyu Wang
Imperial College London , Imperial College Business School and Imperial College Business School
Date Posted: February 11, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Understanding Dynamic Mean Variance Asset Allocation
Abraham Lioui and Patrice Poncet
EDHEC Business School and ESSEC Business School
Date Posted: February 11, 2016
Working Paper Series
24 downloads

Limits to Mutual Funds' Ability to Rely on Mean/Variance Optimization
Journal of Empirical Finance, Forthcoming
Iordanis Karagiannidis and Nadia Vozlyublennaia
The Citadel and Securities and Exchange Commission (SEC)
Date Posted: February 11, 2016
Accepted Paper Series

Incl. Electronic Paper Asset Pricing Models in China Stock Market
Liu Tianshu and Jae-Seung Baek
Hankuk University of Foreign Studies and Hankuk University of Foreign Studies - Department of International Business
Date Posted: February 11, 2016
Working Paper Series
5 downloads

Posterior Inference for Portfolio Weights
Christoph Frey , Winfried Pohlmeier and Stefan Voigt
University of Konstanz , University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) and WU Wien
Date Posted: February 10, 2016
Working Paper Series

Bayesian Regularization of Portfolio Weights
Christoph Frey and Winfried Pohlmeier
University of Konstanz and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: February 10, 2016
Working Paper Series

Incl. Electronic Paper The Value of Low Volatility
Journal of Portfolio Management, Forthcoming
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: February 10, 2016
Working Paper Series
59 downloads

Incl. Electronic Paper Birds of a Feather – Do Hedge Fund Managers Flock Together?
Marc Gerritzen , Jens Carsten Jackwerth and Alberto Plazzi
University of Konstanz - Department of Economics and University of Lugano - Institute of Finance
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Demand for Diversification in Incomplete Markets
Rajnish Mehra , Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics , Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Date Posted: February 10, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Portfolio Selection with and without Risk-Free Asset
Raymond Kan , Xiaolu Wang and Guofu Zhou
University of Toronto - Rotman School of Management , Iowa State University and Washington University in St. Louis - Olin School of Business
Date Posted: February 10, 2016
Last Revised: February 11, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Moderation by Extremes: Biases in Reward Perceptions Drive Compromise Effects in Financial Bundles
Peggy Liu , Cait Poynor Lamberton and Kelly Haws
Duke University - Marketing , University of Pittsburgh - Katz Graduate School of Business and Vanderbilt University – Marketing
Date Posted: February 10, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Impact of Dividend Payments on Stock Returns
Joakim Kvamvold and Snorre Lindset
Norwegian University of Science and Technology (NTNU) - Department of Economics and Norwegian University of Science and Technology (NTNU)
Date Posted: February 09, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Who is More Averse to Random Processes?
Sudhir A. Shah
Delhi School of Economics, University of Delhi
Date Posted: February 08, 2016
Working Paper Series
5 downloads

Asset Allocation and Stock Selection: Evidence from Static and Dynamic Strategies in Turkish Markets
Iktisat Isletme ve Finans, 29 (344), p.73-94
Tolgahan Yilmaz and Sema Dube
Independent and Yeditepe University
Date Posted: February 08, 2016
Accepted Paper Series

Incl. Electronic Paper A Conditional Equity Risk Model for Regulatory Assessment
Anthony Floryszczak , Jacques Lévy Véhel and Mohamed Majri
SMABTP , Regularity Team Inria Saclay and SMABTP
Date Posted: February 08, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Long Term ADR Performance: How Do Regional Issues Listed on the NYSE Compare to US and Regional Index Returns?
The International Journal of Business and Finance Research, v. 9 (3) p. 45-58
Mark Schaub and Todd A. Brown
Stephen F. Austin State University and Stephen F. Austin State University
Date Posted: February 08, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Portfolio Turnover Activity and Mutual Fund Performance
Claudia Champagne , Aymen Karoui and Saurin Patel
Université de Sherbrooke , University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and Richard Ivey School of Business, University of Western Ontario
Date Posted: February 08, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper On the Importance of Time Variability in Higher Moments for Asset Allocation
Journal of Financial Econometrics, 2012, Vol. 10(1), 84-123
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 07, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Impact of Crude Oil Price and Exchange Rate on Performance of Indian Stock Market
Asian Journal of Research in Banking and Finance Vol. 6, No. 2, February 2016, pp. 17-29
Saurabh Singh and Ritika Kapil
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University, Students
Date Posted: February 06, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Disparity in Wealth Accumulation: A Financial Market Approach
Raphaele Chappe and Willi Semmler Sr.
The New School for Social Research, Students and The New School - Department of Economics
Date Posted: February 05, 2016
Last Revised: February 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Note on Stochastic Dominance Criteria for Mixture Distributions
Markus Haas
University of Kiel - Faculty of Economics and Social Sciences
Date Posted: February 04, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Alternative Beta Strategies
Frank Benham , Roberto Jose Obregon , Edmund Walsh and Timur Yontar
Meketa Investment Group , Meketa Investment Group , Meketa Investment Group and Meketa Investment Group
Date Posted: February 04, 2016
Working Paper Series
70 downloads

Incl. Electronic Paper Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions
Journal of Corporate Finance, Forthcoming, Charles A. Dice Working Paper No. 2016-3, Fisher College of Business Working Paper No. 2016-03-03
Bernadette A. Minton and Catherine M. Schrand
Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department
Date Posted: February 04, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Emerging Markets and International Portfolio Optimization
International Journal of Management Sciences and Business Research, Volume 3, Issue 7
Farhat Khaoula and Slaheddine Hallara
Independent and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Date Posted: February 04, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper A Theory of Markovian Time Inconsistent Stochastic Control in Continuous Time
Tomas Bjork , Mariana Khapko and Agatha Murgoci
Stockholm School of Economics - Swedish House of Finance , Swedish House of Finance and University of Aarhus - School of Business and Social Sciences
Date Posted: February 04, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Lame Duck Presidency and Stock Returns
Youngsoo Kim and Jung Chul Park
University of Regina and University of South Florida
Date Posted: February 03, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Mark-to-Market Reinsurance and Portfolio Selection: Implications for Information Quality
Bong-Gyu Jang , Kyeong Tae Kim and Hyun-Tak Lee
Pohang University of Science and Technology (POSTECH) , POSTECH and Pohang University of Science and Technology (POSTECH)
Date Posted: February 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Verdeel en beheers: een slimme manier van indexbeleggen in aandelen (Divide and Manage: A Smart Approach to Non-Market Cap Equity Index Strategies)
Philip A. Stork and Philip Menco
VU University Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: February 03, 2016
Working Paper Series
5 downloads

Creating Value Through Corporate Venture Capital Programs: The Choice between Internal and External Fund Structures
Asel, P., Park, H. D., and Velamuri, S. R. 2015. Creating Value Through Corporate Venture Capital Programs: The Choice Between Internal and External Fund Structures, Journal of Private Equity, 19(1): 63-72
Paul Asel , Haemin D. Park and S. Ramakrishna Velamuri
International Finance Corporation , Drexel University - Department of Management and CEIBS
Date Posted: February 03, 2016
Accepted Paper Series

Incl. Electronic Paper The Performance of European Socially Responsible Fixed-Income Funds
Paulo Leite and Maria Ceu Cortez
Polytechnic Institute of Cavado and Ave - School of Management and University of Minho - School of Economics and Management
Date Posted: February 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Predictive Ability and Market Pricing of Fair Value Earnings Components for Closed-End Funds
Igor Goncharov , Daniel W. Collins and Wei Chen
Lancaster University - Management School , University of Iowa - Department of Accounting and University of Iowa - Henry B. Tippie College of Business
Date Posted: February 03, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
Woraphon Wattanatorn , Chaiyuth Padungsaksawasdi , Sarayut Nathaphan and Pornchai Chunhachinda
Thammasat University - Thammasat Business School , Thammasat Business School , Mahidol University International College (MUIC) and Thammasat University
Date Posted: February 02, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Should You Buy or Sell Tail Risk Hedges? A Filtered Bootstrap Approach
Lorenzo Baldassini
Independent
Date Posted: February 02, 2016
Working Paper Series
36 downloads

Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies
Journal of Business Finance & Accounting, Forthcoming
Jo Danbolt , Antonios Siganos and Abongeh A. Tunyi
University of Edinburgh Business School , University of Glasgow and Liverpool Hope University
Date Posted: February 02, 2016
Accepted Paper Series

Incl. Electronic Paper Commonality in Liquidity in Transatlantic Trading Venues
Pankaj K. Jain , Mohamed A. Mekhaimer and Sandra Mortal
University of Memphis - Fogelman College of Business and Economics , Clarkson University and University of Memphis
Date Posted: February 02, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper On Pre-Commitment Aspects of a Time-Consistent Strategy for a Mean-Variance Investor
Fei Cong and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) and Center for Mathematics and Computer Science (CWI)
Date Posted: February 01, 2016
Last Revised: February 07, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Demographics, Investment Behaviour and Economic Growth – A Study in Bengaluru
Anju K J and Anuradha PS
Christ University, Bengaluru and Christ University, Bangalore
Date Posted: February 01, 2016
Last Revised: February 02, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Normal Return Gaps
William W. Jennings , Thomas C. O'Malley and Brian C. Payne
U.S. Air Force Academy - Department of Management , U.S. Air Force Academy - Department of Management and US Air Force Academy
Date Posted: February 01, 2016
Working Paper Series
63 downloads

Incl. Electronic Paper Can Analysts Assess Fundamental Risk and Valuation Uncertainty? An Empirical Analysis of Scenario-Based Value Estimates
Journal of Financial Economics (JFE), Forthcoming, Stanford University Graduate School of Business Research Paper No. 16-13
Peter R. Joos , Joseph D. Piotroski and Suraj Srinivasan
Morgan Stanley , Stanford Graduate School of Business and Harvard Business School
Date Posted: February 01, 2016
Accepted Paper Series
96 downloads

Incl. Electronic Paper What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending
FRB Atlanta Working Paper No. 2016-1
Kaiji Chen , Jue Ren and Tao A. Zha
Emory University - Department of Economics , Emory University and Federal Reserve Bank of Atlanta
Date Posted: February 01, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper A Taxonomy of Beta Based on Investment Outcomes
Sanne De Boer , Michael J. LaBella and Sarah Reifsteck
QS Investors , QS Investors and QS Investors
Date Posted: February 01, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Hedge Fund and Private Investor Activism: Evidence from Hong Kong
Frank M.K. Wong
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Date Posted: February 01, 2016
Working Paper Series
28 downloads


 

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