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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,976,400 Total downloads
Showing Papers 13,141 - 13,190 of 36,688
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Incl. Electronic Paper Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios
Daniel Paravisini , Veronica Rappoport and Enrichetta Ravina
London School of Economics & Political Science (LSE) , London School of Economics & Political Science (LSE) and Columbia Business School - Finance and Economics
Date Posted: November 20, 2009
Last Revised: February 09, 2013
Working Paper Series
472 downloads

Incl. Electronic Paper Default Risk Premia on Government Bonds in a Quantitative Macroeconomic Model
Tinbergen Institute Discussion Paper No. 09-102/2
Falko Juessen , Ludger Linnemann and Andreas Schabert
University of Dortmund - Department of Economics , University of Dortmund and University of Amsterdam - Faculty of Economics and Business
Date Posted: November 20, 2009
Last Revised: December 21, 2009
Working Paper Series
86 downloads

Incl. Electronic Paper Optimal Execution Strategies in Limit Order Books with General Shape Functions
Aurélien Alfonsi , Antje Fruth and Alexander Schied
Université Paris Est - CERMICS , Technical University Berlin and University of Mannheim
Date Posted: November 20, 2009
Working Paper Series
430 downloads

Incl. Electronic Paper Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model
Netspar Discussion Paper No. 09/2009-032
Dirk Broeders , David Hollanders and Jacob Antoon Bikker
De Nederlandsche Bank , Tilburg University - Center and Faculty of Economics and Business Administration and De Nederlandsche Bank
Date Posted: November 20, 2009
Working Paper Series
119 downloads

Incl. Electronic Paper Portfolio Performance Evaluation
THE ENCYCLOPEDIA OF FINANCE, C.F. Lee, ed., Springer, pp. 617-622, 2005
Lalith P. Samarakoon and Tanweer Hasan
University of St. Thomas and Roosevelt University
Date Posted: November 20, 2009
Accepted Paper Series
502 downloads

Incl. Electronic Paper The Global Financial Crisis and the Efficient Market Hypothesis: What Have We Learned?
Journal of Applied Corporate Finance, Forthcoming
Ray Ball
University of Chicago
Date Posted: November 20, 2009
Last Revised: December 11, 2009
Accepted Paper Series
4210 downloads

Incl. Electronic Paper Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
Deniz Anginer and Celim Yildizhan
Virginia Tech Pamplin Business School and University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: November 19, 2009
Last Revised: May 14, 2013
Working Paper Series
821 downloads

Incl. Electronic Paper An Empirical Analysis of the Relationship between Fundamentals and Stock Returns in Sri Lanka
Research Monograph, University of Sri Jayewardenepura, Sri Lanka, 1998
Lalith P. Samarakoon
University of St. Thomas
Date Posted: November 19, 2009
Accepted Paper Series
213 downloads

Incl. Electronic Paper Boundedly Rational Exuberance on Commodity Markets
NYU Poly Research Paper No. 09-11
Bertrand Munier
IAE Sorbonne's Business School
Date Posted: November 19, 2009
Working Paper Series
318 downloads

Incl. Electronic Paper Credit Gap Risk in a First Passage Time Model with Jumps
Centre for Practical Quantitative Finance Working Paper No. 22
Natalie Packham , Lutz Schloegl and Wolfgang M. Schmidt
Frankfurt School of Finance & Management gemeinnützige GmbH , affiliation not provided to SSRN and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: November 19, 2009
Working Paper Series
101 downloads

Incl. Electronic Paper Directed Technical Change, Skills Gap and Predictability
Ziemowit Bednarek
California State Polytechnic University, San Luis Obispo
Date Posted: November 19, 2009
Last Revised: February 07, 2011
Working Paper Series
58 downloads

Incl. Electronic Paper Government Investment and the Stock Market
Frederico Belo and Jianfeng Yu
University of Minnesota and University of Minnesota
Date Posted: November 19, 2009
Last Revised: October 04, 2012
Working Paper Series
345 downloads

Incl. Electronic Paper International Stock Return Predictability: What is the Role of the United States?
Journal of Finance, Forthcoming
David Rapach , Jack Strauss and Guofu Zhou
Saint Louis University - John Cook School of Business , Saint Louis University - Department of Economics and Washington University in St. Louis - Olin School of Business
Date Posted: November 19, 2009
Last Revised: May 23, 2012
Accepted Paper Series
491 downloads

Investment Decisions and Implications of CAPM: A Comparison of Cement and Power Generation & Distribution Sector of Pakistan

Date Posted: November 19, 2009
Last Revised: December 07, 2009
Working Paper Series

Incl. Electronic Paper Pension Fund Sophistication and Investment Policy
Netspar Discussion Paper No. 05/2009-016
Jan de Dreu and Jacob Antoon Bikker
Royal Bank of Scotland (RBS) - Global Banking & Markets and De Nederlandsche Bank
Date Posted: November 19, 2009
Working Paper Series
115 downloads

Incl. Electronic Paper Stock Splits, a Survey
Celim Yildizhan
University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: November 19, 2009
Working Paper Series
577 downloads

Incl. Electronic Paper The Use of Derivatives in Nordic Firms
Tor Brunzell , Mats Hansson and Eva Liljeblom
Stockholm University - School of Business , Swedish School of Economics and Business Administration and Swedish School of Economics and Business Administration
Date Posted: November 19, 2009
Last Revised: December 13, 2009
Working Paper Series
156 downloads

Incl. Electronic Paper What Explains the Variance of Prices and Returns?: Time-series Vs. Cross-section
Denis B. Chaves
Research Affiliates, LLC
Date Posted: November 19, 2009
Last Revised: November 23, 2009
Working Paper Series
362 downloads

Incl. Electronic Paper IFRS 7 Disclosures and Risk Perception of Financial Instruments
Forthcoming in: Schmalenbach Business Review (sbr)
Jannis Bischof and Michael Ebert
University of Mannheim and University of Mannheim - Department of Business Administration and Accounting
Date Posted: November 18, 2009
Last Revised: March 09, 2013
Accepted Paper Series
495 downloads

Incl. Electronic Paper An Update of 'Loosening Your Collar: Alternative Implementations of QQQ Collars': Credit Crisis and Out-of-Sample Performance
Edward Szado and Thomas Schneeweis
University of Massachusetts at Amherst - Isenberg School of Management and University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: November 18, 2009
Last Revised: March 09, 2011
Working Paper Series
387 downloads

Incl. Electronic Paper Comparison of Historical and Parametric Value-at-Risk Methodologies
Péter Dobránszky
BNP Paribas, Risk - Investment & Markets
Date Posted: November 18, 2009
Working Paper Series
690 downloads

Incl. Electronic Paper Did the 'Repeal' of Glass-Steagall Have Any Role in the Financial Crisis? Not Guilty; Not Even Close
Networks Financial Institute, Policy Brief 2009-PB-09
Peter J. Wallison
American Enterprise Institute (AEI)
Date Posted: November 18, 2009
Working Paper Series
870 downloads

Human Resource Accounting Practices and Indian Industries
Neha Seth
Indian Institute of Technology, Roorkee
Date Posted: November 18, 2009
Last Revised: March 03, 2010
Working Paper Series

Incl. Electronic Paper Jump-Robust Volatility Estimation Using Nearest Neighbor Truncation
CREATES Research Paper No. 2009-52
Torben G. Andersen , Dobrislav Dobrev and Ernst Schaumburg
Northwestern University - Kellogg School of Management , Federal Reserve Board and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: November 18, 2009
Working Paper Series
45 downloads

Incl. Electronic Paper Meeting Analyst Forecasts and Stock Returns
Ioan Mirciov
Northwestern University - Kellogg School of Management
Date Posted: November 18, 2009
Last Revised: June 14, 2010
Working Paper Series
267 downloads

Incl. Electronic Paper The Optimal Method for Pricing Bermudan Options by Simulation
Alfredo Ibanez and Carlos Velasco
ESADE Business School and Universidad Carlos III de Madrid - Department of Economics
Date Posted: November 18, 2009
Last Revised: February 05, 2012
Working Paper Series
188 downloads

Incl. Electronic Paper The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets
Álvaro Cartea and Dimitris Karyampas
University College London and UBS AG
Date Posted: November 18, 2009
Last Revised: May 14, 2011
Working Paper Series
344 downloads

Incl. Electronic Paper Where Does the Information in Mark-to-Market Come From?
Chicago Booth Research Paper #10-06
Alexander Bleck and Pingyang Gao
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: November 18, 2009
Last Revised: September 06, 2012
Working Paper Series
603 downloads

Incl. Electronic Paper Solving Global Financial Imbalances: A Plan for a World Financial Authority
Columbia Law and Economics Working Paper No. 361, Northwestern Journal of International Law & Business, v. 31, p. 535, 2011
Carlos Mauricio Mirandola
Columbia Law School
Date Posted: November 17, 2009
Last Revised: April 29, 2013
Accepted Paper Series
181 downloads

Incl. Electronic Paper A Neoclassical Model of Managed Distribution Plans: Theory and Evidence
Martin Cherkes , Jacob S. Sagi and Zhi Jay Wang
Columbia Business School - Finance and Economics , Vanderbilt University - Finance and University of Oregon - Charles H. Lundquist School of Business
Date Posted: November 17, 2009
Working Paper Series
4 downloads

Incl. Fee Electronic Paper A Preferred-Habitat Model of the Term Structure of Interest Rates
CEPR Discussion Paper No. DP7547
Dimitri Vayanos and Jean-Luc Vila
London School of Economics and Merrill Lynch & Co.
Date Posted: November 17, 2009
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Dynamic Trading and Asset Prices: Keynes Vs. Hayek
CEPR Discussion Paper No. DP7506
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: November 17, 2009
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis
CEPR Discussion Paper No. DP7499
Ludger Schuknecht , Jürgen von Hagen and Guido Wolswijk
European Central Bank (ECB) , University of Bonn - Institute of Economic Policy and European Central Bank (ECB)
Date Posted: November 17, 2009
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Internal Rationality and Asset Prices
CEPR Discussion Paper No. DP7498
Klaus Adam and Albert Marcet
University of Mannheim and London School of Economics & Political Science (LSE)
Date Posted: November 17, 2009
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Macro-Hedging for Commodity Exporters
CEPR Discussion Paper No. DP7513
Eduardo Borensztein , Olivier Jeanne and Damiano Sandri
Inter-American Development Bank (IADB) , International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Date Posted: November 17, 2009
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Indeterminacy of Competitive Equilibrium with Risk of Default
CEPR Discussion Paper No. DP7477
Gaetano Bloise , Pietro Reichlin and Mario Tirelli
University of Rome III , LUISS Guido Carli University - Facoltà di Economia and University of Rome 3
Date Posted: November 17, 2009
Working Paper Series
2 downloads

Incl. Electronic Paper An Application of EVT, GPD and POT Methods in the Russian Stock Market (RTS Index)
Vladimir O. Andreev , Sergey E. Tinyakov , Gennady P. Parahin and Oksana P. Ovchinnikova
ORAGS , Telekom StroyServis , Telekom StroyServis and ORAGS
Date Posted: November 17, 2009
Last Revised: November 19, 2009
Working Paper Series
175 downloads

Incl. Electronic Paper Bilateral Counterparty Risk Valuation for Interest-Rate Products: Impact of Volatilities and Correlations
Damiano Brigo , Andrea Pallavicini and Vasileios Papatheodorou
Department of Mathematics, Imperial College, London , Banca IMI and Barclays Capital
Date Posted: November 17, 2009
Last Revised: February 04, 2010
Working Paper Series
414 downloads

IFRS and the Need for Non-Financial Information
FINANCIAL MARKETS AND THE BANKING SECTOR: ROLES AND RESPONSiBILITIES IN A GLOBAL WORLD, Paulet E. ed., Routledge, 2009
Tristan Boyer
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: November 17, 2009
Accepted Paper Series

Incl. Electronic Paper Implications of Earnings Management for Implementation of Sharia Based Financial System
Interdisciplinary Journal of Contemporary Research In Business, May 2010
Muhammad Hanif
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: November 17, 2009
Last Revised: November 07, 2010
Accepted Paper Series
301 downloads

Incl. Electronic Paper Mutual Fund Theorem for Continuous Time Markets with Random Coefficients
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: November 17, 2009
Last Revised: July 05, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Non-Deliverable Forwards Market for Indian Rupee: An Empirical Study
Indian Journal of Economics and Business, Vol. 8, No. 2, pp. 245-260, 2009
Anuradha Guru
Department of Economic Affairs, Ministry of Finance
Date Posted: November 17, 2009
Last Revised: November 21, 2009
Accepted Paper Series
160 downloads

Risk Appetite, Securities Valuations, and the Current Crisis
Arjun Kumar Mathrani
affiliation not provided to SSRN
Date Posted: November 17, 2009
Working Paper Series

Incl. Electronic Paper Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity
Rui A. Albuquerque
Boston University - School of Management
Date Posted: November 17, 2009
Last Revised: March 30, 2011
Working Paper Series
48 downloads

The Impact of Illiquidity and Higher Moments of Hedge Fund Returns on Their Risk-Adjusted Performance and Diversification Potential
Journal of Alternative Investments, Forthcoming
Laurent Cavenaile , Alain Coen and Georges Hubner
University of Liege , Université du Québec à Montréal (UQÀM) - Graduate School of Business (ESG) and HEC Management School - University of Liège
Date Posted: November 17, 2009
Last Revised: February 19, 2011
Accepted Paper Series

Asymptotic Formulae for Implied Volatility in the Heston Model
Proceedings of the Royal Society A
Martin Forde , Antoine Jacquier and Aleksandar Mijatovic
Dublin City University - Department of Mathematical Sciences , Imperial College London - Department of Mathematics and Imperial College London
Date Posted: November 16, 2009
Last Revised: March 23, 2012
Accepted Paper Series

Incl. Electronic Paper Broker-Dealer Risk Appetite and Commodity Returns
FRB of New York Staff Report No. 406
Erkko Etula
affiliation not provided to SSRN
Date Posted: November 16, 2009
Last Revised: March 29, 2010
Working Paper Series
426 downloads

Incl. Electronic Paper Heat Baths and Computational Agent-Based Modeling
Andrew Clark
Lipper, A Thomson Reuters Company
Date Posted: November 16, 2009
Last Revised: June 17, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Portfolio Choice and Mental Health
Review of Finance, Forthcoming
Vicki L. Bogan and Angela R. Fertig
Cornell University and University of Georgia
Date Posted: November 16, 2009
Last Revised: February 28, 2012
Accepted Paper Series
179 downloads

Incl. Electronic Paper Retirement Plan Participation and Asset Allocation, 2007
EBRI Notes, Vol. 30, No. 11, November 2009
Craig Copeland
Employee Benefit Research Institute (EBRI)
Date Posted: November 16, 2009
Accepted Paper Series
45 downloads


 

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