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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 555,967
Full Text Papers: 458,429
Authors: 258,114
Papers Received in
  Last 12 months:
63,509

Paper Downloads:
To date: 77,241,424
Last 12 months: 9,674,097
Last 30 days: 653,526

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Papers with
  Resolved
  References:
260,281
Total References: 9,006,948
Papers with Cites: 241,334
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,138,109


SSRN eLibrary Search Results
JEL Code: G11
3,070,485 Total downloads
Showing Papers 1,361 - 1,410 of 8,305
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Incl. Electronic Paper Belief Uncertainty, Volatility Risk Premium, and Speculative Trading
Ming Guo and Hao Zhou
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and PBC School of Finance, Tsinghua University
Date Posted: July 21, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Dynamics of the Leverage Cycle
Christoph Aymanns and J. Doyne Farmer
University of Oxford and University of Oxford
Date Posted: July 21, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Familiarity Breeds Alternative Investment: Evidence from Corporate Defined-Benefit Pension Plans
Christina Atanasova and Gilles Chemla
Simon Fraser University (SFU) and Imperial College Business School
Date Posted: July 20, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Investor Attention and Stock Prices: Evidence from a Natural Experiment
Erik Mayer
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: July 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Do Informed Investors Time the Horizon? Evidence from Equity Options
Selwyn Yuen
Northwestern University - Kellogg School of Management
Date Posted: July 20, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Exploiting Closed-End Fund Discounts: The Market May Be Much More Inefficient than You Thought
Dilip K. Patro , Louis R Piccotti and Yangru Wu
Independent , State University of New York at Albany and Rutgers University, Newark - School of Business - Department of Finance & Economics
Date Posted: July 19, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Cross-National Differences in Wealth Portfolios at the Intensive Margin: Is There a Role for Policy?
IZA Discussion Paper No. 8306
Karina Doorley and Eva Sierminska
University College Dublin (UCD) and CEPS/INSTEAD
Date Posted: July 19, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Adding Animation and Interactivity to Finance Courses with Learning Objects
Journal of Financial Education 33, Summer 2007, 36-48.
Ernest N. Biktimirov and Linda B. Nilson
Brock University, Goodman School of Business and Clemson University
Date Posted: July 19, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Evaluating the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks
Marco Wilkens , Juan Yao , Nagaratnam Jeyasreedharan and Patrick Boehler
University of Augsburg , University of Sydney - Business School - Finance Discipline , University of Tasmania and University of Augsburg
Date Posted: July 18, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Passive versus Active Fund Performance: Do Index Funds Have Skill?
Alan D. Crane and Kevin Crotty
Rice University - Jesse H. Jones Graduate School of Business and Rice University
Date Posted: July 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Short-Term Persistence in Mutual Fund Performance: International Evidence
Javier Vidal-García
Harvard University
Date Posted: July 17, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Cost of Business Cycles with Heterogeneous Trading Technologies
FRB of St. Louis Working Paper No. 2014-015A
YiLi Chien
Federal Reserve Bank of St. Louis
Date Posted: July 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Classifying as Defensive or Cyclical -- A Bivariate Wavelet Analysis Perspective
Joanna Bruzda
Nicolaus Copernicus University
Date Posted: July 16, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Global Diversification Benefits: Empirical Evidence from Frontier Emerging Markets
Mayank Gupta
Cass Business School City University London
Date Posted: July 15, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Inflation Bets on the Long Bond
Harrison G. Hong , David Alexandre Sraer and Jialin Yu
Princeton University - Department of Economics , Princeton University and Hong Kong University of Science and Technology
Date Posted: July 14, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Risk-Return Analysis of Dynamic Investment Strategies
Benjamin Bruder and Nicolas Gaussel
Lyxor Asset Management and Lyxor Asset Management
Date Posted: July 14, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper CVA Under Partial Risk Warehousing and Tax Implications
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: July 12, 2014
Last Revised: July 14, 2014
Working Paper Series
19 downloads

Underpricing of Initial Public Offerings in Saudi Arabia and the Effect of Sharia Compliance
Faisal A. Alqahtani and David G. Mayes
University of Auckland and University of Auckland
Date Posted: July 12, 2014
Working Paper Series

Incl. Electronic Paper Can Individual Investors Time Bubbles?
Jussi Keppo , Tyler Shumway and Daniel Weagley
National University of Singapore - NUS Business School , University of Michigan at Ann Arbor, The Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Date Posted: July 11, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper The Political Origin of Home Bias: The Case of Europe
Filippo De Marco and Marco Macchiavelli
Boston College - Department of Economics and Boston College - Department of Economics
Date Posted: July 11, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Betting Against Beta in the Indian Market
Sobhesh Kumar Agarwalla , Joshy Jacob , Jayanth Rama Varma and Ellapulli Vasudevan
Indian Institute of Management (IIM) Ahmedabad , Indian Institute of Management , Indian Institute of Management (IIM), Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Date Posted: July 10, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Asymmetric Information and Inventory Concerns in Over-the-Counter Markets
Julien Cujean and Remy Praz
Swiss Finance Institute and Swiss Finance Institute at EPFL
Date Posted: July 10, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Is Fundamental Indexation Able to Time the Market? Evidence from the Dow Jones Industrial Average
Doris Chen , Michael J. Dempsey and Paul Lajbcygier
Monash University , RMIT University - School of Economics, Finance, and Marketing and Department of Banking & Finance, Monash University
Date Posted: July 09, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Last Revised: July 10, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Comparing Performance Attribution Linking Methods: An Empirical Study
Yindeng Jiang and Joseph F Saenz
University of Washington - Investment Management and University of Washington - Investment Management
Date Posted: July 09, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Components of Portfolio Variance: R2, SelectionShare and TimingShare
Anders G. Ekholm
Hanken School of Economics - Department of Finance and Statistics
Date Posted: July 09, 2014
Last Revised: July 14, 2014
Working Paper Series
79 downloads

Incl. Electronic Paper The Behaviour of Sentiment-Induced Share Returns: Measurement When Fundamentals are Observable
Richard A. Brealey , Ian A. Cooper and Evi Kaplanis
London Business School , London Business School and London Business School
Date Posted: July 08, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Emerging Equity Markets in a Globalizing World
Netspar Discussion Paper No. 05/2014-024
Geert Bekaert and Campbell R. Harvey
Columbia Business School - Finance and Economics and Duke University - Fuqua School of Business
Date Posted: July 08, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper The Capital Asset Pricing Model (CAPM) Applied to Paintings
Arturo Cifuentes and Ventura Charlin
University of Chile - School of Economics and Business and V. C. Consultants
Date Posted: July 07, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Dollars and Sense in the Art Market
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 07, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Art Market Returns: Misgivings and Certainties
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum Premium in the UK
G Sarwar , Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School , University of Greenwich Business School and City University London - Sir John Cass Business School
Date Posted: July 06, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper 'Sell Not Only in May'. Seasonal Effects in Emerging and Developed Markets
Francisco Henrique Figueiredo de Castro Junior and Tomasz Schabek
Universidade de São Paulo and University of Lodz - Faculty of Economics and Sociology
Date Posted: July 04, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Incompatible European Partners? Cultural Predispositions and Household Financial Behavior
SAFE Working Paper No. 58
Michael Haliassos , Thomas Jansson and Yigitcan Karabulut
Goethe University Frankfurt - Faculty of Economics and Business Administration , Sveriges Riksbank - Research Division and Goethe University Frankfurt
Date Posted: July 03, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Rollover Risk, Liquidity, and Macro-Prudential Regulation
ECB Working Paper No. 1667
Toni Ahnert
Government of Canada - Bank of Canada
Date Posted: July 03, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Performance of European Socially Responsible Funds During Market Crises: Evidence for France
Paulo Leite and Maria Ceu Cortez
Polytechnic Institute of Cávado and Ave - School of Management and University of Minho - School of Economics and Management
Date Posted: July 03, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper A Characterization of the Coskewness-Cokurtosis Pricing Model
Kerry Back
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: July 02, 2014
Working Paper Series
9 downloads

Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions
Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014
Elizabeth Kittle
University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: July 02, 2014
Accepted Paper Series

Incl. Electronic Paper Informed Short Selling in High Fail-to-Deliver Stocks
Thomas Stratmann and John W. Welborn
George Mason University - Buchanan Center Political Economy and Columbia Business School
Date Posted: July 02, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Exploiting Value and Momentum in Emerging Market Assets
Georg Cejnek
WU Vienna University of Economics and Business
Date Posted: June 30, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper A Premium for Parameter Uncertainty in Equities
Michael Hanke and Alex Weissensteiner
University of Liechtenstein and Free University of Bolzano/Bozen
Date Posted: June 29, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Determinants of Cross-Border versus Domestic Real Estate Investment: Property-Level Evidence from Listed Real Estate Investment Firms
Nathan Mauck and S. McKay Price
University of Missouri - Kansas City and Lehigh University - Perella Department of Finance
Date Posted: June 29, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Cornish-Fisher versus Gramm-Charlier: An Appraisal
Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: June 29, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Flights to Safety
FEDS Working Paper No. 2014-46
Lieven Baele , Geert Bekaert , Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance , Columbia Business School - Finance and Economics , Ghent University - Department of Financial Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Date Posted: June 29, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Integrating Portfolio Risk Management into the ERM Framework
Justin N. Bezis
Independent
Date Posted: June 28, 2014
Working Paper Series
65 downloads

Incl. Electronic Paper Mutual Fund Performance Measurement using Higher Moment Approach
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 28, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets
Cowles Foundation Discussion Paper No. 1898R
Anat Bracha and Donald Brown
The Federal Reserve Bank of Boston and Yale University - Cowles Foundation
Date Posted: June 28, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Characteristic-Based Equity Portfolios: Economic Value and Dynamic Style-Allocation
Kris Boudt , Marjan Wauters and David Ardia
Free University of Brussels (VUB) , KU Leuven - Faculty of Business and Economics (FBE) and Laval University - Département de Finance et Assurance
Date Posted: June 27, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Optimal Investment with Time-Varying Stochastic Endowments
Carla Mereu , Robert Stelzer and An Chen
University of Ulm , Ulm University and University of Ulm
Date Posted: June 27, 2014
Working Paper Series
9 downloads

Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions
Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014
Jonathan A. Wiley
Georgia State University
Date Posted: June 27, 2014
Accepted Paper Series


 

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