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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 543,664
Full Text Papers: 446,056
Authors: 252,479
Papers Received in
  Last 12 months:
65,416

Paper Downloads:
To date: 75,076,619
Last 12 months: 10,050,433
Last 30 days: 851,804

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  Resolved
  References:
255,407
Total References: 8,923,266
Papers with Cites: 240,004
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,017,140


SSRN eLibrary Search Results
JEL Code: G11
2,963,312 Total downloads
Showing Papers 1,401 - 1,450 of 8,108
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Incl. Electronic Paper Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets
Center for Research in Economics and Finance (CIEF), Working Papers, No. 10-07
Diego Agudelo
Universidad EAFIT
Date Posted: April 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper On the Hedging of Variable Annuities with Ratchet in Jump Models
Abdou Kélani and Francois Quittard-Pinon
CEFRA, EMLYON Business School and EMLYON Business School
Date Posted: April 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Investing in Emerging Markets: An Asymmetric Stochastic Multivariate Volatility Model to Diversify Efficiently a Portfolio of Assets
Stochastic Modelling Symposium Canadian Society of Actuaries, Montreal, Canada (2008)
Yves Rannou
CEREGE Doctoral School EA 1722
Date Posted: April 22, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Value of Incomplete Information: Do Better Informed Investors Always Do Better?
Glenn Boyle and Gerald Ward
University of Canterbury - Economics and Finance and University of Canterbury - Economics and Finance
Date Posted: April 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper From Sentiment to Feedback: Exploring the Sources of Excess Comovement in China
Jing Yao
Institute for Financial Studies, School of Economics, Fudan University
Date Posted: April 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper What Can We Learn from a Consumption Based Asset Pricing Model with Systemic Risk?
Arthur Boman
University of California, Berkeley
Date Posted: April 21, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Who Are the Value and Growth Investors?
HEC Paris Research Paper No. FIN-2014-1043
Sebastien Betermier , Laurent E. Calvet and Paolo Sodini
McGill University - Desautels Faculty of Management , HEC Paris (Groupe HEC) - Finance Department and Swedish House of Finance
Date Posted: April 21, 2014
Last Revised: April 23, 2014
Working Paper Series
11 downloads

Overconfident Forecasts and Active Portfolio Performance
Nato Kemkhadze and Stewart D. Hodges
University of Warwick - Financial Options Research Centre (FORC) and University of Warwick - Financial Options Research Centre (FORC)
Date Posted: April 19, 2014
Working Paper Series

Incl. Electronic Paper Optimal Retirement Planning with a Focus on Single and Multilife Annuities
Agnieszka Karolina Konicz , David Pisinger and Alex Weissensteiner
Technical University of Denmark , Technical University of Denmark, DTU Management Engineering, Management Science and Free University of Bolzano/Bozen
Date Posted: April 19, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Financial Literacy of Slovak Universities’ Students
Business Systems Review, Vol. 3, Issue 1, pp. 48-65, January-June 2014
Michal Pružinský and Bohuslava Mihalčová
University of Economics in Bratislava and University of Economics in Bratislava
Date Posted: April 19, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Dispersion Trading in South Africa: An Analysis of Profitability and a Strategy Comparison
Sheldon Maze
University of Cape Town (UCT) - Department of Actuarial Science
Date Posted: April 19, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Signal-Wise Performance Attribution for Constrained Portfolio Optimisation
Bruno Durin
Capital Fund Management
Date Posted: April 19, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper Asset Prices and Efficiency in a Krebs Economy
Alexis Akira Toda
University of California, San Diego (UCSD) - Department of Economics
Date Posted: April 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Lessons of the European Debt Crisis for China: A Law and Economics Perspective
Jiye Hu
Center for Law and Economics,  China University of Political Science and Law
Date Posted: April 17, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper An Analytic Derivation and Comments on Betting Against Beta
Deng-Ta Chen
WiSE (Wang Yanan Institute for Studies in Economics), Xiamen University
Date Posted: April 17, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Bitcoin - Asset or Currency? Revealing Users' Hidden Intentions
ECIS 2014 (Tel Aviv)
Florian Glaser , Kai Zimmermann , Martin Haferkorn , Moritz Christian Weber and Michael Siering
Goethe University Frankfurt Faculty of Economics and Business Administration , Goethe University Frankfurt Faculty of Economics and Business Administration , Goethe University Frankfurt Faculty of Economics and Business Administration , Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: April 16, 2014
Accepted Paper Series
22 downloads

Incl. Electronic Paper Increasing Borrowing Costs and the Equity Premium
Jasmina Hasanhodzic
Boston University
Date Posted: April 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper How Chinese Banks Reduce Lending While Expanding Credit and the Hidden 2 Trillion RMB in Liquidity: A Case Study on the Bank of Chongqing and Huishang Bank
Christopher Balding and David C. Garcia
HSBC School of Business and Independent
Date Posted: April 16, 2014
Last Revised: April 17, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Preference Aggregation in Investment Clubs – An Explanation for Underdiversification?
Markus Glaser , Florian Haagen and Torsten Walther
Ludwig-Maximilians-Universität München - Faculty of Business Administration (Munich School of Management) , TeamInvest GmbH and Ludwig-Maximilians-Universität München - Faculty of Business Administration (Munich School of Management)
Date Posted: April 15, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Asset Pricing and Consumption-Portfolio Choice with Recursive Utility and Unspanned Risk
Holger Kraft , Thomas Seiferling and Frank Thomas Seifried
Goethe University Frankfurt , University of Kaiserslautern and University of Kaiserslautern
Date Posted: April 15, 2014
Last Revised: April 16, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy
Koichiro Kamada and Ko Miura
Bank of Japan and Bank of Japan
Date Posted: April 15, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Tilt Nickel to Diamond
George Xiang and Tong Yu
State Street Corporate - State Street Global Advisors and University of Rhode Island - College of Business Administration
Date Posted: April 14, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Josh Hardy and the #SaveJosh Army: How Corporate Risk Escalates and Accelerates Through Social Media
Rock Center for Corporate Governance at Stanford University Closer Look Series: Topics, Issues and Controversies in Corporate Governance and Leadership No. CGRP-40
David F. Larcker , Sarah M. Larcker and Brian Tayan
Stanford University - Graduate School of Business , Digitas Health and Stanford University - Graduate School of Business
Date Posted: April 13, 2014
Last Revised: April 17, 2014
Accepted Paper Series
37 downloads

Incl. Electronic Paper Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Hossein Asgharian , Charlotte Christiansen and Ai Jun Hou
Lund University - Department of Economics , Aarhus University - CREATES and Stockholm University, Business School
Date Posted: April 12, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Home Bias Abroad: Domestic Industries and Foreign Portfolio Choice
David Schumacher
McGill University
Date Posted: April 12, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Impact of Family Structure on Risk Attitudes and Financial Decisions during the Financial Crisis
ARC Centre of Excellence in Population Ageing Research (CEPAR) Working Paper 2014/03
Katja Hanewald and Fanny Kluge
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Demographic Research
Date Posted: April 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection
Xiangyu Cui , Xun Li and Duan Li
Shanghai University of Finance and Economics - School of Statistics and Management , Hong Kong Polytechnic University and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Date Posted: April 11, 2014
Working Paper Series
44 downloads

Incl. Electronic Paper Community Bank Performance: How Important are Managers?
FEDS Working Paper No. 2014-26
Dean F. Amel and Robin A. Prager
Federal Reserve Board - Financial Structure Section and Federal Reserve Board
Date Posted: April 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Incredible Shrinking 'Realized' Equity Risk Premium
Claude B. Erb
TR
Date Posted: April 09, 2014
Last Revised: April 22, 2014
Working Paper Series
610 downloads

Incl. Electronic Paper The Equity Risk Premium in 2014
John R. Graham and Campbell R. Harvey
Duke University and Duke University - Fuqua School of Business
Date Posted: April 08, 2014
Working Paper Series
139 downloads

Incl. Electronic Paper The Need to Improve Financial and Economic Education in Japanese Schools
Nomura Journal of Capital Markets, Vol. 5, No. 3, 2014
Masahiko Igata , Akiko Nomura and Tetsuya Kamiyama
Nomura Institute of Capital Markets Research , Nomura Institute of Capital Markets Research and Nomura Institute of Capital Markets Research
Date Posted: April 08, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Profitable Momentum Trading Strategies for Individual Investors
Bryan Foltice and Thomas Langer
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center
Date Posted: April 08, 2014
Last Revised: April 21, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Dynamic Equilibrium with Rare Events and Heterogeneous Epstein-Zin Investors
Georgy Chabakauri
London School of Economics and Political Science
Date Posted: April 08, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?
Ekaterini Panopoulou and Spyridon D. Vrontos
University of Kent, Canterbury - Kent Business School and University of Piraeus - Department of Statistics and Insurance Science
Date Posted: April 08, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Price Jumps and the Related Liquidity Dynamics: Evidences from Chinese Stock Market
Die Wan , Xianhua Wei and Xiaoguang Yang
Chinese Academy of Sciences (CAS) - Institute of Systems Science , Lancaster University - University of Chinese Academy of Sciences and Chinese Academy of Sciences (CAS)
Date Posted: April 07, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Performance of the Italian Mutual Funds: Does the Metric Matter?
Daniela Venanzi
Roma Tre University - Department of Economics
Date Posted: April 06, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Balance of Payment in the Philippines: An Assessment from 1999-2008
Christine Carpio Aldeguer , Leticia Belliodo , Jericho Bragado and Jude Edmon Anthony Ola
Far Eastern University , Graduate School of Management-Pamantasan ng Lungsod ng Maynila , Graduate School of Management-Pamantasan ng Lungsod ng Maynila and Graduate School of Management-Pamantasan ng Lungsod ng Maynila
Date Posted: April 06, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper What Makes Individual Investors Exercise Early? Empirical Evidence from the Fixed-Income Market
Mathias Eickholt , Oliver Entrop and Marco Wilkens
University of Passau , University of Passau and University of Augsburg
Date Posted: April 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper The Price Behavior of REITs Surrounding Extreme Market-Related Events
John L. Glascock and Ran Lu-Andrews
University of Connecticut and University of Connecticut
Date Posted: April 05, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Wealth Shocks, Credit-Supply Shocks, and Asset Allocation: Evidence from Household and Firm Portfolios
ECB Working Paper No. 1662
Thomas K. Kick , Enrico Onali , Benedikt Ruprecht and Klaus Schaeck
Deutsche Bundesbank , University of Wales System - Bangor University, Bangor Business School , Deutsche Bundesbank and University of Wales - Bangor Business School
Date Posted: April 05, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Behavioral Determinants of Home Bias - Theory and Experiment
Dennis Dlugosch , Kristian Horn and Mei Wang
WHU - Otto Beisheim School of Management , University of Innsbruck - Faculty of Economics and Statistics and WHU - Otto Beisheim School of Management
Date Posted: April 05, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Conditional Portfolio Choice in the US Bond Market: The Role of Liquidity
Karoll Gomez
Toulouse School of Economics
Date Posted: April 04, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Going for Gold: An Analysis of Morningstar Analyst Ratings
Egemen Genc and Marno Verbeek
RSM Erasmus University and Erasmus University - Rotterdam School of Management
Date Posted: April 04, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Is Sin Always a Sin? The Interaction Effect of Social Norms and Financial Incentives on Market Participants’ Behavior
Accounting, Organizations and Society, Forthcoming, Rotman School of Management Working Paper No. 2419667
Yanju Liu , Hai Lu and Kevin J. Veenstra
Singapore Management University - School of Accountancy , University of Toronto - Rotman School of Management and McMaster University - DeGroote School of Business
Date Posted: April 04, 2014
Accepted Paper Series
21 downloads

Incl. Electronic Paper Jump Mis-Specification and International Portfolio Selection
Ke Chen , Luiz Vitiello and Ser-Huang Poon
University of Manchester - Manchester Business School , University of Essex - Essex Business School and University of Manchester - Manchester Business School
Date Posted: April 04, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper FII Flow and Indian Stock Market: A Causal Study
Asian Journal of Research in Business Economics and Management Vol. 4, No. 1, January 2014, pp. 202-209. ISSN 2249-7307
Saurabh Singh , L. K. Tripathi and Anupama Pardesi
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University , Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University - School of Commerce
Date Posted: April 04, 2014
Last Revised: April 05, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Persistent Doubt: An Examination of the Performance of Hedge Funds
Maria O. Gonzalez , Nicolas A. Papageorgiou and Frank S. Skinner
University of Castilla-La Mancha , HEC Montreal - Department of Finance and Brunel University
Date Posted: April 03, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Skill and Luck in Private Equity Performance
Rock Center for Corporate Governance at Stanford University Working Paper No. 179
Arthur G. Korteweg and Morten Sorensen
Stanford Graduate School of Business and Columbia Business School
Date Posted: April 03, 2014
Last Revised: April 17, 2014
Working Paper Series
268 downloads

Incl. Electronic Paper Does the Market Value Social Pillar?
Sylvain Marsat and Benjamin Williams
Université d'Auvergne - Clermont 1 and Université d'Auvergne - Clermont 1
Date Posted: April 03, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Management of Flow Risk in Mutual Funds
Martin Rohleder , Dominik Schulte and Marco Wilkens
University of Augsburg , University of Augsburg and University of Augsburg
Date Posted: April 03, 2014
Working Paper Series
25 downloads


 

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