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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 565,863
Full Text Papers: 468,007
Authors: 262,400
Papers Received in
  Last 12 months:
63,694

Paper Downloads:
To date: 78,657,128
Last 12 months: 9,719,939
Last 30 days: 788,999

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  Resolved
  References:
263,937
Total References: 9,064,481
Papers with Cites: 243,212
Total Citation
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6,006,875
Papers with
  Resolved
  Footnotes:
93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: G11
3,121,559 Total downloads
Showing Papers 1,401 - 1,450 of 8,448
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Incl. Electronic Paper Discount Rates, Market Frictions, and the Mystery of the Size Premium
Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: September 17, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper An Empirical Investigation of Methods to Reduce Transaction Costs
Journal of Empirical Finance, Forthcoming
Theodore C. Moorman
Baylor University - Department of Finance, Insurance & Real Estate
Date Posted: September 16, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios
Ramesh K Adhikari , Kyle J Putnam and Neal Maroney
University of New Orleans - College of Business Administration , University of New Orleans - College of Business Administration - Department of Economics and Finance and University of New Orleans - College of Business Administration
Date Posted: September 16, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper The Sampling Distribution of the Mean-Variance Efficient Frontier and the Optimal Fisher Information Portfolio
Majeed Simaan , Yusif Simaan and Yi Tang
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology , Fordham University - Graduate School of Business and Fordham University - School of Business
Date Posted: September 15, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Portfolio Choice in Retirement with Participating Life Annuities
Ralph Rogalla
Goethe University Frankfurt - Department of Finance
Date Posted: September 14, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Institutional Investor Portfolio Allocation, Quantitative Easing and the Global Financial Crisis
Bank of England Working Paper No. 510
Michael Joyce , Zhuoshi Liu and Ian Tonks
Bank of England - Monetary Analysis , Bank of England - Monetary Analysis and University of Bath School of Management
Date Posted: September 13, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Expected Return of Fear
Ing-Haw Cheng
Dartmouth College - Tuck School of Business
Date Posted: September 13, 2014
Last Revised: September 16, 2014
Working Paper Series
25 downloads

Large Price Changes and Subsequent Returns
Journal of Investment Management, 2013
Suresh Govindaraj , Joshua Livnat , Pavel G. Savor and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick , New York University , Fox School of Business - Temple University and Rutgers Business School-Newark and New Brunswick
Date Posted: September 13, 2014
Accepted Paper Series

Incl. Electronic Paper Macro-Expectations and Bond Risk Premia
Jonas Nygaard Eriksen
Aarhus University and CREATES
Date Posted: September 13, 2014
Last Revised: September 16, 2014
Working Paper Series
7 downloads

Transfer Pricing and 3 Group-Effect Risk Adjustments to Fair Market Comparators
Rupert Macey-Dare
University of Oxford - Saint Cross College
Date Posted: September 12, 2014
Working Paper Series

Incl. Electronic Paper Foreign Central Bank Activities in U.S. Futures Markets
Raymond P.H. Fishe , Michel A. Robe and Aaron Smith
University of Richmond - E. Claiborne Robins School of Business , American University - Kogod School of Business and University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: September 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Do Stock Markets Price Ex-Ante Skewness? New Quantile Regression-Based Evidence
Kevin Aretz and Yakup Eser Arisoy
Manchester Business School and Université Paris-Dauphine - DRM-CEREG
Date Posted: September 11, 2014
Last Revised: September 12, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Liquidity Risk and the Performance of UK Mutual Funds
Jason Foran and Niall O'Sullivan
University College Cork and University College Cork (UCC) - Department of Economics
Date Posted: September 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Idiosyncratic Volatility and Cross-Section of Stock Returns: Evidences from India
Prashant Sharma and Brajesh Kumar
Government of India - National Institute of Financial Management (NIFM) and Government of India - National Institute of Financial Management (NIFM)
Date Posted: September 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Note on Almost Stochastic Dominance and Generalized Almost Stochastic Dominance
Xu Guo , Wing-Keung Wong and Lixing Zhu
Hong Kong Baptist University (HKBU) - Department of Mathematics , Hong Kong Baptist University (HKBU) and Hong Kong Baptist University (HKBU) - Department of Mathematics
Date Posted: September 11, 2014
Last Revised: September 12, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs
Tim Leung , Xin Li and Zheng Wang
Columbia University , Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: September 10, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Expanding the Benchmarked Equity Portfolio Management Paradigm
Hamza Bahaji , Stephanie Ridon and Emmanuel Bourdeix
University of Paris 9 Dauphine, DRM-Finance , Natixis - NATIXIS Asset Management and Natixis - NATIXIS Asset Management
Date Posted: September 10, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets
IMF Working Paper No. 14/156
Nasha Ananchotikul and Longmei Zhang
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: September 10, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Household Debt: Facts, Puzzles, Theories, and Policies
Jonathan Zinman
Dartmouth College
Date Posted: September 10, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Incomplete Market and Information Relevance Response to the No Believer on Self Finance Replication Strategy
Christian Kamtchueng
Barclays Capital
Date Posted: September 09, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Rogue Trading or Directional Hedging? Information Relevance Theory
Christian Kamtchueng
Barclays Capital
Date Posted: September 09, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Modern Prospect Theory: The Missing Link Between Modern Portfolio Theory and Prospect Theory
Arun Muralidhar
AlphaEngine Global Investment Solutions/George Washington Univ
Date Posted: September 09, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Fooled by Randomness: Investor Perception of Fund Manager Skill
Justus Heuer , Christoph Merkle and Martin Weber
University of Mannheim - Finance Area , University of Mannheim - Department of Banking and Finance and University of Mannheim - Department of Banking and Finance
Date Posted: September 09, 2014
Last Revised: September 10, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Portfolio Performance Evaluation Benchmark: A Note
Journal of Economics and Finance Education, Forthcoming
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Date Posted: September 08, 2014
Last Revised: September 11, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Who Should Sell Stocks?
Paolo Guasoni , Ren Liu and Johannes Muhle-Karbe
Boston University - Department of Mathematics and Statistics , ETH Zürich and ETH Zürich
Date Posted: September 07, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Financial Literacy and Investments in Higher Education
Fernando Lopez
Universidad Alberto Hurtado
Date Posted: September 06, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Corporate Production and Hedging Decisions Under Dodd-Frank and EMIR
USAEE Working Paper No. 14-170
Frank Lehrbass
RWE Supply & Trading GmbH
Date Posted: September 06, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Annuity Portfolio Under Inflation Risk
Agnieszka K. Konicz , David Pisinger and Alex Weissensteiner
Technical University of Denmark , Technical University of Denmark - Management Engineering, Management Science and Free University of Bolzano/Bozen
Date Posted: September 06, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Bank Asset Reallocation and Sovereign Debt
Michele U. Fratianni and Francesco Marchionne
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Nottingham Business School - Department of Economics
Date Posted: September 05, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Vehículos De Inversión Microfinanciera Y Performance (Microfinance Investment Vehicles and Performance)
Fernando Gómez-Bezares , Estibaliz Goicoechea and Paule Odriozola
University of Deusto , University of Deusto and University of Deusto
Date Posted: September 04, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Incorporating Item Sets into an Introductory Investments Course
John D. Stowe
Ohio University
Date Posted: September 03, 2014
Working Paper Series
129 downloads

What's in the News? Using News Sentiment Momentum for Tactical Asset Allocation
Journal of Portfolio Management, Forthcoming
Matthias Uhl , Oliver Malitius and Mads Pedersen
UBS AG , Independent and UBS AG
Date Posted: September 03, 2014
Accepted Paper Series

Incl. Electronic Paper Trust and Local Bias
Chishen Wei and Lei Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU)
Date Posted: September 02, 2014
Working Paper Series
13 downloads

Myopic or Strategic Trading: Evidence from the U.S. Insurers
Michael Liu
University of Melbourne
Date Posted: September 02, 2014
Working Paper Series

Incl. Electronic Paper Conditional Sharpe Ratios
Victor Chow and Christine W. Lai
West Virginia University and Yuan Ze University
Date Posted: September 02, 2014
Working Paper Series
44 downloads

Incl. Electronic Paper Commodity Risk Factors and the Cross-Section of Equity Returns
Chris Brooks , Adrián Fernández-Pérez , Joelle Miffre and Ogonna Nneji
University of Reading - ICMA Centre , Auckland University of Technology , EDHEC Business School and University of Reading - ICMA Centre
Date Posted: September 02, 2014
Working Paper Series
71 downloads

Incl. Electronic Paper A Relative Entropy Approach to Stochastic Dominance Analysis
Thierry Post
Koc University - Graduate School of Business
Date Posted: September 02, 2014
Last Revised: September 15, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology
FCN Working Paper No. 3/2009
Christian Kraemer and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: September 02, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets
Adam Zaremba and Adam Szyszka
Poznań University of Economics and Warsaw School of Economics
Date Posted: September 01, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Impact of Pension Systems on Financial Development: An Empirical Study
Shouji Sun and Jiye Hu
University of International Business and Economics and Center for Law and Economics, China University of Political Science and Law
Date Posted: September 01, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Chinese IPO Examination Mechanism Affected by Administrative Factors: New Evidence from Rejected IPO Firms
Journal of Economic Research, 19(2), 171-196
Hai Long and Zhaoyong Zhang
Edith Cowan University and Edith Cowan University - Faculty of Business and Law
Date Posted: September 01, 2014
Accepted Paper Series
9 downloads

Incl. Fee Electronic Paper The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing
Journal of Investment Consulting, Vol. 15, No. 1, 51-66, 2014
Arun Muralidhar , Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions/George Washington Univ , Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Date Posted: August 30, 2014
Last Revised: August 31, 2014
Accepted Paper Series

Incl. Electronic Paper Rebalancing Risk
Nicolas M Granger , Douglas Greenig , Campbell R. Harvey , Sandy Rattray and David Zou
Man Group , Independent , Duke University - Fuqua School of Business , AHL / Man Systematic Strategies and Man Group plc - AHL Man Systematic Strategies
Date Posted: August 30, 2014
Working Paper Series
683 downloads

Incl. Electronic Paper Intergenerational Transfers Under an Uncertain Estate Tax
David Joulfaian
US Department of the Treasury - Office of Tax Analysis
Date Posted: August 30, 2014
Last Revised: September 01, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Emerging Market Outperformance: Publicly Traded Affiliates of Multinational Corporations
Journal of Investment Consulting, Vol. 15, No. 1, 27-35, 2014
Martijn Cremers
University of Notre Dame
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk, and Valuation for Improved Performance
Journal of Investment Consulting, Vol. 15, No. 1, 12-26, 2014
David Garff
Accuvest Global Advisors
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Northern Exposure: How Canadian Micro-Cap Stock Investments Can Benefit Investors
Journal of Investment Consulting, Vol. 15, No. 1, pp. 36-50, 2014
Stephen R. Foerster , Lionel Fogler and Stephen Sapp
University of Western Ontario - Richard Ivey School of Business , Kingwest & Company and University of Western Ontario - Richard Ivey School of Business
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Electronic Paper Solving Models with Disappointment Aversion
Patrick Augustin and Roméo Tédongap
McGill University, Desautels Faculty of Management and Swedish House of Finance
Date Posted: August 29, 2014
Last Revised: September 13, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper It’s Easy to Beat the Market
Moshe Levy
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: August 29, 2014
Working Paper Series
89 downloads

Incl. Electronic Paper By the Numbers: A Discussion of Risk Management and Quantitative Investing with Robert B. Litterman, PhD
Journal of Investment Consulting, Vol. 15, No. 1, 3-11, 2014
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: August 28, 2014
Accepted Paper Series
79 downloads


 

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