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Full Text Papers: 515,402
Authors: 285,999
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SSRN eLibrary Search Results
JEL Code: G10
1,931,023 Total downloads
Showing Papers 1,461 - 1,510 of 5,629
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1 2 3 4 ... 113 | Next >
   


Incl. Electronic Paper The Relationship between Earnings and its Components with Stock Returns Emphasizing on Earnings Quality of Listed Firms in Tehran Stock Exchange (TSE)
Reza Janjani
Independent
Date Posted: August 02, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms
Andreas S. Chouliaras
Luxembourg School of Finance
Date Posted: August 02, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper New Evidence on Whether Gold Mining Stocks Are More Like Gold or Like Stocks
Alternative Investment Analyst Review, Forthcoming
Mark A. Johnson and Douglas J. Lamdin
Loyola University Maryland and University of Maryland, Baltimore County - Department of Economics
Date Posted: July 29, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper Why Do Different Short-Sellers Pay Different Loan Fees? A Market-Wide Analysis
Fernando Chague , Rodrigo De-Losso , Alan De Genaro and Bruno Giovannetti
University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Date Posted: July 29, 2015
Last Revised: July 31, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Least Squares Estimation of Large Dimensional Threshold Factor Models
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: July 29, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Short Sales Constraints and the Diversification Puzzle
Adam V. Reed , Pedro A. C. Saffi and Edward Dickersin Van Wesep
University of North Carolina Kenan-Flagler Business School , University of Cambridge - Judge Business School and University of Colorado at Boulder - Department of Finance
Date Posted: July 28, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper How to Predict the Consequences of a Tick Value Change? Evidence from the Tokyo Stock Exchange Pilot Program
Weibing Huang , Charles-Albert Lehalle and Mathieu Rosenbaum
University of Paris 6 Pierre et Marie Curie - Laboratoire de Probabilités et Modèles Aléatoires , Capital Fund Management and University of Paris 6 Pierre et Marie Curie - Laboratoire de Probabilités et Modèles Aléatoires
Date Posted: July 27, 2015
Last Revised: July 28, 2015
Working Paper Series
71 downloads

Incl. Electronic Paper Financial Jeorpardy
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Acceptability Bounds for Forward Starting Options Using Disciplined Convex Programming
Dilip B. Madan and King Wang
University of Maryland - Robert H. Smith School of Business and Morgan Stanley
Date Posted: July 26, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Portfolio Theory for Squared Returns Correlated Across Time
Ernst Eberlein and Dilip B. Madan
University of Freiburg and University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Three Non-Gaussian Models of Dependence in Returns
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Adjusting Exponential Levy Models Towards the Simultaneous Calibration of Market Prices for Crash Cliquets
Peter Carr , Ajay Khanna and Dilip B. Madan
New York University (NYU) - Courant Institute of Mathematical Sciences , New York University (NYU) and University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Dynamic Conic Hedging for Competitiveness
Dilip B. Madan , Martijn Pistorius and Wim Schoutens
University of Maryland - Robert H. Smith School of Business , Imperial College London and KU Leuven - Department of Mathematics
Date Posted: July 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Conic Portfolio Theory
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 25, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Attention Effects in a High-Frequency World
Bidisha Chakrabarty , Pamela C. Moulton and Xu (Frank) Wang
Saint Louis University - John Cook School of Business , Cornell University and Saint Louis University
Date Posted: July 25, 2015
Working Paper Series
62 downloads

Capital-Market Liberalization is Certainly No Paragon of Virtues: A Theoretical Review
Indian Journal of Finance (ISSN 0973 – 8711),
Parag Chandra and Saptorshee Kanto Chakraborty
University of Kalyani - Krishnagar Government College and Indian Institute of Management Calcutta (IIM-C)
Date Posted: July 23, 2015
Last Revised: July 25, 2015
Accepted Paper Series

Incl. Electronic Paper When Are Investment Projects in the Same Risk Class?
Accounting and Finance, Forthcoming
David James Johnstone
University of Sydney Business School
Date Posted: July 23, 2015
Last Revised: July 29, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Study of Investor Sentiments and Stock Market Behavior
Sharad Gupta and Manjari Sharma
Lincoln University College, Malaysia and Lincoln University College, Malaysia
Date Posted: July 22, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Overnight Inventory Strategy of Day-Traders: An Empirical Study from the Korea Stock Exchange
Hye-hyun Park and Kyung Suh Park
Korea University Business School (KUBS) and Korea University - Department of Finance
Date Posted: July 21, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Trading Activity, Quoted Liquidity, and Stock Volatility
Multinational Finance Journal, Vol. 1, No. 3, p. 199-227, 1997
Li Jiang and Lawrence Kryzanowski
Hong Kong Polytechnic University and Concordia University, Quebec - John Molson School of Business
Date Posted: July 18, 2015
Accepted Paper Series
35 downloads

Incl. Electronic Paper Information Flows between Eurodollar Spot and Futures Markets
Multinational Finance Journal, Vol. 1, No. 4, p. 255-271, 1997
Yin-Wong Cheung and Hung-Gay Fung
City University of Hong Kong - Department of Economics & Finance and University of Missouri at Saint Louis - College of Business Administration
Date Posted: July 17, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper New Perspectives on the Fund Flow-Performance Relationship
Miyoun Paek and Kwangsoo Ko
University of Cincinnati and Pusan National University
Date Posted: July 17, 2015
Working Paper Series
14 downloads

Incl. Fee Electronic Paper Effects of Passive Intensity on Aggregate Price Dynamics
Financial Review, Vol. 50, Issue 3, pp. 363-391, 2015
Sina Ehsani and Donald D. Lien
University of Texas at San Antonio and University of Texas at San Antonio - College of Business - Department of Economics
Date Posted: July 17, 2015
Accepted Paper Series

Incl. Electronic Paper Equity Short Sales and Options: Complements or Substitutes?
Marlene Haas
University of Vienna - Faculty of Business, Economics, and Statistics
Date Posted: July 16, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Assessment of Accuracy of Finite Difference Methods in Evaluation of Options within Heston Model
Chencheng Cai
Rutgers, The State University of New Jersey - Financial Statistics & Risk Management
Date Posted: July 15, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Can Warren Buffett Also Predict Equity Market Downturns?
Sebastien Lleo and William T. Ziemba
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Date Posted: July 14, 2015
Last Revised: July 27, 2015
Working Paper Series
208 downloads

Incl. Electronic Paper Public Goods Through Taxation in a General Equilibrium Economy: Experimental Evidence
Cowles Foundation Discussion Paper No. 1830RR
Juergen Huber , Martin Shubik and Shyam Sunder
University of Innsbruck , Yale University - School of Management and Yale University - School of Management
Date Posted: July 14, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Does Central Bank Tone Move Asset Prices?
Maik Schmeling and Christian Wagner
City University London - Sir John Cass Business School and Copenhagen Business School
Date Posted: July 14, 2015
Last Revised: July 21, 2015
Working Paper Series
51 downloads

Incl. Fee Electronic Paper Capital Markets in China and Britain, 18th and 19th Century: Evidence from Grain Prices
CEPR Discussion Paper No. DP10702
Wolfgang Keller , Carol H. Shiue and Xin Wang
University of Colorado , University of Colorado at Boulder - Department of Economics and University of Colorado at Boulder - Department of Economics
Date Posted: July 13, 2015
Working Paper Series

Incl. Electronic Paper Changing Regulatory Landscape for Commodity Derivatives Trading in India -- Implications and the Way Forward
Rose Mary K. Abraham
Ministry of Finance, Government of India
Date Posted: July 13, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Does Managerial Overconfidence Affect the Timing of SEOs?
Jonathan F. Handy
Indiana University - Bloomington
Date Posted: July 08, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper The Relationship between Overallotment Options, Underwriting Fees and Price Stabilization for Canadian IPOs
Multinational Finance Journal, Vol. 4, No. 1/2, p. 5-34, 2000
Richard Chung , Lawrence Kryzanowski and Ian Rakita
Griffith University - Department of Accounting, Finance and Economics , Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec
Date Posted: July 08, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper An Integrated Risk Management Method: VaR Approach
Multinational Finance Journal, Vol. 4, No. 3/4, p. 201-219, 2000
Hailiang Yang
The University of Hong Kong
Date Posted: July 08, 2015
Accepted Paper Series
21 downloads

Incl. Electronic Paper Can the Forecasts Generated from E/P Ratio and Bond Yield Be Used to Beat Stock Markets?
Multinational Finance Journal, Vol. 5, No. 1, p. 59-86, 2001
Wing-Keung Wong , Boon-Kiat Chew and Douglas Sikorski
Hong Kong Baptist University (HKBU) , Independent Economic Analysis (Holdings) Limited and National University of Singapore (NUS)
Date Posted: July 08, 2015
Accepted Paper Series
42 downloads

Incl. Electronic Paper The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market
Multinational Finance Journal, Vol. 5, No. 1, p. 35-58, 2001
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: July 08, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets
Multinational Finance Journal, Vol. 6, No. 2, p. 99-130, 2002
Mondher Bellalah and Marc Lavielle
Universite de Cergy-Pontoise and University of Paris 11 Sud - Department of Mathematics
Date Posted: July 08, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Designing Effective Macroprudential Stress Tests: Progress so Far and the Way Forward
IMF Working Paper No. WP/15/146
Dimitri G. Demekas
International Monetary Fund (IMF)
Date Posted: July 07, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test
Multinational Finance Journal, Vol. 7, No. 1/2, p. 3-23, 2003
Anthony J. Seymour and Daniel A. Polakow
University of Cape Town (UCT) and University of Cape Town (UCT)
Date Posted: July 07, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Risk, Return and Portfolio Theory – A Contextual Note
Samithamby Senthilnathan
Nilai International University, Malaysia
Date Posted: July 07, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Optimal Investment in Markets with Over and Under-Reaction to Information
Giorgia Callegaro , M'hamed Gaigi , Simone Scotti and Carlo Sgarra
University of Padua , Université d'Évry , Université Paris VII Denis Diderot and Politecnico di Milano- Dipartimento di Matematica
Date Posted: July 06, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns
Andreas S. Chouliaras
Luxembourg School of Finance
Date Posted: July 06, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper A Comparison of the Singapore and Hong Kong Emerging-Company Markets
Nomura Journal of Capital Markets, Vol. 6, No. 4, 2015
Yohei Kitano
Nomura Institute of Capital Markets Research
Date Posted: July 06, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Infrastructure Financing in Asia − Current Situation and Future Outlook
Nomura Journal of Capital Markets, Vol. 6, No. 4, 2015
Yohei Kitano
Nomura Institute of Capital Markets Research
Date Posted: July 06, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Value or Growth? Pricing of Idiosyncratic Cash-Flow Risk with Heterogeneous Beliefs
Michael F. Gallmeyer , Hogyu Jhang and Hwagyun Kim
University of Virginia (UVA) - McIntire School of Commerce , Georgia Institute of Technology and Texas A&M University - Mays Business School
Date Posted: July 06, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Investment Motive of Individual Investor in the Stock of Market of Nepal
Bhushan Karki and Bibhav Adhikari
Little Angels' College of Management (LACM) and Little Angels' College of Management (LACM)
Date Posted: July 03, 2015
Working Paper Series
68 downloads

Incl. Electronic Paper Asset Allocation Strategies Based on Penalized Quantile Regression
Giovanni Bonaccolto , Massimiliano Caporin and Sandra Paterlini
University of Padova - Department of Statistical Sciences , University of Padova - Department of Economics and Management "Marco Fanno" and EBS Universität für Wirtschaft und Recht
Date Posted: July 03, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Orders versus Trades on the Consolidated Tape
James Upson , Hardy Johnson and Thomas H. McInish
University of Texas at El Paso , Kansas State University and University of Memphis - Fogelman College of Business and Economics
Date Posted: July 02, 2015
Last Revised: July 03, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Testing for Multiple Types of Marginal Investor in Ex-Day Pricing
Multinational Finance Journal, Vol. 8, No. 3/4, p. 173-209, 2004
Jan Bartholdy and Kate Brown
University of Aarhus - Aarhus School of Business - Department of Business Studies and University of Otago
Date Posted: July 01, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Behavior of Prices, Trades and Spreads for Canadian IPO's
Multinational Finance Journal, Vol. 9, No. 3/4, p. 215-236, 2005
Lawrence Kryzanowski , Skander Lazrak and Ian Rakita
Concordia University, Quebec - John Molson School of Business , Brock University and Concordia University, Quebec
Date Posted: July 01, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts
Multinational Finance Journal, Vol. 9, No. 3/4, p. 131-160, 2005
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University
Date Posted: July 01, 2015
Accepted Paper Series
2 downloads


 

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