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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 566,605
Full Text Papers: 468,702
Authors: 262,693
Papers Received in
  Last 12 months:
63,680

Paper Downloads:
To date: 78,791,832
Last 12 months: 9,719,190
Last 30 days: 784,713

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Papers with
  Resolved
  References:
264,260
Total References: 9,074,523
Papers with Cites: 243,216
Total Citation
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6,006,425
Papers with
  Resolved
  Footnotes:
93,431
Total Footnotes: 9,189,712


SSRN eLibrary Search Results
JEL Code: G12
6,737,957 Total downloads
Showing Papers 1,461 - 1,510 of 15,499
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Incl. Electronic Paper Commodity 'CAPE Ratios'
Claude B. Erb
TR
Date Posted: September 22, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Impact of a Premium Based Tick Size on Equity Option Liquidity
Thanos Verousis , Owain Ap Gwilym and Nikolaos Voukelatos
University of Bath , Bangor Business School and University of Kent
Date Posted: September 22, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Funding Value Adjustment and Incomplete Markets
Lorenzo Cornalba
Mediobanca SPA
Date Posted: September 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Study of Differences in Returns between Large and Small Companies in Europe
Erik Peek
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: September 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Noisy Rational Expectation Equilibrium with Actively Managed Fund Sector
Thu Truong
Boston University
Date Posted: September 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Minimum Discrepancy Formulation of Stochastic Dominance Analysis and Implications for Asset Pricing
Valerio Potì
University College Dublin (UCD) - School of Business
Date Posted: September 21, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Patient Capital Outperformance: The Investment Skill of High Active Share Managers Who Trade Infrequently
Martijn Cremers and Ankur Pareek
University of Notre Dame and Rutgers University
Date Posted: September 21, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Forecasting Volatility in the Presence of Limits to Arbitrage
Forthcoming in the Journal of Futures Markets
Lu Hong , Tom Nohel and Steven K. Todd
Loyola University of Chicago , Loyola University of Chicago and Loyola University of Chicago
Date Posted: September 20, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Macroeconomic Factors and Equity Returns in Borsa Istanbul
Yigit Atilgan , K. Ozgur Demirtas and Alper Erdogan
Sabanci University , Sabanci University and Sabanci University - Graduate School of Management
Date Posted: September 20, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Volatility-of-Volatility Risk
Darien Huang and Ivan Shaliastovich
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Date Posted: September 19, 2014
Working Paper Series
77 downloads

Incl. Electronic Paper Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets
Darien Huang and Ivan Shaliastovich
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Date Posted: September 19, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The α-Hypergeometric Stochastic Volatility Model
José Da Fonseca and Claude Martini
Auckland University of Technology - Faculty of Business & Law and Zeliade Systems
Date Posted: September 19, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Dynamic Asset Sales with Information Externalities
Sivan Frenkel
Hebrew University of Jerusalem - Center for the Study of Rationality
Date Posted: September 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Class of its Own? The Role of Sustainable Real Estate in a Conditional Value at Risk Multi-Asset Portfolio
Peter Geiger , Marcelo Cajias and Franz Fuerst
University of Regensburg - International Real Estate Business School (IREBS) , PATRIZIA Immobilien AG and University of Cambridge - Department of Land Economy
Date Posted: September 19, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Capital Structure Effects on the Prices of Individual Equity Call Options
Robert L. Geske , Avanidhar Subrahmanyam and Yi Zhou
University of California, Los Angeles (UCLA) - Finance Area , University of California, Los Angeles (UCLA) - Finance Area and Florida State University - College of Business
Date Posted: September 18, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Capital Structure Arbitrage Revisited
Marcin Wojtowicz
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: September 18, 2014
Working Paper Series
11 downloads

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
9 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
Last Revised: September 18, 2014
Accepted Paper Series
13 downloads

Incl. Electronic Paper What Drives Exchange Rates? Reassessing Currency Return Predictability
Sara Ferreira Filipe and Paulo F. Maio
Luxembourg School of Finance and Hanken School of Economics
Date Posted: September 16, 2014
Working Paper Series
12 downloads

Monte Carlo Calculation of Exposure Profiles and Greeks for Bermudan and Barrier Options Under the Heston Hull-White Model
Qian Feng and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: September 16, 2014
Working Paper Series

Incl. Electronic Paper Financial Markets and Electoral Violence in Emerging Economies: Pakistan, May 2013
Allan Dwyer and Ashok Krishnamurthy
Mount Royal University - Bissett School of Business and Mount Royal University
Date Posted: September 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective
ADBI Working Paper No. 497
Naoyuki Yoshino , Farhad Taghizadeh Hesary , Ali Hassanzadeh and Ahmad Danu Prasetyo
Asian Development Bank Institute , Keio University , Monetary and Banking Research Institute (MBRI) and Bandung Institute of Technology - School of Business and Management, Bandung Institute of Technology
Date Posted: September 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Corny Creepy Corporate Credit: A Novel Model for the Term Structure of Corporate Credit Based on Competitive Advantage
Myuran Rajaratnam , Balakanapathy Rajaratnam and Kanshukan Rajaratnam
University of the Witwatersrand - School of Economics and Business Sciences , Stanford University and University of Cape Town (UCT) - Department of Finance and Tax
Date Posted: September 15, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
Adam Golinski , Joao Madeira and Dooruj Rambaccussing
University of York , University of York - Department of Economics and Related Studies and University of Dundee
Date Posted: September 15, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Asset Pricing Model Conditional on Up and Down Market for Emerging Market: The Case of Pakistan
Nida Shah , Javed Ali Dars and Muhammad Arshad Haroon
Isra University , Isra University and Isra University
Date Posted: September 14, 2014
Working Paper Series
8 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
45 downloads

Incl. Electronic Paper Fat Tails and Euler Equations: A Monte Carlo Study
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of Virginia (UVA) - Darden School of Business
Date Posted: September 13, 2014
Working Paper Series
11 downloads

Fund Flow Betas and the Cross-Section of Stock Returns
Yaxin Duan
Princeton University
Date Posted: September 13, 2014
Working Paper Series

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
10 downloads

Incl. Electronic Paper Evaluación De Los Márgenes Requeridos En Un Mercado De Derivados De Energía Eléctrica (Evaluation of the Requiered Margins in a Derivates Electric Energy Market)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-10
Kelly Maradey Angarita Sr. , Javier Pantoja and Alfredo Trespalacios
Universidad EAFIT , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT
Date Posted: September 12, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Option Valuation with Observable Volatility and Jump Dynamics
Peter Christoffersen , Bruno Feunou and Yoontae Jeon
University of Toronto - Rotman School of Management , Bank of Canada and University of Toronto - Rotman School of Management
Date Posted: September 12, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Taxes, Spending, and Market Returns
Anthony M. Diercks and William Waller
University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: September 12, 2014
Working Paper Series
10 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
19 downloads

Incl. Electronic Paper The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
Proceedings of the 2nd Applied Financial Economics (AFE) International Conference on “Financial Economics”, Samos island, Greece, July 15-17, 2005,
Dimitris Kenourgios , Aristeidis Samitas and Spyros Papathanasiou
University of Athens - Faculty of Economics , University of the Aegean and Hellenic Open University
Date Posted: September 11, 2014
Working Paper Series
4 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
7 downloads

Incl. Electronic Paper Testing Technical Anomalies in Athens Stock Exchange
European Research Studies Journal, 9, 3-4, pp 75-90 (2006).
Nikolaos Eriotis , Dimitrios Vasiliou and Spyros Papathanasiou
University of Athens , Hellenic Open University and Hellenic Open University
Date Posted: September 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Incorporating Technical Analysis Into Behavioral Finance: A Field Experiment in the Large Capitalization Firms of the Athens Stock Exchange
International Research Journal of Finance and Economics, 9(14), pp 100-112 (2008)
Dimitrios Vasiliou , Nikolaos Eriotis and Spyros Papathanasiou
Hellenic Open University , University of Athens and Hellenic Open University
Date Posted: September 11, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Technical Trading Profitability in Greek Stock Market
The Empirical Economics Letters, 7(7), pp 749-756, 2008.
Dimitrios Vasiliou , Nikolaos Eriotis and Spyros Papathanasiou
Hellenic Open University , University of Athens and Hellenic Open University
Date Posted: September 11, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Profits from Technical Trading Rules: The Case of Cyprus Stock Exchange
Journal of Money, Investment and Banking, Issue 13, pp 35-43 (2010)
Spyros Papathanasiou and Aristeidis Samitas
Hellenic Open University and University of the Aegean
Date Posted: September 11, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Leverage and the Value Premium
Hitesh Doshi , Kris Jacobs , Praveen Kumar and Ramon Rabinovitch
University of Houston , University of Houston - C.T. Bauer College of Business , University of Houston - Department of Finance and University of Houston - Department of Finance
Date Posted: September 10, 2014
Working Paper Series
30 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
16 downloads

Incl. Electronic Paper Individual Investors and Suboptimal Early Exercises in the Fixed-Income Market
Mathias Eickholt , Oliver Entrop and Marco Wilkens
University of Passau , University of Passau and University of Augsburg
Date Posted: September 10, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Does Money Supply Growth Contain Predictive Power for Stock Returns?
David G. McMillan
University of Stirling
Date Posted: September 10, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Time-Varying Predictability for Stock Returns, Dividend Growth and Consumption Growth
David G. McMillan
University of Stirling
Date Posted: September 10, 2014
Working Paper Series
18 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
15 downloads

Incl. Electronic Paper Bid-Ask Spreads, Trading Networks and the Pricing of Securitizations: 144a vs. Registered Securitizations
Burton Hollifield , Artem Neklyudov and Chester S. Spatt
Carnegie Mellon University - David A. Tepper School of Business , HEC Lausanne and SFI and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: September 09, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Risk-Adjusted Pricing of Bank's Assets Based on Cash Flow Matching Matrix
ACRN Journal of Finance and Risk Perspectives, Vol. 2, Issue 2, p. 49 - 59, Dec. 2013, ISSN 2305-7394
Ihor Voloshyn and Mykyta Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv) and National Technical University of Ukraine
Date Posted: September 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Direct Estimating Price of a Defaultable Zero-Coupon Bond Using Conception of Continuous Coupon Bond
Ihor Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv)
Date Posted: September 08, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Abnormal Trading Around Common Factor Pricing Models
Chris Yost-Bremm
Texas A&M University (TAMU) - Department of Finance
Date Posted: September 08, 2014
Working Paper Series
18 downloads


 

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