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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 669,006
Full Text Papers: 559,957
Authors: 308,375
Papers Received in
  Last 12 months:
66,245

Paper Downloads:
To date: 98,631,336
Last 12 months: 12,875,115
Last 30 days: 1,510,277

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  Resolved
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302,605
Total References: 8,891,042
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Total Citation
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5,716,952
Papers with
  Resolved
  Footnotes:
91,683
Total Footnotes: 8,995,707


SSRN eLibrary Search Results
JEL Code: G12
8,108,576 Total downloads
Showing Papers 1,461 - 1,510 of 17,695
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1 2 3 4 ... 354 | Next >
   


Incl. Electronic Paper Factor Investing with Smart Beta Indices
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: April 29, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Using Out-Of-Sample Errors in Portfolio Optimization
Pedro Barroso
UNSW Australia Business School, School of Banking and Finance
Date Posted: April 29, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Momentum: An Economic View
Wilhelm Berghorn and Sascha Otto
Mandelbrot Quantitative Research UG and Independent
Date Posted: April 29, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Information, Stochastic Dominance and Bidding: The Case of Treasury Auctions
Patrick L. Leoni and Frederik Lundtofte
Kedge Business School and Lund University - Department of Economics
Date Posted: April 29, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Behavioral Model of Investor Sentiment in Limit Order Markets
Forthcoming in Quantitative Finance
Carl Chiarella , Xuezhong He , Lei Shi and Lijian Wei
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) , University of Technology Sydney (UTS) and Business School of Sun Yat-sen Univerisity
Date Posted: April 29, 2016
Accepted Paper Series
17 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
DIW Berlin Discussion Paper No. 1573
Guglielmo Maria Caporale and Alex Plastun
Brunel University - Centre for Empirical Finance and Sumy State Universtity
Date Posted: April 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper What is the Expected Return on a Stock?
Ian Martin and Christian Wagner
London School of Economics and Copenhagen Business School
Date Posted: April 28, 2016
Working Paper Series
68 downloads

Incl. Electronic Paper Cesitli Yatirimci Gruplarinin Hisse Senedi Net Alim Islem Hacmi Ve Pazar Getirisi Arasindaki Etkilesim (Interaction between Equity Trading of Various Investor Types and Market Return)
Melis Gultekin and Mehmet Umutlu
Yasar University - Deparment of International Trade and Finance and Yasar University - Department of International Trade and Finance
Date Posted: April 26, 2016
Working Paper Series
3 downloads

Discrete Wavelet Transform-Based Prediction of Stock Index: A Study on National Stock Exchange Fifty Index
Journal of Financial Management and Analysis, Vol. 28(2), 2015
Dhanya Jothimani , Surendra S. Yadav and Ravi Shankar
Indian Institute of Technology (IIT), Delhi - Department of Management Studies , Indian Institute of Technology (IIT), Delhi - Department of Management Studies and Indian Institute of Technology (IIT), Delhi - Department of Management Studies
Date Posted: April 26, 2016
Accepted Paper Series

Incl. Electronic Paper Nonparametric Tail Risk, Stock Returns and the Macroeconomy
Caio Almeida , Kym Marcel Martins Ardison , René Garcia and Jose Vicente
Getulio Vargas Foundation , Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças , EDHEC Business School and Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: April 25, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Approximation to Default Swaptions in Reduced-Form Framework: Calibration and Comparison of Intensity Dynamics
Alexander Gyandzhuntsev
Imperial College London - Department of Mathematics
Date Posted: April 25, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Data-Driven Jump Detection Thresholds for Application in Jump Regressions
Economic Research Initiatives at Duke (ERID) Working Paper No. 213
Robert Davies and George Tauchen
Duke University, Department of Economics, Students and Duke University - Economics Group
Date Posted: April 25, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Affine Term Structure Pricing with Bond Supply as Factors
FRB Atlanta CQER Working Paper No. 2016-1
Fumio Hayashi
National Graduate Institute for Policy Studies
Date Posted: April 25, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Do Investors Buy Lotteries in China's Stock Market?
Yu Liang and Weiqiang Zhang
Tsinghua University - School of Economics & Management and Tsinghua University - School of Economics & Management
Date Posted: April 24, 2016
Working Paper Series
16 downloads

Weekday Variation in the Leverage Effect: A Puzzle
Finance Research Letters, Forthcoming
Geoffrey Peter Smith
Arizona State University (ASU) - W.P. Carey School of Business
Date Posted: April 23, 2016
Accepted Paper Series

Incl. Electronic Paper Commodity Prices and Inflation Expectations in Chile
Andres Ayala

Date Posted: April 23, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper The Predictive Power of Dividend Yields for Future Inflation: Money Illusion or Rational Causes?
Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: April 23, 2016
Last Revised: April 26, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Incremental Information Content of Innovations in Implied Idiosyncratic Volatility
Review of Financial Economics, Forthcoming
Cliff R. Moll and Stephen P. Huffman
University of Wisconsin - Oshkosh and University of Wisconsin Oshkosh
Date Posted: April 23, 2016
Accepted Paper Series
12 downloads

Incl. Electronic Paper Absolute Alpha with Moving Averages: A Consistent Trading Strategy
Yiqiao Yin
University of Rochester, Students
Date Posted: April 22, 2016
Last Revised: April 25, 2016
Working Paper Series
184 downloads

Incl. Electronic Paper Inferring the Financial Materiality of Corporate Sustainability News: A Textual Analysis of Soft Information
Andy Moniz
Erasmus University Rotterdam, Students
Date Posted: April 22, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Short-Selling Constraints and Stock-Valuation Pattern: A Regime-Event Analysis
Applied Economics, Forthcoming
Min Bai , Xiaoming Li and Yafeng Qin
Independent , Massey University - School of Economics and Finance (Albany) and Massey University - School of Economics and Finance (Albany)
Date Posted: April 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper A Global Macroeconomic Risk Explanation for Momentum and Value
Ilan Cooper , Andreea Mitrache and Richard Priestley
BI Norwegian Business School , Toulouse Business School and Norwegian Business School
Date Posted: April 22, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper 한국 주식시장의 지속적 변동성과 거시경제적 관련성 분석 (The Long-Lived Volatility of Korean Stock Market and its Relation to Macroeconomic Conditions)
KDI Journal of Economic Policy 35(4) 63-94
Young Il Kim
Korea Development Institute (KDI)
Date Posted: April 22, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Multi-Curve Discounting
Bert-Jan Nauta
RBS
Date Posted: April 22, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks
FEDS Working Paper No. 2016-032
Alex C. Hsu , Erica X. N. Li and Francisco Palomino
Georgia Institute of Technology - Scheller College of Business , Cheung Kong Graduate School of Business and Board of Governors of the Federal Reserve System
Date Posted: April 22, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Pricing and Hedging of Guaranteed Minimum Benefits Under Regime-Switching and Stochastic Mortality
Katja Ignatieva , Andrew Song and Jonathan Ziveyi
University of New South Wales - Australian School of Business , UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: April 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Investment Under Uncertainty When Interest Rates Are at the Zero Lower Bound
George Dotsis
Athens University of Economics and Business - Department of Management Science and Technology
Date Posted: April 21, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Corporate Equity Ownership and Expected Stock Returns
Jinliang Li , Yi Tang and An Yan
Tsinghua University - School of Economics & Management , Fordham University - Gabelli School of Business and Fordham University - Gabelli School of Business
Date Posted: April 20, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Metodología Basada En La Calibración Por Mínima Entropía Para La Estimación De Curvas De Tasas En Mercados De Alta Complejidad (Minimum-Entropy Calibration of Term Structure Models in Low-Frequency Transaction Markets)
Columbia Business School Research Paper No. 16-30
Andres Ayala

Date Posted: April 20, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Pension Fund Asset Allocation in Low Interest Rate Environment
Netspar Discussion Paper No. 03/2016-017
Dennis Bams , Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance , Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Date Posted: April 20, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper An Agent-Based Model of Dynamics in Corporate Bond Trading
Bank of England Working Paper No. 592
Karen Braun-Munzinger , Zijun Liu and Arthur Turrell
Bank of England , Bank of England and Bank of England
Date Posted: April 20, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?
Jae H. Kim
La Trobe University
Date Posted: April 19, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper The Efficiency of Mutual Funds
Javier Vidal-García
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Date Posted: April 19, 2016
Last Revised: April 24, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets
CESifo Working Paper Series No. 5812
Martin G. Kocher , Konstantin E. Lucks and David Schindler
Ludwig Maximilian University of Munich - Faculty of Economics , Ludwig Maximilian University of Munich and Ludwig Maximilian University of Munich
Date Posted: April 18, 2016
Working Paper Series
9 downloads

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
CEPR Discussion Paper No. DP10947
Mikhail Chernov , Brett R. Dunn and Francis A. Longstaff
UCLA Anderson , University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Term Structures of Asset Prices and Returns
CEPR Discussion Paper No. DP11227
David K. Backus , Nina Boyarchenko and Mikhail Chernov
NYU Stern School of Business , Federal Reserve Bank of New York and UCLA Anderson
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Who Trades Against Mispricing?
CEPR Discussion Paper No. DP11156
Mariassunta Giannetti and Bige Kahraman
Stockholm School of Economics and
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Currency Premia and Global Imbalances
CEPR Discussion Paper No. DP11129
Pasquale Della Corte , Steven J. Riddiough and Lucio Sarno
Imperial College London , University of Melbourne and City University London - Sir John Cass Business School
Date Posted: April 18, 2016
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area
CEPR Discussion Paper No. DP11122
Roel M. W. J. Beetsma , Massimo Giuliodori , Frank de Jong and Jesper Hanson
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) , University of Amsterdam - Faculty of Economics & Econometrics (FEE) , Tilburg University and University of Amsterdam
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Securitisation Bubbles: Structured Finance with Disagreement About Default Correlations
CEPR Discussion Paper No. DP11145
Tobias Broer
Stockholm University
Date Posted: April 18, 2016
Working Paper Series

Incl. Electronic Paper Stock Market Bubbles and Monetary Policy Effectiveness
Olga Fullana , Javier Ruiz Sr. and David Toscano
Universidad CEU Cardenal Herrera , University of Huelva and University of Liverpool
Date Posted: April 18, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Credit Risk Modelling Under Recessionary and Financial Distressed Conditions
Yiannis Dendramis , Elias Tzavalis and Georgios Adraktas
University of Cyprus - Department of Accounting and Finance , Athens University of Economics and Business - Department of Economics and Alpha Bank
Date Posted: April 18, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Sharpe Ratio: International Evidence
Javier Vidal-García
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Date Posted: April 17, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Agency Trading and Principal Trading
Jiacui Li and Wenhao Li
Stanford University, Graduate School of Business, Students and Stanford University, Graduate School of Business, Students
Date Posted: April 17, 2016
Working Paper Series
43 downloads

Incl. Electronic Paper Quantum Theory of Securities Price Formation in Financial Markets
Jack Sarkissian
Algostox Trading
Date Posted: April 17, 2016
Last Revised: April 27, 2016
Working Paper Series
60 downloads

Incl. Electronic Paper Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading
Sandrine Jacob Leal and Mauro Napoletano
ICN Business School (Nancy-Metz) France and Observatoire Français des Conjonctures Economiques (OFCE)
Date Posted: April 17, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Life with Habit and Expectation: A New Explanation of the Equity Premium Puzzle
James Peery Cover and Boyi Zhuang
University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Culverhouse College of Commerce & Business Administration
Date Posted: April 16, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper The Sound of Many Funds Rebalancing
Alexander Chinco and Vyacheslav Fos
University of Illinois at Urbana-Champaign - College of Business and Boston College - Department of Finance
Date Posted: April 16, 2016
Working Paper Series
60 downloads

Incl. Electronic Paper UK Term Structure Decompositions at the Zero Lower Bound
Andrea Carriero , Sarah Mouabbi and Elisabetta Vangelista
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Banque de France and Government of the United Kingdom - UK Debt Management Office (DMO)
Date Posted: April 15, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Default Option Exercise Over the Financial Crisis and Beyond
Xudong An , Yongheng Deng and Stuart A. Gabriel
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , National University of Singapore, Business School and the School of Design and Environment and University of California, Los Angeles - Anderson School of Management
Date Posted: April 15, 2016
Working Paper Series
10 downloads


 

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