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Abstracts: 613,704
Full Text Papers: 510,519
Authors: 283,501
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Last 12 months: 11,442,462
Last 30 days: 883,593

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SSRN eLibrary Search Results
JEL Code: G1
16,383,118 Total downloads
Showing Papers 151 - 200 of 44,804
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Incl. Electronic Paper Pairs Trading Strategy Optimization Using the Reinforcement Learning Method: A Cointegration Approach
Saeid Fallahpour , Hasan Hakimian , Khalil Taheri and Ehsan Ramezanifar
University of Tehran , University of Tehran - Faculty of Management , University of Tehran and Maastricht University - Department of Finance
Date Posted: June 29, 2015
Working Paper Series
23 downloads

Incl. Fee Electronic Paper An Intertemporal CAPM with Stochastic Volatility
CEPR Discussion Paper No. DP10681
John Y. Campbell , Stefano W. Giglio , Christopher Polk and Robert Turley
Harvard University - Department of Economics , University of Chicago - Booth School of Business , London School of Economics and Dodge & Cox Funds
Date Posted: June 29, 2015
Working Paper Series

Incl. Electronic Paper An Overview of Islamic Finance
IMF Working Paper No. 15/120
Mumtaz Hussain , Asghar Shahmoradi and Rima Turk
International Monetary Fund (IMF) - Policy Development and Review Department , University of Calgary - Economics and International Monetary Fund
Date Posted: June 29, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Sub-National Government's Risk Premia: Does Fiscal Performance Matter?
IMF Working Paper No. 15/117
Sergio Sola and Geremia Palomba
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: June 29, 2015
Working Paper Series

Incl. Electronic Paper Financial Sophistication and Portfolio Choice over the Life Cycle
Seth Neumuller and Casey Rothschild
Wellesley College - Department of Economics and Wellesley College
Date Posted: June 29, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Tale of Two Averagings: Estimating the Integrated Volatility Using 'Pooled' High-Frequency Data
Zhi Liu , Xinbing Kong and Bingyi Jing
University of Macau , Soochow University and Hong Kong University of Science & Technology (HKUST)
Date Posted: June 29, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Risk Adjusted Growth Portfolio in a Finite Investment Horizon
Marcos Lopez de Prado , Ralph Vince and Qiji Jim Zhu
Guggenheim Partners, LLC , LSP Partners, LLC and Western Michigan University
Date Posted: June 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Investor Sentiment, Soccer Games and Stock Returns
Nebojsa Dimic , Manfred Neudl , Vitaly Orlov and Janne Jaakko Äijö
University of Vaasa - Department of Accounting and Finance , University of Vaasa - Department of Accounting and Finance , University of Vaasa, Department of Accounting and Finance and University of Vaasa, Department of Accounting and Finance
Date Posted: June 29, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Estimating the Cost of Equity Capital Using Empirical Asset Pricing Models
Adriana S. Cordis and Chris Kirby
Winthrop University - College of Business Administration and UNC Charlotte - Belk College of Business
Date Posted: June 28, 2015
Working Paper Series
6 downloads

Effects of Foreign Ownership on Payout Policy: Evidence from the Korean Market
Journal of Financial Markets, Vol. 14, No. 2, 2011
Jin Q. Jeon , Cheolwoo Lee and Clay M. Moffett
Dongguk University , Ferris State University and University of North Carolina (UNC) at Wilmington
Date Posted: June 28, 2015
Working Paper Series

Incl. Electronic Paper The Search for Liquidity
Jose A Carrasco and Lones Smith
University of Wisconsin at Madison - Department of Economics and University of Wisconsin at Madison - Department of Economics
Date Posted: June 28, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Carry Trade Dynamics Under Capital Controls: The Case of China
Michelle Zhang and Christopher Balding
Peking University - HSBC Business School and Peking University - HSBC School of Business
Date Posted: June 28, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Hidden Liquidity Inside the Spread
Jim Holcomb Jr. and James Upson
University of Texas at El Paso and University of Texas at El Paso
Date Posted: June 28, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Structure of the Cost of Deposits in Selected EU Countries
Bezpieczny Bank (pending)
Piotr Mielus and Tomasz Mironczuk
Warsaw School of Economics (SGH) and Gdansk Institute for Market Economics
Date Posted: June 28, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Absolute Returns in Commodity Futures Programs
Hilary Till and Jodie Gunzberg
EDHEC Business School and S&P Dow Jones Indices
Date Posted: June 28, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper What is Known About Hedge Funds?
Hilary Till and Jodie Gunzberg
EDHEC Business School and S&P Dow Jones Indices
Date Posted: June 27, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Senior Structured Finance Obligations are not Economic Catastrophe Bonds
Andreas Bloechlinger
Zurich Cantonal Bank
Date Posted: June 27, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies Part I
Hilary Till
EDHEC Business School
Date Posted: June 27, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Black Scholes Pricing Concept
Ilya I. Gikhman
Independent
Date Posted: June 27, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Efficient Frontier, Lognormal Returns, and Shortfall Constraint
Luca Ghezzi and Giancarlo Giudici
Università Carlo Cattaneo (LIUC) and Politecnico di Milano - Dipartimento di Ingegneria Gestionale
Date Posted: June 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Short Selling Before Initial Public Offerings
WBS Finance Group Research Paper Series
Linquan Chen and Chendi Zhang
University of Warwick, Warwick Business School, Students and University of Warwick - Finance Group
Date Posted: June 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Convergence Speed of Pricing European-Style Derivatives under Lattice Models
Wen-Kai Wang
National University of Kaohsiung - Department of Finance
Date Posted: June 27, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Location, Transportation and the Underpricing of IPOs
Zhangkai Huang , Jinyu Liu and Guangrong Ma
Tsinghua University - School of Economics & Management , Tsinghua University - School of Economics and Management and Peking University
Date Posted: June 26, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Estimation of VAR Using Copula and Extreme Value Theory
Multinational Finance Journal, Vol. 12, No. 3/4, p. 205-218, 2008
Luiz Koodi Hotta , Edimilson C. Lucas and Helder P. Palaro
University of Campinas (UNICAMP) - Department of Statistics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Independent
Date Posted: June 26, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Conditional Risk Premia in International Government Bond Markets
Multinational Finance Journal, Vol. 12, No. 3/4, p. 185-204, 2008
Joëlle Miffre
EDHEC Business School
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Mispricing Persistence and the Effectiveness of Arbitrage Trading
Multinational Finance Journal, Vol. 11, No. 1/2, p. 123-156, 2007
Pascal Alphonse
University of Lille 2 - ESA
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper U.K. Stock Market Inefficiencies and the Risk Premium
Multinational Finance Journal, Vol. 11, No. 1/2, p. 97-122, 2007
Antonis Demos and George Vasillelis
Athens University of Economics and Business and University of London - Imperial College of Science, Technology and Medicine
Date Posted: June 26, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Stationary Component in Stock Prices: A Reappraisal of Empirical Findings
Multinational Finance Journal, Vol. 11, No. 3/4, p. 287-322, 2007
Haitham A Al-Zoubi and Aktham Issa Maghyereh
Alfaisal University and Hashemite University - Department of Finance and Banking
Date Posted: June 26, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Swedish Stock Recommendations: Information Content or Price Pressure?
Multinational Finance Journal, Vol. 11, No. 3/4, p. 253-285, 2007
Erik Lidén
Göteborg University
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Asymmetric Return and Volatility Responses to Composite News from Stock Markets
Multinational Finance Journal, Vol. 11, No. 3/4, p. 179-210, 2007
Thomas Chinan Chiang , Cathy W. S. Chen and Mike K. P. So
Drexel University - Department of Finance , Feng Chia University - Department of Statistics and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
Date Posted: June 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework
Multinational Finance Journal, Vol. 11, No. 3/4, p. 157-178, 2007
Manfred Frühwirth , Paul Schneider and Markus S. Schwaiger
Vienna University of Economics and Business , University of Queensland and Vienna University of Economics and Business Administration
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Higher-Order Terms in Bivariate Returns to International Stock Market Indices
Multinational Finance Journal, Vol. 12, No. 1/2, p. 127-155, 2008
Kirt C. Butler and Katsushi Okada
Michigan State University and Michigan State University
Date Posted: June 26, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Value-at-Risk for Greek Stocks
Multinational Finance Journal, Vol. 12, No. 1/2, p. 67-104, 2008
Timotheos Angelidis and Alexandros Benos
University of Peloponnese - Department of Economics and National Bank of Greece
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Liquidity Motivated Algorithm for Discerning Trade Direction
Multinational Finance Journal, Vol. 12, No. 1/2, p. 45-66, 2008
David Michayluk and Laurie Prather
University of Technology, Sydney and Bond University - Faculty of Business, Technology and Sustainable Development
Date Posted: June 26, 2015
Accepted Paper Series
28 downloads

Incl. Electronic Paper Firm Investments and Corporate Governance in Asian Emerging Markets
Multinational Finance Journal, Vol. 12, No. 1/2, p. 21-44, 2008
Tanweer Hasan , Palani-Rajan Kadapakkam and P C Kumar
Roosevelt University , University of Texas at San Antonio - Department of Finance and American University
Date Posted: June 26, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies
Multinational Finance Journal, Vol. 12, No. 1/2, p. 1-20, 2008
Raj Aggarwal , Winston Lin and Sunil Mohanty
University of Akron - Department of Finance , SUNY at Buffalo - School of Management and University of St. Thomas (Minnesota) - Opus College of Business
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Microstructure of the Irish Stock Market
Multinational Finance Journal, Vol. 12, No. 3/4, p. 279-311, 2008
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity College, Dublin - School of Business
Date Posted: June 26, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction
Multinational Finance Journal, Vol. 12, No. 3/4, p. 241-277, 2008
Raj Aggarwal and Sijing Zong
University of Akron - Department of Finance and California State University, Stanislaus - School of Business
Date Posted: June 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Taxation, Dividend Payments and Ex-Day Price-Changes
Multinational Finance Journal, Vol. 13, No. 1/2, p. 135-154, 2009
Sven-Olov Daunfeldt , Carina Selander and Magnus Wikström
University of Umea - Department of Economics , University of Umea and Umeå University
Date Posted: June 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Towards Decoding Currency Volatilities
Multinational Finance Journal, Vol. 13, No. 1/2, p. 103-134, 2009
Dieter Johannes Jüttner and wayne Leung
Macquarie University and Macquarie University
Date Posted: June 26, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Risks in CDO-Squared Structures
Multinational Finance Journal, Vol. 13, No. 1/2, p. 55-74, 2009
Andrew Adams , Rajiv Bhatt and James Clunie
University of Edinburgh; Business School , Deloitte Touche Tohmatsu and Jupiter Asset Management Ltd.
Date Posted: June 26, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper European Put-Call Parity and the Early Exercise Premium for American Currency Options
Multinational Finance Journal, Vol. 13, No. 1/2, p. 39-54, 2009
Geoffrey Poitras , Chris Veld and Yuriy Zabolotnyuk
Simon Fraser University (SFU) - Finance Area , Monash University and Carleton University
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Anticipated vs. Unanticipated House Price Movements and Transaction Volume
Journal of Housing Economics, Vol. 28, 2015, pp. 121-129.
Yavuz Arslan , Birol Kanık and Bülent Köksal
Central Bank of Turkey , Central Bank of the Republic of Turkey and Ipek University - Department of Management
Date Posted: June 26, 2015
Accepted Paper Series

Incl. Electronic Paper Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
Multinational Finance Journal, Vol. 13, No. 3/4, p. 293-321, 2009
James McDonald , Richard A. Michelfelder and Panayiotis Theodossiou
Brigham Young University - Department of Economics , Rutgers, The State University of New Jersey - Rutgers University, Camden and Cyprus University of Technology
Date Posted: June 26, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Metaheuristic Construction of Long-Only Risk Budgeted Futures Portfolio with Maximal Diversification Index
Vijayalakshmi G A Pai and Thierry Michel
PSG College of Technology and Lombard Odier & Cie
Date Posted: June 26, 2015
Last Revised: June 29, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Benchmark Concentration: Capitalization Weights versus Equal Weights in the FTSE 100 Index
Multinational Finance Journal, Vol. 13, No. 3/4, p. 209-228, 2009
Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Determinants of Mortgage Default and Consumer Credit Use: The Effects of Foreclosure Laws and Foreclosure Delays
FRB of New York Staff Report No. 732
Sewin Chan , Andrew Haughwout , Andrew T. Hayashi and Wilbert van der Klaauw
New York University (NYU) - Robert F. Wagner Graduate School of Public Service , Federal Reserve Bank of New York , University of Virginia - School of Law and Federal Reserve Bank of New York
Date Posted: June 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Modeling Volatility in Foreign Currency Option Pricing
Multinational Finance Journal, Vol. 13, No. 3/4, p. 189-208, 2009
Ariful Hoque , Felix Chan Sr. and Meher Manzur
University of Southern Queensland , Curtin University of Technology - School of Economics and Finance and Curtin University of Technology - School of Economics and Finance
Date Posted: June 26, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Konsumentenschutz Im Crowdfunding (Investor Protection in Crowdfunding)
Rainer Lenz
University of Applied Sciences, Bielefeld
Date Posted: June 26, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Effect of Extreme Markets on the Benefits of International Portfolio Diversification
Multinational Finance Journal, Vol. 13, No. 3/4, p. 155-188, 2009
Daniella Acker and N.W. Duck
University of Bristol - Department of Economics and University of Bristol - Department of Economics
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads


 

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