Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 593,456
Full Text Papers: 493,521
Authors: 274,660
Papers Received in
  Last 12 months:
62,456

Paper Downloads:
To date: 83,712,117
Last 12 months: 10,525,787
Last 30 days: 1,062,537

CiteReader:  What's this?
Papers with
  Resolved
  References:
282,013
Total References: 9,075,779
Papers with Cites: 246,820
Total Citation
  Links:
6,036,513
Papers with
  Resolved
  Footnotes:
94,530
Total Footnotes: 9,188,533


SSRN eLibrary Search Results
JEL Code: G12
7,073,122 Total downloads
Showing Papers 151 - 200 of 16,098
Sort By
1 2 3 4 ... 322 | Next >
   


Incl. Electronic Paper Dealing with Dynamic Agency
Benjamin Falkeborg
University of Copenhagen - Department of Economics
Date Posted: March 05, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Impact of High-Frequency Trading on Volatility. Evidence from the Italian Market
CONSOB Working Papers No. 80
Valeria Caivano
CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: March 05, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Fondos De Inversión En España: Poca Sensatez De La Mayoría De Los Inversores (Investment Funds in Spain: Little Sense of the Majority of the Investors)
Pablo Fernandez Acin
Independent
Date Posted: March 05, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring Innovation
Michael J. Cooper , Anne Marie Knott and Wenhao Yang
University of Utah - David Eccles School of Business , Washington University in Saint Louis - John M. Olin Business School and University of Utah
Date Posted: March 05, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession
Aaron Hedlund
University of Missouri
Date Posted: March 04, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Equity Issuance of Distressed Firms
James Park
Korea University Business School (KUBS)
Date Posted: March 04, 2015
Working Paper Series
203 downloads

Incl. Fee Electronic Paper Non‐Tradable Share Reform, Liquidity, and Stock Returns in China
International Review of Finance, Vol. 15, Issue 1, pp. 27-54, 2015
Chi‐Hsiou D. Hung , Qiuliang Chen and Victor Fang
University of Glasgow , Independent and Deakin University
Date Posted: March 04, 2015
Accepted Paper Series

Incl. Electronic Paper Relevance of Uncertainty on the Volatility and Trading Volume in the US Treasury Bond Futures Market
Bank of Finland Research Discussion Paper No. 4/2015
Helinä Laakkonen
Bank of Finland
Date Posted: March 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Network Risk and Financial Crisis
Yi-An Chen
University of Washington
Date Posted: March 03, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Network Risk and Cross-Section of Expected Stock Returns
Yi-An Chen
University of Washington
Date Posted: March 03, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model
Swiss Finance Institute Research Paper No. 15-08
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 03, 2015
Last Revised: March 04, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Variance Risk Premium and Fundamental Uncertainty
Christian Conrad and Karin Loch
University of Heidelberg - Faculty of Economics and Social Studies and University of Heidelberg - Faculty of Economics and Social Studies
Date Posted: March 03, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Pricing of First Day Opening Price Returns for ChiNext IPOs
Review of Quantitative Finance and Accounting, Forthcoming
Qi Deng and Zhong-Guo Zhou
Xi'an Jiaotong - Liverpool University and California State University, Northridge
Date Posted: March 02, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper 'Other People's Money': Mum and Dad Investors vs the Professionals
Wei Lu , Peter L. Swan and P. Joakim Westerholm
The University of New South Wales , University of New South Wales (UNSW Australia) and The University of Sydney Business School
Date Posted: March 02, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
CEPR Discussion Paper No. DP10450
Andrew Ellul , Chotibhak Jotikasthira , Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance , University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School and Fordham University
Date Posted: March 02, 2015
Working Paper Series

Incl. Fee Electronic Paper Regression Based Estimation of Dynamic Asset Pricing Models
CEPR Discussion Paper No. DP10449
Tobias Adrian , Richard K. Crump and Emanuel Moench
Federal Reserve Bank of New York , Federal Reserve Banks - Federal Reserve Bank of New York and Deutsche Bundesbank
Date Posted: March 02, 2015
Working Paper Series

Incl. Electronic Paper Alternative Option Pricing and CVA
Ilya I. Gikhman
Independent
Date Posted: March 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper SHO Time for Limits-to-Arbitrage and Asset Pricing Anomalies
Yongqiang Chu and Liang Ma
University of South Carolina - Darla Moore School of Business and University of South Carolina - Darla Moore School of Business
Date Posted: March 02, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Macroeconomic Expectations and the Size, Value and Momentum Factors
Mikael C. Bergbrant and Patrick J. Kelly
St. Johns University and New Economic School, Moscow
Date Posted: March 01, 2015
Working Paper Series
7 downloads

A Novel Multi-Level Monte Carlo Approach for One-Way Coupled Multi-Dimensional Models in Finance
Duy-Minh Dang
University of Queensland - School of Mathematics and Physics
Date Posted: March 01, 2015
Working Paper Series

Incl. Electronic Paper How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone
Bank of Italy Temi di Discussione (Working Paper) No. 990
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Date Posted: February 28, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Rentabilidad De Los Fondos De Pensiones En España. 1999-2014 (Return of Pension Funds in Spain. 1999-2014)
Pablo Fernandez , Alberto Ortiz Pizarro , Pablo Fernandez Acin and Isabel Fernández Acín
University of Navarra - IESE Business School , University of Navarra, IESE Business School , Independent and University of Navarra
Date Posted: February 28, 2015
Last Revised: March 04, 2015
Working Paper Series
432 downloads

Incl. Electronic Paper The Benefits of International Diversification: Market Development, Corporate Governance, Market Cap, and Structural Change Effects
International Review of Financial Analysis, Forthcoming
Lorne N. Switzer and Cagdas Tahaoglu
Concordia University, Quebec - Department of Finance and Middle East Technical University
Date Posted: February 27, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Model-Free Implied Variance Measures
Sven Balder
University of Duisburg-Essen - Mercator School of Management
Date Posted: February 27, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Interactions Among High-Frequency Traders
Bank of England Working Paper No. 523
Evangelos Benos , James Brugler , Erik Hjalmarsson and Filip Zikes
Bank of England , University of Cambridge, Faculty of Economics, Students , Queen Mary - University of London, School of Economics and Finance and Bank of England
Date Posted: February 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper A Value Based Cohort Index for Longevity Risk Management
UNSW Business School Research Paper No. 2015ACTL02
Yang Chang and Michael Sherris
School of Risk and Actuarial Studies, ARC Center of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 26, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Beyond the Local Mean-Variance Analysis in Continuous Time: The Problem of Non-Normality
NHH Dept. of Business and Management Science Discussion Paper No. 2015/11
Knut K. Aase and Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: February 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Days to Cover and Stock Returns
Harrison G. Hong , Weikai Li , Sophie X. Ni , Jose A. Scheinkman and Philip Yan
Princeton University - Department of Economics , Hong Kong University of Science and Technology , Hong Kong University of Science and Technology , Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management
Date Posted: February 26, 2015
Working Paper Series
101 downloads

Incl. Electronic Paper A Regional Repo Market Initiative for Global Financial Stability
Gongpil Choi
Korea Institute of Finance
Date Posted: February 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper New Asset Pricing Factors and Expected Bond Returns
Benedikt Franke , Sebastian Müller and Sonja Müller
University of Mannheim - Department of Business Administration and Accounting , University of Mannheim - Department of Business Administration and Finance, Especially Banking and University of Mannheim - Department of Business Administration and Accounting
Date Posted: February 26, 2015
Working Paper Series
56 downloads

Incl. Electronic Paper Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
Multinational Finance Journal, Forthcoming
Lorne N. Switzer and Alan Picard
Concordia University, Quebec - Department of Finance and Concordia University, Quebec - Department of Finance
Date Posted: February 25, 2015
Accepted Paper Series
20 downloads

Incl. Electronic Paper Treasury Yields and Credit Spread Dynamics: A Regime-Switching Approach
Dimitris A. Georgoutsos and Thomas I. Kounitis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: February 25, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper The End-of-The-Year Effect: Global Economic Growth and Expected Returns Around the World
Stig Vinther Møller and Jesper Rangvid
University of Aarhus - CREATES and Copenhagen Business School
Date Posted: February 25, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Commonality in Liquidity: What Does the Order Book Say?
Ahmet Sensoy
affiliation not provided to SSRN
Date Posted: February 25, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Effects of Experience on Investor Behavior: Evidence from India's IPO Lotteries
Santosh Anagol , Vimal Balasubramaniam and Tarun Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department , University of Oxford, Said Business School and University of Oxford - Said Business School
Date Posted: February 24, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper IBEX 35: 1991-2014. Rentabilidad y Creacion de Valor (IBEX 35: 1991-2014. Value Creation and Return)
Pablo Fernandez and Alberto Ortiz Pizarro
University of Navarra - IESE Business School and University of Navarra, IESE Business School
Date Posted: February 24, 2015
Working Paper Series
339 downloads

Incl. Electronic Paper Informacion adicional para saber algo de un Banco (Additional Financial Statements to Know Something About Any Bank)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 24, 2015
Last Revised: March 04, 2015
Working Paper Series
507 downloads

Incl. Electronic Paper Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices
Swiss Finance Institute Research Paper No. 15-06
Yuki Sato
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 24, 2015
Working Paper Series
23 downloads

Incl. Fee Electronic Paper The Dynamics of Financially Constrained Arbitrage
CEPR Discussion Paper No. DP10436
Denis Gromb and Dimitri Vayanos
INSEAD and London School of Economics
Date Posted: February 24, 2015
Working Paper Series

Incl. Fee Electronic Paper Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
CEPR Discussion Paper No. DP10437
Adrian Buss , Raman Uppal and Grigory Vilkov
INSEAD - Finance , Edhec Business School and Frankfurt School of Finance & Management
Date Posted: February 24, 2015
Working Paper Series

Incl. Electronic Paper Quanto Implied Correlation in a Multi-Lévy Framework
Laura Ballotta , Griselda Deelstra and Grégory Rayée
City University London - Sir John Cass Business School , Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Date Posted: February 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Salmon Futures and the Fish Pool Market in the Context of the CAPM and the Fama & French Three-Factor Model
Christian-Oliver Ewald and Pariya Salehi
University of Glasgow and University of Glasgow - Adam Smith Business School
Date Posted: February 23, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Role of Country-Specific Fundamentals in Sovereign CDS Spreads: Case Studies on Poland, Russia and Turkey
Zalan Kocsis and Zoltan Monostori
National Bank of Hungary and Morgan Stanley
Date Posted: February 23, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The CAPM Strikes Back? An Investment Model with Disasters
Charles A. Dice Center Working Paper No. 2015-03, Fisher College of Business Working Paper No. 2015-03-03
Hang Bai , Kewei Hou , Howard Kung and Lu Zhang
Ohio State University (OSU) - Fisher College of Business , Ohio State University (OSU) - Department of Finance , London Business School and Ohio State University - Fisher College of Business
Date Posted: February 23, 2015
Last Revised: March 05, 2015
Working Paper Series
84 downloads

Incl. Electronic Paper How to Stress Test Benchmark Relative Portfolios
Daniel Satchkov
RiXtrema Inc.
Date Posted: February 22, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper The Market for Lemmings: Is the Investment Behavior of Pension Funds Stabilizing or Destabilizing?
David P. Blake , Lucio Sarno and Gabriele Zinna
City University London - Cass Business School - The Pensions Institute , City University London - Sir John Cass Business School and Bank of Italy
Date Posted: February 21, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Pricing CoCos with a Market Trigger
José Manuel Corcuera and Arturo Valdivia
University of Barcelona and University of Barcelona
Date Posted: February 20, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Analyst Coverage: Does the Listing Location Really Matter?
Omaima A. G. Hassan and Frank S. Skinner
Brunel University - Economics and Finance and Brunel University
Date Posted: February 20, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Analyst Coverage, Corruption and Financial Secrecy: A Multi-Country Study
Omaima A. G. Hassan and Gianluigi Giorgioni
Brunel University - Economics and Finance and University of Liverpool - Management School (ULMS)
Date Posted: February 20, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper The Response of Tail Risk Perceptions to Unconventional Monetary Policy
Masazumi Hattori , Andreas Schrimpf and Vladyslav Sushko
Bank for International Settlements (BIS) , Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 19, 2015
Working Paper Series
16 downloads


 

1 2 3 4 ... 322 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 5.016 seconds