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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 553,902
Full Text Papers: 456,533
Authors: 257,292
Papers Received in
  Last 12 months:
63,715

Paper Downloads:
To date: 76,958,158
Last 12 months: 9,725,741
Last 30 days: 687,941

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Papers with
  Resolved
  References:
259,503
Total References: 8,995,649
Papers with Cites: 241,333
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,125,454


SSRN eLibrary Search Results
JEL Code: G1
14,761,428 Total downloads
Showing Papers 15,151 - 15,200 of 41,035
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Incl. Electronic Paper Is Fundamental Indexation Able to Time the Market? Evidence from the Dow Jones Industrial Average
Doris Chen , Michael J. Dempsey and Paul Lajbcygier
Monash University , RMIT University - School of Economics, Finance, and Marketing and Department of Banking & Finance, Monash University
Date Posted: July 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Tax Policy, Investment Decisions and Economic Growth
Manuel Bonucchi , Monica Ferrari , Stefania Tomasini and Tsvetomira Tsenova
Prometeia Association , Prometeia , Prometeia and Bulgarian National Bank
Date Posted: July 09, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Working Paper Series
2 downloads

Affine-Structure Models and the Pricing of Energy Commodity Derivatives
Ioannis Kyriakou , Nikos K. Nomikos , Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School , Cass Business School, City University London , Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 09, 2014
Working Paper Series

Incl. Electronic Paper Testing the Weak Form Efficiency of the Damascus Securities Exchange
International Research Journal of Finance and Economics, ISSN 1450-2887 Issue 85 (2012)
Zeina Al-Ahmad
Tishreen University
Date Posted: July 09, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Comparing Performance Attribution Linking Methods: An Empirical Study
Yindeng Jiang and Joseph F Saenz
University of Washington - Investment Management and University of Washington - Investment Management
Date Posted: July 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Repos, Risk Aversion, and Haircuts
Daniel Lee Otto and Robert R. Reed
University of Alabama and University of Alabama
Date Posted: July 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Components of Portfolio Variance: R^2 & SelectionShare + TimingShare = 1
Anders G. Ekholm
Hanken School of Economics - Department of Finance and Statistics
Date Posted: July 09, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Balancing Forecast Errors in Continuous-Trade Intraday Markets
FCN Working Paper No. 2/2014
Ernesto Garnier and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: July 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Relative Tick Size and the Trading Environment
Maureen O'Hara , Gideon Saar and Zhuo Zhong
Cornell University - Samuel Curtis Johnson Graduate School of Management , Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Melbourne - Department of Finance
Date Posted: July 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
CESifo Working Paper Series No. 4850
Yin-Wong Cheung and Dagfinn Rime
City University of Hong Kong - Department of Economics & Finance and BI Norwegian Business School
Date Posted: July 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Weekend Effect: A Trading Robot and Fractional Integration Analysis
CESifo Working Paper Series No. 4849
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: July 09, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Two EGARCH Models and One Fat Tail
Bank of Italy Temi di Discussione (Working Paper) No. 954
Michele Caivano and Andrew Harvey
Bank of Italy and University of Cambridge - Department of Applied Economics
Date Posted: July 08, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Sentiment and Asset Volatility Dynamics: A Content Analysis Approach
Yanlin Shi , Kin-Yip Ho and Wai-Man (Raymond) Liu
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Date Posted: July 08, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Public Information Arrival and Stock Return Volatility: Evidence from News Sentiment and Markov Regime-Switching Approach
Yanlin Shi , Kin-Yip Ho and Wai-Man (Raymond) Liu
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Date Posted: July 08, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Analogy Making and the Puzzles of Index Option Returns and Implied Volatility Skew
Hammad Siddiqi
University of Queensland
Date Posted: July 08, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Behaviour of Sentiment-Induced Share Returns: Measurement When Fundamentals are Observable
Richard A. Brealey , Ian A. Cooper and Evi Kaplanis
London Business School , London Business School and London Business School
Date Posted: July 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Emerging Equity Markets in a Globalizing World
Netspar Discussion Paper No. 05/2014-024
Geert Bekaert and Campbell R. Harvey
Columbia Business School - Finance and Economics and Duke University - Fuqua School of Business
Date Posted: July 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Stochastic Volatility Models as Means of Expressing a Smile
Dean Diavatopoulos and Oleg Sokolinskiy
Villanova University - Department of Finance and Rutgers Business School - Newark and New Brunswick
Date Posted: July 07, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Gold Fixing Game
Dirk G. Baur
University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: July 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
Japan and the World Economy, Vol. 20, No. 4, 2008
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo and National University of Singapore (NUS) - Department of Economics
Date Posted: July 07, 2014
Last Revised: July 09, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Capital Asset Pricing Model (CAPM) Applied to Paintings
Arturo Cifuentes and Ventura Charlin
University of Chile - School of Economics and Business and V. C. Consultants
Date Posted: July 07, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Dollars and Sense in the Art Market
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 07, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Art Market Returns: Misgivings and Certainties
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 07, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Exchange Rate Exposure of Stock Returns at Firm Level
Prabhath Jayasinghe and Gamini Premaratne
University of Colombo and University of Brunei Darussalam
Date Posted: July 07, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Any Silver Linings? The London Silver Fixing's Impact on Public Silver Markets Before and After the Introduction of Contemporaneous Futures Trading.
Andrew Caminschi
University of Western Australia - UWA Business School
Date Posted: July 07, 2014
Last Revised: July 09, 2014
Working Paper Series
21 downloads

Are There Rational Bubbles in Reits? New Evidence from a Complex Systems Approach
Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014
Maximilian Brauers and Joachim Zietz
EBS Universität für Wirtschaft und Recht - EBS Business School - Real Estate Management Institute and Middle Tennessee State University - Jennings A. Jones College of Business
Date Posted: July 07, 2014
Accepted Paper Series

Incl. Electronic Paper Time-Varying Exchange Rate Exposure: Evidence from Emerging Markets
Prabhath Jayasinghe
University of Colombo
Date Posted: July 06, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Measuring Time-Varying Market and Currency Risks with Stochastic Dominance: Evidence from Country Level Stock Returns
Sri Lanka Journal of Business Economics, Vol. 5, July 2014
Prabhath Jayasinghe
University of Colombo
Date Posted: July 06, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Does Accounting Conservatism Deter Short Sellers?
Archana Jain , Chinmay Jain and Ashok Robin
Rochester Institute of Technology , University of Ontario Institute of Technology and Rochester Institute of Technology (RIT) - E. Philip Saunders College of Business
Date Posted: July 06, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper After-Hours Short Selling on Earnings Announcement Days
Archana Jain , Chinmay Jain and Christine X. Jiang
Rochester Institute of Technology , University of Ontario Institute of Technology and University of Memphis - Fogelman College of Business and Economics
Date Posted: July 06, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Application of Binary Classifiers to Filter Transactions on the Financial Market
Andrzej Endler
Quants Technologies S.A.
Date Posted: July 06, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum Premium in the UK
G Sarwar , Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School , University of Greenwich Business School and City University London - Sir John Cass Business School
Date Posted: July 06, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper The International CAPM Redux
Francesca Brusa , Tarun Ramadorai and Adrien Verdelhan
University of Oxford - Said Business School , University of Oxford - Said Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 06, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Linear and Non-Linear Granger Causality between Oil Spot and Futures Prices: A Wavelet Based Test
Journal of International Money and Finance, Forthcoming
Mohammed Alzahrani , Abul M. M. Masih and Omar Al-Titi
King Fahd University of Petroleum & Minerals , King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC) and King Fahd University of Petroleum & Minerals (KFUPM)
Date Posted: July 06, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Evidence for Sign Asymmetry of Exchange Rate Exposure
Colombo Business Journal, Vol. 01, No. 02, February 2008
Prabhath Jayasinghe
University of Colombo
Date Posted: July 06, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets
Tobias R. Rühl and Michael Stein
University of Duisburg-Essen and University of Duisburg-Essen
Date Posted: July 06, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure Coefficients (Exposure Betas): Evidence from Country Level Stock Returns
Sri Lanka Journal of Economics, Vol. 10, No. 2, December 2009
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo and National University of Singapore (NUS) - Department of Economics
Date Posted: July 06, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Off-Exchange Intermediation - Price Aggressiveness of Systematic Internalisers
Peter Gomber and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: July 06, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Accounting for Earnings Announcements in the Pricing of Equity Options
Tim Leung and Marco Santoli
Columbia University and Columbia University
Date Posted: July 05, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Totality of Change-in-Control Payments
Journal of Corporate Finance, Forthcoming
David Offenberg and Micah S. Officer
Loyola Marymount University - Department of Finance and Loyola Marymount University - Department of Finance and Computer Information Systems
Date Posted: July 05, 2014
Last Revised: July 07, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Corporate Efficiency, Credit Status and Investment
IZA Discussion Paper No. 8285
Manzur Quader and Karl Taylor V
Chittagong Independent University and University of Sheffield - Department of Economics
Date Posted: July 05, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Capital Structure Over the Life Cycle
Chase Parker DeHan
University of South Carolina Upstate
Date Posted: July 05, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Equity Issuance Over the Schumpeterian Life Cycle
Corporate Finance Review Forthcoming
Chase Parker DeHan
University of South Carolina Upstate
Date Posted: July 05, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Margins and Financial Collateral for Derivatives Contracts: How to Deal with Procyclical Implications in a Financial Crisis
Journal of Securities Operations & Custody, Volume 6, Number 3
Martina Tambucci
The Italian Securities and Exchange Commission (CONSOB)
Date Posted: July 05, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Impossibility of Fully Revealing and Accurate Prices when Forecasts are Self-Defeating
Christoph Siemroth
University of Mannheim - School of Economics (VWL)
Date Posted: July 05, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Divergence of Sentiment and Stock Market Trading
Antonios Siganos , Evangelos Vagenas-Nanos and Patrick Verwijmeren
University of Glasgow , University of Glasgow and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 05, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Does a Leverage Ratio Requirement Increase Bank Stability?
ECB Working Paper No. 1676
Ilkka Kiema and Esa Jokivuolle
University of Helsinki and Bank of Finland - Research
Date Posted: July 04, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Behavior of Stock Returns and Volatility Around Elections: Evidence from Colombo Stock Exchange
Journal of Multidisciplinary Research Vol 1, No. 1, 2014, Forthcoming
Prabhath Jayasinghe
University of Colombo
Date Posted: July 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Environmental Interventions and Air Pollution (Re)distribution in Delhi, India
Marc Linderman , Allen Chu , Sachidnand Tripathi , Andrew D. Foster and Dong Liang
University of Iowa , Government of the United States of America - National Aeronautics and Space Administration (NASA) , Indian Institute of Technology (IIT), Kanpur , Brown University - Department of Economics and University of Iowa
Date Posted: July 04, 2014
Working Paper Series
7 downloads


 

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