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Abstracts: 484,216
Full Text Papers: 393,599
Authors: 226,660
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  Last 12 months: 		68,900

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Last 12 months: 11,175,670
Last 30 days: 1,053,335

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SSRN eLibrary Search Results
JEL Code: G11
2,576,982 Total downloads
Showing Papers 161 - 210 of 7,219
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Incl. Electronic Paper Functional of the Diffusion Path of a Two-State Markov-Chain Model for Option Pricing
James Redekop and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 27, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper The Danger of Leverage and Volatility
 Robert Ferguson
INTECH
Date Posted: March 27, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper The Drivers of Downside Equity Tail Risk
 Kyle Moore , Pengfei Sun , Casper G. de Vries and Chen Zhou
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: March 27, 2013
Working Paper Series
58 downloads

Incl. Electronic Paper The Cross-Section of Tail Risks in Stock Returns
 Kyle Moore , Pengfei Sun , Casper G. de Vries and Chen Zhou
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and De Nederlandsche Bank
Date Posted: March 27, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Buyout Activity: The Impact of Aggregate Discount Rates
FRB of New York Staff Report No. 606
 Valentin Haddad , Erik Loualiche and Matthew C. Plosser
Princeton University - Bendheim Center for Finance , Northwestern University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: March 27, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Allocating under Uncertainty: Simple Heuristics & Complex Models
 Corey Hoffstein
Independent
Date Posted: March 27, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Application of Genetic Algorithms to Quantitative Asset Allocation Models
 Andrew Phillip , Nader Naeimi and John R. Evans
AMP Capital , AMP Capital and Australian School of Business at UNSW
Date Posted: March 26, 2013
Last Revised: March 28, 2013
Working Paper Series
139 downloads

Incl. Electronic Paper What is Driving the Price-to-Earnings Ratio: The Effect of Conservative Accounting and Growth
 Martin Staehle and Niklas Lampenius
University of Bern - Faculty of Economics and Social Sciences and University of Hohenheim
Date Posted: March 25, 2013
Working Paper Series
88 downloads

Incl. Electronic Paper Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition
 Aswath Damodaran
New York University - Stern School of Business
Date Posted: March 24, 2013
Working Paper Series
2572 downloads

Incl. Electronic Paper A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity
 Philipp Schuster , Monika Trapp and Marliese Uhrig-Homburg
Karlsruhe Institute of Technology , University of Cologne and Karlsruhe Institute of Technology (KIT)
Date Posted: March 24, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper More on Cornish Fisher: Distribution Density and Boundary Conditions
 Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: March 22, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Measurement in Financial Reporting: The Need for Concepts
 Mary E. Barth
Stanford University - Graduate School of Business
Date Posted: March 21, 2013
Working Paper Series
85 downloads

Incl. Electronic Paper On Risks and Opportunities in Financial Markets
Tinbergen Institute Research Series No. 543
 Simon D. Lansdorp
Robeco Quantitative Strategies
Date Posted: March 21, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper Optimal Portfolio Selection in Ex Ante Stock Price Bubble and Furthermore Bubble Burst Scenario from Dhaka Stock Exchange with Relevance to Sharpe’s Single Index Model
Date Posted: March 21, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework
FCN Working Paper No. 4/2009 (Revised March 2010)
 Günther Westner and Reinhard Madlener
RWTH Aachen University - E.ON Energy Research Center and RWTH Aachen University
Date Posted: March 21, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Economic Uncertainty and the Cross-Section of Hedge Fund Returns
 Turan G. Bali , Stephen J. Brown and Mustafa O. Caglayan
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and Ozyegin University
Date Posted: March 20, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper The Role of Institutional Investors in Propagating the Crisis of 2007-2008
Journal of Financial Economics (JFE), Vol. 104, No. 3, 2012
 Alberto Manconi , Massimo Massa and Ayako Yasuda
Tilburg University , INSEAD - Finance and University of California, Davis - Graduate School of Management
Date Posted: March 20, 2013
Accepted Paper Series
17 downloads

Incl. Electronic Paper Behavioral Decision-Making in Finance: An Overview and Assessment of Selected Research
Revista Española de Financiación y Contabilidad (Spanish Journal of Finance and Accounting), Vol. 42, 157, 99-118, January-March 2013,
Werner F.M. DeBondt , Rosa Mayoral and Teyo Vallelado
DePaul University - Driehaus Center for Behavioral Finance , University of Valladolid and University of Valladolid
Date Posted: March 19, 2013
Last Revised: April 11, 2013
Accepted Paper Series
31 downloads

Incl. Electronic Paper Characteristics of Persistence in Mutual Fund Performance
 Jason P. Berkowitz , Patrick J. Schorno and Dmitry Shapiro
St. John's University - Department of Economics and Finance , University of North Carolina (UNC) at Charlotte and University of North Carolina at Charlotte - The Belk College of Business Administration - Department of Economics
Date Posted: March 18, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper ¿Se ha diversificado el Sistema de Capitalización Individual en América Latina? Un análisis de entropía como medida de diversificación bajo un enfoque de Raíces Unitarias de Panel de Datos (It Has Been Diversified Individual Capitalization System in Latin America? An Analysis of Entropy as a Measure of Diversification with a Focus on Panel Data Unit Roots Test)
 Roberto Alejandro Ramirez Silva
Instituto Politécnico Nacional
Date Posted: March 17, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Carry and Momentum Returns in Futures Markets: A Compensation for Capital Constrained Hedge Funds?
 Jan Danilo Ahmerkamp and James Grant
Imperial College London and Imperial College London
Date Posted: March 17, 2013
Last Revised: May 01, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Evaluation of Upgrading Corporate Equipment as an Asian Real Option
International Journal of Business and Social Science, 2013
 Yuriy Vasilievich Trifonov , Sergey Nikolaevitch Yashin and Egor Viktorovich Koshelev
Lobachevsky State University of Nizhni Novgorod , Nizhni Novgorod State University and Lobachevsky State University of Nizhni Novgorod
Date Posted: March 16, 2013
Accepted Paper Series
15 downloads

Incl. Electronic Paper The Impact of Idiosyncratic Risk on Mutual Fund Fees
 Lorenzo Casavecchia and Hardy Hulley
University of Technology, Sydney - School of Finance and Economics and University of Technology, Sydney (UTS) - Finance Discipline Group
Date Posted: March 16, 2013
Working Paper Series
78 downloads

Incl. Fee Electronic Paper Market Risk Exposure of Merger Arbitrage in Australia
Accounting & Finance, Vol. 53, Issue 1, pp. 185-215, 2013
 Jason Hall , Matt Pinnuck and Matthew Thorne
University of Queensland - Business School , University of Melbourne - Department of Accounting and Business Information Systems and University of Queensland - Business School
Date Posted: March 16, 2013
Accepted Paper Series

Incl. Electronic Paper Does Everyone Use Probabilities? Intuitive and Rational Decisions About Stockholding
IZA Discussion Paper No. 7265
 Johannes Binswanger and Martin Salm
Tilburg University - Netspar and CentER and Tilburg University
Date Posted: March 16, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Indirect Incentives of Hedge Fund Managers
Fisher College of Business Working Paper No. 2013-03-06, Charles A. Dice Center Working Paper Series No. 2013-06
 Jongha Lim , Berk A. Sensoy and Michael S. Weisbach
University of Missouri at Columbia , Ohio State University - Fisher College of Business and Ohio State University (OSU) - Department of Finance
Date Posted: March 16, 2013
Working Paper Series
108 downloads

Incl. Electronic Paper A Review on New Economics Based Methods in Capital Assets Pricing Models
Monthly Quarterly Journal of Economic Research and Policies, Department of Economic Affairs, Ministry of Economic Affairs and Finance, Iran, 7 & 8 (12):1-20
 Zadalah Fathi , Zahra Amirhosseni and Hamed Ahmadinia
Islamic Azad University - Tehran Central Branch - Management Faculty , Islamic Azad University (IAU) - Faculty of Management, Qods Branch and Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
Date Posted: March 16, 2013
Accepted Paper Series
42 downloads

Incl. Electronic Paper Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa
Center for Global Development Working Paper No. 316
 Todd J. Moss and Ross Thuotte
Center for Global Development and Federal Reserve Banks - Emerging Markets and International Affairs Group
Date Posted: March 16, 2013
Working Paper Series
102 downloads

Incl. Electronic Paper The Black-Litterman Model: A Consistent Estimation of the Parameter Tau
Financial Markets and Portfolio Management June 2013, Volume 27, Issue 2, pp 217-251. The final publication is available at Springer online
 Erindi Allaj
University of Rome II
Date Posted: March 12, 2013
Last Revised: May 07, 2013
Accepted Paper Series
3 downloads

Sustainable Withdrawal Rates of Retirees: Is the Recent Economic Crisis a Cause for Concern?
International Journal of Economics and Finance, 3(1), 17-22
 Swarn Chatterjee , Lance Palmer and Joseph Goetz
University of Georgia , University of Georgia and University of Georgia
Date Posted: March 12, 2013
Accepted Paper Series

Incl. Electronic Paper Derivative Pricing and Hedging in Asynchronous Markets
 Christopher Jordinson
UBS Investment Bank
Date Posted: March 12, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Principal Component Analysis of Time Variations in the Mean-Variance Efficient Frontier
 Andreas Steiner
Andreas Steiner Consulting GmbH
Date Posted: March 12, 2013
Working Paper Series
117 downloads

Incl. Fee Electronic Paper Forecasting Stock Returns Under Economic Constraints
CEPR Discussion Paper No. DP9377
 Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: March 12, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Reconciling Ex Post and Ex Ante Volatility Figures
 Andreas Steiner
Andreas Steiner Consulting GmbH
Date Posted: March 11, 2013
Last Revised: March 12, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Inflection Point Significance for the Investment Size
 Ralph Vince and Qiji Jim Zhu
LSP Partners, LLC and Western Michigan University
Date Posted: March 11, 2013
Working Paper Series
64 downloads

Incl. Electronic Paper A Dynamic Implementations of the Leverage Space Portfolio
 Qiji Jim Zhu , Ralph Vince and Steven Malinsky
Western Michigan University , LSP Partners, LLC and Connors Global Indexes, LLC
Date Posted: March 11, 2013
Working Paper Series
104 downloads

Incl. Electronic Paper End the Charade: Replacing the Efficient Frontier with the Efficient Range
 Meir Statman and Joni Clark
Santa Clara University - Department of Finance and Loring Ward
Date Posted: March 10, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Is Your Fund's Board Watching Out for You?
 Javier Vidal
Harvard University
Date Posted: March 10, 2013
Last Revised: March 20, 2013
Working Paper Series
25 downloads

Incl. Fee Electronic Paper A, B or C? Experimental Tests of IPO Mechanisms
European Financial Management, Vol. 19, Issue 2, pp. 304-344, 2013
 Stefano Bonini and Olena Voloshyna
Bocconi University - Department of Finance and Bocconi University
Date Posted: March 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Hedge Fund Characteristics and Performance Persistence
European Financial Management, Vol. 19, Issue 2, pp. 209-250, 2013
 Manuel Ammann , Otto R. Huber and Markus M. Schmid
University of St. Gallen - Swiss Institute of Banking and Finance , Credit Suisse and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: March 08, 2013
Accepted Paper Series

Incl. Electronic Paper Fund Choice Behavior and Estimation of Switching Models: An Experiment
 Mikhail Anufriev , Te Bao and Jan Tuinstra
University of Amsterdam , University of Amsterdam - CeNDEF and University of Amsterdam - Department of Quantitative Economics (KE)
Date Posted: March 07, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Neglected Risks in Mutual Fund Performance Measurement: An Additional Cost to Stock-Picking
 Justus Heuer
University of Mannheim - Finance Area
Date Posted: March 07, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Dynamic Model of Short Interest
 Adem Atmaz
London Business School - Department of Finance
Date Posted: March 07, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper CTA Performance Persistence: 1994-2010
 Marat Molyboga , Seungho Baek and John F.O. Bilson
Efficient Capital Management, LLC , University of Chicago and Illinois Institute of Technology
Date Posted: March 06, 2013
Last Revised: March 25, 2013
Working Paper Series
133 downloads

Incl. Electronic Paper Conditional Risk Premia in Currency Markets and Other Asset Classes
 Martin Lettau , Matteo Maggiori and Michael Weber
University of California - Haas School of Business , New York University (NYU) - Department of Finance and University of California, Berkeley - Finance Group
Date Posted: March 06, 2013
Working Paper Series
142 downloads

Incl. Electronic Paper Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
 Nikolaus Hautsch , Lada M. Kyj and Peter Malec
Humboldt-Universität zu Berlin , Humboldt University of Berlin and Humboldt Universität zu Berlin
Date Posted: March 05, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper Bonus Schemes and Trading Activity
ECGI - Finance Working Paper No. 354
 Elena Pikulina , Luc Renneboog , Jenke ter Horst and Philippe Tobler
Tilburg University - Department of Finance , Tilburg University - Department of Finance , Tilburg University - Center for Economic Research (CentER) and University of Zurich - Department of Economics Library
Date Posted: March 05, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper As Easy as Pie: How Retirement Savers Use Prescribed Investment Disclosures
UNSW Australian School of Business Research Paper No. 2013ECON02
 Hazel Bateman , Loretti Dobrescu , Ben Newell , Andreas Ortmann and Susan Thorp
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation , University of New South Wales , University of New South Wales (UNSW) , Australian School of Business, UNSW and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: March 05, 2013
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Pension Funding Constraints and Corporate Expenditures
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 235-258, 2013
 Weixi Liu and Ian Tonks
University of Exeter Business School - XFI Centre for Finance and Investment and University of Bath School of Management
Date Posted: March 05, 2013
Accepted Paper Series

Incl. Electronic Paper Dissecting Insider Trading in Credit Derivatives
 Georgios Angelopoulos and Daniel Giamouridis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Date Posted: March 05, 2013
Last Revised: March 06, 2013
Working Paper Series
19 downloads


 

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