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SSRN eLibrary Statistics:

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Abstracts: 614,418
Full Text Papers: 511,188
Authors: 283,760
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To date: 87,796,088
Last 12 months: 11,476,193
Last 30 days: 896,541

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94,530
Total Footnotes: 9,172,179


SSRN eLibrary Search Results
JEL Code: G11
3,505,817 Total downloads
Showing Papers 161 - 210 of 9,292
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Incl. Electronic Paper Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective
Doron Israeli , Charles M.C. Lee and Suhas A. Sridharan
Interdisciplinary Center (IDC) Herzliya - Arison School of Business , Stanford University - Graduate School of Business and University of California, Los Angeles
Date Posted: July 03, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Can Anomalies Survive Insider Disagreements?
Deniz Anginer , Gerard Hoberg and H. Nejat Seyhun
Virginia Tech Pamplin Business School , University of Southern California - Marshall School of Business and University of Michigan, Stephen M. Ross School of Business
Date Posted: July 03, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Performance Evaluation with Higher Moments
Kerry Back , Alan D. Crane and Kevin Crotty
Rice University - Jones Graduate School of Business and Department of Economics , Rice University - Jesse H. Jones Graduate School of Business and Rice University
Date Posted: July 03, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Factor Investing Revisited
Journal of Index Investing, Forthcoming
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: July 03, 2015
Accepted Paper Series
17 downloads

Incl. Electronic Paper Stressing the European Banks: An Evaluation of the Comprehensive Assessment
Giovanna Paladino and Zeno Rotondi
IntesaSanpaolo and UNICREDIT
Date Posted: July 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Stochastic Dominance Approach to Financial Risk Management Strategies
Journal of Econometrics, Forthcoming
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 02, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper An Analysis of the Expense Ratio Pricing of SMB, HML and UMD Exposure in U.S. Equity Mutual Funds
Sean Grover and Jared Kizer
Buckingham Asset Management, LLC and Buckingham Asset Management, LLC
Date Posted: July 02, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper AQR in Wonderland: Down the Rabbit Hole of 'Deactivating Active Share' (and Back Out Again?)
Martijn Cremers
University of Notre Dame
Date Posted: July 01, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows
Vikas Agarwal , T. Clifton Green and Honglin Ren
Georgia State University , Emory University - Goizueta Business School and Georgia State University - J. Mack Robinson College of Business
Date Posted: July 01, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Anomalies Enhanced: The Use of Higher Frequency Information
Yufeng Han , Dayong Huang and Guofu Zhou
University of Colorado at Denver - Business School , University of North Carolina (UNC) at Greensboro and Washington University in St. Louis - Olin School of Business
Date Posted: July 01, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index
Multinational Finance Journal, Vol. 8, No. 1/2, p. 3-34, 2004
Ken L. Bechmann
Copenhagen Business School - Department of Finance
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Sector Integration and the Benefits of Global Diversification
Multinational Finance Journal, Vol. 9, No. 3/4, p. 237-269, 2005
Mitchell Ratner and Ricardo P. C. Leal
Rider University and Universidade Federal do Rio de Janeiro (UFRJ) - The COPPEAD Graduate School of Business
Date Posted: July 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Investors' Perception of ESG Performance: Is Integrated Reporting Keeping its Promise?
Laura Mervelskemper and Daniel Streit
University of Bochum - Department of Finance and Banking and University of Bochum - Department of Finance and Banking
Date Posted: July 01, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies Part II
Hilary Till
EDHEC Business School
Date Posted: July 01, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Gender Differences in the Contribution Patterns of Equity-Crowdfunding Investors
Ali Mohammadi and Kourosh Shafizadeh
Royal Institute of Technology (KTH) - Department of Industrial Economics and Management (INDEK) and Independent
Date Posted: June 30, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Pricing the Value of Cash Flow Rights in Crowdinvesting: An Analysis of Innovestment Backers
Lars Hornuf and Matthias Neuenkirch
University of Trier and University of Trier - Faculty of Economics
Date Posted: June 30, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Foreign Capital Inflow and Financial Crisis in a Dynamic Model
Gopal K. Basak , Pranab Kumar Das and Allena Rohit
Indian Statistical Institute, Kolkata , Centre for Studies in Social Sciences, Calcutta and Indian Statistical Institute, Kolkata
Date Posted: June 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Portfolios in the Ibex 35 Index: Alternative Methods to the Traditional Framework, a Comparative with the Naive Diversification in a Pre- and Post- Crisis Context
Victor M. Adame-Garcia , Fernando Fernández Rodríguez and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: June 30, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Equity Glidepaths in Retirement
Christopher J. Rook
Stevens Institute of Technology
Date Posted: June 30, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Empirical Comparison of Extreme Value Theory Vis-À-Vis Other Methods of VaR Estimation Using ASEAN+3 Exchange Rates
DLSU Business & Economics Review, 20.2 (2011), pp. 9-22
Cesar C. Rufino and Emmanuel G. de Guia
School of Economics, De La Salle University and De La Salle University
Date Posted: June 30, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Paradox in the Markowitz Mean-Variance Model with Transaction Costs
George L. Ye
Saint Mary's University - Sobey School of Business
Date Posted: June 30, 2015
Working Paper Series
12 downloads

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
7 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
16 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
33 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
13 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
Last Revised: June 30, 2015
Working Paper Series
9 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
9 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
3 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
7 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
18 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 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
5 downloads

Incl. Electronic Paper Multifactor Asset Pricing Model Incorporating Coskewness and Cokurtosis: The Evidence from Asian Mutual Funds
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Higher Moment Six-Factor Model in Explaining Mutual Fund Portfolio Return in Different Market Conditions
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Measurement and Management of Risk in Commodity Futures Programs
Hilary Till
EDHEC Business School
Date Posted: June 24, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Sovereign Default Problem in the Eurozone: An Insurance-Based Approach
CESifo Working Paper Series No. 5389
Nadjeschda Arnold and Ray Rees
Ludwig-Maximilians-Universität München - Center for Economic Studies (CES) and Ludwig-Maximilians-Universität München - Faculty of Economics
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Alphas of Betas: Testing Characteristics-Based Factor Models
Kerry Back , Nishad Kapadia and Barbara Ostdiek
Rice University - Jones Graduate School of Business and Department of Economics , Tulane University - A.B. Freeman School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: June 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Financial Exposure to the Euro Area Before and After the Crisis: Home Bias and Institutions at Home
ECB Working Paper No. 1799
Vincent Arthur Floreani and Maurizio Michael Habib
World Bank - South Asia Chief Economist Office and European Central Bank (ECB)
Date Posted: June 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Stock Market Investment: The Role of Human Capital
FRB Richmond Working Paper No. 15-07
Kartik Athreya , Anamaria Felicia Ionescu and Urvi Neelakantan
Federal Reserve Bank of Richmond , Board of Governors of the Federal Reserve System (FRB) and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: June 24, 2015
Working Paper Series
6 downloads

Incl. Fee Electronic Paper The Home Bias in Equities and Distribution Costs
The Scandinavian Journal of Economics, Vol. 117, Issue 3, pp. 983-1018, 2015
Philipp Harms , Mathias Hoffmann and Christina Ortseifer
University of Mainz , Deutsche Bundesbank and University of Mainz
Date Posted: June 23, 2015
Accepted Paper Series

Incl. Electronic Paper Knowing is Trusting? An Experimental Test of the Role of Information in Advisory
Department of Management, Università Ca' Foscari Venezia Working Paper No. 2015/02,
Caterina Cruciani , Gloria Gardenal and Anna Moretti
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Date Posted: June 22, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Momentum and Low-Volatility Effects in Country-Level Stock Market Anomalies
Adam Zaremba
Poznań University of Economics
Date Posted: June 22, 2015
Last Revised: June 24, 2015
Working Paper Series
35 downloads

Seasonal Variation in Treasury Returns
Critical Finance Review, 4(1), 45-115, 2015
Mark J. Kamstra , Lisa A. Kramer and Maurice D. Levi
York University - Schulich School of Business , University of Toronto - Rotman School of Management and University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 21, 2015
Accepted Paper Series

Incl. Electronic Paper Financial Markets in the Face of the Apocalypse
Jedrzej Pawel Bialkowski and Ehud I. Ronn
University of Canterbury - Department of Economics and Finance and University of Texas at Austin - Department of Finance
Date Posted: June 21, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Are SRI Funds Conventional Funds in Disguise or Do They Live Up to Their Name?
ZEW - Centre for European Economic Research Discussion Paper No. 15-027
Christin Nitsche and Michael Schröder
Frankfurt School of Finance & Management gemeinnützige GmbH and Centre for European Economic Research (ZEW) - International Finance and Financial Management
Date Posted: June 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Return-Based Style Analysis in Australian Funds
Multinational Finance Journal, Vol. 16, No. 3/4, p. 155-188, 2012
Robert W. Faff , Philip Gharghori , Bonnie Ip and Annette Nguyen
University of Queensland , Monash University , BPM Financial Modelling and Deakin University
Date Posted: June 19, 2015
Accepted Paper Series
8 downloads

Rethinking Retirement Investing
Henry Cobbe
Elston Consulting Ltd.
Date Posted: June 18, 2015
Working Paper Series

Incl. Electronic Paper Share Issuance and Expected Returns Around the World
Adam Zaremba and Szymon Okoń
Poznań University of Economics and Poznan University of Economics
Date Posted: June 18, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
Multinational Finance Journal, Vol. 17, No. 1/2, p. 1-47, 2013
Anand B S Gulati , Johan Knif and James W. Kolari
Hanken School of Economics , Hanken School of Economics / Department of Finance and Statistics and Texas A&M University (TAMU) - Department of Finance
Date Posted: June 18, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Diversification Effect of Naïve and Optimized Carry Trades
Jurij-Andrei Reichenecker
Hochschule Liechtenstein - Institute of Financial Services
Date Posted: June 18, 2015
Last Revised: June 22, 2015
Working Paper Series
13 downloads


 

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