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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 669,393
Full Text Papers: 560,316
Authors: 308,575
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  Last 12 months:
66,286

Paper Downloads:
To date: 98,720,600
Last 12 months: 12,878,100
Last 30 days: 1,463,840

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  Resolved
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303,004
Total References: 8,877,005
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5,714,935
Papers with
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  Footnotes:
91,679
Total Footnotes: 8,995,660


SSRN eLibrary Search Results
JEL Code: G1
18,023,311 Total downloads
Showing Papers 16,201 - 16,250 of 48,113
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1 2 3 4 ... 963 | Next >
   


Incl. Electronic Paper Is the Best GARCH (P,Q) VAR Estimate Also the Best in Reality? An Evidence from Australian Interconnected Power Markets
Rangga Handika and Sigit Triandaru
University of Indonesia (UI) and affiliation not provided to SSRN
Date Posted: May 02, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock
Jeffrey L. Hoopes , Patrick Langetieg , Stefan Nagel , Daniel H. Reck , Joel B. Slemrod and Bryan Stuart
Ohio State University (OSU) - Department of Accounting & Management Information Systems , Government of the United States of America - Internal Revenue Service (IRS) , University of Michigan, Stephen M. Ross School of Business , University of Michigan at Ann Arbor - Department of Economics , University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor - Department of Economics
Date Posted: May 02, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Predictive Power vs Empirical Performance: An Evidence from GARCH Volatility in Financialized Commodity Markets
Rangga Handika and Dony Abdul Chalid
University of Indonesia (UI) and University of Indonesia (UI)
Date Posted: May 02, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Volatility of the 2008 Crisis
Paul E. Cottrell
Independent
Date Posted: May 02, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper From Bond Yield to Macroeconomic Instability: The Effect of Negative Interest Rates
Maria Cristina Recchioni and Gabriele Tedeschi
Università Politecnica delle Marche - Department of Management and Università Politecnica delle Marche - Faculty of Economics
Date Posted: May 02, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Trend, Mean-Reversion or Random Walk? A Statistical Analysis of Price Behavior in Major Markets
Theo Athanasiadis
Ramsey Quantitative Systems, Inc. (RQSI)
Date Posted: May 02, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock?
Fausto Pacicco , Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo , LIUC Università Cattaneo and LIUC Università Cattaneo
Date Posted: May 02, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Of Leaders and Followers - An Econometric Analysis of Equity Analysts and Stock Market Investors
Rainer Baule and Hannes Wilke
University of Hagen and University of Hagen
Date Posted: May 02, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper CEO Power, Levels of Institutional Discretion, and CSR Choice
Wolfgang Breuer and David Johannes Rosenbach
Aachen University - Department of Finance and RWTH Aachen University - Department of Finance
Date Posted: May 02, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Internet Appendix to Beyond the Carry Trade: Optimal Currency Portfolios
Journal of Financial and Quantitative Analysis, 50, October 2015
Pedro Barroso and Pedro Santa-Clara
UNSW Australia Business School, School of Banking and Finance and New University of Lisbon - Nova School of Business and Economics
Date Posted: May 01, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Funding Long Shots
John C. Hull
University of Toronto - Rotman School of Management
Date Posted: May 01, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Are Stock Markets Efficient? (Price-Earnings Ratio Approach): Korean Stock Market Proxy
Tasoh Martin Toh
University of Buea - Finance
Date Posted: May 01, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Regulatory Cycles: Revisiting the Political Economy of Financial Crises
Jihad C. Dagher
International Monetary Fund (IMF) - Research Department
Date Posted: May 01, 2016
Working Paper Series
2 downloads

Liquidity Effect on the Asset Price Forecasting
Journal of Nonlinear Systems and Applications (2012) 82-87
Huseyin Merdan and Hatice Cakmak
TOBB University of Economics and Technology and TOBB University of Economics and Technology
Date Posted: May 01, 2016
Accepted Paper Series

A Mathematical Model for Asset Pricing
Huseyin Merdan and Meltem Alisen
TOBB University of Economics and Technology and TOBB University of Economics and Technology
Date Posted: May 01, 2016
Working Paper Series

Incl. Electronic Paper Bifurcation Analysis of a Single-Group Asset Flow Model
Huseyin Merdan , Gunduz Caginalp and William Troy
TOBB University of Economics and Technology , University of Pittsburgh - Department of Mathematics and University of Pittsburgh
Date Posted: May 01, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Asset Prices in Production Economies with an Endogenous Extensive Margin
Jose Ignacio Lopez
HEC Paris - Economics & Decision Sciences
Date Posted: May 01, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Jump Activity Analysis for Affine Jump-Diffusion Models: Evidences from the Commodity Market
José Da Fonseca and Katja Ignatieva
Auckland University of Technology - Faculty of Business & Law and University of New South Wales - Australian School of Business
Date Posted: May 01, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Calibration and Backtesting of the Heston Model for Counterparty Credit Risk
Marco de Innocentis and Sergei Levendorskii
Credit Suisse Securities (Europe) Limited and Calico Science Consulting
Date Posted: May 01, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Moral Hazard in VC Finance: More Expensive than You Thought
Hans-Peter Burghof , Marie Lambert and Julius Tennert
University of Hohenheim , University of Liege - HEC Management School and University of Hohenheim
Date Posted: May 01, 2016
Working Paper Series
12 downloads

What Drives Real Estate Private Equity Fundraising Success? And How to Pick Top-Performing Funds
Sebastian Krautz and Joachim Zietz
EBS Universität für Wirtschaft und Recht and Middle Tennessee State University - Jennings A. Jones College of Business
Date Posted: May 01, 2016
Working Paper Series

Incl. Electronic Paper Are Low-Frequency Macroeconomic Risks Priced in Asset Prices? A Critical Appraisal of Epstein-Zin Preferences
Georgios Xyngis
University of East Anglia (UEA)
Date Posted: May 01, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Exchange Consolidations: Success and Failure
Cally Jordan
C.D Howe Institute
Date Posted: May 01, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Capital Markets Act in Kenya: Deregulation of the Financial Services Sector and Consequence on Consumer Protection
Charles Mabiru Mungai
Independent
Date Posted: May 01, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Has Local Informational Advantage Disappeared?
Gennaro Bernile , Alok Kumar , Johan Sulaeman and Qin (Emma) Wang
Singapore Management University - Lee Kong Chian School of Business , University of Miami - School of Business Administration , National University of Singapore (NUS) - Department of Finance and Oklahoma State University - Tulsa
Date Posted: April 30, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper What Is the Expected Return on the Market?
Ian Martin
London School of Economics & Political Science (LSE) - Department of Finance
Date Posted: April 30, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper Valuation of American Options: Monte-Carlo Simulation and Mathematical Approximation Methods
David Animante
Imperial College London
Date Posted: April 30, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper FairEconomy. Crises, Culture, Competition and the Role of Law
MPI Studies on Intellectual Property and Competition Law 19
Philipp Hacker and Rupprecht Podszun
Humboldt University of Berlin and University of Bayreuth
Date Posted: April 30, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Relative Spread and Price Discovery
Eric M. Aldrich and Seung Lee
University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: April 30, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2014
EBRI Issue Brief, Number 423 (April 2016)
Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: April 30, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper GARCH Forecasting Performance Under Different Distribution Assumptions
Journal of Forecasting, pp. 561-578. Wiley, 2006
Anders Wilhelmsson
Lund University - Department of Economics
Date Posted: April 30, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Non-Linearity in the Dividend Yield: A Comparison of the US and Japan
Andreas Humpe
University of St. Andrews
Date Posted: April 30, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper A Comparative Analysis of Tools to Limit the Procyclicality of Initial Margin Requirements
Bank of England Working Paper No. 597
David Murphy , Michalis Vasios and Nicholas Vause
Bank of England , Bank of England and Bank of England
Date Posted: April 30, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Dynamic Black-Litterman Approach to Asset Allocation
Bank of England Working Paper No. 596
Richard D. F. Harris , Evarist Stoja and Linzhi Tan
University of Exeter - Business School , University of Bristol and Nottingham Trent University - Department of Accounting and Finance
Date Posted: April 30, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Adaptive Time Series Momentum – Benchmark for Trend-Following Funds
Peter Erdos and Gert Elaut
RPM Risk and Portfolio Management AB and Ghent University
Date Posted: April 30, 2016
Working Paper Series
66 downloads

Incl. Electronic Paper On the Relation between Liquidity and the Futures-Cash Basis: Evidence from a Natural Experiment
Jianlei Han and Zheyao Pan
University of Queensland, Business School, Students and University of Queensland, Business School, Students
Date Posted: April 30, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Value Relevance Revisited: Price Level Regression vs. P/B Valuation
Jian Kang and Catalin Starica
University of Neuchatel - School of Economics & Business and University of Neuchatel - Faculty of Economics and Business
Date Posted: April 30, 2016
Working Paper Series
22 downloads

Corporate Governance and Agency Behaviour: Methodological Analysis of the Announcement Effect of Corporate Governance Failures on Nigerian Stock Market Prices
Journal of Financial Management and Analysis, 28(2): July-December 2015
Eseoghene Joseph Idolor and Abdulganiyu Braimah
University of Benin - Department of Banking and Finance and University of Nigeria, Department of Management, Department of Banking and Finance, Students
Date Posted: April 29, 2016
Accepted Paper Series

Incl. Electronic Paper Factor Investing with Smart Beta Indices
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: April 29, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Forward Premia in Electricity Markets with Fixed and Flexible Retail Rates: Replication and Extension
Robert Schuman Centre for Advanced Studies Research Paper No. RSCAS 2016/24
Silvester Van Koten
University of Economics, Prague - Department of Institutional Economics
Date Posted: April 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper 한국 가계의 주식시장 참가 결정요인 분석 (Determinants of Stock Market Participation Decision: The Case of Korean Households)
KDI Journal of Economic Policy 2004, 26(1) 35-69
Kyung-Mook Lim
Korea Development Institute (KDI) - Money and Finance Division
Date Posted: April 29, 2016
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Non‐Compliance in Executive Compensation Disclosure: The Brazilian Experience
Journal of Business Finance & Accounting, Vol. 43, Issue 3-4, pp. 329-369, 2016
Cristiano M. Costa , Fernando Caio Galdi , Fabio Y. S. Motoki and Juan Manuel Sanchez
University of Vale do Rio dos Sinos (Unisinos) , Fundacao Instituto Capixaba de Pesquisas em Contabilidade, Economia e Financas (FUCAPE) , Universidade Federal do Espirito Santo and Texas Tech University
Date Posted: April 29, 2016
Accepted Paper Series

Incl. Electronic Paper 한국 주식시장에서의 만기일효과: Wag the Dog? (Expiration Day Effects in Korean Stock Market: Wag the Dog?)
KDI Journal of Economic Policy 2003, 25(2) 137-170
Chang-Gyun Park and Kyung-Mook Lim
Korea Development Institute (KDI) and Korea Development Institute (KDI) - Money and Finance Division
Date Posted: April 29, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Retail Order Flow Segmentation
Corey Garriott and Adrian Walton
Bank of Canada and Government of Canada - Bank of Canada
Date Posted: April 29, 2016
Last Revised: April 30, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Using Out-Of-Sample Errors in Portfolio Optimization
Pedro Barroso
UNSW Australia Business School, School of Banking and Finance
Date Posted: April 29, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Momentum: An Economic View
Wilhelm Berghorn and Sascha Otto
Mandelbrot Quantitative Research UG and Independent
Date Posted: April 29, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Pricing Bermudan Options Under Local Lévy Models with Default
Anastasia Borovykh , Andrea Pascucci and Cornelis W. Oosterlee
University of Bologna - Department of Mathematics , University of Bologna - Department of Mathematics and Center for Mathematics and Computer Science (CWI)
Date Posted: April 29, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Information, Stochastic Dominance and Bidding: The Case of Treasury Auctions
Patrick L. Leoni and Frederik Lundtofte
Kedge Business School and Lund University - Department of Economics
Date Posted: April 29, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper A Behavioral Model of Investor Sentiment in Limit Order Markets
Forthcoming in Quantitative Finance
Carl Chiarella , Xuezhong He , Lei Shi and Lijian Wei
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) , University of Technology Sydney (UTS) and Business School of Sun Yat-sen Univerisity
Date Posted: April 29, 2016
Accepted Paper Series
22 downloads

Incl. Electronic Paper High Frequency Trading and Learning
Jasmina Arifovic , Carl Chiarella , Xuezhong He and Lijian Wei
Simon Fraser University (SFU) - Department of Economics , University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) and Business School of Sun Yat-sen Univerisity
Date Posted: April 28, 2016
Working Paper Series
51 downloads


 

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