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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 618,090
Full Text Papers: 514,559
Authors: 285,570
Papers Received in
  Last 12 months:
63,385

Paper Downloads:
To date: 88,421,088
Last 12 months: 11,573,957
Last 30 days: 798,018

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  Resolved
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290,857
Total References: 9,075,610
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5,944,911
Papers with
  Resolved
  Footnotes:
94,292
Total Footnotes: 9,171,238


SSRN eLibrary Search Results
JEL Code: G12
7,407,696 Total downloads
Showing Papers 1,741 - 1,790 of 16,645
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1 2 3 4 ... 333 | Next >
   


Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio , Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science , University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Does Fama-French Three Factor Model Outweigh the CAPM Model? Evidence from the Dhaka Stock Exchange
Mohammad Abu Sayeed , Mahfuza Khatun and Biplob Chowdhury
Jahangirnagar University , Jahangirnagar University and University of Tasmania
Date Posted: July 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of Assessment
Aryo Sasongko , Cynthia Afriani , buddi wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , University of Indonesia (UI) - Management and Universitas Indonesia, Graduate School of Management
Date Posted: July 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper How to Predict the Consequences of a Tick Value Change? Evidence from the Tokyo Stock Exchange Pilot Program
Weibing Huang , Charles-Albert Lehalle and Mathieu Rosenbaum
University of Paris 6 Pierre et Marie Curie - Laboratoire de Probabilités et Modèles Aléatoires , Capital Fund Management and Université Paris VI Pierre et Marie Curie
Date Posted: July 27, 2015
Working Paper Series
13 downloads

Interest Rate Curve Interpolations and Their Assessment Via Hedge Simulations
Christian P. Fries and Christoph Plum
LMU Munich, Department of Mathematics and Ludwig Maximilian University of Munich - Department of Mathematics
Date Posted: July 26, 2015
Working Paper Series

Incl. Electronic Paper Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model
Marco Giacoletti , Kristoffer Laursen and Kenneth J. Singleton
Stanford Graduate School of Business , Stanford Graduate School of Business and Stanford University - Graduate School of Business
Date Posted: July 26, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Effect of Firm Cash Holdings on Monetary Policy
Bernardino Adao and Andre C. Silva
Bank of Portugal - Research Department and Universidade Nova de Lisboa
Date Posted: July 26, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Differences of Opinion and Stock Prices: Evidence from Spin-Offs and Mergers
Tara Bhandari
U. S. Securities and Exchange Commission
Date Posted: July 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Risk Premia in Option Markets
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Conic Portfolio Theory
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 25, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Searching for Gambles: Investor Attention, Gambling Sentiment, and Stock Market Outcomes
Yao Chen , Alok Kumar and Chendi Zhang
University of Warwick, Warwick Business School, Students , University of Miami - School of Business Administration and University of Warwick - Finance Group
Date Posted: July 25, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Deflation and Reflation: The Pre-WW I Impact on NYSE Trading Volumes and Seat Prices
Berry K Wilson and Bernard McSherry
Pace University and New Jersey City University
Date Posted: July 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Theory of Risk Disclosure
Mirko Stanislav Heinle and Kevin Smith
University of Pennsylvania - Accounting Department and University of Pennsylvania - Accounting Department
Date Posted: July 24, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Taste, Information, and Asset Prices: Implications for the Valuation of CSR
Henry L. Friedman and Mirko Stanislav Heinle
University of California, Los Angeles (UCLA) - Accounting Area and University of Pennsylvania - Accounting Department
Date Posted: July 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Incorporation Choice and Implied Cost of Equity
Jere R. Francis and Michael D. Yu
University of Missouri at Columbia and State University of West Georgia
Date Posted: July 24, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Prior Return Effect in Indian Stock Market: Some Empirical Evidence
Madras University Journal of Business and Finance, ISSN 2320-5857, Vol 2, No. 2, July 2014, pp 1-22, Publisher _ University of Madras, India.
Vanita Tripathi and Shalini Aggarwal
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Department of Commerce
Date Posted: July 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper When is the Best Time to Hide Earnings News?
Roni Michaely , Amir Rubin and Alexander Vedrashko
Cornell University - Samuel Curtis Johnson Graduate School of Management , Simon Fraser University (SFU) - Beedie School of Business and Simon Fraser University - Beedie School of Business
Date Posted: July 23, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper When Are Investment Projects in the Same Risk Class?
Accounting and Finance, Forthcoming
David James Johnstone
University of Sydney Business School
Date Posted: July 23, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Generalized Method of Moment Based Parameter Estimation of Affine Term Structure Models
Jaroslava Hlouskova and Leopold Sögner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and Institute for Advanced Studies (IHS)
Date Posted: July 23, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Euro Conversion and Competition Among European Stock Exchanges
Kathryn L. Dewenter , Xi Han and Jennifer L. Koski
University of Washington - Michael G. Foster School of Business , Lingnan University - Department of Finance and Insurance and University of Washington - Michael G. Foster School of Business
Date Posted: July 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Stock Price Booms and Expected Capital Gains
Klaus Adam , Albert Marcet and Johannes Beutel
University of Mannheim , Universitat Autònoma de Barcelona - Institut d'Anàlisi Economica CSIC and University of Mannheim
Date Posted: July 23, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Pricing Vanilla Options with Cash Dividends
Timothy Klassen
PFT Analytics
Date Posted: July 23, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper What Drives the Housing Markets in China: Rent, Cost of Capital, or Risk Premium of Owning Versus Renting?
Sichong Chen and Yingnan Chen
Zhongnan University of Economics and Law and Jinan University - Finance Department
Date Posted: July 22, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Best of Both Worlds: Accessing Emerging Economies by Investing in Developed Markets
Joon Woo Bae , Redouane Elkamhi and Mikhail Simutin
University of Toronto - Rotman School of Management , University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Date Posted: July 22, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Carry and Trend Following Returns in the Foreign Exchange Market
Andrew Clare , James Seaton , Peter N. Smith and Steve Thomas
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School , University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: July 22, 2015
Working Paper Series
143 downloads

Incl. Electronic Paper VaR to LIQUIDATION: 'A Regime Switching Model to Replicate Histogram Fat-Tails'
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: July 22, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Night Trading: Lower Risk But Higher Returns?
Marie-Eve Lachance
San Diego State University - Finance Department
Date Posted: July 22, 2015
Working Paper Series
414 downloads

Incl. Electronic Paper Assessing Default Risks for Chinese Firms: A Lost Cause?
IMF Working Paper No. 15/140
Daniel Law and Shaun K. Roache
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: July 21, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns
Hye-hyun Park , Baeho Kim and Hyeongsop Shim
Korea University Business School (KUBS) , Korea University Business School (KUBS) and Ulsan National Institute of Science and Technology
Date Posted: July 20, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Financial Market Misconduct and Agency Conflicts: A Synthesis and Future Directions
Journal of Corporate Finance, Forthcoming
Douglas J. Cumming , Bob Dannhauser and Sofia Johan
York University - Schulich School of Business , CFA Institute and York University - Schulich School of Business
Date Posted: July 19, 2015
Accepted Paper Series
21 downloads

Incl. Electronic Paper Does Unusual News Forecast Market Stress?
Harry Mamaysky and Paul Glasserman
Columbia University - Columbia Business School and Columbia Business School
Date Posted: July 19, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization
Tim Xiao
Risk Models, BMO Capital Markets
Date Posted: July 19, 2015
Last Revised: July 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Name-Based Behavioral Biases: Are Expert Investors Immune?
Journal of Behavioral Finance, Forthcoming
Jennifer Itzkowitz and Jesse Itzkowitz
Seton Hall University - Department of Finance & Legal Studies and Yeshiva University - Syms School of Business
Date Posted: July 19, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper Liquidity Risk Premium Model with Fixed-Expectation Liquidity Measures to Construct Liquidity-Risk-Premium-Free Term Structure
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 18, 2015
Last Revised: July 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper On Equilibrium Uniqueness in Multi-Asset Noisy Rational Expectations Economies
Dömötör Pálvölgyi and Gyuri Venter
Eötvös Loránd University and Copenhagen Business School
Date Posted: July 18, 2015
Working Paper Series
11 downloads

An Empirical Analysis of Factors Affecting Prices of Intangible Assets: A Preliminary Testing in Consumer Durables Sector
Prague Economic Papers, Vol. 24 No. 3, 2015, pp. 354-363. DOI: 10.18267/j.pep.523
Pavel Svacina
University of Economics, Prague
Date Posted: July 18, 2015
Accepted Paper Series

Incl. Electronic Paper Debt Covenant Renegotiation and Investment
Marc Arnold and Ramona Westermann
University of Saint Gallen - SoF: School of Finance and Copenhagen Business School
Date Posted: July 18, 2015
Last Revised: July 24, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Misspecification Testing in GARCH-MIDAS Models
University of Heidelberg, Department of Economics, Discussion Paper No. 597
Christian Conrad and Melanie Schienle
University of Heidelberg - Faculty of Economics and Social Studies and Leibniz Universität Hannover
Date Posted: July 18, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Estimating the Cost of Equity and Equity Risk-Premia of Canadian Firms
Multinational Finance Journal, Vol. 1, No. 3, p. 229-254, 1997
George Athanassakos
University of Western Ontario - Finance-Economics Area Group
Date Posted: July 18, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Jump Diffusion Processes and Emerging Bond and Stock Markets: An Investigation Using Daily Data
Multinational Finance Journal, Vol. 1, No. 3, p. 169-197, 1997
Mandeep S. Chahal and Wang Jun
Enron Corporation and SAS Institute Inc.
Date Posted: July 17, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Regime-Switching in Emerging Stock Market Returns
Multinational Finance Journal, Vol. 2, No. 2, p. 101-132, 1998
Kodjovi Assoe
HEC Montreal
Date Posted: July 17, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Testing Asset Pricing Models: The Case of Athens Stock Exchange
Multinational Finance Journal, Vol. 2, No. 3, p. 189-223, 1998
Antonis Demos and Sofia Parissi
Athens University of Economics and Business and Athens University of Economics and Business
Date Posted: July 17, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Are Real Assets Priced Internationally? Evidence from the Art Market
Multinational Finance Journal, Vol. 2, No. 3, p. 167-187, 1998
Kenneth Wieand , Jeffrey Donaldson and Socorro Quintero
University of South Florida - College of Business Administration , University of Tampa - John H. Sykes College of Business and Oklahoma City University
Date Posted: July 17, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Technical Analysis in the Foreign Exchange Market: A Cointegration-Based Approach
Multinational Finance Journal, Vol. 3, No. 3, p. 147-172, 1999
Norbert Fiess and Ronald MacDonald
Independent and University of Strathclyde in Glasgow - Department of Economics
Date Posted: July 17, 2015
Accepted Paper Series
37 downloads

Incl. Fee Electronic Paper Life Insurer Cost of Equity with Asymmetric Risk Factors
Financial Review, Vol. 50, Issue 3, pp. 435-457, 2015
Vickie L. Bajtelsmit , Sriram V. Villupuram and Tianyang Wang
Colorado State University, Fort Collins - Department of Finance & Real Estate , Arizona State University (ASU) - Finance Department and Colorado State University - Department of Finance & Real Estate
Date Posted: July 17, 2015
Accepted Paper Series

Incl. Fee Electronic Paper New Evidence on Sources of Leverage Effects in Individual Stocks
Financial Review, Vol. 50, Issue 3, pp. 331-340, 2015
Geoffrey Peter Smith
Arizona State University (ASU) - W.P. Carey School of Business
Date Posted: July 17, 2015
Accepted Paper Series

Incl. Electronic Paper A Jump and Smile Ride: Continuous and Jump Variance Risk Premia in Option Pricing
Dario Alitab , Giacomo Bormetti and Adam Aleksander Majewski
Scuola Normale Superiore , Scuola Normale Superiore and Scuola Normale Superiore
Date Posted: July 17, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach
Norges Bank Working Paper 11 | 2014
Paolo Gelain , Kevin J. Lansing and Gisle James Natvik
Norges Bank , Federal Reserve Bank of San Francisco and University of Oslo - Department of Economics
Date Posted: July 17, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Intelligent Equity
C. Thomas Howard
University of Denver - Daniels College of Business
Date Posted: July 17, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper Country Risk: Determinants, Measures and Implications - The 2015 Edition
Aswath Damodaran
New York University - Stern School of Business
Date Posted: July 15, 2015
Working Paper Series
575 downloads


 

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