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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
Papers Received in
  Last 12 months:
68,942

Paper Downloads:
To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G11
2,577,860 Total downloads
Showing Papers 1,801 - 1,850 of 7,220
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Incl. Electronic Paper Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
Journal of Finance, Forthcoming
Mozaffar Khan , Leonid Kogan and George Serafeim
University of Minnesota - Twin Cities - Carlson School of Management , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard University - Harvard Business School
Date Posted: July 08, 2011
Accepted Paper Series
150 downloads

Incl. Electronic Paper The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector
Martin Rohleder
University of Augsburg
Date Posted: July 08, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Gender, Stock Market Participation and Financial Literacy
SSE/EFI Working Paper Series No. 737
Johan Almenberg and Anna Dreber
Ministry of Finance and Stockholm School of Economics - Department of Economics
Date Posted: July 07, 2011
Last Revised: June 18, 2012
Working Paper Series
163 downloads

Incl. Electronic Paper Systematic Trading Behavior and Cross-Sectional Stock Returns on the OMXH
P. Joakim Westerholm , Henry Leung and Annica Rose
The University of Sydney Business School , The University of Sydney Business School and The University of Sydney Business School
Date Posted: July 07, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper The Dynamic Interaction between Foreign Equity Flows and Returns: Evidence from the Johannesburg Stock Exchange
International Journal of Business and Finance Research, Vol. 5, No. 4, pp. 45-56, 2011
Joseph J. French
University of Northern Colorado
Date Posted: July 07, 2011
Accepted Paper Series
45 downloads

Incl. Electronic Paper The Implied Volatility of ETF and Index Options
The International Journal of Business and Finance Research, Vol. 5, No. 4, pp. 35-44, 2011
Stoyu I. Ivanov , Jeff Whitworth and Yi Zhang
San Jose State University , University of Houston, Clear Lake and Prairie View A&M University
Date Posted: July 07, 2011
Accepted Paper Series
513 downloads

Incl. Electronic Paper Do Stock Prices Reflect the Corporate Governance Quality of Japanese Firms?
Hiroyuki Aman and Pascal Nguyen
Nagasaki University - Department of Economics and University of Technology, Sydney (UTS)
Date Posted: July 06, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper Risk Aversion in the Large and in the Small
Swiss Finance Institute Research Paper No. 11-24
Jørgen Haug , Thorsten Hens and Peter Wohrmann
Norwegian School of Economics , Department of Banking and Finance and University of Zurich - Swiss Banking Institute (ISB)
Date Posted: July 06, 2011
Working Paper Series
139 downloads

Incl. Electronic Paper When and How is Voluntary Disclosure Quality Reflected in Equity Prices?
Swiss Finance Institute Research Paper No. 11-25
Florian Eugster and Alexander F. Wagner
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: July 06, 2011
Last Revised: March 16, 2012
Working Paper Series
374 downloads

Incl. Electronic Paper Context Sensitivity with Neural Networks in Financial Decision Processes
Global Journal of Business Research, Vol. 5, No. 5, pp. 27-43, 2011
Charles Wong and Massimiliano Versace
Boston University and Boston University
Date Posted: July 05, 2011
Accepted Paper Series
55 downloads

Incl. Electronic Paper Diversification and Financial Stability
CCSS Working Paper No. 11-001
Paolo Tasca and Stefano Battiston
ETH, Zurich and ETH Zurich
Date Posted: July 05, 2011
Working Paper Series
520 downloads

Incl. Electronic Paper Holding Period and Cross-Sectional Stock Returns: Evidence from Taiwan
The International Journal of Business and Finance Research, Vol. 4, No. 3, pp. 79-91, 2010
Yin-Ching Jan and Su-Ling Chiu
National Chin-Yi University of Technology and National Chin-Yi University of Technology
Date Posted: July 04, 2011
Accepted Paper Series
37 downloads

Incl. Electronic Paper Are Investors Really Reluctant to Realize their Losses? Trading Responses to Past Returns and the Disposition Effect
Review of Financial Studies 25(8), 2485-2532, Fisher College of Business Working Paper No. 2011-03-013, Dice Center Working Paper No. 2011-13
Itzhak Ben-David and David A. Hirshleifer
Ohio State University - Fisher College of Business, Finance Department and University of California, Irvine - Paul Merage School of Business
Date Posted: July 03, 2011
Last Revised: October 24, 2012
Accepted Paper Series
454 downloads

Incl. Electronic Paper Evidence on the Performance of Country Index Funds in Global Financial Crisis
The International Journal of Business and Finance Research, Vol. 4, No. 4, pp. 89-101, 2010
Ilhan Meric , Christine Lentz , Wayne Smeltz and Gulser Meric
Rider University , Rider University , Rider University and Rowan University - Accounting & Finance
Date Posted: July 03, 2011
Accepted Paper Series
40 downloads

Incl. Electronic Paper Multi-National Evidence on Calendar Patterns in Stock Returns: An Empirical Case Study on Investment Strategy and the Halloween Effect
The International Journal of Business and Finance Research, Vol. 4, No. 4, pp. 23-42, 2010
Dirk Swagerman and Ivan Novakovic
University of Groningen and University of Groningen
Date Posted: July 03, 2011
Accepted Paper Series
76 downloads

Incl. Electronic Paper On the Pricing of Dual Class Stocks: Evidence from Berkshire Hathaway
International Journal of Business and Finance Research, Vol. 5, No. 1, pp. 103-112, 2011
Ling T. He and K. Michael Casey
University of Central Arkansas - Department of Economics and Finance and University of Central Arkansas
Date Posted: July 03, 2011
Accepted Paper Series
83 downloads

Incl. Electronic Paper Revisiting the Fisher and Statman Study on Market Timing
Wade Pfau
The American College
Date Posted: July 03, 2011
Working Paper Series
142 downloads

Incl. Electronic Paper Safe Savings Rates: A New Approach to Retirement Planning Over the Lifecycle
Journal of Financial Planning, Vol. 24, No. 5, May 2011
Wade Pfau
The American College
Date Posted: July 03, 2011
Accepted Paper Series
119 downloads

Incl. Electronic Paper The Capital Asset Pricing Model’s Risk-Free Rate
The International Journal of Business and Finance Research, Vol. 5, No. 2, pp. 75-83, 2011
Sandip Mukherji
Howard University - School of Business
Date Posted: July 03, 2011
Accepted Paper Series
306 downloads

Incl. Electronic Paper Ambiguity Attitudes in a Large Representative Sample: Measurement and an Application to the Non-Participation Puzzle
Netspar Discussion Paper No. 06/2011-054
Stephen G. Dimmock , Roy Kouwenberg and Peter P. Wakker
Nanyang Technological University - Division of Finance , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 01, 2011
Last Revised: June 12, 2012
Working Paper Series
80 downloads

Incl. Electronic Paper Investment Risk Taking by Institutional Investors
Netspar Discussion Paper No. 05/2011-048, Midwest Finance Association 2012 Annual Meetings Paper
Janko Gorter and Jacob Antoon Bikker
Dutch Central Bank (DNB) and De Nederlandsche Bank
Date Posted: July 01, 2011
Last Revised: January 05, 2012
Working Paper Series
55 downloads

Incl. Electronic Paper Modeling Non-Monotone Risk Aversion Using SAHARA Utility Functions
Journal of Economic Theory, Vol. 146, 2011
An Chen , Antoon Pelsser and Michel Vellekoop
University of Ulm - Department of Mathematics and Economics , Maastricht University and University of Twente - Department of Applied Mathematics
Date Posted: July 01, 2011
Last Revised: September 08, 2011
Accepted Paper Series
27 downloads

Incl. Electronic Paper Does Mood Affect Trading Behavior?
Markku Kaustia and Elias Henrikki Rantapuska
Aalto University School of Economics and Aalto University
Date Posted: June 30, 2011
Last Revised: December 20, 2012
Working Paper Series
314 downloads

Incl. Electronic Paper Do Fundamentally-Adjusted Valuation Multiples Improve Valuation Accuracy? The Case of the Polish Stock Market
Accounting & Taxation, Vol. 3, No. 1, pp. 57-70, 2011
Jacek Welc
Wroclaw University of Economics
Date Posted: June 30, 2011
Accepted Paper Series
55 downloads

Incl. Electronic Paper Optimal Dynamic Tax Evasion: A Portfolio Approach
Rosella Levaggi and Francesco Menoncin
University of Brescia - Department of Economics and Management and University of Brescia - Department of Economics
Date Posted: June 30, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Higher Order Moments Resampling
Accounting & Taxation, Vol. 3, No. 1, pp. 1-14
Giuseppe Galloppo
University of Rome II - Centre for International Studies on Economic Growth (CEIS)
Date Posted: June 29, 2011
Accepted Paper Series
53 downloads

Incl. Electronic Paper Is Warren Buffett's Commentary on Accounting, Governance and Investing Practices Reflected in the Investment Decisions and Subsequent Influence of Berkshire Hathaway?
Robert M. Bowen , Shivaram Rajgopal and Mohan Venkatachalam
University of San Diego - School of Business , Emory University - Goizueta Business School and Duke University - Fuqua School of Business
Date Posted: June 29, 2011
Last Revised: October 19, 2012
Working Paper Series
137 downloads

Incl. Electronic Paper On the High-Frequency Dynamics of Hedge Fund Risk Exposures
Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and University of Oxford - Said Business School
Date Posted: June 29, 2011
Last Revised: December 15, 2011
Working Paper Series
363 downloads

Incl. Electronic Paper Optimal Investment for Institutional Investors Under Value-at-Risk Constraints in Chinese Stock Markets
Accounting & Taxation, Vol. 3, No. 1, pp. 15-32, 2011
ZhengXiong Chen and Ayse Yuce
Hillsdale Investment Management Inc. and Ryerson University - Ted Rogers School of Management
Date Posted: June 29, 2011
Accepted Paper Series
58 downloads

Incl. Electronic Paper The Effect of Working Capital Practices on Risk Management: Evidence from Jordan
Global Journal of Business Research, Vol. 5, No. 1, pp. 39-54, 2011
Faris Nasif ALShubiri
Amman Arab University for Graduate Studies
Date Posted: June 29, 2011
Accepted Paper Series
477 downloads

Incl. Electronic Paper Tracking Portfolio Optimization
Valentyn Khokhlov
affiliation not provided to SSRN
Date Posted: June 29, 2011
Working Paper Series
73 downloads

Incl. Electronic Paper Portfolio Rebalancing and Mutual Fund Tournament Behavior
Paul B. Tacon and Jason Hall
University of Queensland - Business School and University of Queensland - Business School
Date Posted: June 28, 2011
Last Revised: December 05, 2012
Working Paper Series
97 downloads

Incl. Electronic Paper Emerging Markets Inflation-Linked Bonds
Financial Analysts Journal, Vol 68, Issue 5, pp. 38-56.
Laurens A. P. Swinkels
Erasmus University Rotterdam (EUR)
Date Posted: June 28, 2011
Last Revised: October 07, 2012
Accepted Paper Series
438 downloads

Incl. Electronic Paper Effective Governance in Institutional Investments - Reallocations and Tournament Behavior in German Multi-Manager Accounts
Denis Schweizer , Lutz Johanning , Timur Karabiber and Maximilian B. Trossbach
WHU - Otto Beisheim School of Management , WHU - Otto Beisheim School of Management , WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: June 27, 2011
Last Revised: September 04, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper The Behavior of Individual Investors
Brad M. Barber and Terrance Odean
University of California, Davis and University of California, Berkeley - Haas School of Business
Date Posted: June 27, 2011
Last Revised: January 06, 2012
Working Paper Series
4688 downloads

Incl. Electronic Paper Credit-Informed Tactical Asset Allocation
David Klein
Capital Context
Date Posted: June 26, 2011
Working Paper Series
1876 downloads

Incl. Electronic Paper The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks
Forthcoming, Journal of Futures Markets
Lin Gao and Lu Liu
University of Saint Gallen - Swiss Institute of Banking and Finance and Lund University - Department of Economics
Date Posted: June 26, 2011
Last Revised: November 06, 2012
Accepted Paper Series
122 downloads

Incl. Electronic Paper Active ETFs and Their Performance Vis-À-Vis Passive ETFs, Mutual Funds and Hedge Funds
Panagiotis Schizas
University of Peloponnese-School of Management and Economics
Date Posted: June 25, 2011
Last Revised: March 05, 2012
Working Paper Series
137 downloads

Incl. Electronic Paper Hong Kong: Risk or Alpha? Factor Analysis on the Hong Kong Stock Market – Additional Risk Factors or Anomalies?
Nicola Nicoletti and Yan Li
Independent and Independent
Date Posted: June 25, 2011
Working Paper Series
120 downloads

Incl. Electronic Paper Static Fund Separation of Long Term Investments
Boston U. School of Management Research Paper, No. 2011-15
Paolo Guasoni and Scott Robertson
Boston University - Department of Mathematics and Statistics and Carnegie Mellon University
Date Posted: June 25, 2011
Last Revised: March 27, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Optimal High Frequency Trading with Limit and Market Orders
Fabien Guilbaud and Huyên Pham
Université Paris VII Denis Diderot and Université Paris VII Denis Diderot
Date Posted: June 24, 2011
Working Paper Series
752 downloads

Incl. Electronic Paper The Optimal Timing and Equilibrium Pricing for IPO
Zhuming Chen and Can Chen
Sun Yat-Sen University and Lehigh University
Date Posted: June 24, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Abnormal Returns in Gold and Silver Exchange Traded Funds
Journal of Index Investing, Vol. 2, No. 2
Michael Naylor , Udomsak Wongchoti and Chris Gianotti
Massey University - School of Economics and Finance , Massey University - School of Economics and Finance and affiliation not provided to SSRN
Date Posted: June 23, 2011
Accepted Paper Series
228 downloads

Incl. Electronic Paper Determinants of Client-Professional Relationship Quality in the Financial Planning Setting
Australasian Accounting Business and Finance Journal, Vol. 5, No. 2, pp. 69-100, 2011
Katherine Hunt , Mark Brimble and Brett Freudenberg
University of Bologna , Griffith University - School of Accounting, Banking and Finance - Nathan and Logan Campuses and Griffith University - Griffith Business School
Date Posted: June 23, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Diversifying Market and Default Risk in High Grade Sovereign Bond Portfolios
Myles Brennan , Adam Kobor and Vidhya Rustaman
World Bank , World Bank and affiliation not provided to SSRN
Date Posted: June 23, 2011
Working Paper Series
77 downloads

Incl. Electronic Paper How Changes in Longevity Annuity Prices and Longevity Risk Affect Retirement Income Adequacy
EBRI Notes, Vol. 32, No. 6, June 2011
Youngkyun Park
University of Idaho - College of Business & Economics
Date Posted: June 23, 2011
Accepted Paper Series
42 downloads

Incl. Electronic Paper International Portfolio Diversification Benefits: Cross-Country Evidence from a Local Perspective
Joost Driessen and Luc Laeven
Tilburg University - Department of Finance and International Monetary Fund (IMF)
Date Posted: June 23, 2011
Working Paper Series
56 downloads

Incl. Electronic Paper Multiplicative Models of Financial Returns an What We Fail to Get When They are Disregarded
Serie Documentos de Trabajo No. 454
Rodolfo Apreda
University of CEMA
Date Posted: June 23, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper Bayesian Model Averaging in Multi-Factor Markets
Markus Franke
Ludwig Maximilians University of Munich - Institute for Finance & Banking
Date Posted: June 22, 2011
Last Revised: January 17, 2012
Working Paper Series
145 downloads

Incl. Electronic Paper Comparison of Portfolio Optimization Models with Real Features: An Empirical Study Based on Chinese Stock Market
Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications & Algorithms, Vol. 17, pp. 83-100, 2010
Jianyang Hu and Gaoqing Zhang
Harvard University and Carnegie Mellon University
Date Posted: June 22, 2011
Accepted Paper Series
308 downloads


 

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