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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
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  Last 12 months:
68,955

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To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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


SSRN eLibrary Search Results
JEL Code: G11
2,578,525 Total downloads
Showing Papers 1,851 - 1,900 of 7,220
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Incl. Electronic Paper Performance of International and Global Equity Mutual Funds: Do Country Momentum and Sector Momentum Matter?
Bernhard Breloer , Hendrik Scholz and Marco Wilkens
Friedrich-Alexander-University (FAU) Erlangen-Nürnberg , Friedrich-Alexander-University (FAU) Erlangen-Nürnberg and University of Augsburg
Date Posted: June 21, 2011
Last Revised: November 13, 2012
Working Paper Series
199 downloads

Incl. Electronic Paper Liquidity Shocks and Hedge Fund Contagion
Fisher College of Business Working Paper No. 2011-03-012, Charles A. Dice Center Working Paper No. 2011-12, Journal of Investment Management, Q2, 2012
Nicole M. Boyson , Christof W. Stahel and Rene M. Stulz
Northeastern University - Finance and Insurance Area , US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation and Ohio State University (OSU) - Department of Finance
Date Posted: June 21, 2011
Last Revised: December 04, 2012
Accepted Paper Series
149 downloads

Incl. Electronic Paper Complementary or Contradictory? Combining Returns Based & Characteristics Based Investment Style Analysis
Andrew Mason , Steve Thomas and Frank McGroarty
University of Surrey - Surrey Business School , City University London - Sir John Cass Business School and University of Southampton - School of Management
Date Posted: June 21, 2011
Last Revised: August 04, 2011
Working Paper Series
49 downloads

Deriving Optimal Portfolios for Hedging Housing Risk
Journal of Real Estate Finance and Economics, Forthcoming
Cristian Voicu and Michael Joseph Seiler
Investment Technology Group and Old Dominion University - Finance
Date Posted: June 21, 2011
Accepted Paper Series

Incl. Electronic Paper Performance Persistence of Equity Funds in Hungary
Contemporary Economics, Vol. 5, No. 1, pp. 18-34, 2011
Dariusz Filip
UKSW
Date Posted: June 21, 2011
Last Revised: February 17, 2012
Accepted Paper Series
25 downloads

Incl. Electronic Paper Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors
Journal of Financial Economics (JFE), Forthcoming, Charles A. Dice Center Working Paper No. 2011-11, Fisher College of Business Working Paper No. 2011-03-011
Gurdip Bakshi and Fousseni Chabi-Yo
University of Maryland - Robert H. Smith School of Business and Ohio State University (OSU) - Fisher College of Business
Date Posted: June 21, 2011
Last Revised: February 18, 2012
Working Paper Series
96 downloads

Incl. Electronic Paper What is the Actual Shape of Perception Utility?
Krzysztof Kontek
Artal Investments
Date Posted: June 21, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper The Determinants of International Commercial Real Estate Investment
IESE Business School Working Paper No. 935
Karsten Lieser and Alexander Peter Groh
Allianz Real Estate and EMLYON Business School
Date Posted: June 20, 2011
Last Revised: November 10, 2012
Accepted Paper Series
174 downloads

Incl. Electronic Paper Stock Options Price Estimation In Indonesia Stock Exchange: Case Studies of LQ-45
Journal of Accounting and Management Vol. 20, No. 3, December 2009
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: June 20, 2011
Accepted Paper Series
45 downloads

Incl. Electronic Paper Subcultures in Household Financial Decision-Making: An Exploratory Study of Risky Asset Ownership in the Netherlands
Michael M. Dowling
Dublin City University Business School
Date Posted: June 20, 2011
Working Paper Series
105 downloads

Incl. Electronic Paper The Auction Market for Artworks and Their Physical Dimensions Including the Golden Ratio: Australia: 1986 to 2009
Helen Higgs and John Forster
Griffith University and Griffith University - Department of Accounting, Finance and Economics
Date Posted: June 20, 2011
Working Paper Series
22 downloads

Incl. Electronic Paper Quality of the Firm’s Training and Stock Returns
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: June 19, 2011
Last Revised: August 02, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper The Analysis of Czech Investment Funds Performance
Ekonomické Listy, No. 9, pp. 22-39, 2011,
Dariusz Filip
UKSW
Date Posted: June 19, 2011
Last Revised: February 17, 2012
Accepted Paper Series
55 downloads

Incl. Electronic Paper The January and Size Effects on Stock Returns: More Evidence
International Journal of Applied Accounting and Finance, Vol. 1, No. 1, pp. 47-52, 2010
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: June 19, 2011
Last Revised: June 21, 2011
Accepted Paper Series
22 downloads

Incl. Electronic Paper Bond Fund Disappearance: What’s Return Got to Do with it?
Martin Rohleder , Hendrik Scholz and Marco Wilkens
University of Augsburg , Friedrich-Alexander-University (FAU) Erlangen-Nürnberg and University of Augsburg
Date Posted: June 18, 2011
Last Revised: May 14, 2012
Working Paper Series
174 downloads

Incl. Electronic Paper On the Predictability of Stock Prices: A Case for High and Low Prices
Journal of Banking and Finance, Forthcoming
Massimiliano Caporin , Angelo Ranaldo and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , University of St. Gallen and University of Aarhus - CREATES
Date Posted: June 18, 2011
Last Revised: May 20, 2013
Working Paper Series
152 downloads

Incl. Electronic Paper „The Gambler´s Ruin“ und die kritische Wahrscheinlichkeit- Geeignete Risikomaße bei Anlagen zur Alterssicherung? („The Gambler´s Ruin“ and the Critical Probability of Gain)
Die Rentenversicherung, 43. Jg., Nr. 11, S. 201-208, 2002
Hellmut D. Scholtz
affiliation not provided to SSRN
Date Posted: June 18, 2011
Accepted Paper Series
32 downloads

Incl. Electronic Paper From Regular-Beta CAPM to Downside-Beta CAPM
European Journal of Social Sciences, Vol. 21, No. 2, pp. 189-203, 2011
Qaiser Abbas , Usman Ayub , Shahid Mehmood Sargana and Syed Kashif Saeed
CIIT , COMSATS Institute of Information Technology , CIIT and COMSATS Institute of Information Technology
Date Posted: June 17, 2011
Accepted Paper Series
225 downloads

Incl. Electronic Paper Optimal Division of Effort between Working and Learning Information About the Financial Market
Guannan Luo
Northwestern University
Date Posted: June 17, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Stock Portfolio with Fama-French Model in Indonesian Stock Exchange
Journal of Accounting & Business, Vol. 9, No. 1, pp. 1-12, February 2009
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: June 17, 2011
Accepted Paper Series
100 downloads

Incl. Electronic Paper The Alpha Bias in Asset Allocation Performance Measurement
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Date Posted: June 17, 2011
Last Revised: March 15, 2012
Working Paper Series
237 downloads

Incl. Electronic Paper The Influence of Corporate Fundamental to its Stock Price in Indonesian Public Companies
Journal of Economics and Business Vol. 2 No. 2, pp. 1-21, 2008
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: June 17, 2011
Accepted Paper Series
258 downloads

Incl. Fee Electronic Paper The Tax Benefit of Income Smoothing
CEPR Discussion Paper No. DP8425
Kristian Rydqvist , Steven T. Schwartz and Joshua D. Spizman
State University of New York at Binghamton - School of Management , SUNY at Binghamton - School of Management and Loyola Marymount University - Department of Finance and Computer Information Systems
Date Posted: June 16, 2011
Working Paper Series
3 downloads

Incl. Electronic Paper Household's Portfolio Structure in Germany - Analysis of Financial Accounts Data 1959-2009
ECB Working Paper No. 1355
Fred Ramb and Michael Scharnagl
Deutsche Bundesbank, Economics Department, Monetary Policy and Monetary Analysis and Deutsche Bundesbank
Date Posted: June 16, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper CAPM - Exclusive Problems Exclusively Dealt
Interdisciplinary Journal of Contemporary Research in Business, Vol. 2, No. 12, pp. 947-960, April 2011
Qaiser Abbas , Usman Ayub and Syed Kashif Saeed
CIIT , COMSATS Institute of Information Technology and COMSATS Institute of Information Technology
Date Posted: June 15, 2011
Accepted Paper Series
116 downloads

Incl. Electronic Paper A Comprehensive Evaluation of Portfolio Insurance Strategies
Jacques Pezier and Johanna Scheller
University of Reading - ICMA Centre and ICMA Centre, Henley Business School at Reading
Date Posted: June 14, 2011
Last Revised: June 25, 2011
Working Paper Series
314 downloads

Incl. Electronic Paper Financial Distress Prediction in Indonesia Stock Exchange - Case Study of Trade Industry Public Company
Journal of Economics, Business, and Accounting, Vol. 11, No. 2, August 2008
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: June 14, 2011
Accepted Paper Series
151 downloads

Incl. Electronic Paper Non-Synchronous Trading in Indonesia Stock Exchange
Journal of Economics and Business, Vol. 3, No. 2, July 2009
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: June 14, 2011
Accepted Paper Series
43 downloads

Incl. Electronic Paper Refining Core-Satellite Investing
Ron Surz
PPCA Inc.
Date Posted: June 14, 2011
Working Paper Series
74 downloads

Incl. Electronic Paper Relevance of Accrual Anomaly Information in Stock Portfolio Formation - Case Study: Indonesia Stock Exchange
Journal of Accounting and Business, Vol. 10, No. 2, August 2009
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: June 14, 2011
Accepted Paper Series
70 downloads

Incl. Electronic Paper Infrastructure as an Asset Class
EIB Papers, Vol. 15, No. 1, pp. 70-105, 2010
Georg Inderst
Inderst Advisory (Georg Inderst)
Date Posted: June 11, 2011
Accepted Paper Series
424 downloads

Incl. Electronic Paper Risky Curves: From Unobservable Utility to Observable Opportunity Sets
Cowles Foundation Discussion Paper No. 1819
Daniel Friedman and Shyam Sunder
University of California, Santa Cruz - Department of Economics and Yale University - School of Management
Date Posted: June 10, 2011
Last Revised: August 22, 2011
Working Paper Series
191 downloads

Incl. Electronic Paper Bid and Ask Prices Tailored to Traders’ Risk-Aversion and Gain-Propension
Marta Cardin , Bennet Eisenberg and Luisa Tibiletti
Ca Foscari University of Venice - Department of Economics , Lehigh University - Industrial and Systems Engineering Department and University of Turin - Department of Management
Date Posted: June 09, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Descriptive Analysis of Finnish Equity, Bond and Money Market Returns
Bank of Finland Research Discussion Paper No. 14/2011
Peter M. Nyberg and Mika Vaihekoski
Aalto University and Turku School of Economics - Department of Accounting and Finance
Date Posted: June 09, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Mean-Extended Gini Portfolios Personalized to the Investor’s Risk-Gain Profile
Marta Cardin , Bennet Eisenberg and Luisa Tibiletti
Ca Foscari University of Venice - Department of Economics , Lehigh University - Industrial and Systems Engineering Department and University of Turin - Department of Management
Date Posted: June 09, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Robust Portfolio Choice with Ambiguity and Learning About Return Predictability
Nicole Branger , Linda Sandris Larsen and Claus Munk
University of Muenster - Finance Center Muenster , University of Southern Denmark and Copenhagen Business School
Date Posted: June 09, 2011
Last Revised: April 26, 2012
Working Paper Series
117 downloads

Incl. Electronic Paper Volatility Timing in the Emerging Market Hedge Funds Indices
Journal of Emerging Markets, Forthcoming
Bolong Cao
Ohio University
Date Posted: June 09, 2011
Last Revised: September 15, 2011
Accepted Paper Series
56 downloads

Incl. Electronic Paper Comparing and Selecting Performance Measures Using Rank Correlations
Economics Discussion Paper No. 2011-14
Massimiliano Caporin and Francesco Lisi
University of Padova - Department of Economics and Management "Marco Fanno" and University of Padua - Department of Statistical Sciences
Date Posted: June 08, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Analysis and Comparison of Leveraged ETFs and CPPI-Type Leveraged Strategy
Philippe Bertrand and Jean-Luc Prigent
IAE Aix-en-Provence, Aix Marseille University, CERGAM and University of Cergy-Pontoise - ThEMA
Date Posted: June 08, 2011
Working Paper Series
178 downloads

Incl. Electronic Paper Disposition Effect and Mutual Fund Performance
Manuel Ammann , Alexander Ising and Stephan Kessler
University of St. Gallen - Swiss Institute of Banking and Finance , University of St. Gallen and Universität St. Gallen - Swiss Institute of Banking and Finance
Date Posted: June 08, 2011
Working Paper Series
136 downloads

Incl. Electronic Paper Value at Risk and Stock Portfolio Liquidity
Journal of Accounting and Management, Vol. 21, No. 2, pp. 105-127, August 2010
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: June 08, 2011
Accepted Paper Series
161 downloads

Incl. Electronic Paper Investment Strategies and Compensation of a Mean-Variance Optimizing Fund Manager
Jan Palczewski and Georgios Aivaliotis
University of Leeds - School of Mathematics and University of Leeds - School of Mathematics
Date Posted: June 07, 2011
Last Revised: April 21, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Does Gender Affect Investors' Appetite for Risk? Evidence from Peer-to-Peer Lending
DIW Berlin Discussion Paper No. 1125
Nataliya Barasinska
German Institute for Economic Research (DIW Berlin)
Date Posted: June 06, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Institutional Asset Pricing with Heterogeneous Beliefs
Zhigang Qiu , Shiyang Huang , Qi Shang and Ke Tang
Renmin University of China , affiliation not provided to SSRN , London School of Economics and Renmin University of China
Date Posted: June 06, 2011
Last Revised: October 20, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand: A Markov Switching VAR Approach
Zhuo Qiao , Yuming Li and Wing-Keung Wong
University of Macau , California State University and Hong Kong Baptist University (HKBU)
Date Posted: June 06, 2011
Working Paper Series
49 downloads

Incl. Electronic Paper The Bequest Motive for Macroeconomic Modeling
Yuta Motoyama
affiliation not provided to SSRN
Date Posted: June 06, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper Moment-Based CVaR Estimation: Quasi-Closed Formulas
Patrizia Stucchi
Università degli Studi di Udine
Date Posted: June 04, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Macroeconomic Effects of Bankruptcy & Foreclosure Policies
PIER Working Paper No. 11-015
Kurt Mitman
University of Pennsylvania - Department of Economics
Date Posted: June 03, 2011
Last Revised: June 08, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Portfolio Optimization for VAR, CVaR, Omega and Utility with General Return Distributions: A Monte Carlo Approach for Long-Only and Bounded Short Portfolios with Optional Robustness and a Simplified Approach to Covariance Matching
William Thornton Shaw
University College London
Date Posted: June 03, 2011
Working Paper Series
416 downloads

Incl. Electronic Paper Short-Term Persistence in Hybrid Mutual Fund Performance: The Role of Style-Shifting Abilities
Journal of Banking and Finance, Vol. 37 (7), 2314–2328,
Ulf Herrmann and Hendrik Scholz
Friedrich-Alexander-University (FAU) Erlangen-Nürnberg and Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Date Posted: June 03, 2011
Last Revised: May 17, 2013
Accepted Paper Series
145 downloads


 

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