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226,701
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JEL Code: G11
2,578,525 Total downloads
Showing Papers 1,851 - 1,900 of 7,220
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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
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
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
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
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
What is the Actual Shape of Perception Utility?
Krzysztof Kontek
Artal Investments
Date Posted: June 21, 2011
Working Paper Series
36 downloads
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
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
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
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
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
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
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
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
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
„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
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
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
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
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
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
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
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
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
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
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
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
Refining Core-Satellite Investing
Ron Surz
PPCA Inc.
Date Posted: June 14, 2011
Working Paper Series
74 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
The Bequest Motive for Macroeconomic Modeling
Yuta Motoyama
affiliation not provided to SSRN
Date Posted: June 06, 2011
Working Paper Series
19 downloads
Moment-Based CVaR Estimation: Quasi-Closed Formulas
Patrizia Stucchi
Università degli Studi di Udine
Date Posted: June 04, 2011
Working Paper Series
47 downloads
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
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
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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