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Abstracts: 557,056
Full Text Papers: 459,591
Authors: 258,585
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Last 30 days: 659,178

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SSRN eLibrary Search Results
JEL Code: G1
14,828,561 Total downloads
Showing Papers 19,301 - 19,350 of 41,190
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Bitcoin – Is it a Bubble? Evidence from Unit Root Tests
Akash Malhotra and Mayank Maloo
Indian Institute of Technology Bombay and Indian Institute of Technology Bombay
Date Posted: July 28, 2014
Working Paper Series

Short Interest and Credit Spread Dynamics
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: July 27, 2014
Working Paper Series

Incl. Electronic Paper Supply and Demand Shocks in the Oil Market and their Predictive Power
Avihai (Avi) Rapaport
University of Chicago - Booth School of Business
Date Posted: July 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Towards Better Cost-Benefit Analysis: An Essay on Regulatory Management
Law and Contemporary Problems, Forthcoming
John C. Coates, IV
Harvard Law School
Date Posted: July 27, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Margin Regulation and Volatility
ECB Working Paper No. 1698
Johannes Brumm , Felix Kubler , Michael Grill and Karl H. Schmedders
University of Zurich , University of Zurich , European Central Bank (ECB) and Swiss Finance Institute
Date Posted: July 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities
Manuel Adelino , W. Scott Frame and Kristopher Gerardi
Duke University - Fuqua School of Business , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: July 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Information Acquisition and Decisions Under Risk and Ambiguity
Ralf Bergheim
University of Bochum - Macroeconomics
Date Posted: July 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Investment Competence and Advice Seeking
Kremena Bachmann and Thorsten Hens
University of Zurich - Swiss Banking Institute (ISB) and University of Zurich - Department of Banking and Finance
Date Posted: July 27, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?
Ralf Bergheim , Jürgen Ernstberger and Michael W. M. Roos
University of Bochum - Macroeconomics , University of Bochum and University of Dortmund - Lehrstuhl für Wirtschafts-un Sozialstatistik
Date Posted: July 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Quest for Financial Stability in the Euro Area: The Role of Government Interventions
Renatas Kizys , Nikos Paltalidis and Konstantinos P. Vergos
Portsmouth Business School , Portsmouth Business School and University of Portsmouth
Date Posted: July 27, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Exit, Survival, and Competitive Equilibrium in Dealer Markets
Financial Review, Vol. 49, Issue 3, pp. 435-460, 2014
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Information Asymmetry, Trade Size, and the Dynamic Volume‐Return Relation: Evidence from the Australian Securities Exchange
Financial Review, Vol. 49, Issue 3, pp. 539-564, 2014
Yang Sun , Huu Nhan Duong and Harminder Singh
University of South Australia , Monash University - Department of Accounting and Finance and Deakin University - School of Accounting, Economics and Finance
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper What Drives ETF Flows?
Financial Review, Vol. 49, Issue 3, pp. 619-642, 2014
Christopher P. Clifford , Jon A. Fulkerson and Bradford D. Jordan
University of Kentucky , Loyola University Maryland - Sellinger School of Business & Management and University of Kentucky - Gatton College of Business and Economics
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Impact of Regulatory Enforcement on Leakages Prior to Analyst Recommendations
Financial Review, Vol. 49, Issue 3, pp. 565-592, 2014
Jeff Madura and Arjan Premti
Florida Atlantic University - College of Business and University of Wisconsin
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns
Financial Review, Vol. 49, Issue 3, pp. 511-538, 2014
Moonsoo Kang and Bong‐Soo Lee
Iona College and Florida State University
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Declining Role of NASDAQ Market Makers
Financial Review, Vol. 49, Issue 3, pp. 461-480, 2014
Jared F. Egginton
Louisiana Tech University - Department of Economics and Finance
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles
Financial Review, Vol. 49, Issue 3, pp. 593-618, 2014
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders
Financial Review, Vol. 49, Issue 3, pp. 481-509, 2014
Tom McInish , James Upson and Robert A. Wood
University of Memphis , University of Texas at El Paso and affiliation not provided to SSRN
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper Does the Probability of Informed Trading Model Fit Empirical Data?
Quan Gan , Wang Chun Wei and David James Johnstone
University of Sydney - Discipline of Finance , AustralianSuper and University of Sydney - Discipline of Finance
Date Posted: July 26, 2014
Working Paper Series
7 downloads

Offshore Operations and Bank Loan Contracting: Evidence from Firms that Set Up Subsidiaries in Offshore Financial Centers
Wenxia Ge , Jeong-Bon Kim V , TieMei Li and Yutao Li
University of Manitoba - Asper School of Business , City University of Hong Kong , University of Ottawa - School of Management and University of Lethbridge
Date Posted: July 26, 2014
Working Paper Series

Incl. Electronic Paper Bond Return Predictability: Economic Value and Links to the Macroeconomy
Antonio Gargano , Davide Pettenuzzo and Allan G. Timmermann
University of Melbourne , Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: July 26, 2014
Working Paper Series
4 downloads

Heterogeneity in Beliefs and Volatility Tail Behavior
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper Political Risk and Expected Government Bond Returns
Johan G. Duyvesteyn , Martin Martens and Patrick Verwijmeren
Robeco Asset Management , Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 26, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper The Price of Variance Risk
Ian Dew-Becker , Stefano Giglio , Anh Le and Marius Rodriguez
Kellogg School of Management - Department of Finance , University of Chicago - Booth School of Business , University of North Carolina Kenan-Flagler Business School and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Date Posted: July 26, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Riding the Bubble with Convex Incentives
Juan M. Sotes-Paladino and Fernando Zapatero
The University of Melbourne - Department of Finance and University of Southern California - Marshall School of Business
Date Posted: July 25, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Deconstructing the Volatility Smile
Romano Trabalzini and William A McGhee
Imperial College London and Royal Bank of Scotland (RBS)
Date Posted: July 25, 2014
Working Paper Series
18 downloads

Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors
Panoeconomicus, 61(3), 2014, pp. 275-288
Dimitris Kenourgios and Dimitrios I. Dimitriou
University of Athens - Faculty of Economics and University of Ioannina - Department of Economics
Date Posted: July 25, 2014
Accepted Paper Series

On Financial Contagion and Implied Market Volatility
International Review of Financial Analysis, Vol. 34, 2014, pp. 21-30
Dimitris Kenourgios
University of Athens - Faculty of Economics
Date Posted: July 25, 2014
Accepted Paper Series

Overreaction Evidence from Large-Cap Stocks
Review of Accounting and Finance, Forthcoming
Tibebe A. Assefa , Omar A. Esqueda and Emilios C. Galariotis
Kentucky State University , Tarleton State University - Department of Accounting, Finance, & Economics and Audencia Nantes School of Management
Date Posted: July 25, 2014
Accepted Paper Series

African Stock Market Returns and Liquidity Premia
Journal of International Financial Markets, Institutions and Money, No. 42, 2014
Tibebe A. Assefa and Andre V. Mollick
Kentucky State University and University of Texas - Pan American - College of Business Administration - Department of Economics & Finance
Date Posted: July 25, 2014
Accepted Paper Series

Incl. Electronic Paper Is Trader Risk Aversion Curable?
Francis Larson
Normann, Inc.
Date Posted: July 24, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Optimal Trading with Limit Orders on a Dynamic Limit Order Book
Craig W. Holden
Indiana University - Kelley School of Business - Department of Finance
Date Posted: July 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper VAR Analysis on Mutual Relationship between Stock Price Index and Exchange Rate and the Role of World Oil Price and World Gold Price
11th International Annual Symposium on Management, Batu, East Java, Indonesia, March 2014
Filus Raraga and Harjum Muharam
Diponegoro University - Economics and Business Faculty and Diponegoro University - Economics and Business Faculty
Date Posted: July 24, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Information Diffusion and the Predictability of New Zealand Stock Market Returns
Accounting and Finance, Forthcoming
Hai Lin and Daniel Quill
Victoria University of Wellington - School of Economics & Finance and AMP Services (NZ) Limited
Date Posted: July 24, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Cape Around the World: Update 2014 – The Relationship between Risk and Return
Joachim Klement and Oliver Dettmann
Wellershoff & Partners Ltd. and Wellershoff & Partners Ltd
Date Posted: July 24, 2014
Working Paper Series
244 downloads

Incl. Electronic Paper Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes
Tinbergen Institute Discussion Paper 14-067/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 24, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Demand for Reinsurance: A Global Perspective and Assessment
Muhammed Altuntas , James R. Garven and Jannes Rauch
University of Cologne - Department of Risk Management and Insurance , Baylor University - Department of Finance, Insurance & Real Estate and University of Cologne
Date Posted: July 24, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Industry Costs of Equity: Incorporating Prior Information
Ping McLemore
University of Arizona - Department of Finance
Date Posted: July 24, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Rethinking Risk (II): The Size and Value Effects
Javier Estrada
IESE Business School
Date Posted: July 24, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Finance and Welfare: The Effect of Access to Credit on Family Structure
Isaac Hacamo
Kelley School of Business - Indiana University - Department of Finance
Date Posted: July 23, 2014
Last Revised: July 24, 2014
Working Paper Series
1 downloads

Lekcje z kryzysu finansowego (Lessons from the Financial Crisis)
Zarządzanie Publiczne nr 4 (26), Uniwersytet Ekonomiczny w Krakowie, Kraków 2013, pp. 67-83,
Paweł Smaga
Warsaw School of Economics (SGH) - Department of Finance and Management
Date Posted: July 23, 2014
Accepted Paper Series

Incl. Electronic Paper Portfolio Choice and Longevity Risk in the Late Seventeenth Century. A Re-Examination of the First English Tontine
Netspar Discussion Paper No. 06/2014-029
Moshe A. Milevsky
York University - Schulich School of Business
Date Posted: July 23, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Incompatible European Partners? Cultural Predispositions and Household Financial Behavior
Netspar Discussion Paper No. 06/2014-028
Michael Haliassos , Thomas Jansson and Yigitcan Karabulut
Goethe University Frankfurt - Faculty of Economics and Business Administration , Sveriges Riksbank - Research Division and Goethe University Frankfurt
Date Posted: July 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Monopolistic Dealer versus Broker: The Impact of Proprietary Trading with Transaction Fees
Katsumasa Nishide and Yuan Tian
Department of Economics, Yokohama National University and Kyoto University - Graduate School of Economics
Date Posted: July 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Inflating Away the Public Debt? An Empirical Assessment
Jens Hilscher , Alon Raviv and Ricardo Reis
Brandeis University - International Business School , Brandeis University - International Business School and Columbia University
Date Posted: July 23, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Strategies Based on Momentum and Term Structure in Financialized Commodity Markets
Adam Zaremba
Poznań University of Economics
Date Posted: July 23, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas
FCN Working Paper No. 5/2014
Maxim Popov and Reinhard Madlener
Nexus Energie GmbH and RWTH Aachen University
Date Posted: July 23, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Investor Sentiments, Rational Beliefs and Option Prices
Panayiotis C. Andreou , Anastasios Kagkadis and Dennis Philip
Cyprus University of Technology , Durham Business School and Durham University Business School
Date Posted: July 23, 2014
Working Paper Series
7 downloads


 

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