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Abstracts: 673,012
Full Text Papers: 563,687
Authors: 310,241
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Last 12 months: 12,860,575
Last 30 days: 1,073,379

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91,673
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SSRN eLibrary Search Results
JEL Code: G10
2,126,094 Total downloads
Showing Papers 1,951 - 2,000 of 6,021
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Incl. Electronic Paper Which Measure of Aggregate Implied Cost of Capital Predicts Equity Market Returns?
Ian A. Cooper and Arkodipta Sarkar
London Business School and London Business School, Department of Finance, Students
Date Posted: May 24, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Hedging Equity Stock Index Portfolios with Stock Index Futures on the IBEX 35
Javier Sánchez-Verdasco
Independent
Date Posted: May 24, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper An Econometric Analysis to Test the Causal Link between Foreign Institutional Investors and Indian Stock Market
Tripura C.U. Sundari and Rifash Shareef
Pondicherry University and Independent
Date Posted: May 24, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Short Squeeze: The 'Invisible' Cost of Short Sales
Wei Xu and Yu Zheng
Peking University - HSBC School of Business and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: May 24, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Design and Back-Testing of a Systematic Delta-Hedging Strategy in FX Options Space
Valery Sorokin
Independent
Date Posted: May 23, 2016
Working Paper Series
61 downloads

Incl. Electronic Paper 주택가격채널: 거시경제에 미치는 영향을 중심으로 (House Price Channel: Effects of House Prices on Macroeconomy)
KDI Journal of Economic Policy 2014, 36(4) 171-205
Inho Song
Korea Development Institute (KDI)
Date Posted: May 23, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Loan Loss Provisions and Bank Lending Behavior: Do Information Sharing and Borrowers’ Legal Rights Matter?
Wahyoe Soedarmono , Amine Tarazi , Agusman Agusman , Gary S. Monroe and Dominic Gasbarro
Independent , Universite de Limoges, LAPE , Bank Indonesia , University of New South Wales (UNSW) - Australian School of Business and Murdoch University
Date Posted: May 23, 2016
Working Paper Series
3 downloads

A Risk-Taking Perspective of Corporate Governance: Does Corporate Governance Has a Differential Effect on Downside and Upside Risk?
Searat Ali , Benjamin Liu and J.J. Su
Griffith University, Griffith Business School, Department of Accounting, Finance and Economics, Students , Griffith University - Department of Accounting, Finance and Economics and Griffith University
Date Posted: May 22, 2016
Working Paper Series

Incl. Electronic Paper Online Appendix: Portfolio Selection with Transaction Costs and Jump Diffusion Asset Dynamics I and II
Michal Czerwonko and Stylianos Perrakis
Concordia University and Concordia University, Quebec - John Molson School of Business
Date Posted: May 22, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Accounting Quality and Credit Ratings’ Ability to Measure Default Risk
Michael V. Chin
Rutgers University
Date Posted: May 22, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Corwin-Schultz Bid-Ask Spread Estimator in the Brazilian Stock Market
BAR, Rio de Janeiro, v. 13, n. 1, art. 5, pp. 76-97, January/March 2016
Alexandre Ripamonti
University of São Paulo USP
Date Posted: May 21, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Hyperbole or Reality? Investor Response to Extreme Language in Earnings Conference Calls
Khrystyna Bochkay , Sudheer Chava and Jeffrey Hales
University of Miami - School of Business Administration , Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Date Posted: May 19, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Information in the Tails of the Distribution of Analysts’ Quarterly Earnings Forecasts
Financial Analysts Journal, Forthcoming
Philip B. Shane , Cameron Truong and Qiuhong Zhao
College of William & Mary , Monash University and Texas A&M University - College of Business
Date Posted: May 18, 2016
Accepted Paper Series
47 downloads

Incl. Electronic Paper The Effect of Information on Financial Markets: A Survey
Andreas S. Chouliaras
Luxembourg School of Finance
Date Posted: May 18, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Geographic Momentum
Christopher A. Parsons , Riccardo Sabbatucci and Sheridan Titman
University of California, San Diego (UCSD) - Rady School of Management , University of California, San Diego (UCSD) and University of Texas at Austin - Department of Finance
Date Posted: May 17, 2016
Working Paper Series
90 downloads

Incl. Electronic Paper Explaining Demand for Financial Innovation: Evidence from Exchange-Traded Notes
Sara E. Shirley and David A. Rakowski
Roger Williams University and University of Texas at Arlington
Date Posted: May 17, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Trading Speed Competition: Can the Arms Race Go Too Far?
Dion Bongaerts , Lingtian Kong and Mark Van Achter
Erasmus University Rotterdam (EUR) - Finance , Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Finance
Date Posted: May 16, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Cobertura de Carteras Índice de Renta Variable con Futuros sobre el Ibex 35 (Hedging Equity Stock Index Portfolios with Stock Index Futures on the Ibex 35)
Javier Sánchez-Verdasco
Independent
Date Posted: May 15, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Classification Shifting, Abnormal Earnings Dynamics, and Stock Valuation
Ahmed Abdalla and Colin Clubb
London School of Economics and Political Science (LSE)-Department of Accounting and University of London - King's College London - Department of Management
Date Posted: May 13, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper 자산가격변동과 민간소비의 동태적 반응 (Asset Prices and Consumption Dynamics in Korea)
KDI Journal of Economic Policy 2010, 32(4) 35-73
Young Il Kim
Korea Development Institute (KDI)
Date Posted: May 11, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Spillover Effects of Options Listing
Ankit Kalda
Washington University in Saint Louis - John M. Olin Business School
Date Posted: May 09, 2016
Last Revised: May 11, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Credit Default Swaps and Debt Contracts: Spillovers and Extensive Default Premium Choice
FEDS Working Paper No. 2016-042
Matthew Darst and Ehraz Refayet
Federal Reserve Board of Governors and Office of the Comptroller of the Currency, Department of Treasury
Date Posted: May 09, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Dynamic Liquidity Management by Corporate Bond Mutual Funds
Hao Jiang , Dan Li and Ashley Wang
Michigan State University , Federal Reserve Board and Federal Reserve Board
Date Posted: May 08, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper The Risk-Return Relationship and Financial Crises
Eric Ghysels , Alberto Plazzi and Rossen I. Valkanov
University of North Carolina Kenan-Flagler Business School , USI-Lugano and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: May 07, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Liquidity Determinants in the UK Gilt Market
Bank of England Working Paper No. 600
Evangelos Benos and Filip Zikes
Bank of England and Board of Governors of the Federal Reserve System
Date Posted: May 07, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Tezgahüstü Türev Piyasa işlemleri (Over-the-Counter Derivatives Market Transactions)
Nevşehir Hacı Bektaş Veli University Journal of ISS, 2016, 6(1), 143-162,
Ersan Ersoy and Ulaş Ünlü
Nevsehir University and Nevsehir University
Date Posted: May 07, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Price Discovery in the Chinese Gold Market
Muzhao Jin , Youwei Li , Jian-Xin Wang and Yung Chiang Yang
Queen’s University Belfast - Queen’s Management School , Queen's University Belfast - School of Management , University of Technology Sydney and University College Dublin (UCD) College of Business
Date Posted: May 06, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Playing Favorites: Conflicts of Interest in Mutual Fund Management
Diane Del Guercio , Egemen Genc and Hai Tran
University of Oregon, Lundquist College of Business , Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Loyola Marymount University
Date Posted: May 04, 2016
Last Revised: May 20, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper Microstructure Invariance in U.S. Stock Market Trades
FEDS Working Paper No. 2016-034
Albert S. Kyle , Anna A. Obizhaeva and Tugkan Tuzun
University of Maryland , New Economic School (NES) and Federal Reserve Board
Date Posted: May 04, 2016
Working Paper Series
43 downloads

Incl. Electronic Paper Toward a General Model of Financial Markets
Nihad Aliyev and Xuezhong He
University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: May 03, 2016
Last Revised: May 10, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Funding Long Shots
John C. Hull
University of Toronto - Rotman School of Management
Date Posted: May 01, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Responsiveness as a Challenge for the Legitimacy of the IASB - An Evaluation of Current International Accounting Regulation and of Alternative Approaches
Karsten Eisenschmidt and Matthias Schmidt
Fachhochschule Kiel: University of Applied Sciences and University of Leipzig - Chair of Financial Accounting and Auditing
Date Posted: May 01, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper GARCH Forecasting Performance Under Different Distribution Assumptions
Journal of Forecasting, pp. 561-578. Wiley, 2006
Anders Wilhelmsson
Lund University - Department of Economics
Date Posted: April 30, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper Value Relevance Revisited: Price Level Regression vs. P/B Valuation
Jian Kang and Catalin Starica
University of Neuchatel - School of Economics & Business and University of Neuchatel - Faculty of Economics and Business
Date Posted: April 30, 2016
Working Paper Series
57 downloads

Corporate Governance and Agency Behaviour: Methodological Analysis of the Announcement Effect of Corporate Governance Failures on Nigerian Stock Market Prices
Journal of Financial Management and Analysis, 28(2): July-December 2015
Eseoghene Joseph Idolor and Abdulganiyu Braimah
University of Benin - Department of Banking and Finance and University of Nigeria, Department of Management, Department of Banking and Finance, Students
Date Posted: April 29, 2016
Accepted Paper Series

Incl. Electronic Paper A Network Map of Information Percolation
Björn Hagströmer and Albert J. Menkveld
Stockholm University - Stockholm Business School and VU University Amsterdam
Date Posted: April 28, 2016
Last Revised: May 03, 2016
Working Paper Series
101 downloads

Incl. Electronic Paper Effective Macroprudential Policy: Cross-Sector Substitution from Price and Quantity Measures
De Nederlandsche Bank Working Paper No. 498
Janko Cizel , Jon Frost , Aerdt Houben and Peter Wierts
VU University Amsterdam , De Nederlandsche Bank - Monetary and Economic Policy Department and De Nederlandsche Bank
Date Posted: April 28, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper A Comprehensive Market Microstructure Model: Considering the Inventory Holding Costs
Doojin Ryu
Sungkyunkwan University
Date Posted: April 27, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Bank Solvency and Funding Cost
IMF Working Paper No. 16/64
Christoph Aymanns , Carlos Caceres , Christina Daniel and Liliana B. Schumacher
University of Oxford , International Monetary Fund (IMF) , International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Date Posted: April 26, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Dynamic Connectedness of Asian Equity Markets
IMF Working Paper No. 16/57
Roberto F. Guimaraes and Gee Hee Hong
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: April 26, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Does Insurance Development Affect Financial Market in Developing Countries?
Relwendé Sawadogo and Samuel Guerineau
Université d'Auvergne - Clermont 1, Centre d'Etudes et de Recherches sur le Developpement International (CERDI), Students and Banque de France
Date Posted: April 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Inferring Employees’ Social Media Perceptions of Corporate Culture and the Link to Firm Value
Andy Moniz
Erasmus University Rotterdam, Students
Date Posted: April 23, 2016
Last Revised: May 11, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper Trends in the South African Hedging Space Part I: Derivatives Market Trade Numbers & Equity Index Concentration
Peregrine Securitites, 2013
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 21, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Measuring Market Liquidity in US Fixed Income Markets: A New Synthetic Indicator
Banco de Espana Working Paper No. 1608
Carmen Broto and Matias Lamas
Bank of Spain and Bank of Spain
Date Posted: April 21, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Minimum Entropy as a Measure of Effective Dimensionality
Boris Gnedenko and Igor Yelnik
ADG Capital Management LLP and ADG Capital Management LLP
Date Posted: April 21, 2016
Last Revised: April 22, 2016
Working Paper Series
72 downloads

Incl. Electronic Paper Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence Over Different Market Conditions
FEDS Working Paper No. 2016-030
Zheng Sun , Ashley Wang and Lu Zheng
University of California, Irvine - Paul Merage School of Business , Federal Reserve Board and University of California, Irvine - Paul Merage School of Business
Date Posted: April 20, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper A Neglected Semi-Stylized Fact of Daily Stock Returns
CESifo Working Paper Series No. 5806
Laurie Davies and Walter Kraemer
University of Duisburg-Essen and University of Dortmund - Department of Statistics
Date Posted: April 14, 2016
Working Paper Series
90 downloads

Incl. Electronic Paper Could Emotional Markers in Twitter Posts Add Information to the Stock Market ARMAX-GARCH Model
Higher School of Economics Research Paper No. WP BRP 54/FE/2016
Alexander Porshnev , Valeria Lakshina and Ilya Redkin
National Research University Higher School of Economics (Moscow) , National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow)
Date Posted: April 13, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper A General Equilibrium Model of the Value Premium with Time-Varying Risk Premia
Andrew Y. Chen
Federal Reserve Board
Date Posted: April 13, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper The Determinants of Private Equity and Venture Capital Fundraising in Brazil
Caio Ramalho
GVcepe - Private Equity and Venture Capital Research Center at FGV
Date Posted: April 12, 2016
Working Paper Series
10 downloads


 

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