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Abstracts: 619,211
Full Text Papers: 515,593
Authors: 286,069
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63,043

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Last 12 months: 11,622,954
Last 30 days: 802,983

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SSRN eLibrary Search Results
JEL Code: G1
16,546,063 Total downloads
Showing Papers 2,041 - 2,090 of 45,212
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Is Smart Beta State of the Art?
The Journal of Portfolio Management, Vol. 41, No. 4, Summer 2015
Bruce I. Jacobs, Ph.D.
Jacobs Levy Equity Management
Date Posted: August 04, 2015
Accepted Paper Series

Incl. Electronic Paper Q-Theory, Mispricing, and Profitability Premium: Evidence from China
Fuwei Jiang , Xinlin Qi and Guohao Tang
Central University of Finance and Economics (CUFE) - School of Finance , Central University of Finance and Economics (CUFE) - School of Finance and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Date Posted: August 04, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Bidding Behavior in Discriminatory Auctions with Underwriting Commissions: Theory and Evidence from the Japanese Government Bond Market
Masanori Tsuruoka
Waseda University - Waseda Institute for Advanced Study
Date Posted: August 04, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Trading Behaviour and Monetary Policy News
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: August 03, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Trends and Cycles in China's Macroeconomy
FRB Atlanta Working Paper No. FEDAWP2015-05
Chun Chang , Kaiji Chen , Daniel F. Waggoner and Tao A. Zha
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) , Emory University - Department of Economics , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: August 03, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Recent Trends in Empirical Finance
Journal of Portfolio Management, Vol. 41, No. 4, 2015 Forthcoming
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: August 03, 2015
Accepted Paper Series
44 downloads

Incl. Electronic Paper A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross‐Border and Affiliate Lending by Global U.S. Banks?
Judit Temesvary , Steven Ongena and Ann L. Owen
Hamilton College , University of Zurich and SFI and Hamilton College - Economics Department
Date Posted: August 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Relationship between Earnings and its Components with Stock Returns Emphasizing on Earnings Quality of Listed Firms in Tehran Stock Exchange (TSE)
Reza Janjani II
Shahid Chamran Uniniversity of Ahvaz
Date Posted: August 02, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Extended Stock Returns in Response to S&P 500 Index Changes
Nimesh Patel and Ivo Welch
University of California, Los Angeles (UCLA) - Anderson School of Management and UCLA
Date Posted: August 02, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Are Investors for Sale? Evidence from Financial Mergers
Mancy Luo , Alberto Manconi and David Schumacher
Tilburg University , Tilburg University and McGill University
Date Posted: August 02, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Heard on the Green: Sociability, Golf Courses, and the Performance of Institutional Investors
Chishen Wei and Lei Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU)
Date Posted: August 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Incremental Default Risk (IDR): Modeling Framework for the 'Basel 4' Risk Measure
Sascha Wilkens and Mirela Predescu
BNP Paribas, London and BNP Paribas, London
Date Posted: August 02, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Board Hierarchy, Independent Directors, and Firm Value: Evidence from China
Jigao Zhu , Kangtao Ye , Jenny Wu Tucker and Kam C. Chan
University of International Business and Economics , Renmin University of China - School of Business , University of Florida - Warrington College of Business Administration and Western Kentucky University - Department of Accounting and Finance
Date Posted: August 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Congressional Cybersecurity Oversight: Who’s Who and How It Works
Lawrence J. Trautman
American University
Date Posted: August 02, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper The Non-Information Cost of Trading and Its Relative Importance in Asset Pricing
Kee H. Chung and Sahn-Wook Huh
State University of New York at Buffalo - School of Management and State University of New York at Buffalo - School of Management
Date Posted: August 02, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms
Andreas S. Chouliaras
Luxembourg School of Finance
Date Posted: August 02, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Conditioning Carry Trades: Less Risk, More Return!
Arjen Mulder and Ben Tims
Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: August 02, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures
Mark D. Flood , Phillip Monin and Lina Bandyopadhyay
Office of Financial Research , Office of Financial Research and Federal Reserve Bank of Chicago
Date Posted: August 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Generalization of Yaari's Result on Annuitization with Optimal Retirement
Seyoung Park
The Credit Finance Association of Korea (CREFIA) - The Credit Finance Research Institute
Date Posted: August 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Investor Sentiment, Limited Arbitrage and the Cash Holding Effects
Xiafei Li and Di Luo
Nottingham University Business School and Swansea University
Date Posted: August 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences
Matthew Ames , Guillaume Bagnarosa and Gareth William Peters
University College London - Department of Statistical Science , ESC RennesUniversity College London and University College London
Date Posted: August 01, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Aggregate Distress Risk and Equity Returns
Hui Guo and Xiaowen Jiang
University of Cincinnati - Department of Finance - Real Estate and Wayne State University - School of Business Administration
Date Posted: August 01, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Algorithmic Trading of Co-Integrated Assets
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: August 01, 2015
Working Paper Series
106 downloads

Incl. Electronic Paper Financial Education, Literacy and Investment Attitudes
Netspar Discussion Paper No. 06/2015-014
Agar Brugiavini , Danilo Cavapozzi , Mario Padula and Yuri Pettinicchi
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics , University "Ca' Foscari" of Venice and Goethe University Frankfurt - Research Center SAFE
Date Posted: July 31, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Influence of Social Preferences on Bond Investor Flows
Hans-Martin Henke
Catholic University of Eichstaett-Ingolstadt
Date Posted: July 31, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Asset Pricing of Financial Institutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry
Semir Ben Ammar , Martin Eling and Andreas Milidonis
University of St. Gallen , University of St. Gallen - Institute of Insurance Economics and University of Cyprus - Department of Accounting and Finance
Date Posted: July 31, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Interest-Rate Modeling in Collateralized Markets: Multiple Curves and Credit-Liquidity Effects
Giacomo Bormetti , Damiano Brigo , Marco Francischello and Andrea Pallavicini
Scuola Normale Superiore , Imperial College London - Department of Mathematics , Imperial College London - Department of Mathematics and Banca IMI
Date Posted: July 31, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper A Robust Pricing of Specific Structured Bonds with Coupons
The Journal of Risk Finance, Volume 15, Issue 3, pp. 234-247, 2014
Anastasios Evgenidis and Costas Siriopoulos
University of Patras- Department of Business Administration and University of Patras - Business Administration
Date Posted: July 31, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Standard Portfolio Choice Problem in Germany
CESifo Working Paper Series No. 5441
Steffen Huck and Tobias Schmidt
Wissenschaftszentrum Berlin für Sozialforschung (WZB) and German Institute for Economic Research (DIW Berlin)
Date Posted: July 31, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Analysis of the Residual Income Valuation and Abnormal Earnings Growth Models: A Practical Approach Using Analysts’ Forecasts
Revista de Contabilidade e Controladoria, v. 4, n.1, 2012
Jose Elias Feres de Almeida , Gerlando Augusto Sampaio Franco de Lima , Iran Siqueira Lima and José Roberto Securato
Federal University of Espirito Santo (UFES) , Faculty of Economics, Administration and Accounting (FEA) , University of Sao Paulo (USP) and University of Sao Paulo (USP)
Date Posted: July 31, 2015
Accepted Paper Series
5 downloads

An Empirical Model of India's Nifty VIX Index
Indian Journal of Finance, Vol. 9, No. 8, pp. 7-18, August 2015 Forthcoming
Ronald T. Slivka , Shuang Gao and Jie Ren
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering , NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Date Posted: July 31, 2015
Accepted Paper Series

Incl. Electronic Paper Secular Stagnation, Too Much Saving, Ben Bernanke vs Larry Summers and the Theory of Limited Good
Niccolo Leo Caldararo
San Francisco State University - Department of Anthropology
Date Posted: July 31, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Sovereign Bond Purchases and Risk-Sharing Arrangements – Implications for Monetary Policy
CASE Research Paper No. 478
Monika Blaszkiewicz
Bank of Finland - Institute for Economies in Transition (BOFIT)
Date Posted: July 31, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Multivariate Model of Strategic Asset Allocation with Longevity Risk
Netspar Discussion Paper No. 05/2015-012
Emilio Bisetti , Carlo A. Favero , Giacomo Nocera and Claudio Tebaldi
Carnegie Mellon University - David A. Tepper School of Business , Bocconi University - Department of Finance , Audencia Nantes School of Management and Bocconi University, IGIER and CAREFIN
Date Posted: July 30, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Non-Traditional Risk Sources and Financial System Resilience
Duisenberg Strategy Series No. 201501
Tim Drost and Bernd Jan Sikken
Duisenberg school of finance and Duisenberg school of finance
Date Posted: July 30, 2015
Last Revised: July 31, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Latent Jump Diffusion Factor Estimation for Commodity Futures
M. A. H. Dempster , Elena Medova and Ke Tang
University of Cambridge - Centre for Financial Research , University of Cambridge - Centre for Financial Research and Tsinghua University - School of Economics & Management
Date Posted: July 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Price Drift Before U.S. Macroeconomic News: Private Information About Public Announcements?
Alexander Kurov , Alessio Sancetta , Georg Strasser and Marketa Halova Wolfe
West Virginia University - College of Business & Economics , University of London, Royal Holloway College - Department of Economics , Boston College and Washington State University - School of Economic Sciences
Date Posted: July 30, 2015
Last Revised: August 03, 2015
Working Paper Series
15 downloads

Testing the Transparency Implications of Mandatory IFRS Adoption: The Spread/Maturity Relation of Credit Default Swaps
Management Science, Forthcoming
Gauri Bhat , Jeffrey L. Callen and Dan Segal
Southern Methodist University (SMU) , University of Toronto - Rotman School of Management and Interdisciplinary Center (IDC) Herzliyah
Date Posted: July 30, 2015
Accepted Paper Series

Incl. Electronic Paper Accounting-Based Downside Risk, Cost of Capital, and the Macroeconomy
Yaniv Konchitchki , Yan Luo , Mary L. Z. Ma and Feng Wu
University of California, Berkeley - Haas School of Business , Fudan University , York University and Independent
Date Posted: July 30, 2015
Working Paper Series
68 downloads

Incl. Electronic Paper The Rescue of Fannie Mae and Freddie Mac
FRB Atlanta Working Paper No. FEDAWP2015-02
W. Scott Frame , Andreas Fuster , Joseph S. Tracy and James I. Vickery
Federal Reserve Bank of Atlanta , Federal Reserve Banks - Federal Reserve Bank of New York , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: July 30, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper New Evidence on Whether Gold Mining Stocks Are More Like Gold or Like Stocks
Alternative Investment Analyst Review, Forthcoming
Mark A. Johnson and Douglas J. Lamdin
Loyola University Maryland and University of Maryland, Baltimore County - Department of Economics
Date Posted: July 29, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Why Do Different Short-Sellers Pay Different Loan Fees? A Market-Wide Analysis
Fernando Chague , Rodrigo De-Losso , Alan De Genaro and Bruno Giovannetti
University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Date Posted: July 29, 2015
Last Revised: July 31, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Common Factors, Order Flows, and Exchange Rate Dynamics
Valère Fourel , Dagfinn Rime , Lucio Sarno , Maik Schmeling and Adrien Verdelhan
Banque de France , BI Norwegian Business School , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Hedge Fund Industry Since the Global Economic Crisis of 2007-2009. Have Global Hedge Funds Put Their Money Where Their Mouth is?
Piotr Wisniewski
Warsaw School of Economics - Corporate Finance Unit, Institute of Finance, College of Management and Finance
Date Posted: July 29, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Asset Pricing with Extreme Liquidity Risk
Ying Wu
Cornell University - Department of Economics
Date Posted: July 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Expected Returns Independent Allocations
Gabriele Susinno
Financial Advisory Services
Date Posted: July 29, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Valuation of Social Media Public Companies: There Is a Method to This Madness!
Piotr Wisniewski
Warsaw School of Economics - Corporate Finance Unit, Institute of Finance, College of Management and Finance
Date Posted: July 29, 2015
Last Revised: July 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Do Cross-Border and Domestic Bidding Firms Perform Differently? New Evidence from Continental Europe and the UK
Miroslav Iordanov Mateev and Kristiyan Andonov
American University in Bulgaria - Business and Economics Department and Protrade Mega Group Ltd.
Date Posted: July 29, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Hedge Funds: A Dynamic Industry in Transition
Peter Lee , Andrew W. Lo and Mila Getmansky Sherman
AlphaSimplex Group, LLC , Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Date Posted: July 29, 2015
Working Paper Series
118 downloads

Incl. Electronic Paper The Impacts of the Market-Wide Cost of Capital on Aggregate Earnings-Returns Relation - Evidence from Japan
Yuto Yoshinaga
Hitotsubashi University, Graduate School of Commerce and Management, Students
Date Posted: July 29, 2015
Working Paper Series
5 downloads


 

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