Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 571,809
Full Text Papers: 473,535
Authors: 264,948
Papers Received in
  Last 12 months:
63,385

Paper Downloads:
To date: 79,680,584
Last 12 months: 10,196,795
Last 30 days: 1,358,483

CiteReader:  What's this?
Papers with
  Resolved
  References:
273,041
Total References: 9,075,124
Papers with Cites: 244,952
Total Citation
  Links:
6,016,397
Papers with
  Resolved
  Footnotes:
94,649
Total Footnotes: 9,191,946


SSRN eLibrary Search Results
JEL Code: D52
123,117 Total downloads
Showing Papers 21 - 70 of 509
Sort By
1 2 3 4 ... 11 | Next >
   


Incl. Electronic Paper The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading
The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118-128, Winter 2011
David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 22, 2010
Last Revised: January 31, 2011
Accepted Paper Series
16744 downloads

Incl. Electronic Paper Flow Toxicity and Liquidity in a High Frequency World
Review of Financial Studies, Vol. 25, No. 5, pp. 1457-1493, 2012.
David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 23, 2010
Last Revised: April 15, 2012
Accepted Paper Series
14923 downloads

Incl. Electronic Paper Spam Works: Evidence from Stock Touts and Corresponding Market Activity
Berkman Center Research Publication No. 2006-11, Harvard Public Law Working Paper No. 135, Oxford Legal Studies Research Paper No. 43/2006
Laura Frieder and Jonathan Zittrain
Purdue University - Krannert School of Management and Harvard Law School and Kennedy School
Date Posted: July 27, 2006
Working Paper Series
4870 downloads

Incl. Electronic Paper Bulk Classification of Trading Activity
Johnson School Research Paper Series No. 8-2012
David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: January 23, 2012
Last Revised: April 02, 2013
Working Paper Series
2687 downloads

Incl. Electronic Paper Low-Frequency Traders in a High-Frequency World: A Survival Guide
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: September 23, 2012
Last Revised: May 26, 2014
Working Paper Series
2044 downloads

Incl. Electronic Paper Advances in High Frequency Strategies
Doctoral Dissertation, Complutense University, Madrid, 2011
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: July 14, 2012
Last Revised: August 20, 2012
Working Paper Series
1972 downloads

Incl. Electronic Paper Optimal Execution Horizon
Mathematical Finance, 2013
David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: April 12, 2012
Last Revised: February 21, 2013
Accepted Paper Series
1864 downloads

Incl. Electronic Paper VPIN and the Flash Crash: A Comment
Journal of Financial Markets, Forthcoming, Johnson School Research Paper Series No. 25-2012
David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: May 18, 2012
Last Revised: September 29, 2013
Accepted Paper Series
1822 downloads

Incl. Electronic Paper Arbitrage-Based Pricing When Volatility is Stochastic
Caltech Social Science Working Paper 977
Peter Bossaerts , Eric Ghysels and Christian Gourieroux
California Institute of Technology , University of North Carolina Kenan-Flagler Business School and University of Toronto - Department of Economics
Date Posted: September 05, 1996
Working Paper Series
1637 downloads

Incl. Electronic Paper Incomplete Markets and Volatility
Harvard Institute of Economics Research Paper No. 1865
Laurent E. Calvet
HEC Paris (Groupe HEC) - Finance Department
Date Posted: September 25, 1998
Working Paper Series
1612 downloads

Incl. Electronic Paper Incomplete Markets, Growth, And The Business Cycle
MIT Dept. of Economics Working Paper No. 00-33, Harvard Institute of Economic Research Paper No. 1910
George-Marios Angeletos and Laurent E. Calvet
Massachusetts Institute of Technology (MIT) - Department of Economics and HEC Paris (Groupe HEC) - Finance Department
Date Posted: January 19, 2001
Working Paper Series
1544 downloads

Incl. Electronic Paper An Evolutionary Portfolio Theory
Working Paper No. 74
Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Zurich - Department of Banking and Finance and University of Leeds - Leeds University Business School
Date Posted: June 21, 2001
Working Paper Series
1523 downloads

Incl. Electronic Paper Deconstructing Equity: Public Ownership, Agency Costs, and Complete Capital Markets
Columbia Law Review, Vol. 108, p. 231, 2008, ECGI - Law Working Paper No. 86/2007, Stanford Law and Economics Olin Working Paper No. 346, Columbia Law and Economics Working Paper No. 302, Boston Univ. School of Law Working Paper No. 07-25, Rock Center for Corporate Governance at Stanford University Working Paper No. 8
Ronald J. Gilson and Charles K. Whitehead
Stanford Law School and Cornell Law School
Date Posted: June 06, 2007
Last Revised: September 29, 2009
Accepted Paper Series
1515 downloads

Incl. Electronic Paper Federal Market Information Technology in the Post Flash Crash Era: Roles for Supercomputing
Wes Bethel , David Leinweber , Oliver Ruebel and Kesheng Wu
Lawrence Berkeley National Laboratory , Lawrence Berkeley National Laboratory , Lawrence Berkeley National Laboratory and Lawrence Berkeley National Laboratory
Date Posted: October 07, 2011
Working Paper Series
1451 downloads

Incl. Electronic Paper Aggregation, Dividend Irrelevancy, and Earnings-Value Relations
Contemporary Accounting Research, Vol. 22, No. 2, pp. 453-480, Summer 2005
Kenton K. Yee
Mellon Capital Management
Date Posted: February 17, 2005
Accepted Paper Series
1280 downloads

Incl. Electronic Paper Learning Your Earning: Are Labor Income Shocks Really Very Persistent?
American Economic Review, Forthcoming
Fatih Guvenen
University of Minnesota - Department of Economics
Date Posted: August 18, 2004
Accepted Paper Series
1256 downloads

Incl. Electronic Paper CAPM Equilibria with Prospect Theory Preferences
Enrico G. De Giorgi , Thorsten Hens and Haim Levy
University of Saint Gallen - SEPS: Economics and Political Sciences , University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: July 21, 2003
Last Revised: August 06, 2012
Working Paper Series
1175 downloads

Incl. Electronic Paper Liquidity as an Investment Style
Financial Analysts Journal, Vol. 69, No. 3, 2013
Roger G. Ibbotson , Zhiwu Chen , Daniel Y.-J. Kim and Wendy Yunchun Hu
Yale School of Management , Yale University - International Center for Finance , Zebra Capital Management, LLC and Zebra Capital Management, LLC
Date Posted: April 24, 2011
Last Revised: May 24, 2013
Accepted Paper Series
1065 downloads

Incl. Electronic Paper Background Risk and University Endowment Funds
Stephen G. Dimmock
Nanyang Technological University - Division of Finance
Date Posted: February 19, 2007
Last Revised: February 14, 2010
Working Paper Series
875 downloads

Incl. Electronic Paper Concealing the Trading Footprint: Optimal Execution Horizon
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: November 08, 2012
Last Revised: May 26, 2014
Working Paper Series
870 downloads

Incl. Electronic Paper Making Markets: Network Effects and the Role of Law in the Creation of Strong Securities Markets
Southern California Law Review, Vol. 76, p. 277, 2003
Robert B. Ahdieh
Emory University School of Law
Date Posted: January 28, 2004
Accepted Paper Series
853 downloads

Incl. Electronic Paper A Big Data Approach to Analyzing Market Volatility
Algorithmic Finance (2013), 2:3-4, 241-267
Kesheng Wu , Wes Bethel , Ming Gu , David Leinweber and Oliver Ruebel
Lawrence Berkeley National Laboratory , Lawrence Berkeley National Laboratory , Lawrence Berkeley National Laboratory , Lawrence Berkeley National Laboratory and Lawrence Berkeley National Laboratory
Date Posted: June 07, 2013
Working Paper Series
826 downloads

Incl. Electronic Paper The Economic Trade-Offs in the Fair Value Debate
Chicago Booth Research Paper No. 09-35
Haresh Sapra
University of Chicago - Booth School of Business
Date Posted: October 02, 2009
Last Revised: March 27, 2010
Working Paper Series
774 downloads

Incl. Electronic Paper Heterogeneous Beliefs, Speculation, and the Equity Premium
Journal of Finance, January 2008, EFA 2004 Maastricht Meetings Paper No. 3125, AFA 2005 Philadelphia Meetings
Alexander David
University of Calgary - Haskayne School of Business
Date Posted: June 28, 2004
Last Revised: November 26, 2008
Working Paper Series
744 downloads

Incl. Electronic Paper A Survey of Behavioral Finance
Journal of Banking and Finance in Austria, Vol. 1, No. 2, pp. 1-22, 2004

Date Posted: September 03, 2010
Last Revised: March 21, 2012
Accepted Paper Series
711 downloads

Incl. Electronic Paper Open End Real Estate Funds - Diamond or Danger?
Steffen P. Sebastian and Marcel Tyrell
University of Regensburg - International Real Estate Business School (IREBS) and University of Frankfurt
Date Posted: March 30, 2006
Working Paper Series
687 downloads

Incl. Electronic Paper Financial System - Definition and Functions
Bank i Kredyt, No. 10/2007
Anna Matysek-Jędrych
Poznan University of Economics
Date Posted: April 01, 2008
Working Paper Series
665 downloads

Incl. Electronic Paper Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
EFA 0278
Leonid Kogan and Raman Uppal
Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Date Posted: August 24, 2000
Working Paper Series
663 downloads

Incl. Electronic Paper Do Accounting Measurement Regimes Matter? A Discussion of Mark-to-Market Accounting and Liquidity Pricing
Journal of Accounting & Economics (JAE), Vol. 45, No. 2 & 3, pp. 379-387, 2008
Haresh Sapra
University of Chicago - Booth School of Business
Date Posted: July 30, 2008
Last Revised: September 21, 2008
Working Paper Series
658 downloads

Incl. Electronic Paper Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
Enrico G. De Giorgi , Thorsten Hens and Haim Levy
University of Saint Gallen - SEPS: Economics and Political Sciences , University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: August 13, 2003
Last Revised: May 15, 2011
Working Paper Series
643 downloads

Incl. Electronic Paper An Evolutionary Approach to Financial Innovation
Zurich IEER Working Paper No. 35
Marc Oliver Bettzuge and Thorsten Hens
University of Zurich - Department of Economics and University of Zurich - Department of Banking and Finance
Date Posted: July 26, 2000
Working Paper Series
611 downloads

Incl. Electronic Paper Dynamic Efficiency, the Riskless Rate and Debt Ponzi Games Under Uncertainty
MIT Department of Economics Working Paper No. 01-41
Olivier J. Blanchard and Philippe Weil
International Monetary Fund (IMF) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: November 17, 2001
Working Paper Series
608 downloads

Incl. Electronic Paper Market Selection and Survival of Investment Strategies
Zurich IEER Working Paper No. 91
Rabah Amir , Klaus Reiner Schenk-Hoppé , Igor V. Evstigneev and Thorsten Hens
University of Arizona - Department of Economics , University of Leeds - Leeds University Business School , University of Manchester - Economics, School of Social Sciences and University of Zurich - Department of Banking and Finance
Date Posted: November 14, 2001
Working Paper Series
604 downloads

Incl. Electronic Paper Multiplicity in General Financial Equilibrium with Portfolio Constraints
PIER Working Paper No. 06-012
Suleyman Basak , Anna Pavlova , David Cass (deceased) and Juan Manuel Licari
London Business School , London Business School , Deceased and University of Pennsylvania - Department of Economics
Date Posted: March 27, 2006
Working Paper Series
588 downloads

Incl. Electronic Paper Rise in German Wholesale Electricity Prices: Fundamental Factors, Exercise of Market Power, or Both?
IWE Working Paper No. 02
Christoph Lang
University of Erlangen-Nuremberg - Institute of Economics
Date Posted: August 30, 2006
Working Paper Series
587 downloads

Incl. Electronic Paper A Model to Analyse Financial Fragility
Economic Theory, Forthcoming
Charles Goodhart , Pojanart Sunirand and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Financial Markets Group , London School of Economics & Political Science (LSE) - Department of Economics and University of Oxford - Said Business School and St. Edmund Hall
Date Posted: March 11, 2005
Accepted Paper Series
571 downloads

Incl. Electronic Paper Do Stockholders Share Risk More Effectively than Non-Stockholders?
Review of Economics and Statistics, Vol. 89, No. 2, 2007
Fatih Guvenen
University of Minnesota - Department of Economics
Date Posted: January 05, 2006
Last Revised: August 26, 2011
Accepted Paper Series
570 downloads

Incl. Electronic Paper Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium
Cowles Foundation Discussion Paper No. 1316
John Geanakoplos
Yale University - Cowles Foundation
Date Posted: September 27, 2001
Working Paper Series
564 downloads

Incl. Electronic Paper Data Mining for Overreaction in Financial Markets
PROCEEDINGS OF THE IASTED INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING AND APPLICATIONS (SEA), Phoenix, AZ, November 14-16, 2005, W.-T. Tsai and M.H. Hamza, eds., Vol. 467, pp. 28-35, ACTA Press, 2005
Ahmet Duran and Gunduz Caginalp
University of Michigan at Ann Arbor and University of Pittsburgh - Department of Mathematics
Date Posted: June 01, 2009
Last Revised: June 05, 2009
Accepted Paper Series
561 downloads

Incl. Electronic Paper Inferring Labor Income Risk from Economic Choices: An Indirect Inference Approach
Fatih Guvenen and Anthony A. Smith Jr.
University of Minnesota - Department of Economics and Yale University - Cowles Foundation
Date Posted: July 26, 2010
Last Revised: August 04, 2010
Working Paper Series
555 downloads

Incl. Electronic Paper Financial Innovation, Market Participation and Asset Prices
Harvard Institute of Economic Research Paper No. 1928
Laurent E. Calvet , Martín Gonzalez-Eiras and Paolo Sodini
HEC Paris (Groupe HEC) - Finance Department , University of San Andres - Department of Economics and Swedish House of Finance
Date Posted: October 04, 2001
Working Paper Series
553 downloads

Incl. Electronic Paper Market Selection of Financial Trading Strategies: Global Stability
Zurich IEER Working Paper No. 83, Finrisk Working Paper No. 11
Igor V. Evstigneev , Klaus Reiner Schenk-Hoppé and Thorsten Hens
University of Manchester - Economics, School of Social Sciences , University of Leeds - Leeds University Business School and University of Zurich - Department of Banking and Finance
Date Posted: August 08, 2001
Working Paper Series
515 downloads

Incl. Electronic Paper Market Liquidity, Asset Prices, and Welfare
McCombs School of Business Research Paper No. FIN-05-08, AFA 2009 San Francisco Meetings Paper
Jennifer C. Huang and Jiang Wang
University of Texas at Austin - Department of Finance and MIT
Date Posted: August 25, 2007
Last Revised: September 11, 2009
Working Paper Series
511 downloads

Incl. Electronic Paper Asset Pricing with Heterogeneous Investors and Portfolio Constraints
Georgy Chabakauri
London School of Economics and Political Science
Date Posted: March 18, 2010
Last Revised: May 06, 2013
Working Paper Series
504 downloads

Incl. Electronic Paper If You're So Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
Cowles Foundation Discussion Paper No. 1319
Lawrence E. Blume and David Easley
Cornell University - Department of Economics and Cornell University - Department of Economics
Date Posted: September 27, 2001
Working Paper Series
501 downloads

Incl. Electronic Paper Leverage, Moral Hazard and Liquidity
Journal of Finance, Forthcoming
Viral V. Acharya and S. Viswanathan
New York University - Leonard N. Stern School of Business and Duke University - Fuqua School of Business
Date Posted: December 17, 2007
Last Revised: March 05, 2010
Accepted Paper Series
488 downloads

Incl. Electronic Paper A Computational Scheme for the Optimal Strategy in an Incomplete Market
Jussi Keppo , Xu Meng and Michael G. Sullivan
National University of Singapore - NUS Business School , University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: January 11, 2002
Working Paper Series
487 downloads

Incl. Electronic Paper A Note on Multivariate Asset Models Using Levy Processes
Laura Ballotta
City University London - Sir John Cass Business School
Date Posted: July 06, 2008
Last Revised: January 17, 2010
Working Paper Series
487 downloads

Incl. Electronic Paper Some Aspects of the Economics of Catastrophe Risk Insurance
CESifo Working Paper Series No. 1409
Christian Gollier
University of Toulouse 1 - Industrial Economic Institute (IDEI)
Date Posted: February 17, 2005
Working Paper Series
485 downloads

Incl. Electronic Paper A Partial Equilibrium Model of Option Markets
EFA 0138
Dietmar Leisen and Kenneth L. Judd
University of Mainz - Department of Banking and Stanford University - The Hoover Institution on War, Revolution and Peace
Date Posted: October 16, 2000
Working Paper Series
475 downloads


 

1 2 3 4 ... 11 | Next >
   


 

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo7 in 5.844 seconds