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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 573,085
Full Text Papers: 474,675
Authors: 265,555
Papers Received in
  Last 12 months:
63,485

Paper Downloads:
To date: 79,894,610
Last 12 months: 10,200,445
Last 30 days: 1,368,082

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Papers with
  Resolved
  References:
273,188
Total References: 9,075,158
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Total Citation
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6,015,542
Papers with
  Resolved
  Footnotes:
94,648
Total Footnotes: 9,191,678


SSRN eLibrary Search Results
JEL Code: G12
6,820,197 Total downloads
Showing Papers 2,121 - 2,170 of 15,626
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1 2 3 4 ... 313 | Next >
   


Incl. Electronic Paper Momentum is Really Short-Term Momentum
Journal of Banking and Finance, Forthcoming
Qiang Gong , Ming Liu and Qianqiu Liu
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management , International University of Japan and University of Hawaii at Manoa - Shidler College of Business
Date Posted: October 30, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Good Jumps, Bad Jumps, and Conditional Equity Premium
Hui Guo , Kent Wang and Hao Zhou
University of Cincinnati - Department of Finance - Real Estate , The University of Queensland and Tsinghua University
Date Posted: October 30, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Belief Dispersion in the Stock Market
Adem Atmaz and Suleyman Basak
London Business School - Department of Finance and London Business School
Date Posted: October 30, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Growth Expectations, Dividend Yields, and Future Stock Returns
Zhi Da , Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business , Northwestern University - Kellogg School of Management and UNSW Australia Business School, School of Banking and Finance
Date Posted: October 30, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Horizon-Specific Macroeconomic Risks and the Cross-Section of Expected Returns
Martijn Boons and Andrea Tamoni
New University of Lisbon - Nova School of Business and Economics and London School of Economics & Political Science (LSE)
Date Posted: October 30, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Nonlinearities and Tests of Asset Price Bubbles
Vipin Arora and Shu-Ping Shi
United States Energy Information Administration and Macquarie University
Date Posted: October 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The MOM-TOM Effect: Detecting the Market Impact of CTA Trading
Otto Van Hemert
IMC Asset Management
Date Posted: October 30, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper La Gestione Attiva dei Fondi Immobiliari Italiani (Active Performance Measurement for Italian Real Estate Funds)
Bancaria No. 10/2014
Gianluca Mattarocci and Federico Moro
University of Rome Tor Vergata - Deparment of Economics and Finance and Moro & Partners
Date Posted: October 29, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Does Economic Policy Uncertainty Drive CDS Spreads?
Tomasz Piotr Wisniewski and Brendan John Lambe
University of Leicester and University of Leicester
Date Posted: October 29, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Benchmarks in Search Markets
Darrell Duffie , Piotr Dworczak and Haoxiang Zhu
Stanford University - Graduate School of Business , Stanford Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 29, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Modelling Time‐Variation in the Stock Return‐Dividend Yield Predictive Equation
Financial Markets, Institutions & Instruments, Vol. 23, Issue 5, pp. 273-302, 2014
David G. McMillan
University of Stirling
Date Posted: October 29, 2014
Accepted Paper Series

Incl. Electronic Paper Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk
SAFE Working Paper No. 71
Daniel Harenberg and Alexander Ludwig
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt - Research Center SAFE
Date Posted: October 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Reference Price Updating, Adaptation, and Trading Volume
Leilei Shi and Yiwen Wang
Bank of China International (China) Co. Ltd--Beijing Business (Brokerage) Branch and Beihang University (BUAA)
Date Posted: October 29, 2014
Last Revised: October 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Fixed-Income Pricing in a Non-Linear Interest-Rate Model
Banque de France Working Paper No. 517
Jean-Paul Renne
Banque de France
Date Posted: October 29, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Cost and Value of Restricted Stocks Grants
Menachem (Meni) Abudy and Simon Benninga
Bar-Ilan University - Graduate School of Business Administration and Tel Aviv University - Faculty of Management
Date Posted: October 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Comparison of the Forecasting Ability of Immediate Price Impact Models
Manh Pham , Huu Nhan Duong and Paul Lajbcygier
Monash University - Department of Econometrics & Business Statistics , Monash University - Department of Accounting and Finance and Monash University - Department of Banking & Finance
Date Posted: October 28, 2014
Last Revised: October 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Lucas Trees with Exponential Utility
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: October 28, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The German High Frequency Trading Act
Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: October 27, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Good Jumps, Bad Jumps, and Conditional Equity Premium
Hui Guo , Kent Wang and Hao Zhou
University of Cincinnati - Department of Finance - Real Estate , The University of Queensland and Tsinghua University
Date Posted: October 27, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Internal Governance Characteristics, Time-Varying Agency Costs and Stock Prices
Peter G Brooke , Paul Docherty , Jim Psaros and Michael Seamer
Platypus Asset Management , University of Newcastle (Australia) , University of Newcastle - Faculty of Business and Law and University of Newcastle - Newcastle Business School
Date Posted: October 25, 2014
Last Revised: October 29, 2014
Working Paper Series
21 downloads

Fourier Analysis of India's Implied Volatility Index
Indian Journal of Finance, Vol.8, No. 10, October 2014, pp. 7-19
Ronald T. Slivka , Chun Ho Chang and Sharon Yu
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering , New York University (NYU) - NYU Polytechnic School of Engineering and New York University (NYU) - NYU Polytechnic School of Engineering
Date Posted: October 25, 2014
Accepted Paper Series

Incl. Electronic Paper Production-Based Asset Pricing and the Oil Market
Steffen Hitzemann
Karlsruhe Institute of Technology (KIT)
Date Posted: October 24, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Unified Theory: Prospect Theory and Market Dynamics
Leilei Shi
Bank of China International (China) Co. Ltd--Beijing Business (Brokerage) Branch
Date Posted: October 23, 2014
Last Revised: October 28, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Non-Linear Trade-Off between Return and Risk: A Regime-Switching Multi-Factor Framework
John Cotter and Enrique Salvador
University College Dublin and Michael Smurfit Business School UCD
Date Posted: October 23, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper An Improved Framework for Asset Pricing with Heterogeneous Beliefs and Relative Performance
Jianfeng Yu , Weidong Xu and Chongfeng Wu
Zhejiang University - School of Management , Zhejiang University - School of Management and Shanghai Jiao Tong University (SJTU) - Aetna School of Management
Date Posted: October 23, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Survey Expectations of Returns and Asset Pricing Puzzles
Ralph S. J. Koijen , Maik Schmeling and Evert B. Vrugt
London Business School - Department of Finance , City University London - Sir John Cass Business School and VU University Amsterdam, PGO-IM
Date Posted: October 23, 2014
Working Paper Series
54 downloads

Incl. Electronic Paper Default Near-the-Default-Point: The Value of and the Distance to Default
Alfredo Ibañez
Bankia (on leave)
Date Posted: October 23, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Pricing Turbo Warrants under Mixed-Exponential Jump Diffusion Model
Jianfeng Yu , Weidong Xu and Chongfeng Wu
Zhejiang University - School of Management , Zhejiang University - School of Management and Shanghai Jiao Tong University (SJTU) - Aetna School of Management
Date Posted: October 22, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper What Types of Macroeconomic Announcements Affect Stock Markets in Emerging Eastern Europe?
Kashif Saleem and Elena Fedorova
Lappeenranta University of Technology - School of Business (LSB) and Lappeenranta University of Technology, School of Business
Date Posted: October 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Calibration of Corn Spot Prices: Revisiting Kalman Filter and Two-Factor Commodity Pricing Model
Tianpeng Zhou
Department of Finance, Michigan State University
Date Posted: October 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Determinant of Return on Assets and Return on Equity and its Industry Wise Effects: Evidence from KSE (Karachi Stock Exchange)
Research Journal of Finance and Accounting, Vol.5, No.15, 2014, pp 148-157
Muhammad Mubin , Arsalan Arsalan Iqbal and Adnan Hussain
Department of Management, Faculty of Business Administration, Bilkent University , University of Karachi and Benazir Bhutto Shaheed University, Lyari, Karachi
Date Posted: October 22, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Real-Time Forecasts of Auction Prices
Julien Penasse
ESSEC Business School
Date Posted: October 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Market Randomness and Weak-Form Efficiency Revisited: A Global Investigation
Berna Kirkulak and Hassan Ezzat
Dokuz Eylul University - Faculty of Business and Maastricht School of Management (MSM)
Date Posted: October 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Prospect Theory and Measurement on Crowd’s Subjective Behaviors in Trading
Leilei Shi
Bank of China International (China) Co. Ltd--Beijing Business (Brokerage) Branch
Date Posted: October 21, 2014
Last Revised: October 28, 2014
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Switching Risk Off: Fx Correlations and Risk Premia
CEPR Discussion Paper No. DP10214
Alessandro Beber , Michael W. Brandt and Jason Cen
Cass Business School , Duke University - Fuqua School of Business and City University London - Sir John Cass Business School
Date Posted: October 21, 2014
Working Paper Series

Incl. Electronic Paper Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk.
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 290-14
Daniel Harenberg and Alexander Ludwig
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt - Research Center SAFE
Date Posted: October 21, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Up- and Downside Variance Risk Premia in Global Equity Markets
Matthias Held and Marcel Omachel
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: October 21, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Profitability and Investment Factors for UK Asset Pricing Models
Economics Letters, Forthcoming
Eoghan Nichol and Michael M. Dowling
Dublin City University Business School and Dublin City University Business School
Date Posted: October 20, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Valuation Theory: Linearity, Discount Curves & Market Benchmarks
Alessio Rombolotti Axelrod
Independent
Date Posted: October 20, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds
Financial Review, Vol. 49, Issue 4, pp. 735-763, 2014
Narat Charupat and Peter Miu
McMaster University - DeGroote School of Business and McMaster University - DeGroote School of Business
Date Posted: October 20, 2014
Accepted Paper Series

Incl. Electronic Paper Optimal Long-Term Allocation with Pension Fund Liabilities
Swiss Finance Institute Research Paper No. 14-58
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: October 19, 2014
Last Revised: October 20, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Asymmetric Beta Comovement and Systematic Downside Risk
Swiss Finance Institute Research Paper No. 14-59
Eric Jondeau and Qunzi Zhang
University of Lausanne and Shandong University
Date Posted: October 19, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013
Jack Vogel and Yang Xu
Alpha Architect and Alpha Architect
Date Posted: October 18, 2014
Working Paper Series
337 downloads

Incl. Electronic Paper Forecasting Crashes: Correlated Fund Flows and the Skewness in Stock Returns
Xun Gong and Melissa Lin
Tinbergen Institute and Erasmus University Rotterdam
Date Posted: October 18, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Evaluating the Efficiency of 'Smart Beta' Indexes
Michael Hunstad and Jordan Dekhayser
Northern Trust Asset Management and Northern Trust Asset Management
Date Posted: October 18, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Incorporating Financing-Related Determinants of Value in the Discounted Cash Flow Model
Journal of Economic Surveys 22, 2008, pp. 274-98
Seth Armitage
University of Edinburgh
Date Posted: October 18, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Which is the Right 'Market Beta'? 1,385 US Companies and 147 Betas/Company in a Single Date
Jose Paulo Carelli , Pablo Fernandez , Isabel Fernández Acín and Alberto Ortiz Pizarro
ISE Business School , University of Navarra - IESE Business School , University of Navarra and University of Navarra, IESE Business School
Date Posted: October 18, 2014
Last Revised: October 20, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Shades of Darkness: A Pecking Order of Trading Venues
Albert J. Menkveld , Bart Z. Yueshen and Haoxiang Zhu
VU University Amsterdam , INSEAD - Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 17, 2014
Last Revised: October 20, 2014
Working Paper Series
67 downloads

Incl. Electronic Paper False News, Informational Efficiency, and Price Reversals
Jérôme Dugast and Thierry Foucault
Banque de France - Economic Study and Research Division and HEC Paris (Groupe HEC) - Finance Department
Date Posted: October 17, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Feature Selection Risk
Alexander Chinco
University of Illinois at Urbana-Champaign - College of Business
Date Posted: October 17, 2014
Working Paper Series
7 downloads


 

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