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SSRN eLibrary Statistics:

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Abstracts: 608,343
Full Text Papers: 505,718
Authors: 281,388
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  Last 12 months:
63,087

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To date: 86,725,790
Last 12 months: 11,224,203
Last 30 days: 1,027,384

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286,857
Total References: 9,075,709
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6,036,513
Papers with
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  Footnotes:
94,530
Total Footnotes: 9,179,120


SSRN eLibrary Search Results
JEL Code: G12
7,274,857 Total downloads
Showing Papers 2,121 - 2,170 of 16,410
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1 2 3 4 ... 329 | Next >
   


Incl. Electronic Paper The Impact of Global Financial Crisis on Informational Efficiency: Evidence from Price-Volume Relationship in Crude Palm Oil Futures Market
You-How Go and Wee-Yeap Lau
Tunku Abdul Rahman University (UTAR) and University of Malaya (UM) - Faculty of Economics & Administration (FEA)
Date Posted: May 28, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Equity Anomalies and Idiosyncratic Risk Around the World
Multinational Finance Journal, Vol. 19, No. 1, p. 33-75, 2015
Steven Fan , Scott Opsal and Linda Yu
University of Wisconsin - Whitewater , University of Wisconsin - Whitewater and University of Wisconsin - Whitewater
Date Posted: May 28, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Formation Process of Winners and Losers in Momentum Investing
Li-Wen Chen , Wen-Kai Wang and Hsin-Yi Yu
National Chung Cheng University , National University of Kaohsiung - Department of Finance and National University of Kaohsiung
Date Posted: May 28, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Which Alpha?
Francisco Barillas and Jay A. Shanken
Emory University - Goizueta Business School and Emory University - Goizueta Business School
Date Posted: May 27, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper R&D Intensity, Future Performance, and Operational Distress
Robert J. Resutek
University of Georgia - J.M. Tull School of Accounting
Date Posted: May 27, 2015
Working Paper Series
9 downloads

QE and Yield-Oriented Investors: Depressing Implications for Investment

Date Posted: May 27, 2015
Working Paper Series

Incl. Electronic Paper Labor Rigidity and the Dynamics of the Value Premium
Roberto Marfè
Collegio Carlo Alberto
Date Posted: May 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Stock that Outperforms Not Only Minds But Also Markets: The Marijuana Stock.
Ajaz Ul Islam
Shri Mata Vaishno Devi University (SMVDU-India), Students
Date Posted: May 27, 2015
Working Paper Series
13 downloads

No More Weekend Effect
Critical Finance Review, Forthcoming
Russell P. Robins and Geoffrey Peter Smith
Tulane University - A.B. Freeman School of Business and Arizona State University (ASU) - W.P. Carey School of Business
Date Posted: May 26, 2015
Accepted Paper Series

Incl. Electronic Paper The Cost of Capital for Private Firms
Menachem (Meni) Abudy , Simon Benninga and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration , Tel Aviv University - Faculty of Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: May 26, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
Amit Goyal and Narasimhan Jegadeesh
University of Lausanne and Emory University - Department of Finance
Date Posted: May 25, 2015
Working Paper Series
48 downloads

Incl. Electronic Paper Do Multiple Credit Ratings Signal Complexity? Evidence from the European Triple-A Structured Finance Securities
Frank J. Fabozzi , Mike E. Nawas and Dennis Vink
EDHEC Business School , Nyenrode Business University and Nyenrode Business University
Date Posted: May 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Credit-Market Sentiment and the Business Cycle
FEDS Working Paper No. 2015-028
David Lopez-Salido , Jeremy C. Stein and Egon Zakrajsek
Board of Governors of the Federal Reserve System (FRB) , Harvard University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Date Posted: May 24, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper FFDs: Reducing Systemic Credit Risk in the OTC Derivatives Market
James Kurt Dew
Tecnológico de Monterrey
Date Posted: May 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Trade Network Centrality and the Currency Carry Trade
Robert Jamison Richmond
University of California, Los Angeles (UCLA), Anderson School of Management, Students
Date Posted: May 23, 2015
Last Revised: May 25, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Loss Functions for Forecasting Treasury Yields
Hitesh Doshi , Kris Jacobs and Rui Liu
University of Houston , University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Date Posted: May 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Implied Private Company Pricing Line (IPCPL): On the Nature, Scope, and Assumptions of IPCPL Theory
David H Goodman and Malcolm McLelland
Gosule, Butkus, & Jesson LLP and Equilíbrio Cursos Ltda.
Date Posted: May 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper An Enterprise Perspective of Performance Attribution: Introducing the Keel Model
Robert Brooks
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: May 23, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Long Run Expectations, Learning and the U.S. Housing Market
Daniel L. Tortorice
Brandeis University - Department of Economics
Date Posted: May 22, 2015
Working Paper Series
8 downloads

Strategic News Bundling and Disclosures
Sebastien Gay
University of Chicago - Department of Economics
Date Posted: May 22, 2015
Working Paper Series

Incl. Electronic Paper How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity
Fisher College of Business Working Paper No. 2015-03-08, Charles A. Dice Center Working Paper No. 2015-08
Nicolas P. B. Bollen and Berk A. Sensoy
Vanderbilt University - Finance and Ohio State University - Fisher College of Business
Date Posted: May 22, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Evidence on the Presence of Representativeness Bias in Investor Interpretation of Consistency in Sales Growth
Anwer S. Ahmed and Irfan Safdar
Texas A&M University - Mays Business School and University of North Carolina Greensboro
Date Posted: May 22, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Analytic Formulas for Options in the Schwartz 97 Multifactor Framework with Added Regime Shifts
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 22, 2015
Working Paper Series
11 downloads

Mobile Communication and Local Information Flow: Evidence from Distracted Driving Laws
Journal of Accounting Research, Vol. 53, No. 2, 2015
Nerissa C. Brown , J. Han Stice and Roger White
University of Delaware - Alfred Lerner College of Business and Economics , University of Florida - Fisher School of Accounting and University of Georgia
Date Posted: May 22, 2015
Accepted Paper Series

Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?
Journal of Accounting Research, Vol. 53, No. 1, 2015
Jonathan A. Milian
Florida International University (FIU)
Date Posted: May 22, 2015
Accepted Paper Series

Incl. Electronic Paper Macroeconomic Fundamentals, Expected Returns and the Pricing of Anomaly Portfolios
Abhay Abhyankar and Rajesh Tharyan
University of Exeter Business School, University of Exeter and University of Exeter Business School
Date Posted: May 21, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Prior Return Effect in Indian Stock Market: An Intra-Day Analysis
International Journal of Financial Management, Vol 5 (1) Jan 2015, pp 33-56.
Vanita Tripathi and Shalini Aggarwal
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Department of Commerce
Date Posted: May 21, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Sectoral Efficiency of the Indian Stock Market and the Impact of Global Financial Crisis
Journal of Commerce & Accounting Review Vol. 4 Issue 1 Jan 2015, pp 46-62
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi
Date Posted: May 21, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper 215 Years of Global Multi-Asset Momentum: 1800-2014 (Equities, Sectors, Currencies, Bonds, Commodities and Stocks)
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Forefront Analytics
Date Posted: May 20, 2015
Working Paper Series
338 downloads

Incl. Electronic Paper Volatility and Risk Management in European Electricity Futures Markets
Jim Hanly and Lucia Morales
Dublin Institute of Technology and Dublin Institute of Technology. Business School
Date Posted: May 19, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Bounding Wrong-Way Risk in CVA Calculation
Paul Glasserman and Linan Yang
Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: May 19, 2015
Working Paper Series
18 downloads

Incl. Fee Electronic Paper A Multivariate Model of Strategic Asset Allocation with Longevity Risk
CEPR Discussion Paper No. DP10595
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: May 19, 2015
Working Paper Series

Incl. Fee Electronic Paper Expected Skewness and Momentum
CEPR Discussion Paper No. DP10601
Heiko Jacobs , Tobias Regele and Martin Weber
University of Mannheim - Department of Business Administration and Finance, Especially Banking , University of Mannheim - Department of Business Administration and Finance, especially Banking and University of Mannheim - Department of Banking and Finance
Date Posted: May 19, 2015
Working Paper Series

Incl. Electronic Paper The Valuation Premium for a String of Positive Earnings Surprises: The Role of Earnings Manipulation
Jenny Chu , Patricia M. Dechow , Kai Wai Hui and Annika Yu Wang
University of Cambridge - Judge Business School , University of California, Berkeley - Haas School of Business , Hong Kong University of Science & Technology (HKUST) - Department of Accounting and University of California, Berkeley - Haas School of Business
Date Posted: May 19, 2015
Working Paper Series
66 downloads

Incl. Electronic Paper Political Elections as a Test of Macroeconomic Theory: Evidence from the 2015 U.K. General Election
Jonathan K. Pedde
University of Oxford, Merton College
Date Posted: May 18, 2015
Working Paper Series
204 downloads

Incl. Electronic Paper Non-Parametric Pricing of Long-Dated Volatility Derivatives Under Stochastic Interest Rates
Mark S. Joshi and Navin Ranasinghe
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: May 18, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Evolving Credit and the U.S. Macroeconomy: 1920-2011
Pooyan Amir-Ahmadi
Goethe University Frankfurt
Date Posted: May 18, 2015
Last Revised: May 28, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Rare Disaster Concerns Everywhere
George Gao and Zhaogang Song
Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System (FRB)
Date Posted: May 17, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Sparse Signals in the Cross-Section of Returns
Alexander Chinco , Adam D Clark-Joseph and Mao Ye
University of Illinois at Urbana-Champaign - College of Business , University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Date Posted: May 16, 2015
Working Paper Series
51 downloads

Incl. Electronic Paper A Closed-Form Expansion Approach for Pricing Discretely Monitored Variance Swaps - Online Supplementary Material
Chenxu Li and Xiaocheng Li
Peking University and Stanford University
Date Posted: May 16, 2015
Working Paper Series
10 downloads

Short-Sales Constraints and Liquidity Change: Cross-Sectional Evidence from the Hong Kong Market
Pacific-Basin Finance Journal, Vol. 26, p. 98, January 2014
Min Bai and Yafeng Qin
Independent and Massey University
Date Posted: May 15, 2015
Accepted Paper Series

Incl. Electronic Paper Multinational Firms' Geographic Segmentation and Exchange-Rate Dynamics
Afonso V. Januario
London Business School
Date Posted: May 15, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Quality Investing in CEE Emerging Markets
Business, Management and Education, vol. 12, no. 2, pp. 159-180.
Adam Zaremba
Poznań University of Economics
Date Posted: May 15, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices
Adam Zaremba
Poznań University of Economics
Date Posted: May 15, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Measuring Sovereign Contagion in Europe
SAFE Working Paper No. 103
Massimiliano Caporin , Loriana Pelizzon , Francesco Ravazzolo and Roberto Rigobon
University of Padova - Department of Economics and Management "Marco Fanno" , Ca Foscari University of Venice , Norges Bank and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 15, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Skewness Preference Across Countries
Adam Zaremba and Andrzej Nowak
Poznań University of Economics and Poznan University of Economics
Date Posted: May 15, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Is It a Low or High Price Anomaly? The Curious Case of the Polish Stock Market
Adam Zaremba , Szymon Okoń , Andrzej Nowak and Przemyslaw Konieczka
Poznań University of Economics , Poznan University of Economics , Poznan University of Economics and Warsaw School of Economics (SGH)
Date Posted: May 15, 2015
Last Revised: May 25, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Do Quantitative Country Selection Strategies Really Work?
Adam Zaremba and Przemyslaw Konieczka
Poznań University of Economics and Warsaw School of Economics (SGH)
Date Posted: May 15, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Closed-Form Option Pricing Formulas for Mean-Reverting Commodity Prices with Regime-Switching
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 15, 2015
Last Revised: May 21, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper Jumping with Default: Wrong-Way-Risk Modeling for Credit Valuation Adjustment
Minqiang Li and Fabio Mercurio
Bloomberg LP and Bloomberg L.P.
Date Posted: May 14, 2015
Working Paper Series
17 downloads


 

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