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SSRN eLibrary Statistics:

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Abstracts: 614,418
Full Text Papers: 511,188
Authors: 283,760
Papers Received in
  Last 12 months:
63,545

Paper Downloads:
To date: 87,796,088
Last 12 months: 11,476,193
Last 30 days: 896,541

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  Resolved
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289,056
Total References: 9,075,639
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Total Citation
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6,036,513
Papers with
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  Footnotes:
94,530
Total Footnotes: 9,172,179


SSRN eLibrary Search Results
JEL Code: G1
16,400,883 Total downloads
Showing Papers 2,141 - 2,190 of 44,873
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Incl. Electronic Paper Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective
Doron Israeli , Charles M.C. Lee and Suhas A. Sridharan
Interdisciplinary Center (IDC) Herzliya - Arison School of Business , Stanford University - Graduate School of Business and University of California, Los Angeles
Date Posted: July 03, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Hedging with Small Uncertainty Aversion
Sebastian Herrmann , Johannes Muhle-Karbe and Frank Thomas Seifried
ETH Zurich , ETH Zürich and University of Trier
Date Posted: July 03, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Debt Collection Agencies and the Supply of Consumer Credit
FRB of Philadelphia Working Paper No. 15-23
Viktar Fedaseyeu
Bocconi University - Department of Finance
Date Posted: July 03, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Stochastic Differential Utility with Preference for Information: Existence, Uniqueness, Concavity, and Utility Gradients
Thomas Seiferling and Frank Thomas Seifried
University of Kaiserslautern and University of Trier
Date Posted: July 03, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Can Anomalies Survive Insider Disagreements?
Deniz Anginer , Gerard Hoberg and H. Nejat Seyhun
Virginia Tech Pamplin Business School , University of Southern California - Marshall School of Business and University of Michigan, Stephen M. Ross School of Business
Date Posted: July 03, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Asset Allocation Strategies Based on Penalized Quantile Regression
Giovanni Bonaccolto , Massimiliano Caporin and Sandra Paterlini
University of Padova - Department of Statistical Sciences , University of Padova - Department of Economics and Management "Marco Fanno" and EBS Universität für Wirtschaft und Recht
Date Posted: July 03, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Executive Compensation Convexity and Firm Crash Risk
Musa Amadeus and Ronnie Sadka
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Date Posted: July 03, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper CCP Resilience and Clearing Membership
Angela Armakola and Jean Paul Laurent
University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM and University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM
Date Posted: July 03, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Performance Evaluation with Higher Moments
Kerry Back , Alan D. Crane and Kevin Crotty
Rice University - Jones Graduate School of Business and Department of Economics , Rice University - Jesse H. Jones Graduate School of Business and Rice University
Date Posted: July 03, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Estimating Market Leverage: Maximum Likelihood and Kalman Filter
Raffaele Corvino
City University London - Sir John Cass Business School
Date Posted: July 03, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates
Francesca Biagini , Alessandro Gnoatto and Maximilian Härtel
University of Bologna - Department of Mathematics , Ludwig-Maximilians-Universität München and Ludwig-Maximilians-Universität München - Department of Mathematics
Date Posted: July 03, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Factor Investing Revisited
Journal of Index Investing, Forthcoming
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: July 03, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Stock Liquidity, Intractable Information and Sovereign Wealth Fund Investment
Jennifer Kim Chau Hua , Francis Haeuck In , Viet Minh Do and Xibin Zhang
Monash University - Department of Accounting and Finance , Monash University - Department of Accounting and Finance , Monash University - Department of Accounting and Finance and Monash University
Date Posted: July 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Stressing the European Banks: An Evaluation of the Comprehensive Assessment
Giovanna Paladino and Zeno Rotondi
IntesaSanpaolo and UNICREDIT
Date Posted: July 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Stochastic Dominance Approach to Financial Risk Management Strategies
Journal of Econometrics, Forthcoming
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 02, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper An Analysis of the Expense Ratio Pricing of SMB, HML and UMD Exposure in U.S. Equity Mutual Funds
Sean Grover and Jared Kizer
Buckingham Asset Management, LLC and Buckingham Asset Management, LLC
Date Posted: July 02, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Trends and Cycles in China's Macroeconomy
FRB Atlanta Working Paper No. 2015-5
Chun Chang , Kaiji Chen , Daniel F. Waggoner and Tao 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: July 02, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Random Walks in the Different Sectoral Submarkets of the Philippine Stock Exchange Amid Modernization
The Philippine Review of Economics Vol. L No. 1, June 2013 pp. 57–82,
Cesar C. Rufino
School of Economics, De La Salle University
Date Posted: July 02, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Inteligentna Beta (ang. Smart Beta) Jako Nowa Strategia Inwestycyjna Państwowych Funduszy Majątkowych ((ang. Sovereign Wealth Funds) Smart Beta as a New Investment Strategy by Sovereign Wealth Funds (SWFs))
Piotr Wisniewski
Warsaw School of Economics - Corporate Finance Unit, Institute of Finance, College of Management and Finance
Date Posted: July 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Hidden Champions or Black Sheep? Evidence from German Mini-Bonds
Denis Schweizer , Juliane Proelss and Mark Mietzner
Concordia University , Concordia University, Quebec and Zeppelin University
Date Posted: July 02, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Determinants and Valuation Effects of the Home Bias in European Banks’ Sovereign Debt Portfolios
Bálint L Horváth , Harry Huizinga and Vasso Ioannidou
Tilburg University - Center for Economic Research (CentER) , Tilburg University - Center for Economic Research (CentER) and Lancaster University - Management School
Date Posted: July 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Martingales in Floating ASEAN+3 Currencies
DLSU Business & Economics Review 23.2 (2014) , pp. 65-79
Cesar C. Rufino
School of Economics, De La Salle University
Date Posted: July 02, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Orders versus Trades on the Consolidated Tape
James Upson , Hardy Johnson and Thomas H. McInish
University of Texas at El Paso , Kansas State University and University of Memphis - Fogelman College of Business and Economics
Date Posted: July 02, 2015
Last Revised: July 03, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper AQR in Wonderland: Down the Rabbit Hole of 'Deactivating Active Share' (and Back Out Again?)
Martijn Cremers
University of Notre Dame
Date Posted: July 01, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows
Vikas Agarwal , T. Clifton Green and Honglin Ren
Georgia State University , Emory University - Goizueta Business School and Georgia State University - J. Mack Robinson College of Business
Date Posted: July 01, 2015
Working Paper Series
13 downloads

Allowing for Jump Measurements in Volatility: A High-Frequency Financial Data Analysis of Individual Stocks
Bulletin of Economic Research, Forthcoming
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: July 01, 2015
Accepted Paper Series

Incl. Electronic Paper Notes on Bonds: Liquidity at All Costs in the Great Recession
David K. Musto , Greg Nini and Krista Schwarz
University of Pennsylvania - Finance Department , Drexel University - Department of Finance and University of Pennsylvania - Finance Department
Date Posted: July 01, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Empirical Evidence on International Bond Risk Premia
Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. 2015 John Wiley Sons, Inc
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and University of Zurich
Date Posted: July 01, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Anomalies Enhanced: The Use of Higher Frequency Information
Yufeng Han , Dayong Huang and Guofu Zhou
University of Colorado at Denver - Business School , University of North Carolina (UNC) at Greensboro and Washington University in St. Louis - Olin School of Business
Date Posted: July 01, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
Jakub Rojcek and Alexandre Ziegler
Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: July 01, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Comparing Conditional Variance Models: Theory and Empirical Evidence
Multinational Finance Journal, Vol. 7, No. 3/4, p. 177-206, 2003
Pedro Girardello , Orietta Nicolis and Giovanni Tondini
University of Verona , University of Bergamo and University of Verona
Date Posted: July 01, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Use of Different Trading Environments Around Interim Earnings Announcements on the Helsinki Stock Exchange
Multinational Finance Journal, Vol. 7, No. 3/4, p. 131-152, 2003
Markku J. Vieru
University of Lapland - Faculty of Social Sciences
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach
Multinational Finance Journal, Vol. 8, No. 1/2, p. 35-72, 2004
Ronan Powell
Dublin City University
Date Posted: July 01, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index
Multinational Finance Journal, Vol. 8, No. 1/2, p. 3-34, 2004
Ken L. Bechmann
Copenhagen Business School - Department of Finance
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market
Multinational Finance Journal, Vol. 8, No. 3/4, p. 247-274, 2004
Demissew Diro Ejara and Chinmoy Ghosh
University of New Haven - Economics & Finance and University of Connecticut - Department of Finance
Date Posted: July 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Shareholders Wealth Effects of Joint Venture Strategies
Multinational Finance Journal, Vol. 8, No. 3/4, p. 211-225, 2004
Gertjan Schut and Ruud A.I. van Frederikslust
CER Partners and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: July 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Testing for Multiple Types of Marginal Investor in Ex-Day Pricing
Multinational Finance Journal, Vol. 8, No. 3/4, p. 173-209, 2004
Jan Bartholdy and Kate Brown
University of Aarhus - Aarhus School of Business - Department of Business Studies and University of Otago
Date Posted: July 01, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Effect of Monetary Policy on Commercial Banks Across Different Business Conditions
Multinational Finance Journal, Vol. 9, No. 1/2, p. 99-128, 2005
Syed M. Harun , Kabir M. Hassan and Tarek S. Zaher
Texas A&M University - Kingsville , University of New Orleans and Indiana State University - Scott College of Business
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Home Bias in Sovereign Ratings
Courant Research Centre ‘Poverty, Equity and Growth in Developing and Transition Countries' Discussion Paper No. 179,
Andreas Fuchs and Kai Gehring
University of Heidelberg - Alfred Weber Institute for Economics and University of Heidelberg
Date Posted: July 01, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Sector Integration and the Benefits of Global Diversification
Multinational Finance Journal, Vol. 9, No. 3/4, p. 237-269, 2005
Mitchell Ratner and Ricardo P. C. Leal
Rider University and Universidade Federal do Rio de Janeiro (UFRJ) - The COPPEAD Graduate School of Business
Date Posted: July 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Behavior of Prices, Trades and Spreads for Canadian IPO's
Multinational Finance Journal, Vol. 9, No. 3/4, p. 215-236, 2005
Lawrence Kryzanowski , Skander Lazrak and Ian Rakita
Concordia University, Quebec - John Molson School of Business , Brock University and Concordia University, Quebec
Date Posted: July 01, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Structural Changes of the Conditional Volatility of the Portuguese Stock Market
Multinational Finance Journal, Vol. 9, No. 3/4, p. 189-214, 2005
benilde oliveira and Manuel J. Rocha Armada
University of Minho and University of Minho
Date Posted: July 01, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Investors' Perception of ESG Performance: Is Integrated Reporting Keeping its Promise?
Laura Mervelskemper and Daniel Streit
University of Bochum - Department of Finance and Banking and University of Bochum - Department of Finance and Banking
Date Posted: July 01, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts
Multinational Finance Journal, Vol. 9, No. 3/4, p. 131-160, 2005
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Does Total Risk Matter? The Case of Emerging Markets
Multinational Finance Journal, Vol. 10, No. 1/2, p. 117-151, 2006
Eric Girard and Amit Sinha
Siena College - School of Business and Indiana State University
Date Posted: July 01, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies Part II
Hilary Till
EDHEC Business School
Date Posted: July 01, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Defining and Dating Bull and Bear Markets: Two Centuries of Evidence
Multinational Finance Journal, Vol. 10, No. 1/2, p. 81-116, 2006
Liliana Gonzalez , Philip Hoang , John G. Powell and Shi Jing
ESSEC Business School - Finance Department , Australian National University (ANU) , Massey University - Department of Finance Banking and Property and Jiangxi University of Finance and Economics
Date Posted: July 01, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Dealing with Non-Normality When Estimating Abnormal Returns and Systematic Risk of Private Equity: A Closed-Form Solution
Axel Buchner
University of Passau
Date Posted: July 01, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper The Valuation of Options on Bonds with Default Risk
Multinational Finance Journal, Vol. 10, No. 3/4, p. 277-305, 2006
Riadh Belhaj
Conservatoire National des Arts et Metiers (CNAM)
Date Posted: June 30, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Closed-End Country Funds and International Diversification
Multinational Finance Journal, Vol. 10, No. 3/4, p. 251-276, 2006
Andreas Charitou , Andreas K. Makris and George Nishiotis
University of Cyprus , PricewaterhouseCoopers and University of Cyprus - Department of Accounting and Finance
Date Posted: June 30, 2015
Accepted Paper Series
1 downloads


 

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