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Abstracts: 607,851
Full Text Papers: 505,273
Authors: 281,181
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  Last 12 months:
63,007

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To date: 86,586,308
Last 12 months: 11,178,752
Last 30 days: 1,028,476

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286,533
Total References: 9,075,709
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  Footnotes:
94,530
Total Footnotes: 9,178,978


SSRN eLibrary Search Results
JEL Code: G12
7,265,179 Total downloads
Showing Papers 2,141 - 2,190 of 16,395
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1 2 3 4 ... 328 | Next >
   


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
1 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
Working Paper Series
14 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
5 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
1 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
3 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
2 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
5 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
8 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
20 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
4 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
61 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
7 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
11 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
20 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
198 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
21 downloads

Incl. Electronic Paper Evolving Credit and the U.S. Macroeconomy: 1920-2011
Pooyan Amir-Ahmadi
Goethe University Frankfurt
Date Posted: May 18, 2015
Working Paper Series
12 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
10 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
37 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
11 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
4 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
13 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
4 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
16 downloads

Incl. Electronic Paper Is it a Low or a 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
Working Paper Series
14 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
31 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
19 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
15 downloads

Incl. Electronic Paper Central Bank Purchases of Government Bonds
University of Zurich, Department of Economics, Working Paper No. 193
Samuel Huber and Jaehong Kim
University of Basel and Chapman University - Economic Science Institute
Date Posted: May 14, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Liquidity and Equity Returns in Borsa Istanbul
Yigit Atilgan , K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University , Sabanci University and Sabanci University
Date Posted: May 14, 2015
Working Paper Series
7 downloads

An Analysis on the Difference Between Bank Index-Linked Bonds’ Prices and Their Fair-Value (Un’Analisi Della Differenza Tra I Prezzi Delle Obbligazioni Bancarie Index-Linked E Il Loro Fair-Value)
Bancaria No. 06/2014
Michele Leonardo Bianchi
Bank of Italy
Date Posted: May 13, 2015
Accepted Paper Series

Incl. Electronic Paper Does Fundamental Analysis Using Historical Accounting Numbers Require the Contextual Partitioning of a Securities Universe? Evidence from the South African Equity Market
Mark B. Bunting and Kevin J. Barnard
Rhodes University and Rhodes University
Date Posted: May 13, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Price Pressures on UK Real Rates: An Empirical Investigation
Gabriele Zinna
Bank of Italy
Date Posted: May 13, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Asset Pricing: Trends and Changes in Discount Rates and P/E Ratios
Michael Clemens
BankInvest Group
Date Posted: May 13, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Impact of Firm Size on Stock Returns at Karachi Stock Exchange
Saqib Sharif
Iqra University
Date Posted: May 13, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Informed Trading, Forced Trades and Amplification Mechanisms
Alper Odabasioglu
Swiss Finance Institute - M.I.T. Sloan School of Management
Date Posted: May 13, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Relationship between Inflation and Stock Returns – Evidence from BRICS Markets Using Panel Co Integration Test
International Journal of Accounting and Financial Reporting, Vol 4, No. 2, Dec 2014, pp 647-658
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi
Date Posted: May 12, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Trading and Information in Futures Markets
Guillermo Llorente and Jiang Wang
Universidad Autonoma de Madrid and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 12, 2015
Working Paper Series
84 downloads

Incl. Electronic Paper Das Fama-French Modell und seine Nachfahren: Welche Erkenntnisse verbergen sich im Rauschen von Daten und Methoden? (The Fama-French Model and its Successors: What Insights can be Gained Behind the Noise of Data and Methods?)
Matthias X. Hanauer , Christoph Jäckel and Christoph Kaserer
Robeco Asset Management - Quantitative Strategies , Technische Universität München (TUM) and Technische Universität München (TUM)
Date Posted: May 11, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper An Entropy-Based Early Warning Indicator for Systemic Risk
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 09/WP/2015
Monica Billio , Roberto Casarin , Michele Costola and Andrea Pasqualini
Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics , Ca' Foscari University of Venice and Ca Foscari University of Venice - Department of Economics
Date Posted: May 11, 2015
Working Paper Series
25 downloads

Financial Management Focus on Price Volatility and ‘Circuit Breakers’ in the Nigerian Equity Market Implications for Monetary Policy
Journal of Financial Management and Analysis Vol. 27 No. 2 (Jul-Dec 2014)
Friday K Ohuche and Alvan E Ikoku
Central Bank of Nigeria and Central Bank of Nigeria
Date Posted: May 10, 2015
Accepted Paper Series


 

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