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Abstracts: 556,071
Full Text Papers: 458,518
Authors: 258,159
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  Last 12 months:
63,554

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Last 12 months: 9,683,829
Last 30 days: 666,017

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SSRN eLibrary Search Results
JEL Code: G12
6,640,772 Total downloads
Showing Papers 2,141 - 2,190 of 15,345
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Incl. Electronic Paper Trust and Market Efficiency
Chishen Wei and Lei Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU)
Date Posted: July 22, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Pricing in Complex and Efficient Financial Markets
Gabriel Frahm
Helmut Schmidt University
Date Posted: July 21, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Belief Uncertainty, Volatility Risk Premium, and Speculative Trading
Ming Guo and Hao Zhou
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and PBC School of Finance, Tsinghua University
Date Posted: July 21, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Global Convergence of Health Care Financing in OECD Countries: An Equilibrium Based Asset Pricing Approach
William R. Pratt , Gokce Soydemir and Elena Bastida
Clarion University of Pennsylvania , California State University, Stanislaus and Florida International University (FIU)
Date Posted: July 21, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Redefining Short Sales Constraints
Daniel Dupuis and Lawrence Kryzanowski
Concordia University - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
Date Posted: July 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Options Trading and Firm Innovation
Iván Blanco and David Wehrheim
Universidad Carlos III de Madrid and Universidad Carlos III de Madrid
Date Posted: July 20, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Web Appendix for: 'Risk Measures for Autocorrelated Hedge Fund Returns'
Antonio Di Cesare , Philip A. Stork and Casper G. de Vries
Bank of Italy , VU University Amsterdam - Faculty of Economics and Business Administration and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Exploiting Closed-End Fund Discounts: The Market May Be Much More Inefficient than You Thought
Dilip K. Patro , Louis R Piccotti and Yangru Wu
Independent , State University of New York at Albany and Rutgers University, Newark - School of Business - Department of Finance & Economics
Date Posted: July 19, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Stock Lending from Lenders’ Perspective: Are Lenders Price Takers?
Zsuzsa R. Huszar , R.S.K. Tan and Weina Zhang
National University of Singapore , National University of Singapore and National University of Singapore (NUS) - Department of Finance
Date Posted: July 19, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Competition Among Exchanges Through Simplified Disclosure Requirements: Evidence from the American and Global Depositary Receipts
Accounting and Business Research, 44 (1), 2014
Oksana Kim and Matt Pinnuck
Minnesota State University and University of Melbourne - Department of Accounting and Business Information Systems
Date Posted: July 19, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Trading Anonymity and Order Anticipation
Sylvain J. Friederich and Richard Payne
University of Bristol and City University London - Sir John Cass Business School
Date Posted: July 18, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Evaluating the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks
Marco Wilkens , Juan Yao , Nagaratnam Jeyasreedharan and Patrick Boehler
University of Augsburg , University of Sydney - Business School - Finance Discipline , University of Tasmania and University of Augsburg
Date Posted: July 18, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting Stock Returns: Do Commodity Prices Help?
Angela J. Black , Olga Klinkowska , David G. McMillan and Fiona Jayne McMillan
University of Aberdeen - Business School , University of Aberdeen - Business School , University of Stirling and University of Saint Andrews
Date Posted: July 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Time Varying Investment Barriers and Closed-End Country Fund Pricing
John Richard (Dick) Davies , Mary Fletcher and Andrew P. Marshall
University of Strathclyde - Department of Accounting and Finance , University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Strathclyde Business School
Date Posted: July 17, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Does Sentiment Predict UK Closed-End Country Fund Pricing?
John Richard (Dick) Davies , Mary Fletcher and Andrew P. Marshall
University of Strathclyde - Department of Accounting and Finance , University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Strathclyde Business School
Date Posted: July 17, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Short-Term Persistence in Mutual Fund Performance: International Evidence
Javier Vidal-García
Harvard University
Date Posted: July 17, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Pricing Volatility Options Under Stochastic Skew with Application to the VIX Index
Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: July 17, 2014
Working Paper Series
14 downloads

New Estimates of Time-Varying Currency Betas: A Trivariate BEKK Approach
Economic Modelling, Vol. 42, 2014
Prabhath Jayasinghe , Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics , National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Date Posted: July 17, 2014
Accepted Paper Series

Incl. Electronic Paper Optimality of Momentum and Reversal
Xuezhong He , Kai Li and Youwei Li
University of Technology Sydney (UTS) - School of Finance and Economics , University of Technology Sydney (UTS) - Finance Discipline Group and Queen's University Belfast - School of Management
Date Posted: July 17, 2014
Working Paper Series
22 downloads

The Information Content of Three Credit Ratings: The Case of European Residential Mortgage-Backed Securities
The European Journal of Finance, Forthcoming
Dennis Vink and Frank J. Fabozzi
Nyenrode Business University and EDHEC Business School
Date Posted: July 17, 2014
Accepted Paper Series

Incl. Electronic Paper The Cost of Business Cycles with Heterogeneous Trading Technologies
FRB of St. Louis Working Paper No. 2014-015A
YiLi Chien
Federal Reserve Bank of St. Louis
Date Posted: July 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects
Swiss Finance Institute Research Paper No. 14-47
Ines Chaieb , Vihang R. Errunza and Rajna Gibson
University of Geneva and Swiss Finance Institute , McGill University - Desautels Faculty of Management and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: July 16, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Discounting the Distant Future
Cowles Foundation Discussion Paper No. 1951
J. Doyne Farmer , John Geanakoplos , Jaume Masoliver , Miquel Montero and Josep Perelló
Santa Fe Institute , Yale University - Cowles Foundation , University of Barcelona - Department of Physics , University of Barcelona - Department de Física Fonamental and University of Barcelona - Department of Physics
Date Posted: July 16, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Pricing Bounds and Approximations for Discrete Arithmetic Asian Options under Time-Changed Lévy Processes
Pingping Zeng and Yue Kuen Kwok
Hong Kong University of Science & Technology - Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 15, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects
Ines Chaieb , Vihang R. Errunza and Rajna Gibson
University of Geneva and Swiss Finance Institute , McGill University - Desautels Faculty of Management and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: July 15, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Stochastic Control Model for R&D Race in a Mixed Duopoly with Spillovers and Knowledge Stocks
Jingjing Wang , Chi Man Leung and Yue Kuen Kwok
Hong Kong University of Science & Technology , Hong Kong Baptist University (HKBU) - Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 14, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Analogy Making and the Structure of Implied Volatility Skew
Hammad Siddiqi
University of Queensland
Date Posted: July 14, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Fast Hilbert Transform Algorithms for Pricing Discrete Timer Options Under Stochastic Volatility Models
Pingping Zeng , Yue Kuen Kwok and Wendong Zheng
Hong Kong University of Science & Technology - Department of Mathematics , Hong Kong University of Science & Technology - Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 14, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Numerical Algorithms for Pricing Discrete Variance and Volatility Derivatives Under Time-Changed Lèvy Processes
Wendong Zheng , Chi Hung Yuen and Yue Kuen Kwok
Hong Kong University of Science & Technology - Department of Mathematics , Hong Kong University of Science & Technology and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 14, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Inflation Bets on the Long Bond
Harrison G. Hong , David Alexandre Sraer and Jialin Yu
Princeton University - Department of Economics , Princeton University and Hong Kong University of Science and Technology
Date Posted: July 14, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Risk-Return Analysis of Dynamic Investment Strategies
Benjamin Bruder and Nicolas Gaussel
Lyxor Asset Management and Lyxor Asset Management
Date Posted: July 14, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Conditional Pricing of Currency Risk in Africa's Equity Markets
Odongo Kodongo and Kalu Ojah
University of the Witwatersrand - Wits Business School and University of the Witwatersrand - Wits Business School
Date Posted: July 13, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper α
Robert W. Faff
University of Queensland
Date Posted: July 13, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper IPO Stock Performance and the Financial Crisis
Emmet King and Luca Banderet
Stockholm School of Economics and Stockholm School of Economics
Date Posted: July 13, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper CVA Under Partial Risk Warehousing and Tax Implications
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: July 12, 2014
Last Revised: July 14, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Horizon Effect in the Term Structure of Long-Run Risk-Return Trade-Offs
CSDA Annals of Computational and Financial Econometrics, Forthcoming
Cedric Okou and Eric Jacquier
University of Quebec at Montreal (UQAM) and Boston University School of Management
Date Posted: July 12, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Can Individual Investors Time Bubbles?
Jussi Keppo , Tyler Shumway and Daniel Weagley
National University of Singapore - NUS Business School , University of Michigan at Ann Arbor, The Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Date Posted: July 11, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Social Security and the Interactions between Aggregate and Idiosyncratic Risk
SAFE Working Paper No. 59
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: July 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Betting Against Beta in the Indian Market
Sobhesh Kumar Agarwalla , Joshy Jacob , Jayanth Rama Varma and Ellapulli Vasudevan
Indian Institute of Management (IIM) Ahmedabad , Indian Institute of Management , Indian Institute of Management (IIM), Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Date Posted: July 10, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Conceptos básicos sobre derivados: Opciones, Forwards y Futuros (Options, Forwards and Futures: Basic Concepts)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: July 10, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Equilibrium Asset Pricing with Both Liquid and Illiquid Markets
Remy Praz
Swiss Finance Institute at EPFL
Date Posted: July 10, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Role of Weather on Investors’ Monday Irrationality: Insights from Malaysia
Contemporary Economics, Vol. 8, No. 2, pp. 175-190, 2014
Rayenda Khresna Brahmana , Chee Wooi Hooy and Zamri Ahmad
Faculty of Economics and Business - Universiti Malaysia Sarawak , Universiti Sains Malaysia and Universiti Sains Malaysia (USM)
Date Posted: July 10, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Tax Policy, Investment Decisions and Economic Growth
Manuel Bonucchi , Monica Ferrari , Stefania Tomasini and Tsvetomira Tsenova
Prometeia Association , Prometeia , Prometeia and Bulgarian National Bank
Date Posted: July 09, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Balancing Forecast Errors in Continuous-Trade Intraday Markets
FCN Working Paper No. 2/2014
Ernesto Garnier and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: July 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Weekend Effect: A Trading Robot and Fractional Integration Analysis
CESifo Working Paper Series No. 4849
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: July 09, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Sentiment and Asset Volatility Dynamics: A Content Analysis Approach
Yanlin Shi , Kin-Yip Ho and Wai-Man (Raymond) Liu
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Date Posted: July 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Analogy Making and the Puzzles of Index Option Returns and Implied Volatility Skew
Hammad Siddiqi
University of Queensland
Date Posted: July 08, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Behaviour of Sentiment-Induced Share Returns: Measurement When Fundamentals are Observable
Richard A. Brealey , Ian A. Cooper and Evi Kaplanis
London Business School , London Business School and London Business School
Date Posted: July 08, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
Japan and the World Economy, Vol. 20, No. 4, 2008
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 07, 2014
Last Revised: July 20, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Capital Asset Pricing Model (CAPM) Applied to Paintings
Arturo Cifuentes and Ventura Charlin
University of Chile - School of Economics and Business and V. C. Consultants
Date Posted: July 07, 2014
Working Paper Series
5 downloads


 

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