Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 586,857
Full Text Papers: 487,206
Authors: 271,660
Papers Received in
  Last 12 months:
63,350

Paper Downloads:
To date: 82,387,924
Last 12 months: 10,279,138
Last 30 days: 766,625

CiteReader:  What's this?
Papers with
  Resolved
  References:
279,686
Total References: 9,075,784
Papers with Cites: 245,946
Total Citation
  Links:
6,008,977
Papers with
  Resolved
  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: G1
15,601,970 Total downloads
Showing Papers 21,451 - 21,500 of 43,050
Sort By
1 2 3 4 ... 861 | Next >
   


Incl. Electronic Paper Determinants and Economic Consequences of Nonfinancial Disclosure Quality
European Accounting Review Forthcoming
Yi Dong , Renhui Fu , Fang Gao and Chenkai Ni
University of International Business and Economics , Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management , Donghua University and National University of Singapore
Date Posted: January 26, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Exchange Rates Responses to Macroeconomic Surprises: Evidence from the Asia-Pacific Markets
World Finance Conference 2014: Ca` Foscari University, Venice, Italy (July 2-4, 2014)
Yuen Meng Wong , Mohamed Ariff and Rubi Ahmad
University of Malaya (UM) - Faculty of Business & Accountancy , Bond University and University of Malaya (UM)
Date Posted: January 26, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Stock Implied Volatility, Stock Turnover, and the Stock-Bond Return Relation
FRB Atlanta Working Paper Series No. 2002-3a
Chris T. Stivers , Licheng Sun and Robert A. Connolly
University of Louisville , Old Dominion University and University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: January 26, 2015
Working Paper Series
5 downloads

Dependence Structure between the Equity Market and the Foreign Exchange Market – A Copula Approach
Journal of International Money and Finance, Vol. 20, 2010
Cathy Ning
Ryerson University
Date Posted: January 26, 2015
Accepted Paper Series

Incl. Electronic Paper Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-Beta Models
FRB Atlanta Working Paper Series No. 2001-24
Pierluigi Balduzzi and Cesare Robotti
Boston College - Carroll School of Management and Imperial College Business School
Date Posted: January 26, 2015
Working Paper Series
2 downloads

Correlation between the Grains Based Commodity Futures and Stock of the Commodity Producing Companies.
Subhakara Valluri
Institute of Economics of the Polish Academy of Sciences (INE PAN)
Date Posted: January 26, 2015
Working Paper Series

Incl. Electronic Paper Is There Discrimination in Mortgage Pricing? The Case of Overages
FRB Atlanta Working Paper Series No. 2001-4a
Harold A. Black , Thomas P. Boehm and Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance , University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance
Date Posted: January 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Discrete-Time Two-Factor Model for Pricing Bonds and Interest Rate Derivatives under Random Volatility
FRB Atlanta Working Paper Series No. 99-20
Steven L. Heston and Saikat Nandi
University of Maryland - Department of Finance and Federal National Mortgage Association (Fannie Mae)
Date Posted: January 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Consumption and Asset Prices with Homothetic Recursive Preferences
FRB Atlanta Working Paper Series No. 99-17
Mark Fisher and Christian Gilles
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Bear, Stearns & Co., Inc.
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Preference-Free Option Pricing with Path-Dependent Volatility: A Closed-Form Approach
FRB Atlanta Working Paper Series No. 98-20
Steven L. Heston and Saikat Nandi
University of Maryland - Department of Finance and Federal National Mortgage Association (Fannie Mae)
Date Posted: January 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Good, the Bad, and the Ambiguous: The Aggregate Stock Market Dynamics around Macroeconomic News
John Zhou
Harvard University
Date Posted: January 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Measuring Immediate Price Impact Using Nonparametric 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: January 25, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The ARCH-in-Mean Dose Work: Out-of-Sample Predictability of US Stock Market
Haibin Xie and Shouyang Wang
University of International Business and Economics and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: January 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Optimal Pricing of Market Maker in a Heterogeneous Agent Economy
Bin Guo , Wei Zhang , Shu-Heng Chen and Yongjie Zhang
Tianjin University - College of Management and Economics , Tianjin University - College of Management and Economics , National Chengchi University (NCCU) - Department of Economics and Tianjin University
Date Posted: January 25, 2015
Working Paper Series
8 downloads

24-Hour Realized Volatilities and Transatlantic Volatility Interdependence
Robert Maderitsch
University of Hohenheim - Faculty of Business, Economics and Social Sciences
Date Posted: January 25, 2015
Working Paper Series

Incl. Electronic Paper Spillovers from the US to Stock Markets in Asia: A Quantile Regression Approach
Robert Maderitsch
University of Hohenheim - Faculty of Business, Economics and Social Sciences
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Volatility Derivatives in Practice: Activity and Impact
Scott Mixon and Esen Onur
Commodity Futures Trading Commission and Commodity Futures Trading Commission (CFTC)
Date Posted: January 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Equity Risk Factors and the Intertemporal CAPM
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics
Date Posted: January 25, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Simple, Fast and Flexible Pricing of Asian Options
Final version in: Journal of Computational Finance, 4 (3) 89-124 (2001)
Timothy Klassen
Getco LLC
Date Posted: January 25, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Hedge Fund Flows and Performance Streaks: How Investors Weigh Information
ESMT Working Paper No. 15-01
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Date Posted: January 25, 2015
Last Revised: January 26, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Hedge Fund Replication: A Model Combination Approach
Michael S. O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: January 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Does Asia Really Have Poorer Corporate Governance?: Evidence from International Variations in Transparency
David Lee, Kuo Chuen and Greg N. Gregoriou, , (eds), Handbook of Asian Finance and Sovereign Wealth Funds (Amsterdam: Elsevier). 2014
Raj Aggarwal and John W. Goodell
University of Akron - Department of Finance and University of Akron - Department of Finance, College of Business Administration
Date Posted: January 25, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Dark Trading and Intraday Market Quality
James Brugler
University of Cambridge
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Long-Run Equilibrium Relationships in the International Stock Market Factor Systems
Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 32, No. 1, 2014, pp. 101-109
Hyung-Suk Choi
Ewha Womans University
Date Posted: January 25, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Sovereign Risk and the Pricing of Corporate Credit Default Swaps
Matthias Haerri , Stefan Morkoetter and Simone Westerfeld
University of Applied Sciences Solothurn Northwestern Switzerland (CH) , University of Saint Gallen - SoF: School of Finance and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: January 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Portfolio Construction and Tail Risk
Chris Downing , Ananth Madhavan , Ajit Singh and Alex Ulitsky
BlackRock , BlackRock, Inc. , United Nations and BlackRock
Date Posted: January 25, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Volatility After-Effects: Evidence from the Field
Elise Payzan-LeNestour , Lionnel Pradier and Tālis J. Putniņš
University of New South Wales , UNSW Australia Business School and University of Technology, Sydney - UTS Business School
Date Posted: January 24, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper International Endogenous Growth, Macro Anomalies, and Asset Prices
SAFE Working Paper No. 83
Patrick Grüning
Goethe University Frankfurt - Research Center SAFE
Date Posted: January 24, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Governance Transparency, Finance, and the Institutions of Capitalism: A Global Perspective
Raj Aggarwal and John W. Goodell
University of Akron - Department of Finance and University of Akron - Department of Finance, College of Business Administration
Date Posted: January 24, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Arbitrage-Free Pricing of XVA -- Part I: Framework and Explicit Examples
Maxim Bichuch , Agostino Capponi and Stephan Sturm
Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences , Columbia University and Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Date Posted: January 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Virtual Currencies & Federal Law
Journal of Consumer & Commercial Law, Vol. 18, p. 65, 2014
Julie Andersen Hill
University of Alabama - School of Law
Date Posted: January 24, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Optimal Consumption and Savings with Stochastic Income and Recursive Utility
Chong Wang , Neng Wang and Jinqiang Yang
Naval Postgraduate School - Graduate School of Business and Public Policy , Columbia Business School - Finance and Economics and Shanghai University of Finance and Economics
Date Posted: January 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Repeal of the Glass-Steagall Act and the Federal Reserve's Extraordinary Intervention During the Global Financial Crisis
Levy Economics Institute of Bard College Working Paper No. 829
Yeva Nersisyan
Franklin and Marshall College
Date Posted: January 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Economic Policy Uncertainty and Risk Spillovers in the Eurozone
Oscar Bernal , Jean-Yves Gnabo and Grégory Guilmin
University of Namur , Facultés Universitaires Notre-Dame de la Paix (FUNDP) and University of Namur
Date Posted: January 24, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Navigating Beyond the Credit Triangle
Yuri A. Katz
S&P Capital IQ
Date Posted: January 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Overnight Returns and Firm-Specific Investor Sentiment
David Aboody , Omri Even-Tov , Reuven Lehavy and Brett Trueman
University of California, Los Angeles (UCLA) - Accounting Area , University of California, Los Angeles (UCLA) - Anderson School of Management , University of Michigan, Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: January 24, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Size Matters, if You Control Your Junk
Clifford S. Asness , Andrea Frazzini , Ronen Israel , Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: January 23, 2015
Working Paper Series
1100 downloads

Incl. Electronic Paper Implicit Assumption and its Consequences with Expected Utility Maximization
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: January 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Real Value Risk Estimation Model for an Emerging Market
Sven Carlin
Amsterdam University of Applied Sciences - International Business School
Date Posted: January 23, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper How Robust Is Robust Covariance? Evidence from International Portfolio Selection
Tsung-Wu Ho
Shih Hsin University
Date Posted: January 23, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Do Analysts Forecasts Vary Too Much?
Russell J. Lundholm and Rafael Rogo
University of British Columbia - Sauder School of Business and University of British Columbia - Sauder School of Business
Date Posted: January 23, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Influence of Credit Ratings on Capital Structure
Seungho Baek and Joseph D. Cursio
University of North Dakota - College of Business & Public Administration and Illinois Institute of Technology - Stuart School of Business, IIT
Date Posted: January 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Evaluating International Financial Integration in a Center-Periphery Economy
Journal of International Economics, Vol. 95, No. 1, 2015
Changhua Yu
University of International Business and Economics
Date Posted: January 23, 2015
Accepted Paper Series
3 downloads

Incl. Fee Electronic Paper Long-Run Bulls and Bears
CEPR Discussion Paper No. DP10351
Rui A. Albuquerque , Martin Eichenbaum , Dimitris Papanikolaou and Sergio T. Rebelo
Boston University - School of Management , Northwestern University , Northwestern University - Kellogg School of Management - Department of Finance and Northwestern University - Kellogg School of Management
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Us Banks’ Behavior Since Lehman’S Collapse, Bailout Uncertainty and the Timing of Exit Strategies
CEPR Discussion Paper No. DP10349
Alex Cukierman
Tel Aviv University - Eitan Berglas School of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Advertising and Mutual Funds: From Families to Individual Funds
CEPR Discussion Paper No. DP10329
Steven T Gallaher , Ron Kaniel and Laura T. Starks
Southern New Hampshire University , University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
CEPR Discussion Paper No. DP10328
Murray Carlson , David A. Chapman , Ron Kaniel and Hong Yan
University of British Columbia (UBC) - Sauder School of Business , McIntire School, University of Virginia , University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
CEPR Discussion Paper No. DP10335
Martin Lettau , Sydney C. Ludvigson and Sai Ma
University of California - Haas School of Business , New York University - Department of Economics and New York University (NYU) - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper International Credit Flows and Pecuniary Externalities
CEPR Discussion Paper No. DP10339
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Date Posted: January 23, 2015
Working Paper Series


 

1 2 3 4 ... 861 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 1.157 seconds