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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 684,131
Full Text Papers: 573,989
Authors: 315,003
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  Last 12 months:
68,231

Paper Downloads:
To date: 101,330,300
Last 12 months: 12,943,940
Last 30 days: 863,062

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306,508
Total References: 8,990,993
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Total Citation
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5,770,148
Papers with
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  Footnotes:
91,665
Total Footnotes: 8,995,294


SSRN eLibrary Search Results
JEL Code: G12
8,275,558 Total downloads
Showing Papers 2,161 - 2,210 of 18,024
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1 2 3 4 ... 361 | Next >
   

Incl. Electronic Paper Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion
BIS Working Paper No. 573
Lubos Komarek, Kristyna Ters and Jörg Urban
Czech National Bank, University of Basel and Bank for International Settlements (BIS)
Date Posted: July 26, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Market Integration and Global Crashes
Swiss Finance Institute Research Paper No. 16-49
Semyon Malamud and Aytek Malkhozov
Ecole Polytechnique Federale de Lausanne and Bank for International Settlements (BIS)
Date Posted: July 25, 2016
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
CEPR Discussion Paper No. DP11401
Tobias Adrian, Richard K. Crump and Erik Vogt
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: July 25, 2016
Working Paper Series

Incl. Electronic Paper Is Economic Uncertainty Priced in the Cross-Section of Individual Stocks?
Turan G. Bali, Stephen Brown, Qiusha Peng and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business, Cambridge Endowment for Research in Finance, University of Cambridge and Fordham University - Gabelli School of Business
Date Posted: July 25, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Women in the Boardroom and Their Impact on Default Risk: A Pitch
Searat Ali
Griffith University, Griffith Business School, Department of Accounting, Finance and Economics, Students
Date Posted: July 24, 2016
Working Paper Series
6 downloads

Portfolio Valuation Under Liquidity and Expected Shortfall Constraints
Hwayoung Lee, Nick Constantinou and John G O'Hara
University of Essex - Centre for Computational Finance and Economic Agents, University of Essex - Essex Business School and University of Essex - Centre for Computational Finance and Economic Agents
Date Posted: July 24, 2016
Working Paper Series

Incl. Electronic Paper Jumps and Stochastic Volatility in Crude Oil Prices and Advances in Average Option Pricing
Quantitative Finance (Forthcoming)
Ioannis Kyriakou, Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School, Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 24, 2016
Accepted Paper Series
17 downloads

Incl. Electronic Paper Value Investing with Dividend-to-Market Ratio
Yiqing Dai
University of Adelaide, Students
Date Posted: July 24, 2016
Working Paper Series
36 downloads

Predicting Option Model Performance: Price Fitting Versus Efficiency Based Measures
Berk Orbay, Refik Güllü and Wolfgang Hörmann
Boğaziçi University - Department of Industrial Engineering, Boğaziçi University - Department of Industrial Engineering and Boğaziçi University - Department of Industrial Engineering
Date Posted: July 23, 2016
Working Paper Series

Incl. Electronic Paper On the Transactions Costs of Quantitative Easing
BIS Working Paper No. 571
Francis Breedon and Philip Turner
University of London, Queen Mary - School of Economics and Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: July 22, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Online Appendix to 'Patient Capital Outperformance'
Journal of Financial Economics (JFE), Forthcoming
Martijn Cremers and Ankur Pareek
University of Notre Dame and Rutgers University
Date Posted: July 21, 2016
Accepted Paper Series
3 downloads

Value Relevance of Conservative and Non-Conservative Accounting Information
The International Journal of Accounting, Volume 44, pp. 219-238, 2009
Dimitrios V Kousenidis, Anestis Ladas and Christos Negakis
Aristotle University of Thessaloniki, University of Macedonia - Accounting and Finance and University of Macedonia
Date Posted: July 21, 2016
Accepted Paper Series

Incl. Electronic Paper Tax-Loss Carry Forwards and Returns
Jack Favilukis, Ron Giammarino and Jose Pizarro
University of British Columbia (UBC) - Division of Finance, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
Date Posted: July 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility
Arabinda Basistha, Alexander Kurov and Marketa Halova Wolfe
West Virginia University - College of Business & Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Date Posted: July 21, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Generalized Asset Pricing: Expected Downside Risk-Based Equilibrium Modelling
Economic Modelling, Vol. 52, (PB), 2016
Mihály Ormos and Dusán Timotity
Budapest University of Technology and Economics - Department of Finance and Budapest University of Technology and Economics - Department of Finance
Date Posted: July 21, 2016
Accepted Paper Series
14 downloads

ETFs, High-Frequency Trading and Flash Crashes
Journalof Portfolio Management, 2016
Irene Aldridge
BigDataFinance.org
Date Posted: July 21, 2016
Accepted Paper Series

Incl. Electronic Paper Internet Appendix to 'A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices'
Farshid Abdi and Angelo Ranaldo
University of St. Gallen - School of Finance and University of St. Gallen
Date Posted: July 21, 2016
Last Revised: July 24, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence
José Da Fonseca and Yahua Xu
Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Department of Finance
Date Posted: July 20, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures
Giacomo Bormetti, Roberto Casarin, Fulvio Corsi and Giulia Livieri

Date Posted: July 19, 2016
Last Revised: July 21, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper The Profitability of Low Volatility
David Blitz and Milan Vidojevic
Robeco Asset Management - Quantitative Strategies and VU University Amsterdam, Finance, Students
Date Posted: July 19, 2016
Working Paper Series
89 downloads

Incl. Electronic Paper The Evolution of Valuation in Bankruptcy
will be presented at 2016 National Conference of Bankruptcy Judges; Am. Bankr. L. J. (Forthcoming)
Michael Simkovic
Seton Hall Law School
Date Posted: July 19, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Accounting Comparability and Corporate Innovative Efficiency
Justin Chircop, Daniel W. Collins and Lars Helge Hass
Lancaster University Management School, University of Iowa - Department of Accounting and Lancaster University - Management School
Date Posted: July 18, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Flash Crashes: The Role of Information Processing Based Subordination and the Cauchy Distribution in Market Instability
Edgar Parker Jr.
New York Life Insurance Company
Date Posted: July 18, 2016
Working Paper Series
24 downloads

Do Macroeconomic Variables Impact the Indian Stock Market?
islam, habib 2016," Do Macroeconomic Variables Impact the Indian Stock Market?" Journal of commerce and accounting research vol. 5 issue 3 july 2016
Khalid Ul Islam and Mohsina Habib
Department of Commerce, Delhi School of Economics, University of Delhi and University of Kashmir, Department of Commerce
Date Posted: July 16, 2016
Last Revised: July 26, 2016
Accepted Paper Series

Incl. Electronic Paper Mortgage Rates and Credit Risk: Evidence from Mortgage Pools
Gaetano Antinolfi, Celso Brunetti and Jay Im
Washington University in Saint Louis - Department of Economics, Board of Governors of the Federal Reserve System and Duke University - Fuqua School of Business
Date Posted: July 15, 2016
Working Paper Series
23 downloads

Incl. Fee Electronic Paper Front‐Running Scalping Strategies and Market Manipulation: Why Does High‐Frequency Trading Need Stricter Regulation?
Financial Review, Vol. 51, Issue 3, pp. 363-402, 2016
Viktor Manahov
University of York
Date Posted: July 15, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Mitigating Estimation Risk in Asset Allocation: Diagonal Models Versus 1/N Diversification
Financial Review, Vol. 51, Issue 3, pp. 403-433, 2016
Chris T. Stivers and Licheng Sun
University of Louisville and Old Dominion University
Date Posted: July 15, 2016
Accepted Paper Series

Incl. Electronic Paper An Illustration of How to Price Asset Swaps with Accrued Interest
Nicholas Burgess
Independent
Date Posted: July 14, 2016
Last Revised: July 19, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Expected Currency Returns and Volatility Risk Premia
Jose Renato Haas Ornelas
Central Bank of Brazil
Date Posted: July 14, 2016
Last Revised: July 23, 2016
Working Paper Series
74 downloads

Incl. Electronic Paper Economic Policy Uncertainty in China and Stock Market Expected Returns
Jian Chen, Fuwei Jiang and Guoshi Tong
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) - School of Finance and Renmin University
Date Posted: July 13, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Brexit and Short-Selling Disclosures
Alexandra Koehl
University of Kiel - Institute for Quantitative Business and Economics Research (QBER)
Date Posted: July 13, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper Oil Project Selection by Metrics
USAEE Working Paper No. 16-267
Magne Emhjellen and Petter Osmundsen
Petoro A.S. and University of Stavanger
Date Posted: July 13, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Carry Investing on the Yield Curve
Paul Beekhuizen, Johan G. Duyvesteyn, Martin Martens and Casper Zomerdijk
Robeco Asset Management, Robeco Asset Management, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Date Posted: July 13, 2016
Working Paper Series
63 downloads

Incl. Electronic Paper What Drives Anomaly Returns?
Lars A. Lochstoer and Paul C. Tetlock
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Date Posted: July 13, 2016
Working Paper Series
104 downloads

Neighborhood Effect on Stock Price Comovement
North American Journal of Economics and Finance, Vol. 35, Pp. 1-22, 2016
Mingsheng Li and Zhao Xin
Bowling Green State University - College of Business Administration and Independent
Date Posted: July 13, 2016
Accepted Paper Series

Incl. Electronic Paper The Impact of Broker Market Structure on Stock Liquidity
Wai-Man (Raymond) Liu, Joshua Iyn Zhou Soo and Geoff Warren
School of Finance, Actuarial Studies & Statistics, Australian National University, Deloitte Australia and Australian National University (ANU) - School of Finance & Applied Statistics
Date Posted: July 12, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Negative Nominal Interest Rates on Loans: The Newly-Established Normal Practice?
Economic Alternatives Journal, Issue 2, 2016
Petar Peshev and Ivaylo Beev
University of National and World Economy and University of National and World Economy (UNWE) - Department of Economics
Date Posted: July 12, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Information Content of 10-K Narratives: Comparing MD&A and Footnotes Disclosures
Amir Amel-Zadeh and Jonathan Faasse
University of Cambridge - Judge Business School and University of Cambridge - Judge Business School
Date Posted: July 12, 2016
Working Paper Series
60 downloads

Incl. Electronic Paper Write on the Money?
Lew Burton, Nikunj Kapadia and Brandon G Sneider
University of Massachusetts Amherst, University of Massachusetts Amherst - Department of Finance and University of Massachusetts Amherst - Department of Finance
Date Posted: July 12, 2016
Last Revised: July 20, 2016
Working Paper Series
50 downloads

IPOs, the Level of Private Equity Engagement and Stock Performance Matters: Empirical Evidence from Germany
Andreas Oehler, Tim Alexander Herberger, Matthias Horn and Henrik Schalkowski
Bamberg University, Bamberg University, Independent and University of Bamberg
Date Posted: July 11, 2016
Working Paper Series

The Impact of Central Clearing on Credit Default Swap Spreads - Evidence from the North American and European Corporate Credit Default Swap Market
Andreas Oehler and Benjamin Hartl
Bamberg University and Independent
Date Posted: July 11, 2016
Working Paper Series

Incl. Electronic Paper Pairs Trading Strategy and Idiosyncratic Risk. Evidence in Spain and Europe.
Marisa Mazo, Maria Esther Vaquero Lafuente and Ricardo Gimeno
Comillas Pontifical University, Comillas Pontifical University - Department of Financial Management and Bank of Spain
Date Posted: July 11, 2016
Working Paper Series
71 downloads

Incl. Electronic Paper Firm Policies, Growth Options and Credit Risk
WBS Finance Group Research Paper
Andrea Gamba and Alessio Saretto
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: July 11, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Out of the Limelight But in Play: Trading and Liquidity of Media and Off-Media Stocks
Lily H. Fang, Jun Qian and Huiping Zhang
INSEAD - Finance, Shanghai Advanced Institute of Finance(SAIF), Shanghai Jiao Tong University and James Cook University - College of Business, Law and Governance,
Date Posted: July 11, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Leverage and Illiquidity Contagion
Conghui Hu, Yu-Jane Liu and Ning Zhu
University of International Business and Economics, Peking University - Guanghua School of Management and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: July 11, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Estimating Jump-Diffusions Using Closed-Form Likelihood Expansions -- Online Supplementary Material
Chenxu Li and Dachuan Chen
Peking University and University of Illinois at Chicago
Date Posted: July 11, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Yahoo Finance Search and Earnings Announcements
Alastair Lawrence, James P. Ryans, Estelle Sun and Nikolay Laptev
University of California, Berkeley - Haas School of Business, London Business School, Boston University - Questrom School of Business and Yahoo! Research Labs
Date Posted: July 09, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper Multi-Level Monte Carlo Simulation for the Heston Stochastic Volatility Model
Chao Zheng
Heriot-Watt University - Actuarial Maths & Statistics
Date Posted: July 08, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Portfolio Diversification Effects of Catastrophe Bonds
Steven P. Clark, Mike Dickson Jr. and Faith Roberts Neale
University of North Carolina (UNC) at Charlotte, Horizon Investments and University of North Carolina at Charlotte
Date Posted: July 08, 2016
Working Paper Series
38 downloads

Pricing Sovereign Credit Risk of an Emerging Market
ECB Working Paper No. 1924
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal (Mospan) and Dobromil Serwa
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland
Date Posted: July 08, 2016
Working Paper Series


 

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