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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 694,814
Full Text Papers: 584,013
Authors: 320,315
Papers Received in
  Last 12 months:
67,276

Paper Downloads:
To date: 103,523,297
Last 12 months: 13,127,765
Last 30 days: 1,047,329

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  Resolved
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307,802
Total References: 9,007,996
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Total Citation
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5,804,245
Papers with
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  Footnotes:
91,653
Total Footnotes: 8,994,130


SSRN eLibrary Search Results
JEL Code: G12
8,399,887 Total downloads
Showing Papers 2,161 - 2,210 of 18,230
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1 2 3 4 ... 365 | Next >
   

Incl. Electronic Paper The Speed of Communication
Shiyang Huang, Byoung-Hyoun Hwang and Dong Lou
The University of Hong Kong - School of Economics and Finance, Cornell University - Dyson School of Applied Economics and Management and London School of Economics & Political Science (LSE)
Date Posted: October 01, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Understanding Asset Pricing Anomalies Across the Globe: The Role of Newswatchers
Peng Mark Li, Qi Zhang, Charlie X. Cai and Kevin Keasey
University of Leeds - Leeds University Business School (LUBS), University of Leeds - Leeds University Business School (LUBS), Leeds University Business School and University of Leeds - Division of Accounting and Finance
Date Posted: September 30, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Sovereign GDP-Linked Bonds
Bank of England Financial Stability Paper No. 39
James Benford, Mark Joy, Mark Kruger and Tom Best
Bank of England, Bank of England, Government of Canada - Bank of Canada and Bank of England
Date Posted: September 30, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Spatial Dependence in Asset Pricing Models
Bing Zhu and Stanimira Milcheva
University of Regensburg and University of Reading - Henley Business School
Date Posted: September 30, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper High Risk Episodes and the Equity Size Premium
Naresh Bansal, Robert A. Connolly and Chris T. Stivers
Saint Louis University - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of Louisville
Date Posted: September 30, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
Wenxin Du, Salil Gadgil, Michael B. Gordy and Clara Vega
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve and Board of Governors of the Federal Reserve System
Date Posted: September 30, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Municipal Borrowing Costs and State Policies for Distressed Municipalities
Pengjie Gao, Chang Lee and Dermot Murphy
University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and University of Illinois at Chicago - Department of Finance
Date Posted: September 30, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Performance of the Implied Equity Duration in Small Stock Markets
Olga Fullana and David Toscano
Universidad CEU Cardenal Herrera and University of Liverpool
Date Posted: September 30, 2016
Working Paper Series
6 downloads

Stochastic Correlation and Risk Premia in Term Structure Models
Journal of Empirical Finance, Vol. 37, 2016
Carl Chiarella, Chih-Ying Hsiao and Thuy Duong To
University of Technology, Sydney - UTS Business School, Finance Discipline Group, University of Technology, Sydney and University of New South Wales, Sydney
Date Posted: September 29, 2016
Accepted Paper Series

Incl. Electronic Paper Interest Rate Risk, Longevity Risk and the Solvency of Life Insurers
ICIR Working Paper Series No. 23/2016
Elia Berdin
International Center for Insurance Regulation
Date Posted: September 29, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Intraday Market Making with Overnight Inventory Costs
Tobias Adrian, Agostino Capponi, Erik Vogt and Hongzhong Zhang
Federal Reserve Bank of New York, Columbia University, Federal Reserve Bank of New York and Columbia University
Date Posted: September 29, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper The Role of U.S. Market on International Risk-Return Tradeoff Relations
Licheng Sun, Liang Meng and Mohammad Najand
Old Dominion University, Old Dominion University and Old Dominion University - Finance
Date Posted: September 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades: First Results
SAFE Working Paper No. 145
Christian Geppert, Alexander Ludwig and Raphael Abiry
Organization for Economic Co-Operation and Development (OECD) - Directorate for Employment, Labour and Social Affairs (ELS), Goethe University Frankfurt - Research Center SAFE and Centre for European Economic Research (ZEW)
Date Posted: September 28, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Bond Risk Premia, Macroeconomic Factors and Financial Crisis in the Euro Area
ECB Working Paper No. 1938
Juan A. Garcia and Sebastian E. V. Werner
European Central Bank (ECB) and Catholic University of Louvain (UCL)
Date Posted: September 28, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Risk-Managed Industry Momentum and Momentum Crashes
Klaus Grobys, Joni Ruotsalainen and Janne Jaakko Äijö
University of Vaasa, affiliation not provided to SSRN and University of Vaasa, Department of Accounting and Finance
Date Posted: September 28, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper Deflation and Stock Prices
Michael Clemens
BankInvest Group
Date Posted: September 27, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Pricing Dollar Strength Risk
Marcelo Bianconi and Marco Sammon
Tufts University - Department of Economics and Kellogg School of Management - Department of Finance
Date Posted: September 27, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Financial Stability and Interest-Rate Policy: A Quantitative Assessment of Costs and Benefits
IMF Working Paper No. 16/73
Andreas Pescatori and Stefan Laseen
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: September 27, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper The Macroeconomic Shock with the Highest Price of Risk
Bank of England Working Paper No. 616
Gabor Pinter
Bank of England
Date Posted: September 26, 2016
Working Paper Series
10 downloads

Incl. Fee Electronic Paper The Booms and Busts of Beta Arbitrage
CEPR Discussion Paper No. DP11531
Shiyang Huang, Dong Lou and Christopher Polk
The University of Hong Kong - School of Economics and Finance, London School of Economics & Political Science (LSE) and London School of Economics
Date Posted: September 26, 2016
Working Paper Series

Incl. Electronic Paper The Financialization of the Term Structure of Risk Premia in Commodity Markets
Edouard Jaeck
Université Paris Dauphine - Department of Finance
Date Posted: September 26, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Idiosyncratic Risk, Costly Arbitrage and Asymmetry: Evidence from Pairs Trading
Stephanie Sarah Riedinger
Catholic University of Eichstaett-Ingolstadt - Ingolstadt School of Management
Date Posted: September 26, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Liquidity-Risk-Premium Free Price Models of Government Bonds and Currency Forwards in Persistently Informed Markets
Aryo Sasongko, Cynthia Afriani, Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department, Universitas Indonesia, Graduate School of Management, Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: September 26, 2016
Last Revised: October 01, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Kurtosis as Peakedness: The Phoenix from the Ashes
Foundations for Scientific Investing, Sixth Edition, October 2016
Timothy Falcon Crack
University of Otago - Department of Accountancy and Finance
Date Posted: September 26, 2016
Last Revised: September 27, 2016
Accepted Paper Series
15 downloads

Incl. Electronic Paper Debt Collateralization, Capital Structure, and Maximal Leverage
Feixue Gong and Gregory Phelan
Massachusetts Institute of Technology (MIT) and Williams College
Date Posted: September 26, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Collateralized Borrowing and Increasing Risk
Economic Theory, Forthcoming
Gregory Phelan
Williams College
Date Posted: September 26, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Costs of Corporate Bond Issue in Coal Mining Companies
Contemporary Economics, Vol. 10, No. 2, pp. 99-112, 2016
Agata Sierpińska-Sawicz and Patrycja Barbara Bąk
Poznan University of Economics and AGH University of Science and Technology
Date Posted: September 25, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Impact of the Economic Crisis on House Prices in the Czech Republic Measured on Hedonic Price Index on Bank Data
The Narodowy Bank Polski Workshop: Recent Trends in the Real Estate Market And its Analysis, 2013
Martin Lux and Petr Sunega
Academy of Sciences of the Czech Republic - Institute of Sociology and Academy of Sciences of the Czech Republic
Date Posted: September 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Activating the Covered Bonds Market in Poland – The Need for Regulatory Improvements
The Narodowy Bank Polski Workshop: Recent Trends in the Real Estate Market and its Analysis, 2013
Agnieszka Tułodziecka and Agnieszka Nierodka
Independent and Independent
Date Posted: September 24, 2016
Working Paper Series
3 downloads

Dissecting Arbitrage Costs
F.Y. Eric C. Lam, Chishen Wei and Kuo-Chiang (John) Wei
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences, Nanyang Technological University (NTU) - Division of Banking & Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: September 24, 2016
Working Paper Series

Incl. Electronic Paper Housing Bubble and Government Regulation: Evidence from China
NBP Working Paper No. 243, Volume 2, Narodowy Bank Polski Workshop: Recent Trends in the Real Estate Market and Its Analysis (2015 Edition)
Jerry Cao, Bihong Huang and Rose Neng Lai
Singapore Management University - Lee Kong Chian School of Business, University of Macau - Department of Finance and Business Economics and University of Macau - Faculty of Business Administration
Date Posted: September 23, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Pricing and Liquidity in Decentralized Asset Markets
Semih Uslu
Johns Hopkins Carey Business School
Date Posted: September 22, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Market Liquidity and the U.S. Government Shutdown of 2013
Ryan T. Ball, Venky Nagar and Jordan Schoenfeld
The Stephen M. Ross School of Business at the University of Michigan, University of Michigan, Stephen M. Ross School of Business and University of Utah
Date Posted: September 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper W-MPS Risk Aversion and the Shadow CAPM: Theory and Empirical Evidence
Lin Huang, Chenghu Ma and Hiroyuki Nakata
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Fudan University - School of Management and University of Tokyo - Faculty of Economics
Date Posted: September 21, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Performance of Relative-Value Equity Strategies
Nicholas Anderson
University of Chicago Booth School of Business
Date Posted: September 21, 2016
Working Paper Series
78 downloads

Incl. Electronic Paper An Efficient Factor from Basis Anomalies
Bingzhi Zhao
Duke University
Date Posted: September 21, 2016
Last Revised: September 28, 2016
Working Paper Series
54 downloads

Incl. Electronic Paper Market Power in the Portfolio: Product Market Competition and Mutual Fund Performance
Stefan Jaspersen
University of Cologne - Centre for Financial Research (CFR)
Date Posted: September 21, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods
SAFE Working Paper No. 144
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Date Posted: September 21, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Static vs Adapted Optimal Execution Strategies in Two Benchmark Trading Models
Damiano Brigo and Clément Piat
Imperial College London - Department of Mathematics and Imperial College London - Department of Mathematics
Date Posted: September 21, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Top Management Team Compensation and Innovative Efficiency
Justin Chircop, Lars Helge Hass and Skrålan Vergauwe
Lancaster University Management School, Lancaster University - Management School and Lancaster University - Management School
Date Posted: September 21, 2016
Working Paper Series
21 downloads

Value Investing within the Universe of S&P500 Equities
Gasper Smolic and Ales S. Berk
Independent and University of Ljubljana - Faculty of Economics
Date Posted: September 20, 2016
Working Paper Series

Incl. Electronic Paper Bounds for VIX Futures Given S&P 500 Smiles
Julien Guyon, Romain Menegaux and Marcel Nutz
Bloomberg L.P., Bloomberg L.P. and Columbia University
Date Posted: September 20, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper The Consequences of REIT Index Membership for Return Patterns
Andrey D. Pavlov, Eva Steiner and Susan M. Wachter
Simon Fraser University (SFU) - Finance Area, School of Hotel Administration, Cornell University and University of Pennsylvania - Wharton School, Department of Real Estate
Date Posted: September 20, 2016
Working Paper Series
94 downloads

Incl. Electronic Paper Local and Stochastic Volatility Under Stochastic Interest Rates Using Mixture Models and the Multidimensional Fractional FFT
Mark S. Joshi and Navin Ranasinghe
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: September 20, 2016
Working Paper Series
119 downloads

Incl. Electronic Paper Algorithmic Differentiation for Callable Exotics
Alexandre Antonov
Numerix
Date Posted: September 19, 2016
Working Paper Series
80 downloads

Incl. Electronic Paper Term Structure of Hedging Premia and Basis Arbitrages in Synthetic-Cash Credit Market
Tommaso Colozza
University of Florence - Department of Economics and Management
Date Posted: September 19, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The ECB's Asset Purchase Programme: An Early Assessment
ECB Working Paper No. 1956
Philippe Andrade, Johannes H. Breckenfelder, Fiorella de Fiore, Peter Karadi and Oreste Tristani
Banque de France, European Central Bank (ECB) - Financial Research, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Date Posted: September 19, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Do Rare Events Explain CDX Tranche Spreads?
Sang Byung Seo and Jessica A. Wachter
University of Houston - C.T. Bauer College of Business and University of Pennsylvania - Finance Department
Date Posted: September 19, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Intrinsic Value in Stock Return
Ben Jansen
Florida Atlantic University, Students
Date Posted: September 18, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Do Domestic Sentiment and the Spillover of U.S. Investor Sentiment Impact Mexican Stock Market Returns?
Daniel Perez-Liston, Daniel Huerta and Juan Gutierrez
University of Saint Thomas, Houston - Department of Economics and Finance, College of Charleston - Department of Economics & Finance and University of Texas - Rio Grande Valley
Date Posted: September 18, 2016
Working Paper Series
5 downloads


 

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