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13,115,881 Total downloads
Showing Papers 23,501 - 23,550 of 36,967
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Predictability Revisited: UK Equity Returns 1965 to 2007
Irish Accounting Review, Vol. 17, No. 2, Winter 2010, pp 1-20
David Bowen
,
Mark C. Hutchinson
and
Niall O'Sullivan
University College Cork
,
University College Cork
and
University College Cork, Ireland.
Date Posted: May 28, 2013
Last Revised: May 29, 2013
Accepted Paper Series
6 downloads
Predictable Behavior, Profits, and Attention
AFA 2006 Boston Meetings Paper
Mark S. Seasholes and
Guojun Wu
Hong Kong University of Science & Technology (HKUST)
and
University of Houston
Date Posted: March 22, 2005
Working Paper Series
1191 downloads
Predictable Changes in NAV: The Wildcard Option in Transacting Mutual Fund Shares
John Chalmers ,
Roger M. Edelen and
Gregory B. Kadlec
University of Oregon
,
University of California, Davis - Graduate School of Management
and
Virginia Polytechnic Institute & State University - Pamplin College of Business
Date Posted: November 22, 1999
Working Paper Series
778 downloads
Predictable Components of Individual Stock Volatility
Qian Deng
University of Illinois at Urbana-Champaign
Date Posted: July 08, 2008
Working Paper Series
118 downloads
Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Michael Neumann
and
George S. Skiadopoulos
Queen Mary, University of London - School of Economics and Finance
and
University of Piraeus
Date Posted: December 31, 2010
Last Revised: March 12, 2012
Accepted Paper Series
342 downloads
Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Journal of Financial and Quantitative Analysis, Forthcoming
Michael Neumann
and
George S. Skiadopoulos
Queen Mary, University of London - School of Economics and Finance
and
University of Piraeus
Date Posted: March 12, 2012
Accepted Paper Series
Predictable Dynamics in Implied Volatility Surfaces from OTC Currency Options
Journal of Banking and Finance, Vol. 34, No. 6, 2010
George Chalamandaris
and
Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance
and
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: October 11, 2009
Last Revised: April 19, 2010
Accepted Paper Series
132 downloads
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
EFMA 2003 Helsinki Meetings
Silvia Goncalves and
Massimo Guidolin
University of Montreal - Department of Economics
and
Bocconi University - Department of Finance
Date Posted: June 16, 2003
Working Paper Series
1191 downloads
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
Journal of Business, Vol. 79, No. 3, pp. 1591-1635, May 2006
Silvia Goncalves and
Massimo Guidolin
University of Montreal - Department of Economics
and
Bocconi University - Department of Finance
Date Posted: January 21, 2005
Accepted Paper Series
Predictable Dynamics in the Small Stock Premium
Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: June 10, 2012
Last Revised: February 01, 2013
Working Paper Series
115 downloads
Predictable Excess Fixed-Income Returns: The Canadian Case
Journal of Fixed Income, Fall 1997
Richard Deaves
McMaster University - Michael G. DeGroote School of Business
Date Posted: May 04, 1998
Accepted Paper Series
Predictable Investment Horizons and Wealth Transfers among Mutual Fund Shareholders
AFA 2004 San Diego Meetings
Woodrow T. Johnson
U.S. Securities and Exchange Commission
Date Posted: July 22, 2003
Working Paper Series
371 downloads
Predictable Responses in Currency Markets to Macroeconomic News: A Trading System Approach
23rd Australasian Finance and Banking Conference 2010 Paper
Warwick Schneller and
Bruce James Vanstone
Bond University - Finance
and
Bond University
Date Posted: August 24, 2010
Working Paper Series
156 downloads
Predictable Return Distributions
Thomas Quistgaard Pedersen
University of Aarhus - CREATES
Date Posted: August 15, 2010
Working Paper Series
124 downloads
Predictable Risk and Returns in Emerging Markets
THE REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 3
Campbell R. Harvey
Duke University - Fuqua School of Business
Date Posted: August 22, 1998
Accepted Paper Series
Predictable Risk and Returns in Emerging Markets
Campbell R. Harvey
Duke University - Fuqua School of Business
Date Posted: September 12, 2005
Working Paper Series
1136 downloads
Predictable Risks and Predictive Regression in Present-Value Models
Ilaria Piatti
and
Fabio Trojani
University of Lugano
and
Swiss Finance Institute
Date Posted: March 15, 2011
Last Revised: November 23, 2012
Working Paper Series
140 downloads
Predicting and Explaining IPO Underperformance
Daniel Hoechle
and
Markus M. Schmid
University of Basel - Department of Finance
and
University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: September 13, 2007
Last Revised: June 15, 2013
Working Paper Series
720 downloads
Predicting Asset Returns in Developed and Emerging Markets
Ankit Sharma II
and
Keyur B. Thaker
Indian Institute of Management Indore
and
Indian Institute of Management Indore
Date Posted: August 26, 2012
Last Revised: October 25, 2012
Working Paper Series
56 downloads
Predicting Bank Failures: Evidence from 2007 to 2010
Dan J. Jordan
,
Douglas Rice ,
Jacques Sanchez
,
Christopher Walker
and
Donald H. Wort
Dominican University of California
,
Golden Gate University - Ageno School of Business
,
Bank of the West
,
affiliation not provided to SSRN
and
California State University, East Bay
Date Posted: August 04, 2010
Working Paper Series
351 downloads
Predicting Bankruptcy: A New Structural Implementation
Hui Hao
Queen's School of Business
Date Posted: August 31, 2005
Working Paper Series
411 downloads
Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models
Axel Groß-Klußmann
and
Nikolaus Hautsch
Humboldt Universität zu Berlin
and
Humboldt-Universität zu Berlin
Date Posted: July 15, 2011
Working Paper Series
64 downloads
Predicting Break-Points in Trading Strategies with Twitter
Arnaud Vincent
and
Margaret Armstrong
École Nationale Supérieure des Mines de Paris
and
Cerna Mines-Paristech
Date Posted: October 02, 2010
Last Revised: October 13, 2010
Working Paper Series
1006 downloads
Predicting Commercial Real Estate Yields: A Note on Institutional and Cultural Factors as Measures of Risk
Daniel Baraz
Bregman-Baraz Real Estate (B-BRE)
Date Posted: April 25, 2009
Last Revised: May 04, 2009
Working Paper Series
161 downloads
Predicting Credit Spreads
Peter H. Ritchken
,
C. N. V. Krishnan and
James B. Thomson
Case Western Reserve University - Department of Banking & Finance
,
Case Western Reserve University - Department of Banking & Finance
and
University of Akron
Date Posted: June 26, 2007
Last Revised: November 03, 2008
Working Paper Series
511 downloads
Predicting Currency Fluctuations and Crises: Do Resident Firms Have an Informational Advantage?
World Bank Policy Research Paper No. 2259
Daniel Kaufmann ,
Gil Mehrez and
Sergio L. Schmukler
The Brookings Institution
,
International Monetary Fund (IMF)
and
World Bank - Development Research Group (DECRG)
Date Posted: November 15, 1999
Working Paper Series
342 downloads
Predicting Currency Fluctuations and Crises: Do Resident Firms Have an Informational Advantage?
Journal of International Money and Finance, Forthcoming
Daniel Kaufmann ,
Gil Mehrez and
Sergio L. Schmukler
The Brookings Institution
,
International Monetary Fund (IMF)
and
World Bank - Development Research Group (DECRG)
Date Posted: January 15, 2004
Accepted Paper Series
112 downloads
Predicting Customer Lifetime Value in Multi-Service Industries
ERIM Report Series Reference No. ERS-2003-038-MKT
Bas Donkers ,
Peter C. Verhoef
and
Martijn de Jong
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
University of Groningen - Department of Marketing & Marketing Research
and
Tilburg University - Department of Marketing
Date Posted: August 26, 2006
Working Paper Series
1796 downloads
Predicting Default Probabilities and Implementing Trading Strategies for Emerging Markets Bond Portfolios
Stefania Ciraolo ,
Andrea Berardi and
Michele Trova
KU Leuven - Department of Economics
,
University of Verona - Dipartimento Studi Finanziari
and
Gruppo Monte Paschi Asset Management SGR SpA
Date Posted: March 18, 2002
Working Paper Series
313 downloads
Predicting Defined Benefit Pension Returns: The Impact of SFAS 132 Required Disclosure of Asset Allocation Information
Joanne M. Doyle
,
Kenneth M. Eades and
Brooks Marshall
James Madison University
,
University of Virginia (UVA) - Darden School of Business
and
James Madison University - Finance and Business Law Program
Date Posted: October 17, 2009
Working Paper Series
91 downloads
Predicting Equity Liquidity
Northwestern University Dept. of Finance Working Paper No. 205
William Breen ,
Laurie Simon Hodrick and
Robert A. Korajczyk
Northwestern University - Kellogg School of Management
,
Columbia Business School - Finance and Economics
and
Northwestern University - Kellogg School of Management
Date Posted: January 09, 2001
Working Paper Series
1312 downloads
Predicting Equity Liquidity
Management Science, Vol. 48, No. 4, pp. 470-483, April 2002, copyright
William Breen ,
Laurie Simon Hodrick and
Robert A. Korajczyk
Northwestern University - Kellogg School of Management
,
Columbia Business School - Finance and Economics
and
Northwestern University - Kellogg School of Management
Date Posted: February 07, 2003
Accepted Paper Series
Predicting Exchange Rates via a Futures Market
Marek Capinski and
Wiktor Patena
AGH University of Science and Technology
and
National-Louis University - Nowy Sacz School of Business
Date Posted: September 26, 2006
Working Paper Series
238 downloads
Predicting Extreme Returns and Portfolio Management Implications
Greg Stevenson
,
Andy Fodor
and
Nathan Mauck
University of Tulsa
,
Ohio University
and
University of Missouri - Kansas City
Date Posted: January 20, 2011
Last Revised: May 15, 2012
Working Paper Series
376 downloads
Predicting Failure in the Commercial Banking Industry
Networks Financial Institute Working Paper No. 2011-WP-27
John Tatom
and
Reza Houston
Indiana State University - Scott College of Business
and
affiliation not provided to SSRN
Date Posted: December 07, 2011
Working Paper Series
81 downloads
Predicting Financial Crashes Using Discrete Scale Invariance
Anders Johansen and
Didier Sornette
Riso National Laboratory - Wind Energy Department
and
Swiss Finance Institute
Date Posted: April 28, 2000
Working Paper Series
696 downloads
Predicting Financial Crashes Using Discrete Scale Invariance
Journal of Risk, Vol. 1, 1999
Anders Johansen and
Didier Sornette
Riso National Laboratory - Wind Energy Department
and
Swiss Finance Institute
Date Posted: April 28, 2000
Accepted Paper Series
Predicting Financial Volatility: High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility
Martin Martens and
Jason Zein
Erasmus University Rotterdam (EUR)
and
Australian School of Business
Date Posted: March 01, 2002
Working Paper Series
871 downloads
Predicting First-Year Returns of Health Care IPOs
Richard Borghesi
and
Thomas Pencek
University of South Florida
and
University of South Florida - College of Business Administration
Date Posted: September 26, 2012
Last Revised: December 22, 2012
Working Paper Series
25 downloads
Predicting French Takeover Targets: New Empirical Evidence
Zahia Hamouda
and
Taher Hamza
University of Sousse
and
Institut Supérieur de Gestion de Sousse
Date Posted: March 21, 2010
Last Revised: April 13, 2010
Working Paper Series
159 downloads
Predicting Future Earnings Growth: A Test of the Dividend Payout Ratio in the Australian Market
The International Journal of Business and Finance Research, Vol. 4, No. 2, pp. 43-58, 2010
Anthony Flint
,
Andrew Tan
and
Gary Gang Tian
University of Wollongong
,
University of Wollongong
and
University of Wollongong
Date Posted: September 09, 2010
Accepted Paper Series
257 downloads
Predicting German Stock and Bond Returns with Macro-Variables: Evidence of Market Timing
Stuart Hyde and
Kristian Kappel
University of Manchester - Manchester Business School
and
Ernst & Young LLP
Date Posted: January 11, 2010
Working Paper Series
314 downloads
Predicting Global Stock Returns
Board of Governors of the Federal Reserve System, International Finance Discussion Paper No. 933
Erik Hjalmarsson
Queen Mary - University of London, School of Economics and Finance
Date Posted: July 10, 2008
Working Paper Series
596 downloads
Predicting Gold Ores Price
Ivan Kitov
Russian Academy of Sciences (RAS) - Institute for the Geospheres Dynamics
Date Posted: May 25, 2009
Working Paper Series
167 downloads
Predicting Hedge Fund Failure: A Comparison of Risk Measures
Bing Liang and
Hyuna Park
University of Massachusetts at Amherst - Department of Finance & Operations Management
and
Minnesota State University
Date Posted: April 30, 2007
Last Revised: September 11, 2009
Working Paper Series
1581 downloads
Predicting Inflation: Portfolio Erosion or Collapse?
George Crawford
,
Jim Kyung-Soo Liew and
Andrew Marks
The Investment Research Foundation
,
Johns Hopkins University - Carey Business School
and
The Investment Research Foundation
Date Posted: October 04, 2012
Last Revised: November 07, 2012
Working Paper Series
25 downloads
Predicting Long-Term Earnings Growth from Multiple Information Sources
Zhan Gao
and
Wan-Ting Wu
Lancaster University
and
University of Massachusetts Boston
Date Posted: January 28, 2010
Last Revised: January 07, 2013
Working Paper Series
244 downloads
Predicting Long-Term Earnings Growth: Comparisons of Expected Return Models, Submartingales and Value Line Analysts
Michael S. Rozeff, Predicting Long-Term Earnings Growth: Comparisons of Expected Return Models, Submartingales and Value Line Analysts, John Wiley & Sons Limited (Reproduced with permission), Vol. 2, No. 4, pp. 425-435, 1983
Michael S. Rozeff
SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: October 12, 2005
Accepted Paper Series
278 downloads
Predicting Market Returns Using Aggregate Implied Cost of Capital
Journal of Financial Economics (JFE), Forthcoming
Yan Li
,
David Ng and
Bhaskaran Swaminathan
Temple University - Department of Finance
,
Cornell University
and
LSV Asset Management
Date Posted: March 21, 2011
Last Revised: March 25, 2013
Accepted Paper Series
389 downloads
Predicting Mutual Fund Performance: A Portfolio Commonality Approach
International Journal of Business, Vol. 8, No. 1, 2003
Louis T. W. Cheng ,
Kam C. Chan ,
Lynn Pi and
Larry Guin
Hong Kong Polytechnic University - School of Accounting and Finance
,
Western Kentucky University - Department of Accounting and Finance
,
The Institute of Financial Planners of Hong Kong
and
Murray State University
Date Posted: August 21, 2003
Accepted Paper Series
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