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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months:
69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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239,806
Total References: 8,539,827
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5,733,423
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,115,881 Total downloads
Showing Papers 23,501 - 23,550 of 36,967
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Predictable Components of Individual Stock Volatility
Qian Deng
University of Illinois at Urbana-Champaign
Date Posted: July 08, 2008
Working Paper Series
118 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Predicting Bankruptcy: A New Structural Implementation
Hui Hao
Queen's School of Business
Date Posted: August 31, 2005
Working Paper Series
411 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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