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Abstracts: 624,004
Full Text Papers: 520,058
Authors: 287,934
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  Last 12 months:
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Last 30 days: 817,681

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SSRN eLibrary Search Results
JEL Code: G11
3,586,259 Total downloads
Showing Papers 2,401 - 2,450 of 9,452
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1 2 3 4 ... 190 | Next >
   


Which Chinese Markets to Diversify Into
Leo H. Chan
Woodbury School of Business, Utah Valley University
Date Posted: August 29, 2015
Working Paper Series

Incl. Electronic Paper Investor Preference and Stock Price Underreaction: Evidence from Post Earnings Announcement Drift
Yawen Jiao
University of California, Riverside
Date Posted: August 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Historical VaR, CVaR and ES to Liquidation: 'A New Tool to Measure Risk by Regulators and Fund Managers'
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: August 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Pricing of Default Risk and Stock Returns: A New Distress Puzzle?
Jeroen van Zundert
Robeco Quantitative Strategies
Date Posted: August 29, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Should Football Coaches Wear a Suit? The Impact of Skill and Management Structure on Serie A Clubs’ Performance
Costanza Torricelli , Maria Cesira Urzí Brancati and Luca Mirtoleni
University of Modena and Reggio Emilia - Department of Economics , University of Modena and Reggio Emilia and Università degli studi di Modena e Reggio Emilia (UNIMORE) - Center for Research in Banking and Finance (CEFIN)
Date Posted: August 29, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Prices and Volatilities in the Corporate Bond Market
Fisher College of Business Working Paper No. 2015-03-18, Charles A. Dice Center Working Paper No. 2015-18
Jack Bao , Jia Chen , Kewei Hou and Lei Lu
Board of Governors of the Federal Reserve System , Peking University - Guanghua School of Management , Ohio State University (OSU) - Department of Finance and Peking University - Guanghua School of Management
Date Posted: August 29, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Implied Risk Aversion: An Alternative Rating System for Retail Structured Products
Holger Fink , Sebastian Geissel , Jörn Sass and Frank Thomas Seifried
Chair of Financial Econometrics, Institute of Statistics, Ludwig-Maximilians-Universität München , University of Kaiserslautern , University of Kaiserslautern - Department of Mathematics and University of Trier
Date Posted: August 28, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Persistency of the Momentum Effect: The Role of Consistent Winners and Losers
Hong-Yi Chen , Pin-Huang Chou and Chia-Hsun Hsieh
National Chengchi University , National Central University and National Central University at Taiwan
Date Posted: August 28, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Does Product Familiarity Matter for Participation?
Netspar Discussion Paper No. 05/2015-027
Nicola Fuchs-Schundeln and Michael Haliassos
Goethe University Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: August 27, 2015
Working Paper Series
2 downloads

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment
Sheung-Chi Chow , Kurt Hon , Wing-Keung Wong and Kai Yin Woo
Hong Kong Baptist University (HKBU) , Hong Kong Shue Yan University , Hong Kong Baptist University (HKBU) and Hong Kong Shue Yan University
Date Posted: August 27, 2015
Working Paper Series

Incl. Electronic Paper Fama and French Factors and Their Regression Tendencies: Improving the Accuracy of Risk Assessments
Tim Drost
Duisenberg School of Finance
Date Posted: August 27, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Reverse Mortgages: What Homeowners (Don't) Know and How it Matters
Netspar Discussion Paper No. 06/2015-024
Thomas Davidoff , Patrick Gerhard and Thomas Post
University of British Columbia (UBC) - Sauder School of Business , Maastricht University and Maastricht University - School of Business and Economics - Department of Finance
Date Posted: August 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper High Dimensional Global Minimum Variance Portfolio
Li Hua , Bai Zhidong and Wing-Keung Wong
Changchun University - Department of Science , Hong Kong Baptist University (HKBU) - Department of Economics and Hong Kong Baptist University (HKBU)
Date Posted: August 27, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Stock Market Investment: The Role of Human Capital
FEDS Working Paper No. 2015-065
Kartik Athreya , Felicia Ionescu and Urvi Neelakantan
Federal Reserve Banks - Federal Reserve Bank of Richmond , Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: August 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Modern Business of War
Sen and Durano, The Remaking of Social Contracts, Zedbooks, London, 2014, Chapter 3
Oscar Ugarteche
Instituto de Investigaciones Económicas UNAM
Date Posted: August 26, 2015
Accepted Paper Series
6 downloads

Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets
Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Andy Naranjo , David C. Ling and Emanuela Giacomini
University of Florida - Warrington College of Business Administration , University of Florida - Hough Graduate School of Business Administration and University of Florida - Warrington College of Business Administration
Date Posted: August 26, 2015
Accepted Paper Series

Is Your Tax-Managed Fund Manager Hiding in the Closet?
Journal of Wealth Management, Vol 18, No. 2 (Fall 2015)
Dale L. Domian , Philip Gibson and David Nanigian
York University - School of Administrative Studies , Texas Tech University and The American College
Date Posted: August 26, 2015
Accepted Paper Series

Incl. Electronic Paper L’Oro Come 'Safe Haven Asset'? Evidenze Empiriche Basate Su Un Confronto Fra Diverse Attività Finanziarie (Gold as a Safe Haven Asset? Empirical Evidence from a Comparison of Different Financial Assets)
Bank of Italy Occasional Paper No. 277
Franco Panfili , Francesco Daini , Francesco Potente Sr. and Giuseppe Reale
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: August 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Unobserved Returns from Entrepreneurship
Sarada .
University of Wisconsin - Madison - School of Business
Date Posted: August 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Minimizing the Expected Lifetime Spent in Drawdown Under Proportional Consumption
Finance Research Letters, Forthcoming
Bahman Angoshtari , Erhan Bayraktar and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics , University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: August 25, 2015
Last Revised: August 26, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Size Signals Success: Evidence from Real Estate Private Equity
Sebastian Krautz and Franz Fuerst
EBS Universität für Wirtschaft und Recht and University of Cambridge - Department of Land Economy
Date Posted: August 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions
Hannah Lea Hühn
Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg
Date Posted: August 25, 2015
Last Revised: August 28, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How are They Related?
BIS Working Paper No. 509
Jimmy Shek , Ilhyock Shim and Hyun Song Shin
Bank for International Settlements (BIS) , Bank for International Settlements (BIS) and Bank for International Settlements
Date Posted: August 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Extreme Events in Stock Market Fundamental Factors
James N Gualtieri and Natalia Sizova
Rice University and Rice University
Date Posted: August 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Improving Withdrawal Rates in a Low Yield World
Andrew K. Miller
Miller Financial Management, LLC
Date Posted: August 23, 2015
Working Paper Series
20 downloads

A Novel Initialization of PSO for Costly Portfolio Selection Problems
Department of Management, Università Ca' Foscari Venezia Working Paper No. 2015 / 04,
Marco Corazza , Giacomo di Tollo , Giovanni Fasano and Raffaele Pesenti
Ca Foscari University of Venice - Department of Economics , Independent , Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Date Posted: August 23, 2015
Working Paper Series

Incl. Electronic Paper Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
Simone Farinelli and Luisa Tibiletti
Core Dynamics GmbH and University of Turin - Department of Management
Date Posted: August 22, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Impact of UCITS IV Directive on European Mutual Funds Performance
Khim Veasna and Hery Razafitombo
University of Lorraine - CEREFIGE Research Center and University of Lorraine - CEREFIGE Research Center
Date Posted: August 21, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Downside Gambling and Asset Prices
Qunzi Zhang
Shandong University
Date Posted: August 21, 2015
Last Revised: August 22, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper The Acceleration Effect and Gamma Factor in Asset Pricing
Swiss Finance Institute Research Paper No. 15-30
Diego Ardila , Zalàn Forrò and Didier Sornette
ETH Zurich , Independent and Swiss Finance Institute
Date Posted: August 21, 2015
Working Paper Series
102 downloads

Incl. Electronic Paper Low-Beta Investment Strategies
Olaf Korn and Laura-Chloé Kuntz
Georg-August-Universität Göttingen and Georg-August-Universität Göttingen
Date Posted: August 20, 2015
Last Revised: August 27, 2015
Working Paper Series
59 downloads

Incl. Electronic Paper Mutual Fund Objective Misclassification: Causes and Consequences
Dennis Bams , Rogér Otten and Ehsan Ramezanifar
Maastricht University - Department of Finance , Maastricht University - Department of Finance and Maastricht University - Department of Finance
Date Posted: August 20, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper The Role of Investment Banking in M&A Operations: Empiric Pre and Post Lehman Evidence
International Finance and Banking (ISSN 2374-2089), 2014, Vol. 1, No. 2
Vincenzo Capizzi and Renato Giovannini
Eastern Piedmont University and Guglielmo Marconi University - Department of Economics and Management
Date Posted: August 20, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Momentum Crash Management
Mahdi Heidari
Stockholm School of Economics
Date Posted: August 20, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper A Study of Momentum and Contrarian Strategies Based Portfolios in US Market
Venkata Vijay Kumar Pasupuleti
Indian Institute of Management (IIM), Raipur
Date Posted: August 20, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Beyond Momentum: Investigating Statistical Learning for Winners-Minus-Losers Anomalies
Nick Inglis , Bruce James Vanstone and Tobias Hahn
Bond University , Bond University and Bond University
Date Posted: August 20, 2015
Working Paper Series
56 downloads

Incl. Electronic Paper Size and Value Matter, But Not the Way You Thought
Marie Lambert , Boris Fays and Georges Hubner
University of Liege - HEC Management School , University of Liege - HEC Management School and HEC Management School - University of Liège
Date Posted: August 20, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Another Test of the Efficiency of a Given Portfolio
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: August 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Supply and Demand of S&P 500 Put Options
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-38
George M. Constantinides and Lei Lian
University of Chicago - Booth School of Business and University of Massachusetts Amherst - Isenberg School of Management
Date Posted: August 19, 2015
Last Revised: August 25, 2015
Working Paper Series
81 downloads

Incl. Electronic Paper Influenţa Preţului Petrolului Asupra Acţiunilor Listate La Bursa De Valori Bucureşti (The Influence of the Oil Price on Stocks Listed at the Bucharest Stock Exchange)
Impactul transformărilor socio-economice și tehnologice la nivel national, european si mondial; Nr.3/2015, Vol.3,
Madalina Oana Popescu
Romanian Academy - Institute for World Economy
Date Posted: August 19, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Fred-Md: A Monthly Database for Macroeconomic Research
FRB St Louis Paper No. FEDLWP2015-012
Michael W. McCracken and Serena Ng
Federal Reserve Banks - Federal Reserve Bank of Saint Louis and Columbia Business School - Economics Department
Date Posted: August 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Welfare Cost of Business Cycles with Heterogeneous Trading Technologies
Review, Vol. 97, Issue 1, pp. 67-85, 2015
YiLi Chien
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: August 19, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Heterogeneity in Decentralized Asset Markets
FRB of Philadelphia Working Paper No. FEDPWP15-22
Julien Hugonnier , Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne , Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Date Posted: August 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Analysis and Computations in Determining a Financial Proxy Corresponding to De-Trending
Siya Goodwill Chule , Marie de Beer Sr. and Sibusiso Moyo
DUT Research and Postgraduate Support , Durban University of Technology and Independent
Date Posted: August 19, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Mean-Risk Hedging Strategies in Electricity Markets with Limited Liquidity
ZEW - Centre for European Economic Research Discussion Paper No. 15-056
Oliver Woll
University of Duisburg-Essen
Date Posted: August 19, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Mortgage Debt and Social Externalities
Cristian Badarinza
University of Oxford - Said Business School
Date Posted: August 19, 2015
Working Paper Series
1 downloads

A Review of the Literature on Methods of Computing the Implied Cost of Capital
International Review of Financial Analysis, Forthcoming
Fabian Echterling , Brigitte Eierle and Simeon Ketterer
University of Bamberg , University of Bamberg and University of Bamberg
Date Posted: August 18, 2015
Accepted Paper Series

Incl. Electronic Paper Stock Market Mean Reversion and Portfolio Choice over the Life Cycle
Netspar Discussion Paper No. 06/2015-018
Alexander Michaelides and Yuxin Zhang
Imperial College Business School and Imperial College London
Date Posted: August 18, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Market Proxies as Factors in Linear Asset Pricing Models: Still Living with the Roll Critique (Extended Version)
Todd Prono
American University - Kogod School of Business
Date Posted: August 18, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Are College Education and Job Experience Complements or Substitutes? Evidence from Hedge Fund Portfolio Performance
Byoung Uk Kang , Jin-Mo Kim , Oded Palmon and Zhaodong Zhong
The Hong Kong Polytechnic University - School of Accounting and Finance , Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick , Rutgers Business School and Rutgers University
Date Posted: August 18, 2015
Working Paper Series
33 downloads


 

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