Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 557,229
Full Text Papers: 460,032
Authors: 258,704
Papers Received in
  Last 12 months:
64,039

Paper Downloads:
To date: 77,449,546
Last 12 months: 9,691,716
Last 30 days: 672,127

CiteReader:  What's this?
Papers with
  Resolved
  References:
260,713
Total References: 9,009,750
Papers with Cites: 241,990
Total Citation
  Links:
5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: G1
14,835,345 Total downloads
Showing Papers 26,051 - 26,100 of 41,210
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Distressed Acquisitions
Jean-Marie A. Meier and Henri Servaes
London Business School - Department of Finance and London Business School
Date Posted: July 30, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper QE Auctions of Treasury Bonds
FEDS Working Paper No. 2014-48
Zhaogang Song and Haoxiang Zhu
Federal Reserve Board and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
DIW Berlin Discussion Paper No. 1399
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: July 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Perpetual American Options with Disconnected Exercise Regions in Lévy Models
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: July 29, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting House Prices in the 50 States Using Dynamic Model Averaging and Dynamic Model Selection
International Journal of Forecasting, Forthcoming
Lasse Bork and Stig Vinther Møller
Aalborg University - Department of Business and Management and University of Aarhus - CREATES
Date Posted: July 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Fragmentation and Price Discovery: A Comparison of Reg NMS and MIFID1
Frederick H. deB. Harris , Thomas H. McInish , Frank Sensenbrenner III and Robert Wood
Wake Forest University , University of Memphis - Fogelman College of Business and Economics , Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and University of Memphis - Fogelman College of Business and Economics
Date Posted: July 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Cash Flow News and the Investment Effect in the Cross-Section of Stock Returns
Mike Qinghao Mao and K. C. John Wei
Erasmus University Rotterdam and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: July 29, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper When Everyone Misses on the Same Side: Debiased Earnings Surprises and Stock Returns
Chin-Han Chiang , Wei Dai , Jianqing Fan , Harrison G. Hong and Jun Tu
Singapore Management University - Lee Kong Chian School of Business , Princeton University - Department of Operations Research & Financial Engineering (ORFE) , Princeton University - Bendheim Center for Finance , Princeton University - Department of Economics and Singapore Management University
Date Posted: July 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Official Demand for U.S. Debt: Implications for U.S. Real Rates
Iryna Kaminska and Gabriele Zinna
Bank of England and Bank of Italy
Date Posted: July 29, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Legal Opportunism, Litigation Risk, and IPO Underpricing
Journal of Business Research, Forthcoming
Thomas John Walker , Harry J. Turtle , Kuntara Pukthuanthong and Dolruedee Thiengtham
Concordia University, Quebec - Department of Finance , West Virginia University - College of Business & Economics , University of Missouri, Columbia and Concordia University, Quebec - John Molson School of Business
Date Posted: July 29, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Evaluating Contingent Convertible Securities
Richard Bußmann
China Agricultural University 中国农业大学
Date Posted: July 29, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper The Impact of Foreign Currency Derivatives on Monetary Policy Exchange Rate Channel in China
Wen Si
Shanghai Academy of Social Sciences (SASS)
Date Posted: July 29, 2014
Last Revised: July 30, 2014
Working Paper Series
5 downloads

Banking Sector Performance and Credit Spread
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: July 29, 2014
Working Paper Series

The Power of T-1 Returns
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: July 29, 2014
Working Paper Series

Incl. Electronic Paper Financial Markets in June 2014
Russian Economic Developments. Moscow. 2014, #7, pp. 10-13
Nikita Andrievskiy and Elizaveta Khudko
Gaidar Institute for Economic Policy and Russian Presidential Academy of National Economy and Public Administration
Date Posted: July 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Are Cash Flows Better Stock Return Predictors than Profits?
Stephen R. Foerster , John Tsagarelis and Grant Wang
University of Western Ontario - Richard Ivey School of Business , Primes Corporation and Highstreet Asset Management
Date Posted: July 28, 2014
Last Revised: July 30, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Multiperiod Portfolio Selection and Bayesian Dynamic Models
Petter N. Kolm and Gordon Ritter
New York University - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: July 28, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Conservatism and the Information Content of Earnings
Rock Center for Corporate Governance at Stanford University Working Paper No. 162, UNC Kenan-Flagler Research Paper
Mary E. Barth , Wayne R. Landsman , Vivek Raval and Sean Wang
Stanford University - Graduate School of Business , University of North Carolina Kenan-Flagler Business School , University of North Carolina - Kenan-Flagler Business School and University of North Carolina - Kenan-Flagler Business School
Date Posted: July 28, 2014
Working Paper Series
209 downloads

Incl. Electronic Paper Ms. Muffet, the Spider(Gram) and the Web of Macro-Financial Linkages
IMF Working Paper No. 14/99
Ricardo Javier Cervantes , Phakawa Jeasakul , Joseph Maloney and Li Ong
International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: July 28, 2014
Working Paper Series

Incl. Electronic Paper Cross-Market Spillovers with ‘Volatility Surprise’
Sofiane Aboura and Julien Chevallier
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG) and IPAG Business School
Date Posted: July 28, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Kuntara Pukthuanthong , Richard Roll and Junbo L. Wang
University of Missouri, Columbia , University of California, Los Angeles (UCLA) - Finance Area and University of Southern California - Marshall School of Business
Date Posted: July 28, 2014
Last Revised: July 29, 2014
Working Paper Series
6 downloads

Bitcoin – Is it a Bubble? Evidence from Unit Root Tests
Akash Malhotra and Mayank Maloo
Indian Institute of Technology Bombay and Indian Institute of Technology Bombay
Date Posted: July 28, 2014
Working Paper Series

Short Interest and Credit Spread Dynamics
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: July 27, 2014
Working Paper Series

Incl. Electronic Paper Supply and Demand Shocks in the Oil Market and their Predictive Power
Avihai (Avi) Rapaport
University of Chicago - Booth School of Business
Date Posted: July 27, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Towards Better Cost-Benefit Analysis: An Essay on Regulatory Management
Law and Contemporary Problems, Forthcoming
John C. Coates, IV
Harvard Law School
Date Posted: July 27, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Margin Regulation and Volatility
ECB Working Paper No. 1698
Johannes Brumm , Felix Kubler , Michael Grill and Karl H. Schmedders
University of Zurich , University of Zurich , European Central Bank (ECB) and Swiss Finance Institute
Date Posted: July 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities
Manuel Adelino , W. Scott Frame and Kristopher Gerardi
Duke University - Fuqua School of Business , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: July 27, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Information Acquisition and Decisions Under Risk and Ambiguity
Ralf Bergheim
University of Bochum - Macroeconomics
Date Posted: July 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Investment Competence and Advice Seeking
Kremena Bachmann and Thorsten Hens
University of Zurich - Swiss Banking Institute (ISB) and University of Zurich - Department of Banking and Finance
Date Posted: July 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper How Do Fair Value Measurements of Financial Instruments Affect Investments in Banks?
Ralf Bergheim , Jürgen Ernstberger and Michael W. M. Roos
University of Bochum - Macroeconomics , University of Bochum and University of Dortmund - Lehrstuhl für Wirtschafts-un Sozialstatistik
Date Posted: July 27, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Quest for Financial Stability in the Euro Area: The Role of Government Interventions
Renatas Kizys , Nikos Paltalidis and Konstantinos P. Vergos
Portsmouth Business School , Portsmouth Business School and University of Portsmouth
Date Posted: July 27, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Exit, Survival, and Competitive Equilibrium in Dealer Markets
Financial Review, Vol. 49, Issue 3, pp. 435-460, 2014
Kee H. Chung and Chairat Chuwonganant
State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Information Asymmetry, Trade Size, and the Dynamic Volume‐Return Relation: Evidence from the Australian Securities Exchange
Financial Review, Vol. 49, Issue 3, pp. 539-564, 2014
Yang Sun , Huu Nhan Duong and Harminder Singh
University of South Australia , Monash University - Department of Accounting and Finance and Deakin University - School of Accounting, Economics and Finance
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper What Drives ETF Flows?
Financial Review, Vol. 49, Issue 3, pp. 619-642, 2014
Christopher P. Clifford , Jon A. Fulkerson and Bradford D. Jordan
University of Kentucky , Loyola University Maryland - Sellinger School of Business & Management and University of Kentucky - Gatton College of Business and Economics
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Impact of Regulatory Enforcement on Leakages Prior to Analyst Recommendations
Financial Review, Vol. 49, Issue 3, pp. 565-592, 2014
Jeff Madura and Arjan Premti
Florida Atlantic University - College of Business and University of Wisconsin
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns
Financial Review, Vol. 49, Issue 3, pp. 511-538, 2014
Moonsoo Kang and Bong‐Soo Lee
Iona College and Florida State University
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Declining Role of NASDAQ Market Makers
Financial Review, Vol. 49, Issue 3, pp. 461-480, 2014
Jared F. Egginton
Louisiana Tech University - Department of Economics and Finance
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles
Financial Review, Vol. 49, Issue 3, pp. 593-618, 2014
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders
Financial Review, Vol. 49, Issue 3, pp. 481-509, 2014
Tom McInish , James Upson and Robert A. Wood
University of Memphis , University of Texas at El Paso and affiliation not provided to SSRN
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper Does the Probability of Informed Trading Model Fit Empirical Data?
Quan Gan , Wang Chun Wei and David James Johnstone
University of Sydney - Discipline of Finance , AustralianSuper and University of Sydney - Discipline of Finance
Date Posted: July 26, 2014
Working Paper Series
8 downloads

Offshore Operations and Bank Loan Contracting: Evidence from Firms that Set Up Subsidiaries in Offshore Financial Centers
Wenxia Ge , Jeong-Bon Kim V , TieMei Li and Yutao Li
University of Manitoba - Asper School of Business , City University of Hong Kong , University of Ottawa - School of Management and University of Lethbridge
Date Posted: July 26, 2014
Working Paper Series

Incl. Electronic Paper Bond Return Predictability: Economic Value and Links to the Macroeconomy
Antonio Gargano , Davide Pettenuzzo and Allan G. Timmermann
University of Melbourne , Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: July 26, 2014
Working Paper Series
7 downloads

Heterogeneity in Beliefs and Volatility Tail Behavior
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper Political Risk and Expected Government Bond Returns
Johan G. Duyvesteyn , Martin Martens and Patrick Verwijmeren
Robeco Asset Management , Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 26, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Price of Variance Risk
Ian Dew-Becker , Stefano Giglio , Anh Le and Marius Rodriguez
Kellogg School of Management - Department of Finance , University of Chicago - Booth School of Business , University of North Carolina Kenan-Flagler Business School and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Date Posted: July 26, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Riding the Bubble with Convex Incentives
Juan M. Sotes-Paladino and Fernando Zapatero
The University of Melbourne - Department of Finance and University of Southern California - Marshall School of Business
Date Posted: July 25, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Deconstructing the Volatility Smile
Romano Trabalzini and William A McGhee
Imperial College London and Royal Bank of Scotland (RBS)
Date Posted: July 25, 2014
Working Paper Series
20 downloads


 

1 2 3 4 ... Last | Next >


 

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo7 in 9.657 seconds