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Full Text Papers: 546,629
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SSRN eLibrary Search Results
JEL Code: G11
3,808,942 Total downloads
Showing Papers 261 - 310 of 9,908
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Incl. Electronic Paper Moderation by Extremes: Biases in Reward Perceptions Drive Compromise Effects in Financial Bundles
Peggy Liu , Cait Poynor Lamberton and Kelly Haws
Duke University - Marketing , University of Pittsburgh - Katz Graduate School of Business and Vanderbilt University – Marketing
Date Posted: February 10, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Impact of Dividend Payments on Stock Returns
Joakim Kvamvold and Snorre Lindset
Norwegian University of Science and Technology (NTNU) - Department of Economics and Norwegian University of Science and Technology (NTNU)
Date Posted: February 09, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Who is More Averse to Random Processes?
Sudhir A. Shah
Delhi School of Economics, University of Delhi
Date Posted: February 08, 2016
Working Paper Series
4 downloads

Asset Allocation and Stock Selection: Evidence from Static and Dynamic Strategies in Turkish Markets
Iktisat Isletme ve Finans, 29 (344), p.73-94
Tolgahan Yilmaz and Sema Dube
Independent and Yeditepe University
Date Posted: February 08, 2016
Accepted Paper Series

Incl. Electronic Paper A Conditional Equity Risk Model for Regulatory Assessment
Anthony Floryszczak , Jacques Lévy Véhel and Mohamed Majri
SMABTP , Regularity Team Inria Saclay and SMABTP
Date Posted: February 08, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Long Term ADR Performance: How Do Regional Issues Listed on the NYSE Compare to US and Regional Index Returns?
The International Journal of Business and Finance Research, v. 9 (3) p. 45-58
Mark Schaub and Todd A. Brown
Stephen F. Austin State University and Stephen F. Austin State University
Date Posted: February 08, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Portfolio Turnover Activity and Mutual Fund Performance
Claudia Champagne , Aymen Karoui and Saurin Patel
Université de Sherbrooke , University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and Richard Ivey School of Business, University of Western Ontario
Date Posted: February 08, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper On the Importance of Time Variability in Higher Moments for Asset Allocation
Journal of Financial Econometrics, 2012, Vol. 10(1), 84-123
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 07, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Impact of Crude Oil Price and Exchange Rate on Performance of Indian Stock Market
Asian Journal of Research in Banking and Finance Vol. 6, No. 2, February 2016, pp. 17-29
Saurabh Singh and Ritika Kapil
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University, Students
Date Posted: February 06, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Disparity in Wealth Accumulation: A Financial Market Approach
Raphaele Chappe and Willi Semmler Sr.
The New School for Social Research, Students and The New School - Department of Economics
Date Posted: February 05, 2016
Last Revised: February 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Note on Stochastic Dominance Criteria for Mixture Distributions
Markus Haas
University of Kiel - Faculty of Economics and Social Sciences
Date Posted: February 04, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Alternative Beta Strategies
Frank Benham , Roberto Jose Obregon , Edmund Walsh and Timur Yontar
Meketa Investment Group , Meketa Investment Group , Meketa Investment Group and Meketa Investment Group
Date Posted: February 04, 2016
Working Paper Series
60 downloads

Incl. Electronic Paper Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions
Journal of Corporate Finance, Forthcoming, Charles A. Dice Working Paper No. 2016-3, Fisher College of Business Working Paper No. 2016-03-03
Bernadette A. Minton and Catherine M. Schrand
Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department
Date Posted: February 04, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Emerging Markets and International Portfolio Optimization
International Journal of Management Sciences and Business Research, Volume 3, Issue 7
Farhat Khaoula and Slaheddine Hallara
Independent and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Date Posted: February 04, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper A Theory of Markovian Time Inconsistent Stochastic Control in Continuous Time
Tomas Bjork , Mariana Khapko and Agatha Murgoci
Stockholm School of Economics - Swedish House of Finance , Swedish House of Finance and University of Aarhus - School of Business and Social Sciences
Date Posted: February 04, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Lame Duck Presidency and Stock Returns
Youngsoo Kim and Jung Chul Park
University of Regina and University of South Florida
Date Posted: February 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Mark-to-Market Reinsurance and Portfolio Selection: Implications for Information Quality
Bong-Gyu Jang , Kyeong Tae Kim and Hyun-Tak Lee
Pohang University of Science and Technology (POSTECH) , POSTECH and Pohang University of Science and Technology (POSTECH)
Date Posted: February 03, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Verdeel en beheers: een slimme manier van indexbeleggen in aandelen (Divide and Manage: A Smart Approach to Non-Market Cap Equity Index Strategies)
Philip A. Stork and Philip Menco
VU University Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: February 03, 2016
Working Paper Series
5 downloads

Creating Value Through Corporate Venture Capital Programs: The Choice between Internal and External Fund Structures
Asel, P., Park, H. D., and Velamuri, S. R. 2015. Creating Value Through Corporate Venture Capital Programs: The Choice Between Internal and External Fund Structures, Journal of Private Equity, 19(1): 63-72
Paul Asel , Haemin D. Park and S. Ramakrishna Velamuri
International Finance Corporation , Drexel University - Department of Management and CEIBS
Date Posted: February 03, 2016
Accepted Paper Series

Incl. Electronic Paper The Performance of European Socially Responsible Fixed-Income Funds
Paulo Leite and Maria Ceu Cortez
Polytechnic Institute of Cavado and Ave - School of Management and University of Minho - School of Economics and Management
Date Posted: February 03, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Predictive Ability and Market Pricing of Fair Value Earnings Components for Closed-End Funds
Igor Goncharov , Daniel W. Collins and Wei Chen
Lancaster University - Management School , University of Iowa - Department of Accounting and University of Iowa - Henry B. Tippie College of Business
Date Posted: February 03, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
Woraphon Wattanatorn , Chaiyuth Padungsaksawasdi , Sarayut Nathaphan and Pornchai Chunhachinda
Thammasat University - Thammasat Business School , Thammasat Business School , Mahidol University International College (MUIC) and Thammasat University
Date Posted: February 02, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Should You Buy or Sell Tail Risk Hedges? A Filtered Bootstrap Approach
Lorenzo Baldassini
Independent
Date Posted: February 02, 2016
Working Paper Series
25 downloads

Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies
Journal of Business Finance & Accounting, Forthcoming
Jo Danbolt , Antonios Siganos and Abongeh A. Tunyi
University of Edinburgh Business School , University of Glasgow and Liverpool Hope University
Date Posted: February 02, 2016
Accepted Paper Series

Incl. Electronic Paper Commonality in Liquidity in Transatlantic Trading Venues
Pankaj K. Jain , Mohamed A. Mekhaimer and Sandra Mortal
University of Memphis - Fogelman College of Business and Economics , Clarkson University and University of Memphis
Date Posted: February 02, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper On Pre-Commitment Aspects of a Time-Consistent Strategy for a Mean-Variance Investor
Fei Cong and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) and Center for Mathematics and Computer Science (CWI)
Date Posted: February 01, 2016
Last Revised: February 07, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Demographics, Investment Behaviour and Economic Growth – A Study in Bengaluru
Anju K J and Anuradha PS
Christ University, Bengaluru and Christ University, Bangalore
Date Posted: February 01, 2016
Last Revised: February 02, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Normal Return Gaps
William W. Jennings , Thomas C. O'Malley and Brian C. Payne
U.S. Air Force Academy - Department of Management , U.S. Air Force Academy - Department of Management and US Air Force Academy
Date Posted: February 01, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Can Analysts Assess Fundamental Risk and Valuation Uncertainty? An Empirical Analysis of Scenario-Based Value Estimates
Journal of Financial Economics (JFE), Forthcoming, Stanford University Graduate School of Business Research Paper No. 16-13
Peter R. Joos , Joseph D. Piotroski and Suraj Srinivasan
Morgan Stanley , Stanford Graduate School of Business and Harvard Business School
Date Posted: February 01, 2016
Accepted Paper Series
52 downloads

Incl. Electronic Paper What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending
FRB Atlanta Working Paper No. 2016-1
Kaiji Chen , Jue Ren and Tao A. Zha
Emory University - Department of Economics , Emory University and Federal Reserve Bank of Atlanta
Date Posted: February 01, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Taxonomy of Beta Based on Investment Outcomes
Sanne De Boer , Michael J. LaBella and Sarah Reifsteck
QS Investors , QS Investors and QS Investors
Date Posted: February 01, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Hedge Fund and Private Investor Activism: Evidence from Hong Kong
Frank M.K. Wong
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Date Posted: February 01, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Risk Seeking or Risk Aversion? Phenomenology and Perception
Caterina Lucarelli , Mario Maggi and Pierpaolo Uberti
Università Politecnica delle Marche , University of Pavia - Department of Economics and Management and Università degli Studi di Genova - Department of Economics and Quantitative Methods (DIEM)
Date Posted: February 01, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Why Are Successive Cohorts of Listed Firms Persistently Riskier?
European Financial Management Journal, Forthcoming
Anup Srivastava and Senyo Y. Tse
Tuck School of Business at Dartmouth and Texas A&M University - Lowry Mays College & Graduate School of Business
Date Posted: January 30, 2016
Last Revised: February 04, 2016
Accepted Paper Series
19 downloads

Incl. Electronic Paper Actual and Perceived Financial Sophistication and Wealth Accumulation: The Role of Education and Gender
CFS Working Paper No. 528
Christina E. Bannier and Milena Neubert
Johannes Gutenberg-University Mainz and Johannes Gutenberg-University Mainz
Date Posted: January 29, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Diseño De Un Portafolio De Inversión a Partir De Un Modelo De Programación No Lineal: Caso Colombia 2013-2014 (Design of a Investment Portfolio Using Non-Linear Programming: Case of Colombia 2013-2014)
Revista Internacional Administración & Finanzas, v. 9 (2) p. 35-47, 2016,
John Dairo Ramírez Aristizábal, and Eduardo Alexander Duque Grisales
Institución Universitaria ESUMER and Institución Universitaria ESUMER
Date Posted: January 29, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Why Do Equal-Weighted Portfolios Outperform Value-Weighted Portfolios?
Yuliya Plyakha , Raman Uppal and Grigory Vilkov
Universite du Luxembourg - School of Finance , EDHEC Business School and Frankfurt School of Finance & Management
Date Posted: January 29, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper A Review of Behavioural and Management Effects in Mutual Fund Performance
Forthcoming, International Review of Financial Analysis
Keith Cuthbertson , Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and University College Cork - Department of Economics
Date Posted: January 29, 2016
Accepted Paper Series
105 downloads

Incl. Electronic Paper Algorithms for Generating a Valid Correlation Matrix for Financial Applications
Kin Hung (Felix) Kan
Independent
Date Posted: January 28, 2016
Last Revised: February 04, 2016
Working Paper Series
102 downloads

The Role of the Temporary Component in Spot Prices in the Revision of Expected Future Spot Prices: Evidence from Index Futures Quotes
The Journal of Futures Markets, Vol. 32, No. 3, 230–251 (2012),
Hyung Cheol Kang , Dong Wook Lee , Eun Jung Lee and Kyung Suh Park
University of Seoul, College of Business Administration , Korea University Business School , Hanyang University and Korea University - Department of Finance
Date Posted: January 28, 2016
Accepted Paper Series

Incl. Electronic Paper Uncovering Expected Returns: Information in Analyst Coverage Proxies
Stanford University Graduate School of Business Research Paper No. 16-12
Charles M.C. Lee and Eric C. So
Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: January 27, 2016
Working Paper Series
86 downloads

Incl. Electronic Paper Trading Cost Management of Mutual Funds
Ran Xing
Erasmus University Rotterdam (EUR)
Date Posted: January 27, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper The Sharpe Ratio of Estimated Efficient Portfolios
Finance Research Letters, Forthcoming
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: January 27, 2016
Last Revised: February 08, 2016
Accepted Paper Series
31 downloads

Incl. Electronic Paper Does Household Finance Matter? Small Financial Errors with Large Social Costs
Harjoat Singh Bhamra and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School
Date Posted: January 27, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper A Portrait of the Individual Investor: Survey Evidence from 17 Different Provinces in China
Zhixin Dai , Meng Yong and Nathalie Odin
GATE CNRS UMR 5824 , Shanxi University of Finance and Economics - Department of Statistics and University of Lyon 1
Date Posted: January 27, 2016
Working Paper Series
28 downloads

The Role of Trading Volume in the 'Volatility Puzzle'
Asia-Pacific Journal of Financial Studies (2015) 44, 783–809,
Dong Wook Lee
Korea University Business School
Date Posted: January 27, 2016
Accepted Paper Series

Incl. Electronic Paper Evidence and Effects of Social Referencing Investor Behaviour During Market Bubbles
“Evidence of Social Referencing Behaviour during Market Bubbles” (Stephen Chen, Brenda Spotton Visano, Michael Lui, Chaohui Lu) IAENG International Journal of Computer Science, Volume 37 Issue 4, Pages 359-366 London, U.K , 2010,
Stephen Chen , Brenda Spotton Visano , Michael Lui and Chaohui Lu
York University , York University , York University and Carleton University
Date Posted: January 27, 2016
Accepted Paper Series
5 downloads

Incl. Fee Electronic Paper Skewness Seeking in a Dynamic Portfolio Choice Experiment
CEPR Discussion Paper No. DP11056
Isabelle Brocas , Juan D. Carrillo , Aleksandar Giga and Fernando Zapatero
University of Southern California - Department of Economics , University of Southern California - Department of Economics , University of Southern California and University of Southern California - Marshall School of Business
Date Posted: January 27, 2016
Working Paper Series

Incl. Electronic Paper Technology Trends in Indian Stock Exchanges: A Study of Mode of Trading at NSE
Gangineni Dhananjhay and R. Siva Ram Prasad
Acharya Nagarjuna University and Acharya Nagarjuna University - Department of Commerce and Business Administration
Date Posted: January 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Trading Strategies Based on Past Returns – Evidence from Germany
Martin H. Schmidt
Humboldt University of Berlin - School of Business and Economics
Date Posted: January 26, 2016
Working Paper Series
46 downloads


 

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