Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
Papers Received in
  Last 12 months:
69,655

Paper Downloads:
To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

CiteReader:  What's this?
Papers with
  Resolved
  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links:
5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,113,024 Total downloads
Showing Papers 27,051 - 27,100 of 36,957
Sort By
1 2 3 4 ... Last | Next >


Small-Samples and EVT Estimators for Computing Risk Measures: Simulation and Empirical Evidences
THE RISK MODELING EVALUATION HANDBOOK, McGraw-Hill, pp. 339-361, 2010
Alexander Kudrov
National Research University Higher School of Economics
Date Posted: May 11, 2010
Accepted Paper Series

Small-Time Asymptotics for Implied Volatility Under a General Local-Stochastic Volatility Model
Applied Mathematical Finance, Vol. 18, No. 6, 2011
Martin Forde and Antoine Jacquier
Dublin City University - Department of Mathematical Sciences and Imperial College London - Department of Mathematics
Date Posted: November 27, 2009
Last Revised: June 04, 2012
Accepted Paper Series

Incl. Electronic Paper Smart Beta Strategies: The Social Responsibility of Investment Universes Does Matter
Philippe Bertrand and Vincent Lapointe
IAE Aix-en-Provence, Aix Marseille University, CERGAM and GREQAM
Date Posted: April 21, 2013
Last Revised: June 15, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Smart Expansion and Fast Calibration for Jump Diffusion
Eric Benhamou , Emmanuel Gobet and Mohammed Miri
Pricing Partners , Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees and Pricing Partners
Date Posted: January 01, 2008
Last Revised: December 30, 2009
Working Paper Series
696 downloads

Incl. Electronic Paper Smart Fund Managers? Stupid Money?
Dan Bernhardt and Ryan J. Davies
University of Illinois at Urbana-Champaign - Department of Economics and Babson College - Finance Division
Date Posted: May 10, 2004
Last Revised: August 07, 2008
Working Paper Series
603 downloads

Smart Fund Managers? Stupid Money?
Canadian Journal of Economics, Forthcoming
Dan Bernhardt and Ryan J. Davies
University of Illinois at Urbana-Champaign - Department of Economics and Babson College - Finance Division
Date Posted: August 12, 2008
Accepted Paper Series

Incl. Electronic Paper Smart Institutions: The Sell Side of It
Wenlan Qian
National University of Singapore - NUS Business School
Date Posted: March 29, 2010
Last Revised: June 11, 2013
Working Paper Series
267 downloads

Incl. Electronic Paper Smart Investing and the Role of Financial Advice - Evidence from a Natural Experiment Using Data Around a Tax Law Change
Lutz Horn , Steffen Meyer and Andreas Hackethal
Goethe University Frankfurt , Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Date Posted: February 19, 2009
Last Revised: March 16, 2009
Working Paper Series
174 downloads

Incl. Electronic Paper Smart Modeling of the Inflation Market: Taking into Account the Seasonality
Risk Magazine, Inflation Risk, July 2004 Supplement
Nabyl Belgrade and Eric Benhamou
CDC Ixis Capital Markets and Pricing Partners
Date Posted: August 17, 2004
Last Revised: December 10, 2007
Accepted Paper Series
1802 downloads

Incl. Electronic Paper Smart Money in Malaysian Islamic and Conventional Equity Funds
Ainulashikin Marzuki and Andrew C. Worthington
Griffith University and Griffith University
Date Posted: August 20, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Smart Money or Smart about Money? Evidence from Hedge Funds
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Date Posted: November 04, 2009
Last Revised: March 16, 2010
Working Paper Series
284 downloads

Incl. Electronic Paper Smart Money, Dumb Money, and Learning Type from Price
J.B. Heaton III and Nick Polson
Bartlit Beck Herman Palenchar & Scott LLP and University of Chicago - Booth School of Business
Date Posted: August 09, 2011
Last Revised: June 15, 2012
Working Paper Series
186 downloads

Incl. Electronic Paper Smart Monte Carlo: Various Tricks Using Malliavin Calculus
Goldman Sachs Working Paper; EFA 2002 Berlin Meetings Discussion Paper
Eric Benhamou
Pricing Partners
Date Posted: March 02, 2002
Working Paper Series
1719 downloads

Incl. Electronic Paper Smart Mortgages, Privacy and the Regulatory Possibility of Infomediation
U of Colorado Law Legal Studies Research Paper No. 09-13
Scott R. Peppet
University of Colorado Law School
Date Posted: August 22, 2009
Working Paper Series
200 downloads

Smart Order Routing and Best Execution
AMCIS 2009 Proceedings, Paper 155
Gregor Pujol
affiliation not provided to SSRN
Date Posted: September 22, 2009
Last Revised: October 07, 2009
Accepted Paper Series

Smart Order Routing Technology in the New European Equity Trading Landscape
Proceedings of the 9th IFIP Conference on e-Business, e-Services, and e-Society (I3E 2009)
Bartholomäus Ende , Peter Gomber and Marco Lutat
Goethe University Frankfurt Faculty of Economics and Business Administration , Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: September 22, 2009
Accepted Paper Series

Incl. Electronic Paper Smile Dynamics I
Lorenzo Bergomi
Societe Generale
Date Posted: October 24, 2009
Working Paper Series
1681 downloads

Incl. Electronic Paper Smile Dynamics II
Lorenzo Bergomi
Societe Generale
Date Posted: October 24, 2009
Working Paper Series
1371 downloads

Incl. Electronic Paper Smile Dynamics III
Lorenzo Bergomi
Societe Generale
Date Posted: October 24, 2009
Working Paper Series
1472 downloads

Incl. Electronic Paper Smile Dynamics IV
Lorenzo Bergomi
Societe Generale
Date Posted: December 13, 2009
Working Paper Series
1595 downloads

Incl. Electronic Paper Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility
Martin Wallmeier
University of Fribourg (Switzerland) - Faculty of Economics and Social Science
Date Posted: March 15, 2012
Last Revised: August 14, 2012
Working Paper Series
168 downloads

Incl. Electronic Paper Smiles All Around: FX Joint Calibration in a Multi-Heston Model
Journal of Banking and Finance, Forthcoming
Alvise De Col , Alessandro Gnoatto and Martino Grasselli
Independent , Ludwig-Maximilians-Universität Munich and University of Padua
Date Posted: January 09, 2012
Last Revised: June 13, 2013
Accepted Paper Series
128 downloads

Smiles, Bid-Ask Spread and Option Pricing
European Financial Management
Juan Ignacio Peña , Gonzalo Rubio and Gregorio Serna
Universidad Carlos III de Madrid - Department of Business Administration , University of the Basque Country - Departamento de Fundamentos del Analisis Economico I and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: August 22, 2000
Accepted Paper Series

Incl. Electronic Paper Smiling at Convexity: Bridging Swaption Skews and CMS Adjustments
Fabio Mercurio and Andrea Pallavicini
Bloomberg L.P. and Banca IMI
Date Posted: March 21, 2006
Working Paper Series
1965 downloads

Incl. Electronic Paper Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams
Olivier Bachem , Gabriel G. Drimus and Walter Farkas
Swiss Federal Institute of Technology Zurich - Department of Mathematics , Institute of Banking and Finance, University of Zürich and University of Zurich, Department of Banking and Finance
Date Posted: November 08, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Smooth Simultaneous Calibration of the LMM to Caplets and Coterminal Swaptions
Ferdinando Ametrano and Mark S. Joshi
Banca IMI - Financial Engineering and University of Melbourne - Centre for Actuarial Studies
Date Posted: February 15, 2008
Working Paper Series
2369 downloads

Smooth Transition ARCH Models: Estimation, Testing and Forecasting
Review of Quantitative Finance and Accounting
Ramon P. DeGennaro and Junsoo Lee
University of Tennessee, Knoxville - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: August 26, 1999
Accepted Paper Series

Incl. Electronic Paper Smooth Transition Patterns in the Realized Stock Bond Correlation
Nektarios Aslanidis and Charlotte Christiansen
Universitat Rovira Virgili and Aarhus University - CREATES
Date Posted: April 26, 2010
Last Revised: April 16, 2012
Working Paper Series
91 downloads

Incl. Electronic Paper Smooth Transition Patterns in the Realized Stock Bond Correlation
CREATES Research Paper 2010-15
Nektarios Aslanidis and Charlotte Christiansen
Universitat Rovira Virgili and Aarhus University - CREATES
Date Posted: April 27, 2010
Last Revised: April 16, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals
University of Cincinnati Department of Finance, Sauder School of Business Working Paper
Jim Clayton , David M. Geltner and Stanley W. Hamilton
University of Cincinnati - Department of Finance - Real Estate , University of Cincinnati - College of Business and University of British Columbia (UBC) - Sauder School of Business
Date Posted: September 18, 2000
Working Paper Series
570 downloads

Incl. Electronic Paper Smoothing Sudden Stops
MIT Dept. of Economics Working Paper No. 01-26
Ricardo J. Caballero and Arvind Krishnamurthy
Massachusetts Institute of Technology (MIT) - Department of Economics and Northwestern University - Kellogg School of Management
Date Posted: July 25, 2001
Working Paper Series
202 downloads

Incl. Electronic Paper Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
90 downloads

Incl. Electronic Paper Smoothing with Liquid and Illiquid Assets

Andrea L. Eisfeldt
UCLA Anderson School of Management
Date Posted: August 25, 2003
Working Paper Series
202 downloads

Incl. Electronic Paper Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices
EFA 2004 Maastricht Meetings Paper No. 4782, Cass Business School Research Paper
Shaun A. Bond and Soosung Hwang
University of Cincinnati and Sungkyunkwan University - Department of Economics
Date Posted: June 10, 2004
Working Paper Series
264 downloads

Incl. Electronic Paper Sniping to Manipulate Closing Prices in Call Auctions: Evidence from the Hong Kong Stock Exchange
Wing Suen and Kam-Ming Wan
University of Hong Kong - School of Economics and Finance and Hong Kong Polytechnic University
Date Posted: February 15, 2011
Last Revised: March 12, 2013
Working Paper Series
148 downloads

Incl. Electronic Paper Snowball Effect of a CDS Market
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: July 31, 2009
Working Paper Series
261 downloads

Incl. Electronic Paper So What Orders Do Informed Traders Use?
Hong Liu and Ron Kaniel
Washington University in St. Louis - Olin Business School and University of Rochester - Simon Graduate School of Business
Date Posted: October 13, 2004
Working Paper Series
279 downloads

So What Orders Do Informed Traders Use?
Journal of Business, Forthcoming
Hong Liu and Ron Kaniel
Washington University in St. Louis - Olin Business School and University of Rochester - Simon Graduate School of Business
Date Posted: May 31, 2005
Accepted Paper Series

Incl. Electronic Paper So You Are Making Money in Financial Markets: Should You Tell Your Friends How?
Damien Challet
University of Fribourg
Date Posted: February 28, 2007
Working Paper Series
69 downloads

Incl. Electronic Paper So You Discovered an Anomaly ... Gonna Publish It? An Investigation Into the Rationality of Publishing a Market Anomaly
James S. Doran and Colbrin Wright
Florida State University - Department of Finance and Brigham Young University
Date Posted: January 11, 2007
Working Paper Series
252 downloads

Incl. Electronic Paper Social and Political Influences in the Reform of Banking Regulation
Financial Crime Review, Vol. 1, No. 2, pp. 57-63, 2000
George Gilligan
University of New South Wales
Date Posted: February 08, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Social Criteria Preference as Behavior Toward Risk
Andrea J. Roofe Sattlethight
Florida International University
Date Posted: June 28, 2010
Working Paper Series
39 downloads

Incl. Electronic Paper Social Identification and Investment Decisions
Rob Bauer and Paul Smeets
Maastricht University and Maastricht University
Date Posted: September 04, 2012
Last Revised: March 03, 2013
Working Paper Series
118 downloads

Incl. Electronic Paper Social Interaction and Stock-Market Participation
NBER Working Paper No. W8358
Jeffrey D. Kubik , Harrison G. Hong and Jeremy C. Stein
Syracuse University - Department of Economics , Princeton University - Department of Economics and Harvard University - Department of Economics
Date Posted: June 28, 2001
Working Paper Series
44 downloads

Incl. Electronic Paper Social Interaction Effects and Individual Portfolio Choice: Evidence from 401(K) Pension Plan Investors
Timothy (Jun) Lu
Peking University HSBC Business School
Date Posted: March 18, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Social Media and Firm Equity Value
Luo, Xueming, J. Zhang, and W. Duan (2013), “Social Media and Firm Equity Value,” Information Systems Research, Forthcoming,
Xueming Luo , Jie Zhang and Wenjing Duan
University of Texas at Arlington , University of Texas at Arlington and George Washington University - School of Business
Date Posted: May 04, 2013
Accepted Paper Series
26 downloads

Incl. Electronic Paper Social Networks, Information Acquisition, and Asset Prices
Management Science, 2013, 59(6), 1444-1457
Bing Han and Liyan Yang
University of Texas at Austin - McCombs School of Business and University of Toronto - Rotman School of Management
Date Posted: March 18, 2011
Last Revised: June 06, 2013
Accepted Paper Series
424 downloads

Incl. Electronic Paper Social Responsibility and Corporate Reputation: The Case of the Arthur Andersen Enron Audit Failure
Journal of Accounting and Public Policy, Vol. 29, No. 2, March-April 2010
Austin L. Reitenga , Cheryl L . Linthicum and Juan Manuel Sanchez
University of Alabama , University of Texas - San Antonio and Texas Tech University
Date Posted: February 23, 2009
Last Revised: March 03, 2010
Accepted Paper Series
536 downloads

Incl. Electronic Paper Social Security and Unsecured Debt
FRB of Boston Public Policy Discussion Paper No. 04-10
Erik Hurst and Paul Willen
University of Chicago - Booth School of Business and Federal Reserve Bank of Boston - Research Department
Date Posted: March 04, 2006
Working Paper Series
38 downloads

Incl. Electronic Paper Social Security Money's Worth
Columbia Business School, PaineWebber Working Paper No. PW-98-05
John Geanakoplos , Olivia S. Mitchell and Stephen P. Zeldes
Yale University - Cowles Foundation , University of Pennsylvania - The Wharton School and Columbia Business School - Finance and Economics
Date Posted: February 04, 1999
Working Paper Series
366 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo4 in 8.797 seconds