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SSRN eLibrary Statistics:

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Abstracts: 572,951
Full Text Papers: 474,557
Authors: 265,488
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  Last 12 months:
63,524

Paper Downloads:
To date: 79,860,928
Last 12 months: 10,201,194
Last 30 days: 1,368,129

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273,188
Total References: 9,075,158
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6,015,542
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  Footnotes:
94,648
Total Footnotes: 9,191,678


SSRN eLibrary Search Results
JEL Code: G14
4,260,722 Total downloads
Showing Papers 2,721 - 2,770 of 11,208
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1 2 3 4 ... 225 | Next >
   


Incl. Electronic Paper On the Role of CRA Ratings - An Event Study Analysis of European Convertibles
Steffen Hundt , Björn Sprungk and Andreas Horsch
Freiberg University , Independent and Freiberg University
Date Posted: October 29, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Benchmarks in Search Markets
Darrell Duffie , Piotr Dworczak and Haoxiang Zhu
Stanford University - Graduate School of Business , Stanford Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 29, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Trading Channel and Transmission of Monetary Policy Shocks
Tanvir Ansari , Janice Howe and Peter Verhoeven
Queensland University of Technology , Queensland University of Technology and Queensland University of Technology
Date Posted: October 29, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper What Makes When‐Issued Trading Attractive to Financial Markets?
Financial Markets, Institutions & Instruments, Vol. 23, Issue 5, pp. 245-271, 2014
Raymond M. Brooks , Yong H. Kim and J. Jimmy Yang
Oregon State University - College of Business , University of Cincinnati and Oregon State University
Date Posted: October 29, 2014
Accepted Paper Series

Investor Attention for Retail and Institutional Investors: A Test on the Real Estate Market
Journal of Property Investment and Finance, vol. 31, n. 4, pp. 314-328 (2012)
Gianluca Mattarocci and Georgios Siligardos
University of Rome Tor Vergata - Deparment of Economics and Finance and University of Rome II
Date Posted: October 28, 2014
Accepted Paper Series

Incl. Electronic Paper What Happens When a Stock is Added to the Nasdaq-100 Index? What Doesn't Happen?
Susana Yu , Gwendolyn P. Webb and Kishore Tandon
Iona College , City University of New York (CUNY) - Baruch College - Zicklin School of Business and CUNY Baruch College - Zicklin School of Business
Date Posted: October 28, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The German High Frequency Trading Act
Martin Haferkorn and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: October 27, 2014
Working Paper Series
12 downloads

Corporate Governance and the Information Content of Earnings Announcements: A Cross-Country Analysis
Sie Ting Lau , Keshab Shrestha and Jing Yu
Nanyang Technological University (NTU) - Division of Banking & Finance , Monash University - Malaysia Campus and University of Western Australia - Department of Accounting and Finance
Date Posted: October 27, 2014
Working Paper Series

Fourier Analysis of India's Implied Volatility Index
Indian Journal of Finance, Vol.8, No. 10, October 2014, pp. 7-19
Ronald T. Slivka , Chun Ho Chang and Sharon Yu
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering , New York University (NYU) - NYU Polytechnic School of Engineering and New York University (NYU) - NYU Polytechnic School of Engineering
Date Posted: October 25, 2014
Accepted Paper Series

Incl. Electronic Paper Does the Probability of Informed Trading Model Fit Empirical Data?
FIRN Research Paper Forthcoming
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: October 24, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Run EDGAR Run: SEC Dissemination in a High-Frequency World
Chicago Booth Research Paper No. 14-36, Fama-Miller Working Paper
Jonathan L. Rogers , Douglas J. Skinner and Sarah L. C. Zechman
University of Colorado at Boulder - Leeds School of Business , The University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: October 24, 2014
Last Revised: October 28, 2014
Working Paper Series
90 downloads

Incl. Electronic Paper Reputational Concerns and Price Comovements
Maryam Sami and Sandro Brusco
SUNY at Stony Brook University, College of Arts and Science, Department of Economics and SUNY at Stony Brook University, College of Arts and Science, Department of Economics
Date Posted: October 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The 'Monsoon Effect' in Indian Equity Market
Hardik Vachhrajani , Jay Desai and Kinjal Jay Desai
Amrita School of Business, Amrita Vishwa Vidyapeetham , Shri Chimanbhai Patel Institute of Management & Research and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Date Posted: October 23, 2014
Last Revised: October 24, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Once Lucky, Always Lucky? Institutional Trading in a Connected World
Hai Lu and Xiaolu Wang
University of Toronto - Rotman School of Management and Iowa State University
Date Posted: October 23, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Mergers & Acquisitions and the Acquirer-Target Cultural Differences
Wai Ming Fong and Kevin C. K. Lam
The Chinese University of Hong Kong (CUHK) - Department of Finance and The Chinese University of Hong Kong (CUHK) - School of Accountancy
Date Posted: October 22, 2014
Working Paper Series
3 downloads

The Investigation of Destabilization Effect in India's Commodity Futures Market: An Alternative Viewpoint
Forthcoming in the Journal of Financial Economic Policy (JFEP)
Wasim Ahmad and Sanjay Sehgal
University of Delhi - Department of Financial Studies and University of Delhi - Department of Financial Studies
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Electronic Paper Asset Allocation and Monetary Policy: Evidence from the Eurozone
CESifo Working Paper Series No. 5005
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Date Posted: October 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Real-Time Forecasts of Auction Prices
Julien Penasse
ESSEC Business School
Date Posted: October 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Market Randomness and Weak-Form Efficiency Revisited: A Global Investigation
Berna Kirkulak and Hassan Ezzat
Dokuz Eylul University - Faculty of Business and Maastricht School of Management (MSM)
Date Posted: October 21, 2014
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Odd Lot Trades: The Behavior, Characteristics, and Information Content, Over Time
Financial Review, Vol. 49, Issue 4, pp. 669-684, 2014
Hardy Johnson
Kansas State University
Date Posted: October 20, 2014
Accepted Paper Series

Incl. Electronic Paper Optimal Long-Term Allocation with Pension Fund Liabilities
Swiss Finance Institute Research Paper No. 14-58
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: October 19, 2014
Last Revised: October 20, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Asymmetric Beta Comovement and Systematic Downside Risk
Swiss Finance Institute Research Paper No. 14-59
Eric Jondeau and Qunzi Zhang
University of Lausanne and Shandong University
Date Posted: October 19, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013
Jack Vogel and Yang Xu
Alpha Architect and Alpha Architect
Date Posted: October 18, 2014
Working Paper Series
332 downloads

Incl. Electronic Paper Information Networks: Evidence from Illegal Insider Trading Tips
Kenneth R. Ahern
University of Southern California - Marshall School of Business
Date Posted: October 18, 2014
Working Paper Series
216 downloads

Incl. Electronic Paper Evaluating the Efficiency of 'Smart Beta' Indexes
Michael Hunstad and Jordan Dekhayser
Northern Trust Asset Management and Northern Trust Asset Management
Date Posted: October 18, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Shades of Darkness: A Pecking Order of Trading Venues
Albert J. Menkveld , Bart Z. Yueshen and Haoxiang Zhu
VU University Amsterdam , INSEAD - Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 17, 2014
Last Revised: October 20, 2014
Working Paper Series
66 downloads

Incl. Electronic Paper False News, Informational Efficiency, and Price Reversals
Jérôme Dugast and Thierry Foucault
Banque de France - Economic Study and Research Division and HEC Paris (Groupe HEC) - Finance Department
Date Posted: October 17, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Feature Selection Risk
Alexander Chinco
University of Illinois at Urbana-Champaign - College of Business
Date Posted: October 17, 2014
Working Paper Series
6 downloads

Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts
Journal of Real Estate Finance and Economics, Vol. 49, No. 4, 2014
Erik Devos , Thomas H. McInish , Michael D. McKenzie and James Upson
University of Texas at El Paso - College of Business Administration - Department of Economics and Finance , University of Memphis - Fogelman College of Business and Economics , University of Sydney - Discipline of Finance and University of Texas at El Paso
Date Posted: October 17, 2014
Accepted Paper Series

Incl. Electronic Paper A Neoclassical Interpretation of Momentum
Journal of Monetary Economics, Vol. 67, 2014
Laura Xiaolei Liu and Lu Zhang
Hong Kong University of Science & Technology and Ohio State University - Fisher College of Business
Date Posted: October 16, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper The Impact of Unsuccessful Pirate Attacks on Financial Markets: A Confirmation of Reputation Building Theory
Ariel R. Belasen , Ali M. Kutan and Alan T. Belasen
Southern Illinois University Edwardsville , Southern Illinois University at Edwardsville and State University of New York (SUNY), Empire State College
Date Posted: October 16, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper High Frequency Trading and the 2008 Short Sale Ban
Jonathan Brogaard , Terrence Hendershott and Ryan Riordan
University of Washington - Department of Finance and Business Economics , University of California, Berkeley - Haas School of Business and Queen's School of Business
Date Posted: October 15, 2014
Last Revised: October 17, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Accounting Quality, Information Risk and Implied Volatility Around Earnings Announcements
Journal of International Financial Markets, Institutions and Money, Forthcoming
Seraina C. Anagnostopoulou 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 15, 2014
Last Revised: October 29, 2014
Accepted Paper Series
38 downloads

Incl. Electronic Paper Back to the Futures: An Assessment of Commodity Market Efficiency and Forecast Error Drivers
Bernardina Algieri and Matthias Kalkuhl
University of Calabria - Department of Economics and Statistics and University of Bonn - Center for Development Research (ZEF)
Date Posted: October 15, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
BOFIT Discussion Paper No. 17/2014
Yin-Wong Cheung and Dagfinn Rime
City University of Hong Kong - Department of Economics & Finance and BI Norwegian Business School
Date Posted: October 14, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Advertising Arbitrage
CFS Working Paper No. 482
Sergei Kovbasyuk and Marco Pagano
EIEF and University of Naples Federico II - Department of Economics and Statistics
Date Posted: October 14, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper High-Frequency and Model-Free Volatility Estimators
Robert Slepaczuk and Grzegorz Zakrzewski
University of Warsaw - Faculty of Economic Sciences and Deutsche Bank
Date Posted: October 12, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Investment Strategies Beating the Market: What Can We Squeeze from the Market?
Robert Slepaczuk , Grzegorz Zakrzewski and Pawel Sakowski
University of Warsaw - Faculty of Economic Sciences , Deutsche Bank and University of Warsaw
Date Posted: October 12, 2014
Working Paper Series
66 downloads

Incl. Electronic Paper Volatility as a New Class of Assets? The Advantages of Using Volatility Index Futures in Investment Strategies
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Options Delta Hedging with No Options at All
University of Warsaw Faculty of Economic Sciences Working Paper No. 27/2014
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Modelling and Forecasting the Realized Range Conditional Quantiles
Giovanni Bonaccolto and Massimiliano Caporin
University of Padua - Department of Statistical Sciences and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: October 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Asset Growth and the Cross Section of Stock Returns: Evidence from Vietnam
Võ Xuân Vinh and Bùi Hồng Thu
University of Economics Ho Chi Minh City and Ho Chi Minh City University of Foreign Languages and Information Technology
Date Posted: October 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Canary in a Coal Mine? One-Share Orders and Trades
Ryan L. Davis , Brian S. Roseman , Bonnie F. Van Ness and Robert A. Van Ness
University of Mississippi , University of Mississippi , University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Date Posted: October 12, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Digesting Anomalies: An Investment Approach
Review of Financial Studies, Forthcoming
Kewei Hou , Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance , University of Cincinnati and Ohio State University - Fisher College of Business
Date Posted: October 12, 2014
Accepted Paper Series
72 downloads

Incl. Electronic Paper Ex-Day Returns of Stock Distributions: An Anchoring Explanation
Eric C. Chang , Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business , University of Hong Kong - School of Business and University of Macau - Faculty of Business Administration
Date Posted: October 11, 2014
Last Revised: October 16, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Losers Win, Winners Lose: Evidence Against Market Efficiency
Zachary Smith
Saint Leo University
Date Posted: October 11, 2014
Last Revised: October 26, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper What Do Outside Directors Learn Around Annual Meetings? Evidence from Insider Trading
Sevinc Cukurova
Finance Department, Aalto University
Date Posted: October 11, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Counterparty Risk in Material Supply Contracts
FRB of New York Staff Report No. 694
Nina Boyarchenko and Anna M. Costello
Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Department of Accounting
Date Posted: October 11, 2014
Last Revised: October 12, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Tsallis Entropy: Do the Market Size and Liquidity Matter?
Constantin Gurdgiev and Gerard Harte
Trinity College, Dublin and Trinity College (Dublin)
Date Posted: October 11, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust
Review of Financial Studies, Forthcoming
John Cotter , Stuart A. Gabriel and Richard Roll
University College Dublin , University of California, Los Angeles - Anderson School of Management and California Institute of Technology
Date Posted: October 11, 2014
Accepted Paper Series
12 downloads


 

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