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Abstracts: 614,179
Full Text Papers: 510,962
Authors: 283,658
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Last 12 months: 11,473,038
Last 30 days: 902,206

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SSRN eLibrary Search Results
JEL Code: G1
16,396,390 Total downloads
Showing Papers 28,351 - 28,400 of 44,853
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Incl. Electronic Paper Determinants and Valuation Effects of the Home Bias in European Banks’ Sovereign Debt Portfolios
Bálint L Horváth , Harry Huizinga and Vasso Ioannidou
Tilburg University - Center for Economic Research (CentER) , Tilburg University - Center for Economic Research (CentER) and Lancaster University - Management School
Date Posted: July 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Martingales in Floating ASEAN+3 Currencies
DLSU Business & Economics Review 23.2 (2014) , pp. 65-79
Cesar C. Rufino
School of Economics, De La Salle University
Date Posted: July 02, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Orders verses Trades on the Consolidated Tape
James Upson , Hardy Johnson and Thomas H. McInish
University of Texas at El Paso , Kansas State University and University of Memphis - Fogelman College of Business and Economics
Date Posted: July 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper AQR in Wonderland: Down the Rabbit Hole of 'Deactivating Active Share' (and Back Out Again?)
Martijn Cremers
University of Notre Dame
Date Posted: July 01, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows
Vikas Agarwal , T. Clifton Green and Honglin Ren
Georgia State University , Emory University - Goizueta Business School and Georgia State University - J. Mack Robinson College of Business
Date Posted: July 01, 2015
Working Paper Series
12 downloads

Allowing for Jump Measurements in Volatility: A High-Frequency Financial Data Analysis of Individual Stocks
Bulletin of Economic Research, Forthcoming
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: July 01, 2015
Accepted Paper Series

Incl. Electronic Paper Notes on Bonds: Liquidity at All Costs in the Great Recession
David K. Musto , Greg Nini and Krista Schwarz
University of Pennsylvania - Finance Department , Drexel University - Department of Finance and University of Pennsylvania - Finance Department
Date Posted: July 01, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Empirical Evidence on International Bond Risk Premia
Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. 2015 John Wiley Sons, Inc
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and University of Zurich
Date Posted: July 01, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Anomalies Enhanced: The Use of Higher Frequency Information
Yufeng Han , Dayong Huang and Guofu Zhou
University of Colorado at Denver - Business School , University of North Carolina (UNC) at Greensboro and Washington University in St. Louis - Olin School of Business
Date Posted: July 01, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
Jakub Rojcek and Alexandre Ziegler
Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: July 01, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Comparing Conditional Variance Models: Theory and Empirical Evidence
Multinational Finance Journal, Vol. 7, No. 3/4, p. 177-206, 2003
Pedro Girardello , Orietta Nicolis and Giovanni Tondini
University of Verona , University of Bergamo and University of Verona
Date Posted: July 01, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Use of Different Trading Environments Around Interim Earnings Announcements on the Helsinki Stock Exchange
Multinational Finance Journal, Vol. 7, No. 3/4, p. 131-152, 2003
Markku J. Vieru
University of Lapland - Faculty of Social Sciences
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach
Multinational Finance Journal, Vol. 8, No. 1/2, p. 35-72, 2004
Ronan Powell
Dublin City University
Date Posted: July 01, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index
Multinational Finance Journal, Vol. 8, No. 1/2, p. 3-34, 2004
Ken L. Bechmann
Copenhagen Business School - Department of Finance
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market
Multinational Finance Journal, Vol. 8, No. 3/4, p. 247-274, 2004
Demissew Diro Ejara and Chinmoy Ghosh
University of New Haven - Economics & Finance and University of Connecticut - Department of Finance
Date Posted: July 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Shareholders Wealth Effects of Joint Venture Strategies
Multinational Finance Journal, Vol. 8, No. 3/4, p. 211-225, 2004
Gertjan Schut and Ruud A.I. van Frederikslust
CER Partners and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: July 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Testing for Multiple Types of Marginal Investor in Ex-Day Pricing
Multinational Finance Journal, Vol. 8, No. 3/4, p. 173-209, 2004
Jan Bartholdy and Kate Brown
University of Aarhus - Aarhus School of Business - Department of Business Studies and University of Otago
Date Posted: July 01, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Effect of Monetary Policy on Commercial Banks Across Different Business Conditions
Multinational Finance Journal, Vol. 9, No. 1/2, p. 99-128, 2005
Syed M. Harun , Kabir M. Hassan and Tarek S. Zaher
Texas A&M University - Kingsville , University of New Orleans and Indiana State University - Scott College of Business
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Home Bias in Sovereign Ratings
Courant Research Centre ‘Poverty, Equity and Growth in Developing and Transition Countries' Discussion Paper No. 179,
Andreas Fuchs and Kai Gehring
University of Heidelberg - Alfred Weber Institute for Economics and University of Heidelberg
Date Posted: July 01, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Sector Integration and the Benefits of Global Diversification
Multinational Finance Journal, Vol. 9, No. 3/4, p. 237-269, 2005
Mitchell Ratner and Ricardo P. C. Leal
Rider University and Universidade Federal do Rio de Janeiro (UFRJ) - The COPPEAD Graduate School of Business
Date Posted: July 01, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Behavior of Prices, Trades and Spreads for Canadian IPO's
Multinational Finance Journal, Vol. 9, No. 3/4, p. 215-236, 2005
Lawrence Kryzanowski , Skander Lazrak and Ian Rakita
Concordia University, Quebec - John Molson School of Business , Brock University and Concordia University, Quebec
Date Posted: July 01, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Structural Changes of the Conditional Volatility of the Portuguese Stock Market
Multinational Finance Journal, Vol. 9, No. 3/4, p. 189-214, 2005
benilde oliveira and Manuel J. Rocha Armada
University of Minho and University of Minho
Date Posted: July 01, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Investors' Perception of ESG Performance: Is Integrated Reporting Keeping its Promise?
Laura Mervelskemper and Daniel Streit
University of Bochum - Department of Finance and Banking and University of Bochum - Department of Finance and Banking
Date Posted: July 01, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts
Multinational Finance Journal, Vol. 9, No. 3/4, p. 131-160, 2005
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Does Total Risk Matter? The Case of Emerging Markets
Multinational Finance Journal, Vol. 10, No. 1/2, p. 117-151, 2006
Eric Girard and Amit Sinha
Siena College - School of Business and Indiana State University
Date Posted: July 01, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies Part II
Hilary Till
EDHEC Business School
Date Posted: July 01, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Defining and Dating Bull and Bear Markets: Two Centuries of Evidence
Multinational Finance Journal, Vol. 10, No. 1/2, p. 81-116, 2006
Liliana Gonzalez , Philip Hoang , John G. Powell and Shi Jing
ESSEC Business School - Finance Department , Australian National University (ANU) , Massey University - Department of Finance Banking and Property and Jiangxi University of Finance and Economics
Date Posted: July 01, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Dealing with Non-Normality When Estimating Abnormal Returns and Systematic Risk of Private Equity: A Closed-Form Solution
Axel Buchner
University of Passau
Date Posted: July 01, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Valuation of Options on Bonds with Default Risk
Multinational Finance Journal, Vol. 10, No. 3/4, p. 277-305, 2006
Riadh Belhaj
Conservatoire National des Arts et Metiers (CNAM)
Date Posted: June 30, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Closed-End Country Funds and International Diversification
Multinational Finance Journal, Vol. 10, No. 3/4, p. 251-276, 2006
Andreas Charitou , Andreas K. Makris and George Nishiotis
University of Cyprus , PricewaterhouseCoopers and University of Cyprus - Department of Accounting and Finance
Date Posted: June 30, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
Multinational Finance Journal, Vol. 10, No. 3/4, p. 179–221, 2006,
Marios Nerouppos , David Saunders , Costas Xiouros and Stavros A. Zenios
Cyprus International Institute of Management (CIIM) , University of Waterloo , University of Cyprus - Department of Public and Business Administration and University of Cyprus
Date Posted: June 30, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: June 30, 2015
Accepted Paper Series
2 downloads

Corporation Social Responsibility Disclosure and Firm-Level Investment Efficiency: Evidence from China's Listed Firms
Ma Zhong
Nanjing University of Science and Technology
Date Posted: June 30, 2015
Working Paper Series

Incl. Electronic Paper Itchy Feet vs Cool Heads: Flow of Funds in an Agent-Based Financial Market
Jan Palczewski , Klaus Reiner Schenk-Hoppé and Tongya Wang
University of Leeds - School of Mathematics , University of Manchester - Department of Economics and University of Leeds - Centre for Advanced Studies in Finance
Date Posted: June 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Asset Prices and Federal Funds Rate Shocks: The 2007-2009 Financial Crisis
University of Glasgow PhD Theses Service
Aman Saggu
The United Nations ESCAP
Date Posted: June 30, 2015
Accepted Paper Series
5 downloads

Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis
Journal of Banking and Finance, Vol. 37, No. 11, 2013
Aman Saggu , Alexandros Kontonikas and Ronald MacDonald
The United Nations ESCAP , University of Glasgow - Department of Economics and University of Glasgow - Adam Smith Business School
Date Posted: June 30, 2015
Accepted Paper Series

Incl. Electronic Paper Gender Differences in the Contribution Patterns of Equity-Crowdfunding Investors
Ali Mohammadi and Kourosh Shafizadeh
Royal Institute of Technology (KTH) - Department of Industrial Economics and Management (INDEK) and Independent
Date Posted: June 30, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Informational Criteria for Positive and Negative Bubbles: An Experiment in Forensic Finance
Peter Lerner (Ret.)
Rollins College
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Pricing the Value of Cash Flow Rights in Crowdinvesting: An Analysis of Innovestment Backers
Lars Hornuf and Matthias Neuenkirch
University of Trier and University of Trier - Faculty of Economics
Date Posted: June 30, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Foreign Capital Inflow and Financial Crisis in a Dynamic Model
Gopal K. Basak , Pranab Kumar Das and Allena Rohit
Indian Statistical Institute, Kolkata , Centre for Studies in Social Sciences, Calcutta and Indian Statistical Institute, Kolkata
Date Posted: June 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Trading the VIX Futures Roll and Volatility Premiums with VIX Options
David P. Simon
Bentley University - Department of Finance
Date Posted: June 30, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Portfolios in the Ibex 35 Index: Alternative Methods to the Traditional Framework, a Comparative with the Naive Diversification in a Pre- and Post- Crisis Context
Victor M. Adame-Garcia , Fernando Fernández Rodríguez and Simón Sosvilla Rivero
Universidad Complutense de Madrid (UCM) , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: June 30, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Equity Glidepaths in Retirement
Christopher J. Rook
Stevens Institute of Technology
Date Posted: June 30, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Currency Board Arrangement Capital Structure Macrofinancial Diagnostics
Financial Management Association, Nashville, Tennessee, Annual Meeting, 2014
Eleftherios Ioannis Thalassinos , Pantelis Thalassinos , Bozhana Plamenova Venediktova and Vilimir Yordanov
University of Piraeus - Department of Maritime Studies , Credit Suisse AG , University of National and World Economy and Independent
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Deflation, Bank Credit Growth, and Non-Performing Loans: Evidence from Japan
Chaiporn Vithessonthi
Khon Kaen University - Faculty of Management Science
Date Posted: June 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Accurate & Efficient Pricing of Arithmetic Average Asian Options within the Hull-White Method
Pratik Ramprasad
Department of Statistics, Rutgers University
Date Posted: June 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Empirical Comparison of Extreme Value Theory Vis-À-Vis Other Methods of VaR Estimation Using ASEAN+3 Exchange Rates
DLSU Business & Economics Review, 20.2 (2011), pp. 9-22
Cesar C. Rufino and Emmanuel G. de Guia
School of Economics, De La Salle University and De La Salle University
Date Posted: June 30, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Paradox in the Markowitz Mean-Variance Model with Transaction Costs
George L. Ye
Saint Mary's University - Sobey School of Business
Date Posted: June 30, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Pairs Trading Strategy Optimization Using the Reinforcement Learning Method: A Cointegration Approach
Saeid Fallahpour , Hasan Hakimian , Khalil Taheri and Ehsan Ramezanifar
University of Tehran , University of Tehran - Faculty of Management , University of Tehran and Maastricht University - Department of Finance
Date Posted: June 29, 2015
Working Paper Series
62 downloads

Incl. Fee Electronic Paper An Intertemporal CAPM with Stochastic Volatility
CEPR Discussion Paper No. DP10681
John Y. Campbell , Stefano W. Giglio , Christopher Polk and Robert Turley
Harvard University - Department of Economics , University of Chicago - Booth School of Business , London School of Economics and Dodge & Cox Funds
Date Posted: June 29, 2015
Working Paper Series


 

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