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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
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  Last 12 months:
68,947

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To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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238,027
Total References: 8,463,775
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5,708,794
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G11
2,574,537 Total downloads
Showing Papers 2,901 - 2,950 of 7,217
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Incl. Electronic Paper Growth Forecasts, Belief Manipulation and Capital Markets
Frederik Lundtofte and Patrick L. Leoni
Lund University - Department of Economics and Euromed Management
Date Posted: March 27, 2010
Last Revised: January 07, 2013
Working Paper Series
62 downloads

Market and Financial Performance as Related to Idiosyncratic Risk and the Effect of Outlier Screening in Market Studies
Journal of Financial Management and Analysis, Vol. 22, No. 2, July-December 2009
Edward J. Lusk , Michael Halperin and Frank Heilig
University of Pennsylvania - Statistics Department , University of Pennsylvania - Wharton School and University of Magdeburg - Institute of Economics and Business Administration
Date Posted: March 27, 2010
Accepted Paper Series

Incl. Electronic Paper Relevance of Maximum Drawdown in the Investment Fund Selection Problem When Utility is Non-Additive
Daehwan Kim
Konkuk University
Date Posted: March 27, 2010
Last Revised: July 25, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper Vulnerability of Risk Management Systems in Credit Spread Widening Scenarios
Aldo Letizia
Banca Popolare Pugliese
Date Posted: March 27, 2010
Last Revised: April 02, 2011
Working Paper Series
209 downloads

Incl. Electronic Paper Risk Dimensions in Business Processes in Nigeria: A Comparative Study of the Nigerian Banking and Insurance Sub-Sectors between 1999 and 2006
S. S. Maimako and Kolawole Olugbenga Oladele
University of Jos, Jos, Nigeria and Nigerian Defence Academy, Kaduna
Date Posted: March 26, 2010
Accepted Paper Series
98 downloads

Incl. Electronic Paper Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
Netspar Discussion Paper No. 12/2009-054
Zhen Shi and Bas J. M. Werker
University of Melbourne and Tilburg University - Center for Economic Research (CentER)
Date Posted: March 25, 2010
Last Revised: January 14, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Fundamental Indexation: Rebalancing Assumptions and Performance
Journal of Index Investing, Vol. 1, No. 2, pp. 82-88, 2010
David Blitz , Bart van der Grient and Pim van Vliet
Robeco Asset Management - Quantitative Strategies , Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies
Date Posted: March 25, 2010
Last Revised: September 30, 2010
Accepted Paper Series
608 downloads

Incl. Electronic Paper Alternative Objective Functions for Quasi-Shrinkage Portfolio Optimization
European Business School Research Paper No. 10-07
Andre Guettler and Fabian Trübenbach
University of Ulm - Department of Mathematics and Economics and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: March 24, 2010
Last Revised: February 07, 2011
Working Paper Series
119 downloads

Incl. Electronic Paper Stock Market Expectations of Dutch Households
Netspar Discussion Paper No. 11/2009-042
Michael D. Hurd , Maarten Van Rooij and Joachim K. Winter
The RAND Corporation , De Nederlandsche Bank and University of Munich
Date Posted: March 24, 2010
Working Paper Series
20 downloads

Incl. Electronic Paper Testing Non-Linear Dependence in the Hedge Fund Industry
Banco de Espana Working Paper No. 1007
Javier Mencia
Bank of Spain
Date Posted: March 24, 2010
Working Paper Series
21 downloads

Incl. Electronic Paper Agency Problems in Target-Date Funds
Vallapuzha Sandhya
Georgia State University - J. Mack Robinson College of Business
Date Posted: March 23, 2010
Last Revised: December 28, 2011
Working Paper Series
371 downloads

Behaviour of Stock Returns in Selected Emerging Markets
Journal of Financial Management and Analysis, Vol. 22, No. 2, July-December 2009
Ravinder Kumar Arora , P. K. Jain and Himadri Das
affiliation not provided to SSRN , Indian Institute of Technology (IIT), Delhi - Department of Management Studies and International Management Institute (IMI)
Date Posted: March 23, 2010
Accepted Paper Series

Incl. Electronic Paper How Do Retirees Value Life Annuities? Evidence from Public Employees
AFA 2011 Denver Meetings Paper
John Chalmers and Jonathan Reuter
University of Oregon and Boston College - Department of Finance
Date Posted: March 23, 2010
Last Revised: February 12, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper The Transition to Entrepreneurship: Human Capital, Wealth and the Role of Liquidity Constraints
Camilo Mondragon-Velez
International Finance Corporation - World Bank Group
Date Posted: March 23, 2010
Working Paper Series
42 downloads

Incl. Electronic Paper Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali and Scott Murray
Georgetown University - Robert Emmett McDonough School of Business and University of Nebraska - Lincoln
Date Posted: March 22, 2010
Last Revised: May 05, 2012
Working Paper Series
439 downloads

Incl. Electronic Paper Learning from Stock Prices and Economic Growth
Joel Peress
INSEAD - Finance
Date Posted: March 22, 2010
Working Paper Series
67 downloads

Incl. Electronic Paper Limited Stock Market Participation Among Renters and Home Owners
Roine Vestman
Stockholm University - Department of Economics
Date Posted: March 22, 2010
Last Revised: January 10, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper On the Dynamics of Hedge Fund Risk Exposures
Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and University of Oxford - Said Business School
Date Posted: March 22, 2010
Last Revised: June 29, 2011
Working Paper Series
201 downloads

Incl. Electronic Paper Price, Earnings, and Revenue Momentum Strategies
Hong-Yi Chen , Sheng-Syan Chen , Chin-Wen Hsin and Cheng-Few Lee
Natioal Cental University at Taiwan -Department of Finance , National Taiwan University - Department of Finance , Yuan-Ze University - Department of Finance and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Date Posted: March 22, 2010
Working Paper Series
848 downloads

Incl. Electronic Paper The Effect of Education on Equity Holdings
Dmytro Hryshko , Maria Jose Luengo-Prado and Bent E. Sorensen
University of Alberta , Northeastern University - Department of Economics and University of Houston - Department of Economics
Date Posted: March 22, 2010
Working Paper Series
48 downloads

Incl. Electronic Paper The Growth and Size of the Brazilian Mutual Fund Industry
Gyorgy Varga and Maxim Wengert
FCE Consulting and Quantum
Date Posted: March 22, 2010
Working Paper Series
88 downloads

Time-Varying Optimal Currency Hedging and the Preference for Skewness
Yongyang Su and A. Tolga Ergun
Suffolk University - Department of Economics and State Street Corporation
Date Posted: March 22, 2010
Last Revised: March 09, 2011
Working Paper Series

Incl. Electronic Paper Momentum, Credit Risk and Business Cycles
Sirajum Munira and Yaz Gulnur Muradoglu
City University - Sir John Cass Business School - Faculty of Finance and Queen Mary University of London
Date Posted: March 21, 2010
Working Paper Series
131 downloads

Incl. Electronic Paper Cyclicality in Stock Market Volatility and Optimal Portfolio Allocation
In 'STOCK MARKET VOLATILITY', Chapter 10, pp. 195-208, Greg Gregoriou, ed., Chapman & Hall, 2009
Jason C. Hsu and Feifei Li
Research Affiliates, LLC and Research Affiliates, LLC
Date Posted: March 20, 2010
Last Revised: November 03, 2010
Accepted Paper Series
185 downloads

Incl. Electronic Paper Cash Flow and Discount Rate Risk in Up and Down Markets: What is Actually Priced?
Journal of Financial and Quantitative Analysis (JFQA), Vol. 47, No. 6, 2012
Mahmoud Botshekan , Roman Kräussl and Andre Lucas
VU University Amsterdam , Universite du Luxembourg - Luxembourg School of Finance and VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 19, 2010
Last Revised: March 02, 2013
Accepted Paper Series
252 downloads

Incl. Electronic Paper Do Arbitrageurs Really Avoid High Idiosyncratic Risk Stocks?
Itzhak Ben-David , Denys Glushkov and Rabih Moussawi
Ohio State University - Fisher College of Business, Finance Department , Wharton Research Data Services (WRDS), University of Pennsylvania and University of Pennsylvania - The Wharton School
Date Posted: March 19, 2010
Last Revised: February 16, 2011
Working Paper Series
218 downloads

Incl. Electronic Paper Investor Sophistication and the Home Bias, Diversification, and Employer Stock Puzzles
Miles S. Kimball and Tyler Shumway
University of Michigan at Ann Arbor - Department of Economics and University of Michigan at Ann Arbor
Date Posted: March 19, 2010
Working Paper Series
192 downloads

Incl. Electronic Paper Portfolio Choice under Transitory Price Impact
Journal of Economic Dynamics and Control, Vol. 34, No. 11, pp. 2375-2389, November 2010
Sergey Isaenko
Concordia University, Quebec - Department of Finance
Date Posted: March 19, 2010
Last Revised: October 27, 2011
Accepted Paper Series
364 downloads

Incl. Electronic Paper Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels
Journal of Financial Economics (JFE), 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: March 19, 2010
Accepted Paper Series
41 downloads

Incl. Electronic Paper Shareholder Investment Horizons and Payout Policy
Armen Hovakimian and Guangzhong Li
Baruch College - Zicklin School of Business and Central University of Finance and Economics (CUFE)
Date Posted: March 19, 2010
Last Revised: September 05, 2010
Working Paper Series
153 downloads

Incl. Electronic Paper Stock Market Returns and Annuitization
Alessandro Previtero
University of Western Ontario - Richard Ivey School of Business
Date Posted: March 19, 2010
Last Revised: May 21, 2010
Working Paper Series
81 downloads

Incl. Electronic Paper The Role of Stock Ownership by US Members of Congress on the Market for Political Favors
AFA 2011 Denver Meetings Paper
Ahmed Tahoun
London Business School
Date Posted: March 19, 2010
Last Revised: January 02, 2012
Working Paper Series
383 downloads

Incl. Electronic Paper Competition in Portfolio Management: Theory and Experiment
Elena N. Asparouhova , Peter Bossaerts , Jernej Copic , Bradford Cornell , Jaksa Cvitanic and Debrah Meloso
University of Utah - David Eccles School of Business , California Institute of Technology , Yale University - Cowles Foundation , California Institute of Technology , California Institute of Technology - Division of the Humanities and Social Sciences and Bocconi University - Department of Decision Sciences
Date Posted: March 18, 2010
Last Revised: December 03, 2012
Working Paper Series
138 downloads

Incl. Electronic Paper Why Investors do not Buy Cheaper Securities? Evidence from a Natural Experiment
Kalok Chan , Baolian Wang and Zhishu Yang
Hong Kong University of Science & Technology (HKUST) - Department of Finance , Hong Kong University of Science & Technology (HKUST) - Department of Finance and Tsinghua University - School of Economics & Management
Date Posted: March 18, 2010
Last Revised: January 30, 2013
Working Paper Series
130 downloads

Incl. Electronic Paper Do European Brokers Add any Value Through Recommendations?
Campbell R. Harvey , Sandy Rattray , Joachim Utans and Yasser Mawji
Duke University - Fuqua School of Business , GLG Partners Inc. , GLG Partners Inc. and GLG Partners Inc.
Date Posted: March 18, 2010
Last Revised: April 12, 2010
Working Paper Series
158 downloads

Incl. Electronic Paper Do Mutual Fund Flows Drive the Disposition Behavior of Fund Managers?
Min-Hsien Chiang and Hsin-Yi Huang
National Cheng Kung University - Institute of International Business and Chihlee Institute of Technology
Date Posted: March 18, 2010
Working Paper Series
101 downloads

Incl. Electronic Paper Investors with Too Many Options?
Daniel Dorn
Drexel University - Department of Finance
Date Posted: March 18, 2010
Last Revised: July 27, 2010
Working Paper Series
87 downloads

Incl. Electronic Paper The Dark and the Bright Side of Liquidity Risks: Evidence from Open-End Real Estate Funds in Germany
Falko Fecht and Michael Wedow
Frankfurt School of Finance & Management and European Central Bank (ECB) - Directorate Financial Stability and Supervision
Date Posted: March 18, 2010
Working Paper Series
32 downloads

Incl. Electronic Paper Real-Time Profitability of Published Anomalies: An Out-of-Sample Test
Jing-Zhi Huang and Zhijian (James) Huang
Pennsylvania State University - University Park - Department of Finance and University of Wisconsin - Milwaukee - Department of Finance
Date Posted: March 17, 2010
Last Revised: January 29, 2013
Working Paper Series
426 downloads

Incl. Electronic Paper Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
AFA 2011 Denver Meetings Paper
Victor DeMiguel , Francisco J. Nogales and Raman Uppal
London Business School , Universidad Carlos III de Madrid - Department of Statistics and EDHEC Business School
Date Posted: March 17, 2010
Last Revised: April 26, 2013
Working Paper Series
758 downloads

Incl. Electronic Paper A Random Walk by Fund of Funds Managers?
Frans de Roon , Jinqiang Guo and Jenke ter Horst
Tilburg University - Department of Finance , Tilburg University, Department of Finance and Tilburg University - Center for Economic Research (CentER)
Date Posted: March 17, 2010
Last Revised: May 10, 2010
Working Paper Series
233 downloads

Incl. Electronic Paper Default Risk, Idiosyncratic Coskewness and Equity Returns
Fousseni Chabi-Yo and Jun Yang
Ohio State University (OSU) - Fisher College of Business and Bank of Canada
Date Posted: March 17, 2010
Working Paper Series
74 downloads

Incl. Electronic Paper Financial Markets, Diversification, and Allocative Efficiency: International Evidence
Simone Manganelli and Alexander A. Popov
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: March 17, 2010
Working Paper Series
43 downloads

Incl. Electronic Paper Hedge Fund Attrition, Survivorship Bias, and Performance: Perspectives from the Global Financial Crisis
Xiaoqing Eleanor Xu , Jiong Liu and Anthony Loviscek
Seton Hall University , TIAA-CREF and Seton Hall University - Department of Finance
Date Posted: March 17, 2010
Working Paper Series
814 downloads

Incl. Electronic Paper Large Shareholder Diversification and Corporate Risk-Taking
Manchester Business School Research Paper No. 618
Mara Faccio , Maria-Teresa Marchica and Roberto Mura
Purdue University - Krannert School of Management , University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Date Posted: March 17, 2010
Last Revised: May 09, 2012
Working Paper Series
731 downloads

Incl. Electronic Paper Liquidity, Price Behavior and Market-Related Events
Ran Lu-Andrews , John L. Glascock and Steve L. Slezak
Menlo College , University of Connecticut and University of Cincinnati - Department of Finance - Real Estate
Date Posted: March 17, 2010
Last Revised: September 05, 2010
Working Paper Series
65 downloads

Incl. Electronic Paper Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
Stefano Corradin , Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB) , Federal Reserve Banks - Federal Reserve Bank of Boston and IESE Business School
Date Posted: March 17, 2010
Last Revised: February 15, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China
Review of Financial Studies, Forthcoming
Kai Li , Tan Wang , Yan-Leung Cheung and Ping Jiang
University of British Columbia (UBC) - Sauder School of Business , University of British Columbia (UBC) - Division of Finance , Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences and School of International Trade and Economics, University of International Business and Economics
Date Posted: March 17, 2010
Last Revised: June 07, 2012
Accepted Paper Series
203 downloads

Incl. Electronic Paper Robust and Efficient Strategies to Track and Outperform a Benchmark
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: March 17, 2010
Working Paper Series
47 downloads

Incl. Electronic Paper The Beliefs of Others - Naive Realism and Investment Decisions
WFA 2011 Santa Fe Meetings Paper
Daniel P. Egan , Christoph Merkle and Martin Weber
Barclays Wealth , University of Mannheim - Department of Banking and Finance and University of Mannheim - Department of Banking and Finance
Date Posted: March 17, 2010
Last Revised: December 15, 2012
Working Paper Series
139 downloads


 

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