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SSRN eLibrary Statistics:

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Abstracts: 587,607
Full Text Papers: 487,915
Authors: 271,957
Papers Received in
  Last 12 months:
63,214

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To date: 82,528,789
Last 12 months: 10,303,223
Last 30 days: 833,594

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279,686
Total References: 9,075,784
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6,008,977
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  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: G11
3,300,330 Total downloads
Showing Papers 2,901 - 2,950 of 8,826
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1 2 3 4 ... 177 | Next >
   


The Effective Combination of Risk-Based Strategies with Momentum and Trend Following
Grégory Guilmin
University of Namur
Date Posted: January 30, 2015
Working Paper Series

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Can Institutional Investors Outperform the Market? Evidence from the Israeli Market
Yoram Eden and Ido Kallir
College of Management (Israel) and Ono Academic College
Date Posted: January 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Theory and Validation of Replicating Portfolios in Insurance Risk Management
Eric Beutner , Antoon Pelsser and Janina Schweizer
Maastricht School of Business and Economics , Maastricht University and Maastricht School of Business and Economics
Date Posted: January 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Difference between LSMC and Replicating Portfolio in Insurance Liability Modeling
Antoon Pelsser and Janina Schweizer
Maastricht University and Maastricht School of Business and Economics
Date Posted: January 30, 2015
Working Paper Series
3 downloads

Non-Parametric Analysis of Equity Arbitrage
International Review of Economics and Finance, Vol. 33, pp. 199-216, 2014

Date Posted: January 30, 2015
Accepted Paper Series

Carbon Financial Instruments, Thin Trading, and Volatility: Evidence from the Chicago Climate Exchange
The Quarterly Review of Economics and Finance, 51(4), 2011: 399-407
Omid Sabbaghi and Navid Sabbaghi
University of Detroit Mercy and Illinois Institute of Technology, Stuart School of Business
Date Posted: January 30, 2015
Accepted Paper Series

Incl. Electronic Paper WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions
Ron Kaniel and Robert Parham
University of Rochester - Simon Business School and University of Rochester - Simon Business School
Date Posted: January 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Information Demand and Stock Return Predictability
Dimitris K. Chronopoulos , Fotios I. Papadimitriou and Nikolaos Vlastakis
University of St. Andrews , Southampton Business School, University of Southampton and Essex Business School, University of Essex
Date Posted: January 29, 2015
Working Paper Series
15 downloads

Portfolio Analysis of Intraday Covariance Matrix in the Greek Equity Market
Research in International Business and Finance, Vol. 27, pp. 66-79, 2013

Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper The Retirement Glidepath: An International Perspective
Javier Estrada
IESE Business School
Date Posted: January 29, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Individuals Approaching Retirement Have Options (Literally) to Secure a Comfortable Retirement
Bryan Foltice
University of Muenster - Finance Center Muenster
Date Posted: January 28, 2015
Working Paper Series
51 downloads

Incl. Electronic Paper Creating More Stable and Diversified Socially Responsible Investment Portfolios
ICMA Centre Discussion Paper Series: ICM-2015-03
Ioannis Oikonomou , Emmanouil Platanakis and Charles Sutcliffe
University of Reading - ICMA Centre , University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: January 27, 2015
Working Paper Series
65 downloads

Incl. Electronic Paper Gold Price, Stock Price and Exchange Rate Nexus: The Case of India
Srinivasan P. and Karthigai, P. (2014), Gold Price, Stock Price and Exchange Rate Nexus: The Case of India, The IUP Journal of Financial Risk Management, 11(3), 1-12.
P. Srinivasan and Karthigai Prakasam
Xavier Institute of Mangement & Entrepreneurship, Bangalore and Christ University, Bangalore
Date Posted: January 27, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper High Quality Stocks in Emerging Markets
Baijnath Ramraika, CFA and Prashant Trivedi
MAEG and MAEG
Date Posted: January 27, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Construction of Dynamic Portfolio Modeling Based on Order Impact Coefficient and its Empirical Analysis
Li Chenggang
Guizhou University of Finance and Economics
Date Posted: January 27, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Rank-Dependent Utility and Risk Taking in Complete Markets
Xue Dong He , Roy Kouwenberg and Xun Yu Zhou
Columbia University - Department of Industrial Engineering and Operations Research , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: January 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Stock Implied Volatility, Stock Turnover, and the Stock-Bond Return Relation
FRB Atlanta Working Paper Series No. 2002-3a
Chris T. Stivers , Licheng Sun and Robert A. Connolly
University of Louisville , Old Dominion University and University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: January 26, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The ARCH-in-Mean Dose Work: Out-of-Sample Predictability of US Stock Market
Haibin Xie and Shouyang Wang
University of International Business and Economics and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: January 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Equity Risk Factors and the Intertemporal CAPM
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics
Date Posted: January 25, 2015
Last Revised: January 27, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Hedge Fund Flows and Performance Streaks: How Investors Weigh Information
ESMT Working Paper No. 15-01
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Date Posted: January 25, 2015
Last Revised: January 30, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Portfolio Construction and Tail Risk
Chris Downing , Ananth Madhavan , Ajit Singh and Alex Ulitsky
BlackRock , BlackRock, Inc. , United Nations and BlackRock
Date Posted: January 25, 2015
Working Paper Series
201 downloads

Incl. Electronic Paper Optimal Consumption and Savings with Stochastic Income and Recursive Utility
Chong Wang , Neng Wang and Jinqiang Yang
Naval Postgraduate School - Graduate School of Business and Public Policy , Columbia Business School - Finance and Economics and Shanghai University of Finance and Economics
Date Posted: January 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Size Matters, If You Control Your Junk
Clifford S. Asness , Andrea Frazzini , Ronen Israel , Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: January 23, 2015
Last Revised: January 27, 2015
Working Paper Series
1795 downloads

Incl. Electronic Paper Implicit Assumption and its Consequences with Expected Utility Maximization
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: January 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper How Robust Is Robust Covariance? Evidence from International Portfolio Selection
Tsung-Wu Ho
Shih Hsin University
Date Posted: January 23, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper The Influence of Credit Ratings on Capital Structure
Seungho Baek and Joseph D. Cursio
University of North Dakota - College of Business & Public Administration and Illinois Institute of Technology - Stuart School of Business, IIT
Date Posted: January 23, 2015
Working Paper Series
15 downloads

Incl. Fee Electronic Paper Advertising and Mutual Funds: From Families to Individual Funds
CEPR Discussion Paper No. DP10329
Steven T Gallaher , Ron Kaniel and Laura T. Starks
Southern New Hampshire University , University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
CEPR Discussion Paper No. DP10328
Murray Carlson , David A. Chapman , Ron Kaniel and Hong Yan
University of British Columbia (UBC) - Sauder School of Business , McIntire School, University of Virginia , University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
CEPR Discussion Paper No. DP10335
Martin Lettau , Sydney C. Ludvigson and Sai Ma
University of California - Haas School of Business , New York University - Department of Economics and New York University (NYU) - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Risk Aversion in a Dynamic Asset Allocation Experiment
CEPR Discussion Paper No. DP10332
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 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Drivers of Structural Change in Cross-Border Banking Since the Global Financial Crisis
CEPR Discussion Paper No. DP10296
Franziska Bremus and Marcel Fratzscher
German Institute for Economic Research (DIW Berlin) and DIW Berlin
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Global Liquidity Provision and Risk Sharing
Feng Jiao and Sergei Sarkissian
McGill University - Desautels Faculty of Management and McGill University
Date Posted: January 22, 2015
Last Revised: January 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Systemic Liquidity Shortages and Interbank Network Structures
Bank of Korea Working Paper No. 2013-4
Seunghwan Lee
Bank of Korea
Date Posted: January 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Cognitive Bubbles
Ciril Bosch-Rosa , Thomas Meissner and Antoni Bosch i Domènech
Technische Universität Berlin , Technische Universität Berlin (TU Berlin) and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: January 22, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Systemic Liquidity Shortages and Interbank Network Structures
Bank of Korea Working Paper No. 2013-4
Seunghwan Lee
Bank of Korea
Date Posted: January 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Earnings Forecasting in a Global Stock Selection Model and Efficient Portfolio Construction and Management
John Guerard , Harry Markowitz and Ganlin Xu
McKinley Capital Management, LLC , University of California at San Diego and Guidedchoice.com
Date Posted: January 22, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective
Wolpertinger 2014 Conference
Rosa Cocozza
University of Naples Federico II - Faculty of Economics
Date Posted: January 21, 2015
Accepted Paper Series
6 downloads

Short-Term Reversal and Long-Term Momentum in Prior-Month Returns: European Evidence
Hannah Lea Huehn and Hendrik Scholz
Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg and Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg
Date Posted: January 21, 2015
Working Paper Series

Incl. Electronic Paper Why Financial Advice Cannot Substitute for Financial Literacy?
Banque de France Working Paper No. 534
Majdi Debbich
Paris School of Economics (PSE)
Date Posted: January 21, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Cross-Listings and Liquidity Risk Diversification
Feng Jiao
McGill University - Desautels Faculty of Management
Date Posted: January 21, 2015
Last Revised: January 22, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Why Financial Advice Cannot Substitute for Financial Literacy?
Banque de France Working Paper No. 534
Majdi Debbich
Paris School of Economics (PSE)
Date Posted: January 21, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper What Drives the Association between Health and Portfolio Choice?
Netspar Discussion Paper No. 11/2014-057
Christoph Kronenberg , Hans van Kippersluis and Kirsten I. M. Rohde
University of York , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam
Date Posted: January 20, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Spillover Effect of SEC Comment Letters on Qualitative Corporate Disclosure: Evidence from the Risk Factor Disclosure
Stephen V. Brown , Xiaoli (Shaolee) Tian and Jenny Wu Tucker
Arizona State University (ASU) - School of Accountancy , Ohio State University (OSU) - Fisher College of Business and University of Florida - Warrington College of Business Administration
Date Posted: January 20, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper Creating Support-Resistance Levels Using Boll and Predicting Future Market Trend: A Study of Current Scenario of Larsen & Toubro
Jain, Esha (December, 2014). Creating support-resistance levels using BOLL and predicting future market trend: A study of current scenario of Larsen & Toubro; IOSR Journal of Business and Management (IOSR-JBM), e-ISSN: 2278-487X, p-ISSN: 2319–7668, Volume 16, Issue 11. Ver. VI, pp. 54-59, Impact,
Esha Jain
G D Goenka University
Date Posted: January 20, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Short Term Volatility in Prices of Indiabulls Securities Pvt Ltd: A Detailed Study of Scrip from January 2014 to August 2014.
Jain, Esha (October, 2014). Short Term Volatility in Prices of Indiabulls Securities Pvt Ltd: A Detailed Study of Scrip from January 2014 to August 2014; International Journal of Marketing, Financial Services & Management Research (IJMFSMR), ISSN: 2277-3622, Volume-3, Issue-10, pp. 91-101, Impact
Esha Jain
G D Goenka University
Date Posted: January 20, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Consumption Investment Optimization with Epstein-Zin Utility in Incomplete Markets
Hao Xing
London School of Economics & Political Science (LSE)
Date Posted: January 20, 2015
Last Revised: January 23, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper CAPM with Sentiment: The Efficient Market Hypothesis Spiced Up with Sentiment
Claudio Boido and Antonio Fasano
University of Siena and Universita di Salerno
Date Posted: January 19, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Traditional and Alternative Risk: An Application to Hedge Fund Returns
Claudio Boido and Antonio Fasano
University of Siena and Universita di Salerno
Date Posted: January 19, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Are Individual Investors Dumb Noise Traders? An Analysis of Their Cognitive Competence Based on Expert Assessments
Philip Blonski and Simon Christian Blonski
Fern Universität in Hagen and Independent
Date Posted: January 17, 2015
Working Paper Series
12 downloads


 

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