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226,553
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JEL Code: G11
2,574,537 Total downloads
Showing Papers 2,901 - 2,950 of 7,217
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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
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
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
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
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
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
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
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
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
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
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
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
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
Learning from Stock Prices and Economic Growth
Joel Peress
INSEAD - Finance
Date Posted: March 22, 2010
Working Paper Series
67 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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