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Abstracts: 689,323
Full Text Papers: 578,863
Authors: 317,315
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  Last 12 months:
67,484

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Last 12 months: 13,030,601
Last 30 days: 908,371

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Total References: 9,074,189
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SSRN eLibrary Search Results
JEL Code: G15
2,555,475 Total downloads
Showing Papers 3,101 - 3,150 of 8,614
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1 2 3 4 ... 173 | Next >
   

Incl. Electronic Paper Globalization and Asset Returns
Geert Bekaert, Campbell R. Harvey, Andrea Kiguel and Xiaozheng Sandra Wang
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, Columbia University - Columbia Business School and PriceWaterhouseCoopers LLP - Financial services
Date Posted: August 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Can VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis
Felipe Bastos G. Silva and Ekaterina Volkova
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: August 26, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Agreeing on Disagreement: Heterogeneity or Uncertainty?
Norges Bank Working Paper 4/2016
Saskia ter Ellen, Willem F. C. Verschoor and Remco C. J. Zwinkels
Norges Bank, VU University Amsterdam, Faculty of Economics and Business Administration and Vrije Universiteit Amsterdam
Date Posted: August 26, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Decoding Chinese Stock Market Returns: Three-State Hidden Semi-Markov Model
Zhenya Liu and Shixuan Wang
Renmin University of China and University of Birmingham
Date Posted: August 26, 2016
Last Revised: August 28, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper What Explains Herd Behavior in the Chinese Stock Market?
IGEF Working Paper No. 50
Terence Tai-Leung Chong, Xiaojin Liu and Chenqi Zhu
The Chinese University of Hong Kong (CUHK) - Institute of Global Economics and Finance, Department of Economics and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: August 25, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Demographic Changes and Economic Growth: an Empirical Analysis
Alexandre Narciso
Copenhagen Business School
Date Posted: August 24, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Do Announced Credit Rating Revisions Create Wealth Transfer Effects between Stockholders and Bondholders of European Firms?
Steffen Hundt, Björn Sprungk and Andreas Horsch
Freiberg University, University of Chemnitz, Department of Numerical Mathematics and Freiberg University
Date Posted: August 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Media Control: A New Explanation of the Foreign Share Discount Puzzle in China
Rong Ding, Wenxuan Hou, Yue (Lucy) Liu and John Ziyang Zhang
University of Warwick, University of Edinburgh - Business School, University of Edinburgh Business School and University of Edinburgh
Date Posted: August 24, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks
Myeong Hyeon Kim and Lingxia Sun
Korea Housing & Urban Guarantee Corporation and Business School of Nankai University
Date Posted: August 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
Jacob Boudoukh, Jordan Brooks, Matthew P. Richardson and Zhikai Xu
Interdisciplinary Center (IDC) Herzliyah - Arison School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Date Posted: August 23, 2016
Last Revised: August 25, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Variance Risk in Aggregate Stock Returns and the Return Predictability
Sungjune Pyun
Marshall School of Business, University of Southern California
Date Posted: August 23, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper DEA Portfolio Modeling - The Case of Socially Responsible Investing
Karl Weinmayer, Stephan M. Gasser and Margarethe Rammerstorfer
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Modul University Vienna
Date Posted: August 22, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper What Explains Volatility Spillovers in the Financial Systems of Emerging Market Countries: Co-Movement, Transmission, or Contagion?
Jongrim Ha
Cornell University
Date Posted: August 21, 2016
Working Paper Series
4 downloads

Contagion, Spillover and Interdependence
Bank of England Working Paper No. 607
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 20, 2016
Working Paper Series

Incl. Electronic Paper Psychological Price Barriers in Frontier Equities
Ales Berk, Mark Cummins, Michael M. Dowling and Brian M. Lucey
University of Ljubljana - Faculty of Economics, Dublin City University Business School, ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Date Posted: August 18, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper REIT Leverage and Return Performance: Keep Your Eye on the Target
Emanuela Giacomini, David C. Ling and Andy Naranjo
University of Florida - Warrington College of Business Administration, University of Florida - Hough Graduate School of Business Administration and University of Florida - Warrington College of Business Administration
Date Posted: August 17, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper International Diversification through iShares and Their Rivals
Journal of Risk, Forthcoming
Jie Cao, Rao Fu and Yong Jin
Chinese University of Hong Kong - Department of Finance, Chinese University of Hong Kong - Department of Decision Sciences & Managerial Economics and The Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: August 16, 2016
Accepted Paper Series
47 downloads

Incl. Electronic Paper Sovereign Risk and the Impact of Crisis: Evidence from Latin America
Jonathan A. Batten, Gerard L. Gannon and Kannan S. Thuraisamy
Monash University, Deakin University - School of Accounting, Economics and Finance and Deakin University - Faculty of Business and Law
Date Posted: August 15, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Saving China's Stock Market
Yi Huang, Jianjun Miao and Pengfei Wang
Graduate Institute of International and Development Studies, Boston University - Department of Economics and HKUST, Department of Economics
Date Posted: August 13, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Mathematics and Economics: A Reality Check
Journal of Portfolio Management, Vol. 43, No. 1, 2016
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: August 13, 2016
Last Revised: August 21, 2016
Accepted Paper Series
158 downloads

Incl. Electronic Paper Exchange-Traded Funds; Synchronizing Information and Noise in Capital Markets
Ojwang George Omondi Sr.
Siaya Institute of Technology, Department of Business Administration, Students
Date Posted: August 13, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Are Tightened Trading Rules Always Bad? Evidence from the Chinese Index Futures Market
Hai Lin and You Wang
Victoria University of Wellington - School of Economics & Finance and Xiamen University
Date Posted: August 12, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Trust and Local Bias of Individual Investors
Ran Shao and Na Wang
Yeshiva University and Hofstra University - Frank G. Zarb School of Business
Date Posted: August 12, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Corporate Acquisitions, Merger Imbalance, and the Expected Returns on International Equity Markets
Adam Zaremba and Przemysław Grobelny
Poznań University of Economics and Business and Poznan University of Economics
Date Posted: August 11, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Reverse Splits in International Stock Markets: Reconciling the Evidence on Long-Term Returns
Adam Zaremba, Szymon Okoń and Roman Asyngier
Poznań University of Economics and Business, Poznan University of Economics and Maria Curie-Skłodowska University
Date Posted: August 11, 2016
Last Revised: August 22, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper (Ab)Normal Returns in an Emerging Stock Market: International Investor Perspective
Paulina Roszkowska and Łukasz K. Langer
University of California, Berkeley - Haas School of Business and Warsaw School of Economics (SGH)
Date Posted: August 11, 2016
Last Revised: August 17, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Do Demand Curves for Stocks Slope down in the Long Run?
Clark Liu and Baolian Wang
Tsinghua University - PBC School of Finance and Gabelli School of Business - Fordham University
Date Posted: August 10, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Restructuring Sovereign Debt after NML v. Argentina
Capital Markets Law Journal (Forthcoming)
Lee C. Buchheit and G. Mitu Gulati
Cleary Gottlieb Steen & Hamilton LLP - New York Office and Duke University School of Law
Date Posted: August 09, 2016
Accepted Paper Series
353 downloads

Incl. Electronic Paper Trading Activity in the Indian Government Bond Market
FRB of NY Staff Report No. 785
Michael J. Fleming, Seema Saggar and Samita Sareen
Federal Reserve Bank of New York, Government of India - Reserve Bank of India and New York University (NYU)
Date Posted: August 09, 2016
Working Paper Series
4 downloads

Incl. Fee Electronic Paper International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan
The Japanese Economic Review, Vol. 67, Issue 3, pp. 295-328, 2016
Kaoru Hosono, Miho Takizawa and Kotaro Tsuru
Gakushuin University - Economics, Toyo University and Research Institute of Economy, Trade and Industry (RIETI)
Date Posted: August 09, 2016
Accepted Paper Series

Incl. Electronic Paper Stress Test of Liquidity Risk: The Case Based on the Withdrawal of Deposits in Kosovo 2013-2015
Fisnik Morina
University 'Haxhi Zeka'
Date Posted: August 08, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Low Long-Term Interest Rates as a Global Phenomenon
BIS Working Paper No. 574
Peter Hördahl, Jhuvesh Sobrun and Philip Turner
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: August 05, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper The Puzzle of PDVSA Bond Prices
Paolo Colla, Anna Gelpern and G. Mitu Gulati
Bocconi University - Department of Finance, Georgetown University Law Center and Duke University School of Law
Date Posted: August 04, 2016
Working Paper Series
151 downloads

Incl. Electronic Paper Time-Varying Price Discovery Dynamics of Corporate Credit Default Swaps and Bonds
Josephine Molleyres
University of Basel - Department of Finance
Date Posted: August 04, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper A Mechanism to Regulate Sovereign Debt Restructuring in the EURO Area
Jochen R. Andritzky, Lars P. Feld, Désirée I. Christofzik and Uwe Scheuering
German Council of Economic Experts, Walter Eucken Institute, German Council of Economic Experts and German Council of Economic Experts
Date Posted: August 04, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?
Swiss Finance Institute Research Paper No. 16-52
Ines Chaieb, Vihang R. Errunza and Rajna Gibson
University of Geneva and Swiss Finance Institute, McGill University - Desautels Faculty of Management and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: August 04, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper How the Rise of East Asian Sovereign Wealth Funds Affected the European Union?
[In] Building the Diverse Community. Beyond Regionalism in East Asia (Edited by Dominik Mierzejewski & Grzegorz Bywalec), Lodz University Press, Lodz, Poland, pp. 109-138
Tomasz Kaminski, Marcin Obroniecki and Piotr Wiśniewski
University of Lodz - Faculty of International and Political Studies, Bank Zachodni WBK and Warsaw School of Economics - Corporate Finance Unit, Institute of Finance, College of Management and Finance
Date Posted: August 04, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Anomalies Across the Globe: Once Public, No Longer Existent?
Heiko Jacobs and Sebastian Müller
University of Mannheim, Finance Department and German Graduate School of Management and Law
Date Posted: August 02, 2016
Working Paper Series
246 downloads

Incl. Electronic Paper Predictability of Growth in Emerging Markets: Information in Financial Aggregates
FRB International Finance Discussion Paper No. 1174
Ayelen Banegas
Board of Governors of the Federal Reserve System
Date Posted: August 01, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper How to Price Swaps in Your Head - An Interest Rate Swap & Asset Swap Primer
Nicholas Burgess
Independent
Date Posted: July 31, 2016
Working Paper Series
121 downloads

Incl. Electronic Paper Does High-Frequency Trading Increase Systemic Risk?
Journal of Financial Markets, 2016
Pankaj K. Jain, Pawan Jain and Thomas H. McInish
University of Memphis - Fogelman College of Business and Economics, Central Michigan University and University of Memphis - Fogelman College of Business and Economics
Date Posted: July 31, 2016
Working Paper Series
80 downloads

Incl. Electronic Paper Which Countries Pay More or Less for Their Long Term Debt? A CART Approach.
Marcos González-Fernández and Carmen González-Velasco
Universidad de León and Universidad de León
Date Posted: July 31, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper How Foreign Investors Influence Stock Markets? The Saudi Arabian Experience
Saqib Sharif
Institute of Business Administration, Karachi
Date Posted: July 30, 2016
Last Revised: August 21, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Asymmetric Volatility Connectedness on Forex Markets
Jozef Barunik, Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Date Posted: July 28, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Tales of Tails: Jumps in Currency Markets
Suzanne S. Lee and Minho Wang
Georgia Institute of Technology - Finance Area and Georgia Institute of Technology - Finance Area
Date Posted: July 27, 2016
Working Paper Series
69 downloads

Incl. Electronic Paper Is the Renminbi a Safe Haven?
Globalization and Monetary Policy Institute Working Paper No. 276
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu
University of Alberta - Department of Marketing, Business Economics & Law, Hitotsubashi University - Faculty of Economics and University of Alberta - Department of Marketing, Business Economics & Law
Date Posted: July 27, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Money and Capital Market Analysis: Twins Comparison (Cameroon and Ivory Coast)
Tasoh Martin Toh and Kouame Kouakou Samson
Independent and Daegu University
Date Posted: July 26, 2016
Last Revised: August 04, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper A Spark from the Public Sector: Co-Lending by Government-Owned and Private-Sector Lenders
BAFFI CAREFIN Centre Research Paper No. 2016-24
Veljko Fotak
State of New York (SUNY) at Buffalo
Date Posted: July 26, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper The London Stock Exchange - Prey and Predator
Cally Jordan
C.D Howe Institute
Date Posted: July 26, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper The Renminbi Central Parity: An Empirical Investigation
CESifo Working Paper Series No. 6963
Yin-Wong Cheung, C. H. Hui and Andrew Tsang
City University of Hong Kong - Department of Economics & Finance, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Date Posted: July 26, 2016
Working Paper Series
16 downloads


 

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