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SSRN eLibrary Statistics:

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Abstracts: 557,072
Full Text Papers: 459,876
Authors: 258,622
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  Last 12 months:
64,022

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To date: 77,424,413
Last 12 months: 9,695,516
Last 30 days: 665,628

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260,713
Total References: 9,009,750
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89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: G15
2,062,059 Total downloads
Showing Papers 3,101 - 3,150 of 7,172
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Incl. Electronic Paper Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
DIW Berlin Discussion Paper No. 1399
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: July 30, 2014
Working Paper Series
3 downloads

The Power of T-1 Returns
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: July 29, 2014
Working Paper Series

Incl. Electronic Paper Financial Markets in June 2014
Russian Economic Developments. Moscow. 2014, #7, pp. 10-13
Nikita Andrievskiy and Elizaveta Khudko
Gaidar Institute for Economic Policy and Russian Presidential Academy of National Economy and Public Administration
Date Posted: July 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Cross-Market Spillovers with ‘Volatility Surprise’
Sofiane Aboura and Julien Chevallier
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG) and IPAG Business School
Date Posted: July 28, 2014
Working Paper Series
7 downloads

Bitcoin – Is it a Bubble? Evidence from Unit Root Tests
Akash Malhotra and Mayank Maloo
Indian Institute of Technology Bombay and Indian Institute of Technology Bombay
Date Posted: July 28, 2014
Working Paper Series

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Working Paper Series
2 downloads

Offshore Operations and Bank Loan Contracting: Evidence from Firms that Set Up Subsidiaries in Offshore Financial Centers
Wenxia Ge , Jeong-Bon Kim V , TieMei Li and Yutao Li
University of Manitoba - Asper School of Business , City University of Hong Kong , University of Ottawa - School of Management and University of Lethbridge
Date Posted: July 26, 2014
Working Paper Series

Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors
Panoeconomicus, 61(3), 2014, pp. 275-288
Dimitris Kenourgios and Dimitrios I. Dimitriou
University of Athens - Faculty of Economics and University of Ioannina - Department of Economics
Date Posted: July 25, 2014
Accepted Paper Series

On Financial Contagion and Implied Market Volatility
International Review of Financial Analysis, Vol. 34, 2014, pp. 21-30
Dimitris Kenourgios
University of Athens - Faculty of Economics
Date Posted: July 25, 2014
Accepted Paper Series

African Stock Market Returns and Liquidity Premia
Journal of International Financial Markets, Institutions and Money, No. 42, 2014
Tibebe A. Assefa and Andre V. Mollick
Kentucky State University and University of Texas - Pan American - College of Business Administration - Department of Economics & Finance
Date Posted: July 25, 2014
Accepted Paper Series

Incl. Electronic Paper VAR Analysis on Mutual Relationship between Stock Price Index and Exchange Rate and the Role of World Oil Price and World Gold Price
11th International Annual Symposium on Management, Batu, East Java, Indonesia, March 2014
Filus Raraga and Harjum Muharam
Diponegoro University - Economics and Business Faculty and Diponegoro University - Economics and Business Faculty
Date Posted: July 24, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Information Diffusion and the Predictability of New Zealand Stock Market Returns
Accounting and Finance, Forthcoming
Hai Lin and Daniel Quill
Victoria University of Wellington - School of Economics & Finance and AMP Services (NZ) Limited
Date Posted: July 24, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Demand for Reinsurance: A Global Perspective and Assessment
Muhammed Altuntas , James R. Garven and Jannes Rauch
University of Cologne - Department of Risk Management and Insurance , Baylor University - Department of Finance, Insurance & Real Estate and University of Cologne
Date Posted: July 24, 2014
Last Revised: July 29, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Japan's Microcap Market
Nomura Journal of Capital Markets, Vol. 5, No. 4, 2014
Yasuyuki Fuchita
Nomura Institute of Capital Markets Research
Date Posted: July 22, 2014
Accepted Paper Series
6 downloads

Global Regulatory and Ethical Framework
H. Kent Baker, Greg Filbeck, and Halil Kiymaz, editors, PRIVATE EQUITY: OPPORTUNITIES AND RISKS Chapter 21 (Oxford University Press, 2014, Forthcoming)
Henry Ordower
Saint Louis University - School of Law
Date Posted: July 22, 2014
Accepted Paper Series

Incl. Electronic Paper The Real Effect of the Initial Enforcement of Insider Trading Laws
Zhihong Chen , Yuan Huang , Yuanto Kusnadi and K. C. John Wei
Hong Kong University of Science and Technology , Hong Kong Polytechnic University - School of Accounting and Finance , Singapore Management University - School of Accountancy and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: July 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Effect of Aggregating Accounting Reports on the Quality of the Lending Decision: An Empirical Investigation
Journal of Accounting Research, 1973
A. Rashad Abdel-Khalik
University of Illinois at Urbana-Champaign - Department of Accountancy
Date Posted: July 21, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Superman in the Dark: Trading Behavior of the Chinese National Social Security Fund
Yong Li , Karen L. Benson and Robert W. Faff
University of Queensland , University of Queensland - Business School and University of Queensland
Date Posted: July 19, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Competition Among Exchanges Through Simplified Disclosure Requirements: Evidence from the American and Global Depositary Receipts
Accounting and Business Research, 44 (1), 2014
Oksana Kim and Matt Pinnuck
Minnesota State University and University of Melbourne - Department of Accounting and Business Information Systems
Date Posted: July 19, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper What Do Stock Markets Tell Us About Exchange Rates?
Gino Cenedese , Richard Payne , Lucio Sarno and Giorgio Valente
Bank of England , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: July 19, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper On the Determinants of Chinese Cross-Listings: Are B-Shares Different from H-Shares?
Yongli Luo
Wayland Baptist University, School of Business
Date Posted: July 19, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Gifts, Hospitality & the Government Contractor
Briefing Papers No. 14-7, June 2014, GWU Law School Public Law Research Paper No. 2014-35, GWU Legal Studies Research Paper No. 2014-35
Jessica Tillipman
The George Washington University Law School
Date Posted: July 18, 2014
Last Revised: July 24, 2014
Accepted Paper Series
244 downloads

Incl. Electronic Paper Evaluating the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks
Marco Wilkens , Juan Yao , Nagaratnam Jeyasreedharan and Patrick Boehler
University of Augsburg , University of Sydney - Business School - Finance Discipline , University of Tasmania and University of Augsburg
Date Posted: July 18, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Financial Plumbing and Monetary Policy
IMF Working Paper No. 14/111
Manmohan Singh
International Monetary Fund (IMF)
Date Posted: July 18, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Managing Credit Bubbles
IMF Working Paper No. 14/95
Alberto Martin and Jaume Ventura
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: July 18, 2014
Working Paper Series
3 downloads

New Estimates of Time-Varying Currency Betas: A Trivariate BEKK Approach
Economic Modelling, Vol. 42, 2014
Prabhath Jayasinghe , Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics , National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Date Posted: July 17, 2014
Accepted Paper Series

Incl. Electronic Paper Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects
Swiss Finance Institute Research Paper No. 14-47
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: July 16, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects
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: July 15, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Deflating the Sharpe Ratio
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: July 14, 2014
Last Revised: July 28, 2014
Working Paper Series
170 downloads

Incl. Electronic Paper Conditional Pricing of Currency Risk in Africa's Equity Markets
Odongo Kodongo and Kalu Ojah
University of the Witwatersrand - Wits Business School and University of the Witwatersrand - Wits Business School
Date Posted: July 13, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Effect of Mandatory IFRS Adoption on International Cross-Listings
Long Chen , Jeff Ng and Albert Tsang
George Mason University - School of Business , Chinese University of Hong Kong (CUHK) - School of Accountancy and The Chinese University of Hong Kong (CUHK) - School of Accountancy
Date Posted: July 13, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper A New Perspective of Benevolent Loan, QARD Al-Hassan, Using Upfront Payment ‘Mesbah Point’
International Journal of Economics 1:3, pp. 45-58, 2014
Amir B Izadyar and Feroza Ragnath
Darulmaali Financial Group and Darulmaali Financial Group
Date Posted: July 12, 2014
Accepted Paper Series
5 downloads

Structural Breaks in Volatility Spillovers between International Financial Markets: Contagion or Mere Interdependence?
Journal of Banking and Finance, Forthcoming
Robert Maderitsch and Robert Jung
University of Hohenheim - Faculty of Business, Economics and Social Sciences and University of Hohenheim - Institute of Economics
Date Posted: July 12, 2014
Accepted Paper Series

Incl. Electronic Paper Oil Prices, Exchange Rates and Asset Prices
ECB Working Paper No. 1689
Marcel Fratzscher , Daniel Schneider and Ine Van Robays
DIW Berlin , Goethe University Frankfurt and European Central Bank
Date Posted: July 11, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Can Individual Investors Time Bubbles?
Jussi Keppo , Tyler Shumway and Daniel Weagley
National University of Singapore - NUS Business School , University of Michigan at Ann Arbor, The Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Date Posted: July 11, 2014
Working Paper Series
290 downloads

Incl. Electronic Paper Betting Against Beta in the Indian Market
Sobhesh Kumar Agarwalla , Joshy Jacob , Jayanth Rama Varma and Ellapulli Vasudevan
Indian Institute of Management (IIM) Ahmedabad , Indian Institute of Management , Indian Institute of Management (IIM), Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Date Posted: July 10, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Financial Markets in January 2014
Russian Economic Development. Moscow, 2014, #2, pp. 12-15
Nikita Andrievskiy and Elizaveta Khudko
Gaidar Institute for Economic Policy and Russian Presidential Academy of National Economy and Public Administration
Date Posted: July 10, 2014
Working Paper Series
3 downloads

Affine-Structure Models and the Pricing of Energy Commodity Derivatives
Ioannis Kyriakou , Nikos K. Nomikos , Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School , Cass Business School, City University London , Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 09, 2014
Working Paper Series

Incl. Electronic Paper Testing the Weak Form Efficiency of the Damascus Securities Exchange
International Research Journal of Finance and Economics, ISSN 1450-2887 Issue 85 (2012)
Zeina Al-Ahmad
Tishreen University
Date Posted: July 09, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
CESifo Working Paper Series No. 4850
Yin-Wong Cheung and Dagfinn Rime
City University of Hong Kong - Department of Economics & Finance and BI Norwegian Business School
Date Posted: July 09, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Emerging Equity Markets in a Globalizing World
Netspar Discussion Paper No. 05/2014-024
Geert Bekaert and Campbell R. Harvey
Columbia Business School - Finance and Economics and Duke University - Fuqua School of Business
Date Posted: July 08, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
Japan and the World Economy, Vol. 20, No. 4, 2008
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 07, 2014
Last Revised: July 20, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Exchange Rate Exposure of Stock Returns at Firm Level
Prabhath Jayasinghe and Gamini Premaratne
University of Colombo - Department of Business Economics and University of Brunei Darussalam
Date Posted: July 07, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure: Evidence from Emerging Markets
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Measuring Time-Varying Market and Currency Risks with Stochastic Dominance: Evidence from Country Level Stock Returns
Sri Lanka Journal of Business Economics, Vol. 5, July 2014
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Application of Binary Classifiers to Filter Transactions on the Financial Market
Andrzej Endler
Quants Technologies S.A.
Date Posted: July 06, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper The International CAPM Redux
Francesca Brusa , Tarun Ramadorai and Adrien Verdelhan
University of Oxford - Said Business School , University of Oxford - Said Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 06, 2014
Working Paper Series
44 downloads

Incl. Electronic Paper Linear and Non-Linear Granger Causality between Oil Spot and Futures Prices: A Wavelet Based Test
Journal of International Money and Finance, Forthcoming
Mohammed Alzahrani , Abul M. M. Masih and Omar Al-Titi
King Fahd University of Petroleum & Minerals , King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC) and King Fahd University of Petroleum & Minerals (KFUPM)
Date Posted: July 06, 2014
Accepted Paper Series
19 downloads

Incl. Electronic Paper Evidence for Sign Asymmetry of Exchange Rate Exposure
Colombo Business Journal, Vol. 01, No. 02, February 2008
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets
Tobias R. Rühl and Michael Stein
University of Duisburg-Essen and University of Duisburg-Essen
Date Posted: July 06, 2014
Working Paper Series
10 downloads


 

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