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Abstracts: 613,830
Full Text Papers: 510,636
Authors: 283,548
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Last 12 months: 11,457,820
Last 30 days: 896,885

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SSRN eLibrary Search Results
JEL Code: G12
7,350,665 Total downloads
Showing Papers 3,121 - 3,170 of 16,533
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1 2 3 4 ... 331 | Next >
   


Incl. Electronic Paper Currency Board Arrangement Capital Structure Macrofinancial Diagnostics
Financial Management Association, Nashville, Tennessee, Annual Meeting, 2014
Eleftherios Ioannis Thalassinos , Pantelis Thalassinos , Bozhana Plamenova Venediktova and Vilimir Yordanov
University of Piraeus - Department of Maritime Studies , Credit Suisse AG , University of National and World Economy and Vienna Graduate School of Finance (VGSF)
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Pairs Trading Strategy Optimization Using the Reinforcement Learning Method: A Cointegration Approach
Saeid Fallahpour , Hasan Hakimian , Khalil Taheri and Ehsan Ramezanifar
University of Tehran , University of Tehran - Faculty of Management , University of Tehran and Maastricht University - Department of Finance
Date Posted: June 29, 2015
Working Paper Series
40 downloads

Incl. Fee Electronic Paper An Intertemporal CAPM with Stochastic Volatility
CEPR Discussion Paper No. DP10681
John Y. Campbell , Stefano W. Giglio , Christopher Polk and Robert Turley
Harvard University - Department of Economics , University of Chicago - Booth School of Business , London School of Economics and Dodge & Cox Funds
Date Posted: June 29, 2015
Working Paper Series

Incl. Electronic Paper Sub-National Government's Risk Premia: Does Fiscal Performance Matter?
IMF Working Paper No. 15/117
Sergio Sola and Geremia Palomba
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: June 29, 2015
Working Paper Series

Incl. Electronic Paper A Tale of Two Averagings: Estimating the Integrated Volatility Using 'Pooled' High-Frequency Data
Zhi Liu , Xinbing Kong and Bingyi Jing
University of Macau , Soochow University and Hong Kong University of Science & Technology (HKUST)
Date Posted: June 29, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Investor Sentiment, Soccer Games and Stock Returns
Nebojsa Dimic , Manfred Neudl , Vitaly Orlov and Janne Jaakko Äijö
University of Vaasa - Department of Accounting and Finance , University of Vaasa - Department of Accounting and Finance , University of Vaasa, Department of Accounting and Finance and University of Vaasa, Department of Accounting and Finance
Date Posted: June 29, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Estimating the Cost of Equity Capital Using Empirical Asset Pricing Models
Adriana S. Cordis and Chris Kirby
Winthrop University - College of Business Administration and UNC Charlotte - Belk College of Business
Date Posted: June 28, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Hidden Liquidity Inside the Spread
Jim Holcomb Jr. and James Upson
University of Texas at El Paso and University of Texas at El Paso
Date Posted: June 28, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Senior Structured Finance Obligations are not Economic Catastrophe Bonds
Andreas Bloechlinger
Zurich Cantonal Bank
Date Posted: June 27, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Black Scholes Pricing Concept
Ilya I. Gikhman
Independent
Date Posted: June 27, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Conditional Risk Premia in International Government Bond Markets
Multinational Finance Journal, Vol. 12, No. 3/4, p. 185-204, 2008
Joëlle Miffre
EDHEC Business School
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper U.K. Stock Market Inefficiencies and the Risk Premium
Multinational Finance Journal, Vol. 11, No. 1/2, p. 97-122, 2007
Antonis Demos and George Vasillelis
Athens University of Economics and Business and University of London - Imperial College of Science, Technology and Medicine
Date Posted: June 26, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Asymmetric Return and Volatility Responses to Composite News from Stock Markets
Multinational Finance Journal, Vol. 11, No. 3/4, p. 179-210, 2007
Thomas Chinan Chiang , Cathy W. S. Chen and Mike K. P. So
Drexel University - Department of Finance , Feng Chia University - Department of Statistics and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
Date Posted: June 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Taxation, Dividend Payments and Ex-Day Price-Changes
Multinational Finance Journal, Vol. 13, No. 1/2, p. 135-154, 2009
Sven-Olov Daunfeldt , Carina Selander and Magnus Wikström
University of Umea - Department of Economics , University of Umea and Umeå University
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper European Put-Call Parity and the Early Exercise Premium for American Currency Options
Multinational Finance Journal, Vol. 13, No. 1/2, p. 39-54, 2009
Geoffrey Poitras , Chris Veld and Yuriy Zabolotnyuk
Simon Fraser University (SFU) - Finance Area , Monash University and Carleton University
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
Multinational Finance Journal, Vol. 13, No. 3/4, p. 293-321, 2009
James McDonald , Richard A. Michelfelder and Panayiotis Theodossiou
Brigham Young University - Department of Economics , Rutgers, The State University of New Jersey - Rutgers University, Camden and Cyprus University of Technology
Date Posted: June 26, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Benchmark Concentration: Capitalization Weights versus Equal Weights in the FTSE 100 Index
Multinational Finance Journal, Vol. 13, No. 3/4, p. 209-228, 2009
Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Modeling Volatility in Foreign Currency Option Pricing
Multinational Finance Journal, Vol. 13, No. 3/4, p. 189-208, 2009
Ariful Hoque , Felix Chan Sr. and Meher Manzur
University of Southern Queensland , Curtin University of Technology - School of Economics and Finance and Curtin University of Technology - School of Economics and Finance
Date Posted: June 26, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Multifactor Asset Pricing Model Incorporating Coskewness and Cokurtosis: The Evidence from Asian Mutual Funds
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Higher Moment Six-Factor Model in Explaining Mutual Fund Portfolio Return in Different Market Conditions
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Continuous-Time Option Games: Review of Models and Extensions
Multinational Finance Journal, Vol. 14, No. 3/4, p. 219-254, 2010
Marco Antonio Guimarães Dias and Jose Teixeira
Petrobras/E&P/Gerer/Corfex and University of Turku
Date Posted: June 26, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Role of Realised Volatility in the Athens Stock Exchange
Multinational Finance Journal, Vol. 15, No. 1/2, p. 87-124, 2011
Dimitrios D. Thomakos and Michail S. Koubouros
University of Peloponnese - School of Management and Economics and University of Peloponnese - Department of Economics
Date Posted: June 25, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Long-Term Yield in an Affine HJM Framework on Sd+
Francesca Biagini , Alessandro Gnoatto and Maximilian Härtel
University of Bologna - Department of Mathematics , Ludwig-Maximilians-Universität München and Ludwig-Maximilians-Universität München - Department of Mathematics
Date Posted: June 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Accounting-Based Downside Risk, Cost of Capital, and the Macroeconomy
Yaniv Konchitchki , Yan Luo , Mary L. Z. Ma and Feng Wu
University of California, Berkeley - Haas School of Business , Fudan University , York University and Independent
Date Posted: June 24, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Cross-Sectional Variations in the Degree of Global Integration: The Case of Russian Equities
Journal of International Financial Markets, Institutions & Money, 2000, 10(2), 131-150.
Pavel Fedorov and Sergei Sarkissian
Morgan Stanley and McGill University
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Sovereign Default Problem in the Eurozone: An Insurance-Based Approach
CESifo Working Paper Series No. 5389
Nadjeschda Arnold and Ray Rees
Ludwig-Maximilians-Universität München - Center for Economic Studies (CES) and Ludwig-Maximilians-Universität München - Faculty of Economics
Date Posted: June 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Why Market Returns Favor Democrats in the White House?
Michael S. Long Sr.
Rutgers University at Newark
Date Posted: June 24, 2015
Last Revised: June 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Alphas of Betas: Testing Characteristics-Based Factor Models
Kerry Back , Nishad Kapadia and Barbara Ostdiek
Rice University - Jones Graduate School of Business and Department of Economics , Tulane University - A.B. Freeman School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: June 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral
ECB Working Paper No. 1793
alvise lennkh and Florian Walch
European Stability Mechanism and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Costly Arbitrage and the Closed-End Fund Puzzle: Evidence from a Natural Experiment
Yongqiang Chu and Liang Ma
University of South Carolina - Darla Moore School of Business and University of South Carolina - Darla Moore School of Business
Date Posted: June 23, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Momentum and Low-Volatility Effects in Country-Level Stock Market Anomalies
Adam Zaremba
Poznań University of Economics
Date Posted: June 22, 2015
Last Revised: June 24, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Do Index Futures and ETFs Affect Stock Return Correlations?
Markus Leippold , Lujing Su and Alexandre Ziegler
University of Zurich - Department of Banking and Finance , University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: June 21, 2015
Working Paper Series
68 downloads

Incl. Electronic Paper Determinants of the Multiple-Term Structures from Interbank Rates
Juan Angel Lafuente , Nuria Petit and Pedro Serrano
Jaume I University , University Complutense of Madrid and University Carlos III of Madrid
Date Posted: June 21, 2015
Working Paper Series
10 downloads

Seasonal Variation in Treasury Returns
Critical Finance Review, 4(1), 45-115, 2015
Mark J. Kamstra , Lisa A. Kramer and Maurice D. Levi
York University - Schulich School of Business , University of Toronto - Rotman School of Management and University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 21, 2015
Accepted Paper Series

Incl. Electronic Paper Financial Markets in the Face of the Apocalypse
Jedrzej Pawel Bialkowski and Ehud I. Ronn
University of Canterbury - Department of Economics and Finance and University of Texas at Austin - Department of Finance
Date Posted: June 21, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Commodity Returns Co-Movements: Fundamentals or 'Style' Effect?
Charlot Philippe , Olivier Darné and Zakaria Moussa
Universities of Marseille , University of Nantes - Faculty of Business and Economics and University of Nantes - LEMNA
Date Posted: June 21, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper The Impact of Fiscal Policy Announcements by the Italian Government on the Sovereign Spread: A Comparative Analysis
ECB Working Paper No. 1782
Matteo Falagiarda and Wildmer Daniel Gregori
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Date Posted: June 21, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper External Debt and Foreign Private Investment in Nigeria: A Test for Causality
African Economic and Business Review Vol. 4 No. 1, Spring 2006, 1109-5609
Rufus A Ajisafe , M. L. Nassar , O. Fatokun , Ismail Soile and Olajide K. Gidado
Obafemi Awolowo University - Department of Economics , Independent , Independent , University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP) and Olabisi Onabanjo University
Date Posted: June 20, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper A Measure of Redenomination Risk
ECB Working Paper No. 1785
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Date Posted: June 20, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Granular Nature of Large Institutional Investors
Fisher College of Business Working Paper No. 2015-03-09, Charles A. Dice Center Working Paper No. 2015-09
Itzhak Ben-David , Francesco A. Franzoni , Rabih Moussawi and John Sedunov III
Ohio State University - Fisher College of Business, Finance Department , University of Lugano , University of Pennsylvania - The Wharton School and Villanova University - Department of Finance
Date Posted: June 20, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Accounting for KVA Under IFRS 13
Richard David Kenyon and Chris Kenyon
Birmingham City University and Lloyds Banking Group
Date Posted: June 20, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Beliefs-Driven Price Association
Paul E. Fischer , Mirko Stanislav Heinle and Robert E. Verrecchia
University of Pennsylvania - The Wharton School , University of Pennsylvania - Accounting Department and University of Pennsylvania - Accounting Department
Date Posted: June 20, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Quantile-Based Inference for Tempered Stable Distributions
Hassan A. Fallahgoul , David Veredas and Frank J. Fabozzi
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute , Vlerick Business School and EDHEC Business School
Date Posted: June 20, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper What Do Asset Prices Have to Say About Risk Appetite and Uncertainty?
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: June 20, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Investor Heterogeneity and Asymmetric Volatility Under Short-Sale Constraints: Evidence from Korean Fund Market
Pando Sohn and Ji-Yong Seo
Dong-A University and Sangmyung University - Department of Business Administration
Date Posted: June 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Monetary Policy, Heterogeneous Expectations and Uncertainty
Tsvetomira Tsenova
Bulgarian National Bank
Date Posted: June 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Intermarket Competition: Evidence from Trading Venue Short Sales
Mehrdad Samadi
University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: June 19, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Share Issuance and Expected Returns Around the World
Adam Zaremba and Szymon Okoń
Poznań University of Economics and Poznan University of Economics
Date Posted: June 18, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Underperformance of Young Closed-End Funds in Greece
Multinational Finance Journal, Vol. 17, No. 1/2, p. 107-148, 2013
Dimitrios V Kousenidis and Christos Negakis
Aristotle University of Thessaloniki - Law, Economic and Political Sciences and University of Macedonia
Date Posted: June 18, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Term Structure of Variance Risk Premium in Multi-Component GARCH Models
Giacomo Bormetti and Adam Aleksander Majewski
Scuola Normale Superiore and Scuola Normale Superiore
Date Posted: June 18, 2015
Working Paper Series
35 downloads


 

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