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Abstracts: 609,092
Full Text Papers: 506,413
Authors: 281,620
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Last 30 days: 999,135

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SSRN eLibrary Search Results
JEL Code: G12
7,285,067 Total downloads
Showing Papers 3,121 - 3,170 of 16,431
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Incl. Electronic Paper Accounting Data, Market Values, and the Cross Section of Expected Returns Worldwide
Harvard Business School Accounting & Management Unit Working Paper No. 15-092
Akash Chattopadhyay , Matthew R. Lyle and Charles C. Y. Wang
Harvard Business School , Kellogg School of Management and Harvard Business School
Date Posted: June 02, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Treasury Auctions and Secondary Market Dynamics. An Analysis Based on the MTS Market for Italy.
CESifo Working Paper Series No. 5357
Gianluca Cafiso
University of Catania - Department of Economics and Business
Date Posted: June 02, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Invariance, Existence and Uniqueness of Solutions of Nonlinear Valuation PDEs and FBSDEs Inclusive of Credit Risk, Collateral and Funding Costs
Damiano Brigo , Marco Francischello and Andrea Pallavicini
Imperial College London - Department of Mathematics , Imperial College London - Department of Mathematics and Banca IMI
Date Posted: June 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Nonlinear Price Impact and Portfolio Choice
Paolo Guasoni and Marko Weber
Boston University - Department of Mathematics and Statistics and Dublin City University - School of Mathematical Sciences
Date Posted: June 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Analytical Approximation for the Distorted Expectations
Xianming Sun
Central South University
Date Posted: June 01, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Low Turnover: A Virtue of Low Volatility
Pim van Vliet
Robeco Asset Management - Quantitative Strategies
Date Posted: June 01, 2015
Working Paper Series
37 downloads

Incl. Fee Electronic Paper Financial Markets Where Traders Neglect the Informational Content of Prices
CEPR Discussion Paper No. DP10629
Erik Eyster , Matthew Rabin and Dimitri Vayanos
London School of Economics & Political Science (LSE) - Department of Economics , University of California, Berkeley - Department of Economics and London School of Economics
Date Posted: June 01, 2015
Working Paper Series

Incl. Fee Electronic Paper The Term Structure of Returns: Facts and Theory
CEPR Discussion Paper No. DP10633
Ralph S. J. Koijen and Jules H. van Binsbergen
London Business School - Department of Finance and University of Pennsylvania - The Wharton School
Date Posted: June 01, 2015
Working Paper Series

Incl. Electronic Paper Post Earnings Announcement Drift, a Price Signal?
Julien Messias
Université Paris Dauphine
Date Posted: May 31, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Default Risk Premium in Credit and Equity Market: A New Approach for Structural Model Estimation
Alessandro Beber , Raffaele Corvino and Gianluca Fusai
Cass Business School , City University London - Sir John Cass Business School and Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa
Date Posted: May 30, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper The Equity Risk Premium in 2015
John R. Graham and Campbell R. Harvey
Duke University and Duke University - Fuqua School of Business
Date Posted: May 30, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
Tinbergen Institute Discussion Paper 15-066/VI
Casper G. de Vries and Xuedong Wang
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics
Date Posted: May 30, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Individual Retirement Account Balances, Contributions, and Rollovers, 2013; With Longitudinal Results 2010-2013: The EBRI IRA Database
EBRI Issue Brief, Number 414, May 2015
Craig Copeland
Employee Benefit Research Institute (EBRI)
Date Posted: May 30, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper How Investors Set Equity Prices
Ronald A Blanken
Sci2Tech, Inc.
Date Posted: May 30, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Long-Term Sources of Return in the Commodity Futures Markets: Evidence from the Grain Markets
Hilary Till
EDHEC Business School
Date Posted: May 29, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Can Social Media and the Options Market Predict the Stock Market Behavior?
Patrick Houlihan and Germán Creamer, “Can social media and the options market predict the stock market behavior?” in Proceedings of the 21st International Conference on Computing in Economics and Finance, Taipei, June 2015, Forthcoming,
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: May 29, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Heterogeneity in Decentralized Asset Markets
FRB of Philadelphia Working Paper No. 15-22
Julien Hugonnier , Benjamin R. Lester and Pierre-Olivier Weill
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne , Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of California, Los Angeles
Date Posted: May 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Impact of Global Financial Crisis on Informational Efficiency: Evidence from Price-Volume Relationship in Crude Palm Oil Futures Market
You-How Go and Wee-Yeap Lau
Tunku Abdul Rahman University (UTAR) and University of Malaya (UM) - Faculty of Economics & Administration (FEA)
Date Posted: May 28, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Equity Anomalies and Idiosyncratic Risk Around the World
Multinational Finance Journal, Vol. 19, No. 1, p. 33-75, 2015
Steven Fan , Scott Opsal and Linda Yu
University of Wisconsin - Whitewater , University of Wisconsin - Whitewater and University of Wisconsin - Whitewater
Date Posted: May 28, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper The Formation Process of Winners and Losers in Momentum Investing
Li-Wen Chen , Wen-Kai Wang and Hsin-Yi Yu
National Chung Cheng University , National University of Kaohsiung - Department of Finance and National University of Kaohsiung
Date Posted: May 28, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper Which Alpha?
Francisco Barillas and Jay A. Shanken
Emory University - Goizueta Business School and Emory University - Goizueta Business School
Date Posted: May 27, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper R&D Intensity, Future Performance, and Operational Distress
Robert J. Resutek
University of Georgia - J.M. Tull School of Accounting
Date Posted: May 27, 2015
Working Paper Series
15 downloads

QE and Yield-Oriented Investors: Depressing Implications for Investment

Date Posted: May 27, 2015
Working Paper Series

Incl. Electronic Paper Labor Rigidity and the Dynamics of the Value Premium
Roberto Marfè
Collegio Carlo Alberto
Date Posted: May 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Stock that Outperforms Not Only Minds But Also Markets: The Marijuana Stock.
Ajaz Ul Islam
Shri Mata Vaishno Devi University (SMVDU-India), Students
Date Posted: May 27, 2015
Working Paper Series
15 downloads

No More Weekend Effect
Critical Finance Review, Forthcoming
Russell P. Robins and Geoffrey Peter Smith
Tulane University - A.B. Freeman School of Business and Arizona State University (ASU) - W.P. Carey School of Business
Date Posted: May 26, 2015
Accepted Paper Series

Incl. Electronic Paper The Cost of Capital for Private Firms
Menachem (Meni) Abudy , Simon Benninga and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration , Tel Aviv University - Faculty of Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: May 26, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
Amit Goyal and Narasimhan Jegadeesh
University of Lausanne and Emory University - Department of Finance
Date Posted: May 25, 2015
Working Paper Series
90 downloads

Incl. Electronic Paper Do Multiple Credit Ratings Signal Complexity? Evidence from the European Triple-A Structured Finance Securities
Frank J. Fabozzi , Mike E. Nawas and Dennis Vink
EDHEC Business School , Nyenrode Business University and Nyenrode Business University
Date Posted: May 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Credit-Market Sentiment and the Business Cycle
FEDS Working Paper No. 2015-028
David Lopez-Salido , Jeremy C. Stein and Egon Zakrajsek
Board of Governors of the Federal Reserve System (FRB) , Harvard University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Date Posted: May 24, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper FFDs: Reducing Systemic Credit Risk in the OTC Derivatives Market
James Kurt Dew
Tecnológico de Monterrey
Date Posted: May 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Trade Network Centrality and the Currency Carry Trade
Robert J. Richmond
University of California, Los Angeles (UCLA), Anderson School of Management, Students
Date Posted: May 23, 2015
Last Revised: June 02, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Loss Functions for Forecasting Treasury Yields
Hitesh Doshi , Kris Jacobs and Rui Liu
University of Houston , University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Date Posted: May 23, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper The Implied Private Company Pricing Line (IPCPL): On the Nature, Scope, and Assumptions of IPCPL Theory
David H Goodman and Malcolm McLelland
Gosule, Butkus, & Jesson LLP and Equilíbrio Cursos Ltda.
Date Posted: May 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper An Enterprise Perspective of Performance Attribution: Introducing the Keel Model
Robert Brooks
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: May 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Long Run Expectations, Learning and the U.S. Housing Market
Daniel L. Tortorice
Brandeis University - Department of Economics
Date Posted: May 22, 2015
Working Paper Series
8 downloads

Strategic News Bundling and Disclosures
Sebastien Gay
University of Chicago - Department of Economics
Date Posted: May 22, 2015
Working Paper Series

Incl. Electronic Paper How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity
Fisher College of Business Working Paper No. 2015-03-08, Charles A. Dice Center Working Paper No. 2015-08
Nicolas P. B. Bollen and Berk A. Sensoy
Vanderbilt University - Finance and Ohio State University - Fisher College of Business
Date Posted: May 22, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Evidence on the Presence of Representativeness Bias in Investor Interpretation of Consistency in Sales Growth
Anwer S. Ahmed and Irfan Safdar
Texas A&M University - Mays Business School and University of North Carolina Greensboro
Date Posted: May 22, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Analytic Formulas for Options in the Schwartz 97 Multifactor Framework with Added Regime Shifts
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 22, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Mobile Communication and Local Information Flow: Evidence from Distracted Driving Laws
Journal of Accounting Research, Vol. 53, No. 2, 2015
Nerissa C. Brown , J. Han Stice and Roger White
University of Delaware - Alfred Lerner College of Business and Economics , University of Florida - Fisher School of Accounting and Emory University - Department of Accounting
Date Posted: May 22, 2015
Last Revised: June 02, 2015
Accepted Paper Series
1 downloads

Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?
Journal of Accounting Research, Vol. 53, No. 1, 2015
Jonathan A. Milian
Florida International University (FIU)
Date Posted: May 22, 2015
Accepted Paper Series

Incl. Electronic Paper Macroeconomic Fundamentals, Expected Returns and the Pricing of Anomaly Portfolios
Abhay Abhyankar and Rajesh Tharyan
University of Exeter Business School, University of Exeter and University of Exeter Business School
Date Posted: May 21, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Prior Return Effect in Indian Stock Market: An Intra-Day Analysis
International Journal of Financial Management, Vol 5 (1) Jan 2015, pp 33-56.
Vanita Tripathi and Shalini Aggarwal
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Department of Commerce
Date Posted: May 21, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Sectoral Efficiency of the Indian Stock Market and the Impact of Global Financial Crisis
Journal of Commerce & Accounting Review Vol. 4 Issue 1 Jan 2015, pp 46-62
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi
Date Posted: May 21, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper 215 Years of Global Multi-Asset Momentum: 1800-2014 (Equities, Sectors, Currencies, Bonds, Commodities and Stocks)
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Forefront Analytics
Date Posted: May 20, 2015
Working Paper Series
517 downloads

Incl. Electronic Paper Volatility and Risk Management in European Electricity Futures Markets
Jim Hanly and Lucia Morales
Dublin Institute of Technology and Dublin Institute of Technology. Business School
Date Posted: May 19, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Bounding Wrong-Way Risk in CVA Calculation
Paul Glasserman and Linan Yang
Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: May 19, 2015
Working Paper Series
20 downloads

Incl. Fee Electronic Paper A Multivariate Model of Strategic Asset Allocation with Longevity Risk
CEPR Discussion Paper No. DP10595
Emilio Bisetti , Carlo A. Favero , Giacomo Nocera and Claudio Tebaldi
Carnegie Mellon University - David A. Tepper School of Business , Bocconi University - Department of Finance , Audencia Nantes School of Management and Bocconi University, IGIER and CAREFIN
Date Posted: May 19, 2015
Working Paper Series

Incl. Fee Electronic Paper Expected Skewness and Momentum
CEPR Discussion Paper No. DP10601
Heiko Jacobs , Tobias Regele and Martin Weber
University of Mannheim - Department of Business Administration and Finance, Especially Banking , University of Mannheim - Department of Business Administration and Finance, especially Banking and University of Mannheim - Department of Banking and Finance
Date Posted: May 19, 2015
Working Paper Series


 

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