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Full Text Papers: 492,953
Authors: 274,404
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Last 12 months: 10,490,284
Last 30 days: 1,022,418

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SSRN eLibrary Search Results
JEL Code: G12
7,062,982 Total downloads
Showing Papers 3,261 - 3,310 of 16,082
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1 2 3 4 ... 322 | Next >
   


Incl. Electronic Paper Alternative Option Pricing and CVA
Ilya I. Gikhman
Independent
Date Posted: March 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper SHO Time for Limits-to-Arbitrage and Asset Pricing Anomalies
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: March 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Macroeconomic Expectations and the Size, Value and Momentum Factors
Mikael C. Bergbrant and Patrick J. Kelly
St. Johns University and New Economic School, Moscow
Date Posted: March 01, 2015
Working Paper Series
4 downloads

A Novel Multi-Level Monte Carlo Approach for One-Way Coupled Multi-Dimensional Models in Finance
Duy-Minh Dang
University of Queensland - School of Mathematics and Physics
Date Posted: March 01, 2015
Working Paper Series

Incl. Electronic Paper How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone
Bank of Italy Temi di Discussione (Working Paper) No. 990
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Date Posted: February 28, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Rentabilidad De Los Fondos De Pensiones En España. 1999-2014 (Return of Pension Funds in Spain. 1999-2014)
Pablo Fernandez , Alberto Ortiz Pizarro , Pablo Fernandez Acin and Isabel Fernández Acín
University of Navarra - IESE Business School , University of Navarra, IESE Business School , Independent and University of Navarra
Date Posted: February 28, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Benefits of International Diversification: Market Development, Corporate Governance, Market Cap, and Structural Change Effects
International Review of Financial Analysis, Forthcoming
Lorne N. Switzer and Cagdas Tahaoglu
Concordia University, Quebec - Department of Finance and Middle East Technical University
Date Posted: February 27, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Model-Free Implied Variance Measures
Sven Balder
University of Duisburg-Essen - Mercator School of Management
Date Posted: February 27, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Interactions Among High-Frequency Traders
Bank of England Working Paper No. 523
Evangelos Benos , James Brugler , Erik Hjalmarsson and Filip Zikes
Bank of England , University of Cambridge , Queen Mary - University of London, School of Economics and Finance and Bank of England
Date Posted: February 27, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Value Based Cohort Index for Longevity Risk Management
UNSW Business School Research Paper No. 2015ACTL02
Yang Chang and Michael Sherris
School of Risk and Actuarial Studies, ARC Center of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 26, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Beyond the Local Mean-Variance Analysis in Continuous Time: The Problem of Non-Normality
NHH Dept. of Business and Management Science Discussion Paper No. 2015/11
Knut K. Aase and Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: February 26, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Days to Cover and Stock Returns
Harrison G. Hong , Weikai Li , Sophie X. Ni , Jose A. Scheinkman and Philip Yan
Princeton University - Department of Economics , Hong Kong University of Science and Technology , Hong Kong University of Science and Technology , Columbia University and Quantitative Investment Strategies, Goldman Sachs Asset Management
Date Posted: February 26, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper A Regional Repo Market Initiative for Global Financial Stability
Gongpil Choi
Korea Institute of Finance
Date Posted: February 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper New Asset Pricing Factors and Expected Bond Returns
Benedikt Franke , Sebastian Müller and Sonja Müller
University of Mannheim - Department of Business Administration and Accounting , University of Mannheim - Department of Business Administration and Finance, Especially Banking and University of Mannheim - Department of Business Administration and Accounting
Date Posted: February 26, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets
Multinational Finance Journal, Forthcoming
Lorne N. Switzer and Alan Picard
Concordia University, Quebec - Department of Finance and Concordia University, Quebec - Department of Finance
Date Posted: February 25, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper Treasury Yields and Credit Spread Dynamics: A Regime-Switching Approach
Dimitris A. Georgoutsos and Thomas I. Kounitis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: February 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The End-of-The-Year Effect: Global Economic Growth and Expected Returns Around the World
Stig Vinther Møller and Jesper Rangvid
University of Aarhus - CREATES and Copenhagen Business School
Date Posted: February 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Commonality in Liquidity: What Does the Order Book Say?
Ahmet Sensoy
affiliation not provided to SSRN
Date Posted: February 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Effects of Experience on Investor Behavior: Evidence from India's IPO Lotteries
Santosh Anagol , Vimal Balasubramaniam and Tarun Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department , University of Oxford, Said Business School and University of Oxford - Said Business School
Date Posted: February 24, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper IBEX 35: 1991-2014. Rentabilidad y Creacion de Valor (IBEX 35: 1991-2014. Value Creation and Return)
Pablo Fernandez and Alberto Ortiz Pizarro
University of Navarra - IESE Business School and University of Navarra, IESE Business School
Date Posted: February 24, 2015
Working Paper Series
294 downloads

Incl. Electronic Paper Informacion adicional para saber algo de un Banco (Additional Financial Statements to Know Something About Any Bank)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 24, 2015
Working Paper Series
460 downloads

Incl. Electronic Paper Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices
Swiss Finance Institute Research Paper No. 15-06
Yuki Sato
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 24, 2015
Working Paper Series
14 downloads

Incl. Fee Electronic Paper The Dynamics of Financially Constrained Arbitrage
CEPR Discussion Paper No. DP10436
Denis Gromb and Dimitri Vayanos
INSEAD and London School of Economics
Date Posted: February 24, 2015
Working Paper Series

Incl. Fee Electronic Paper Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
CEPR Discussion Paper No. DP10437
Adrian Buss , Raman Uppal and Grigory Vilkov
INSEAD - Finance , Edhec Business School and Frankfurt School of Finance & Management
Date Posted: February 24, 2015
Working Paper Series

Incl. Electronic Paper Quanto Implied Correlation in a Multi-Lévy Framework
Laura Ballotta , Griselda Deelstra and Grégory Rayée
City University London - Sir John Cass Business School , Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Date Posted: February 24, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Salmon Futures and the Fish Pool Market in the Context of the CAPM and the Fama & French Three-Factor Model
Christian-Oliver Ewald and Pariya Salehi
University of Glasgow and University of Glasgow - Adam Smith Business School
Date Posted: February 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Role of Country-Specific Fundamentals in Sovereign CDS Spreads: Case Studies on Poland, Russia and Turkey
Zalan Kocsis and Zoltan Monostori
National Bank of Hungary and Morgan Stanley
Date Posted: February 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The CAPM Strikes Back? An Investment Model with Disasters
Hang Bai , Kewei Hou , Howard Kung and Lu Zhang
Ohio State University (OSU) - Fisher College of Business , Ohio State University (OSU) - Department of Finance , London Business School and Ohio State University - Fisher College of Business
Date Posted: February 23, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper How to Stress Test Benchmark Relative Portfolios
Daniel Satchkov
RiXtrema Inc.
Date Posted: February 22, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Market for Lemmings: Is the Investment Behavior of Pension Funds Stabilizing or Destabilizing?
David P. Blake , Lucio Sarno and Gabriele Zinna
City University London - Cass Business School - The Pensions Institute , City University London - Sir John Cass Business School and Bank of Italy
Date Posted: February 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Pricing CoCos with a Market Trigger
José Manuel Corcuera and Arturo Valdivia
University of Barcelona and University of Barcelona
Date Posted: February 20, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Analyst Coverage: Does the Listing Location Really Matter?
Omaima A. G. Hassan and Frank S. Skinner
Brunel University - Economics and Finance and Brunel University
Date Posted: February 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Analyst Coverage, Corruption and Financial Secrecy: A Multi-Country Study
Omaima A. G. Hassan and Gianluigi Giorgioni
Brunel University - Economics and Finance and University of Liverpool - Management School (ULMS)
Date Posted: February 20, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper The Response of Tail Risk Perceptions to Unconventional Monetary Policy
Masazumi Hattori , Andreas Schrimpf and Vladyslav Sushko
Bank for International Settlements (BIS) , Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 19, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Interest-Rate Sensitivity of the Demand for Sovereign Debt. Evidence from OECD Countries (1995-2011)
Bank of Italy Temi di Discussione (Working Paper) No. 988
Giuseppe Grande , Sergio Masciantonio and Andrea Tiseno
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: February 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Sovereign Credit Spreads: A Bailout Model with PSI
Angelo S. Baglioni and Umberto Cherubini
Catholic University of the Sacred Heart of Milan and University of Bologna - Department of Statistics
Date Posted: February 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Industry Interdependencies and Cross-Industry Return Predictability
David Rapach , Jack Strauss , Jun Tu and Guofu Zhou
Saint Louis University - John Cook School of Business , University of Denver - Reiman School of Finance , Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: February 19, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Downside Risk Neutral Probabilities
Pierre Chaigneau and Louis Eeckhoudt
HEC Montreal and Facultes Universitaires Catholiques de Mons (FUCAM)
Date Posted: February 19, 2015
Last Revised: February 21, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Nonparametric Estimates of Option Prices Using Superhedging
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 293
Gianluca Cassese
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: February 18, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Returns to Public Debt: The US Federal Budget Deficit and the Cross Section of Equity Returns
Klaus Grobys
University of Vaasa
Date Posted: February 18, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Another Look at Industry Momentum and the Cross Section of Expected Returns
Klaus Grobys
University of Vaasa
Date Posted: February 18, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper The Market Price of Credit Risk and Economic States
Klaus Grobys and Jesper Haga
University of Vaasa and Hanken School of Economics - Department of Finance and Statistics
Date Posted: February 18, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Limited Attention, Marital Events, and Hedge Funds
Yan Lu , Sugata Ray and Melvyn Teo
University of Florida , University of Florida - Warrington College of Business Administration and Singapore Management University - Lee Kong Chian School of Business
Date Posted: February 18, 2015
Working Paper Series
110 downloads

Incl. Electronic Paper Good Volatility, Bad Volatility and the Expected Stock Returns
Bingzhi Zhao
Duke University
Date Posted: February 17, 2015
Working Paper Series
117 downloads

Incl. Electronic Paper CDO, HAME Copulas and an R Package 'CDO'
Yafei Xu
Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), Students
Date Posted: February 17, 2015
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Risk and Returns to Education Over Time
CEPR Discussion Paper No. DP10416
Jeffrey R. Brown , Chichun Fang and Francisco Gomes
University of Illinois at Urbana-Champaign - Department of Finance , University of Michigan at Ann Arbor and London Business School
Date Posted: February 17, 2015
Working Paper Series

Incl. Electronic Paper Forecasting Chinese Stock Market: The Role of International Volatility Risk
Jian Chen , Fuwei Jiang , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance , Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Date Posted: February 17, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Date Posted: February 16, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Information Environment and the Geography of Firms and Investors
Gennaro Bernile , Shimon Kogan and Johan Sulaeman
Singapore Management University - Lee Kong Chian School of Business , Interdisciplinary Center (IDC) Herzliyah - Arison School of Business and National University of Singapore (NUS) - Department of Finance
Date Posted: February 16, 2015
Last Revised: February 28, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Momentum Life Cycle Around the World
Weikai Li and K. C. John Wei
Hong Kong University of Science and Technology and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: February 16, 2015
Working Paper Series
23 downloads


 

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