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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 567,927
Full Text Papers: 469,960
Authors: 263,245
Papers Received in
  Last 12 months:
63,561

Paper Downloads:
To date: 79,031,401
Last 12 months: 9,733,347
Last 30 days: 834,045

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Papers with
  Resolved
  References:
264,783
Total References: 9,075,328
Papers with Cites: 244,951
Total Citation
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6,006,904
Papers with
  Resolved
  Footnotes:
93,780
Total Footnotes: 9,190,948


SSRN eLibrary Search Results
JEL Code: G11
3,137,895 Total downloads
Showing Papers 3,501 - 3,550 of 8,496
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Incl. Electronic Paper Asset Commonality and Systemic Risk Among Large Banks in the United States
Sharon K. Blei and Bakhodir Ergashev
Fedral Reserve Bank of Richmond and The Office of the Comptroller of the Currency (OCC)
Date Posted: October 01, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Small Is Beautiful: 'Bond King' Expected Alpha and Assets Under Management
Claude B. Erb
TR
Date Posted: October 01, 2014
Working Paper Series
77 downloads

Incl. Electronic Paper Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs
Tim Leung , Xin Li and Zheng Wang
Columbia University , Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: October 01, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper When is Distress Risk Priced? Evidence from Recessionary Failure Prediction
Maria Ogneva , Joseph D. Piotroski and Anastasia A. Zakolyukina
University of Southern California - Marshall School of Business , Stanford Graduate School of Business and University of Chicago - Booth School of Business
Date Posted: October 01, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio
Charles-Olivier Amédée-Manesme , Michel Baroni , Fabrice Barthélémy and Mahdi Mokrane
University of Cergy-Pontoise , Ecole Superieure des Sciences Economiques et Commerciales (ESSEC) , University of Cergy-Pontoise - THEMA and Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)
Date Posted: October 01, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Asset Managers in Emerging Market Economies
BIS Quarterly Review September 2014
Ken Miyajima and Ilhyock Shim
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Date Posted: October 01, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Disaggregating Exit Success Rates into Ability and Risk Components
Oghenovo A. Obrimah
Babcock University
Date Posted: September 30, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Discount Rates, Market Frictions, and the Mystery of the Size Premium
Discussion Papers on Business and Economics, University of Southern Denmark, 15/2014
Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: September 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Does Historical Volatility Term Structure Contain Valuable Information for Predicting Volatility and Index Futures?
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Dept. of Economics, Warsaw University , University of Warsaw , Warsaw University, Department of Economics and University of Warsaw - Faculty of Economic Sciences
Date Posted: September 29, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Dynamic Optimization of Futures Portfolio Strategies under Downside Risk Control
Rainer A. Schüssler
Helmut Schmidt University
Date Posted: September 29, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Forecasting Equity Premia Using Bayesian Dynamic Model Averaging
Joscha Beckmann and Rainer A. Schüssler
University of Duisburg-Essen and Helmut Schmidt University
Date Posted: September 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Volatility of Aggregate Volatility and Hedge Fund Returns
Vikas Agarwal , Yakup Eser Arisoy and Narayan Y. Naik
Georgia State University , Université Paris-Dauphine - DRM-CEREG and London Business School - Institute of Finance and Accounting
Date Posted: September 29, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Using Option Implied Volatilities to Predict Absolute Stock Returns - Evidence from Earnings Announcements and Annual Shareholders’ Meetings
Suresh Govindaraj , Wen Jin , Joshua Livnat and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick , Quantitative Management Associates (QMA) LLC , New York University and Rutgers Business School - Newark and New Brunswick
Date Posted: September 27, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper A Dynamic Extension of the Foster-Hart Measure of Riskiness
Institute of Mathematical Economics Working Paper No. 528
Tobias Hellmann and Frank Riedel
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Date Posted: September 27, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper High-Resilience Limits of Block-Shaped Order Books
Jan Kallsen and Johannes Muhle-Karbe
Munich University of Technology and ETH Zürich
Date Posted: September 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Local Bias in Investor Attention: Evidence from China's Internet Stock Message Boards
Yuqin Huang , Huiyan Qiu and Zhiguo Wu
Central University of Finance and Economics (CUFE) , University of Hong Kong - Faculty of Business and Economics and China Securities Regulatory Commission
Date Posted: September 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Note on Sorting Bias Correction in Regression-Based Mutual Fund Tournament Tests
Aymen Karoui and Iwan Meier
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and HEC Montreal - Department of Finance
Date Posted: September 26, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Hedging Market Risk in Optimal Liquidation
Phillip Monin
Office of Financial Research
Date Posted: September 26, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading Under Knightian Uncertainty
Institute of Mathematical Economics Working Paper No. 527
Frank Riedel and Patrick Beissner
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Date Posted: September 25, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper The Impact of Hedge Funds on Asset Markets
CEPR Discussion Paper No. DP10151
Mathias Kruttli , Andrew J. Patton and Tarun Ramadorai
University of Oxford - Oxford-Man Institute of Quantitative Finance , Duke University - Department of Economics and University of Oxford - Said Business School
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Bond Return Predictability: Economic Value and Links to the Macroeconomy
CEPR Discussion Paper No. DP10104
Davide Pettenuzzo
Brandeis University - Department of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Shortfall Aversion
CEPR Discussion Paper No. DP10064
Paolo Guasoni , Gur Huberman and Dan Ren
Boston University - Department of Mathematics and Statistics , Columbia Business School - Finance and Economics and University of Dayton
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Common Macro Factors and Currency Premia
CEPR Discussion Paper No. DP10016
Ilias Filippou and Mark P. Taylor
University of Warwick - Student and University of Warwick - Department of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Incompatible European Partners? Cultural Predispositions and Household Financial Behavior
CEPR Discussion Paper No. DP10039
Michael Haliassos , Thomas Jansson and Yigitcan Karabulut
Goethe University Frankfurt - Faculty of Economics and Business Administration , Sveriges Riksbank - Research Division and Rotterdam School of Management, Erasmus University (RSM)
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Information Aggregation in a DSGE Model
CEPR Discussion Paper No. DP10020
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper Determinants of Short-Term Institutional Trading During Tranquil and Crisis Time
KAIST College of Business Working Paper Series No. 2014-013
Soo-Hyun Kim and Kyuseok Lee
Soongsil University - Small Business Administration and Korea Advanced Institute of Science and Technology (KAIST) - College of Business
Date Posted: September 25, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Liquidity, Liquidity Risk and Stock Returns – Evidence from Vietnam
Võ Xuân Vinh and Bùi Hồng Thu
University of Economics Ho Chi Minh City and Ho Chi Minh City University of Foreign Languages and Information Technology
Date Posted: September 25, 2014
Last Revised: September 30, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Are Hospitality Industry IPO Stock Returns Predictable?
International Journal of Hospitality Management, Forthcoming
Richard Borghesi , Katerina Annaraud and Dipendra Singh
University of South Florida , University of South Florida and University of Central Florida
Date Posted: September 24, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Hedging Climate Risk
Mats Andersson , Patrick Bolton and Frédéric Samama
AP4 , Columbia Business School - Department of Economics and SWF Research Initiative, Amundi - Credit Agricole Group
Date Posted: September 24, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper The Impact of Option Use on Mutual Fund Performance
Markus Natter , Martin Rohleder , Dominik Schulte and Marco Wilkens
University of Augsburg , University of Augsburg , University of Augsburg and University of Augsburg
Date Posted: September 24, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper The Economic Effects of Owner Distance and Local Property Management in U.S. Office Markets
Piet M. A. Eichholtz , Rogier Holtermans and Erkan Yönder
University of Maastricht - Limburg Institute of Financial Economics (LIFE) , Maastricht University - Department of Finance and Ozyegin University
Date Posted: September 23, 2014
Last Revised: September 25, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Keynes, King’s and Endowment Asset Management
David Chambers , Elroy Dimson and Justin Foo
University of Cambridge - Judge Business School, Department of Finance & Accounting , London Business School and University of Cambridge - Judge Business School
Date Posted: September 23, 2014
Last Revised: September 24, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Commodity 'CAPE Ratios'
Claude B. Erb
TR
Date Posted: September 22, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Testing for the Stochastic Dominance Efficiency of a Given Portfolio (II): A Computational Strategy
Thierry Post
Koc University - Graduate School of Business
Date Posted: September 22, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Propuesta de un CAPM Sectorial para optimizar la toma de decisiones en gestión de carteras (A Sector CAPM to Optimize Decision Making in Portfolio Management)
Luis Ferruz and Guillermo Badia
University of Zaragoza - Faculty of Business and Economics and University of Zaragoza - Faculty of Business and Economics
Date Posted: September 22, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Comparison between Islamic and Conventional Mutual Funds in Pakistan
Hummaira Jabeen and Javed Ali Dars
ISRA University - Department of Management Sciences and Isra University
Date Posted: September 22, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Household Wealth and Portfolio Choice When Tail Events Are Salient
Murray Carlson and Ali Lazrak
University of British Columbia (UBC) - Sauder School of Business and University of British Columbia Sauder School of Business
Date Posted: September 21, 2014
Working Paper Series
8 downloads

Market-Based Sovereign Ceiling: Evidence from the European Sovereign Debt Crisis
Journal of Fixed Income, Forthcoming
Andreas Wengner , Niklas Lampenius and Timo Haas
University of Hohenheim , University of Hohenheim and University of Hohenheim
Date Posted: September 21, 2014
Accepted Paper Series

Incl. Electronic Paper Hedge Funds versus Mutual Funds (2): An Examination of Multialternative Mutual Funds
David McCarthy
Fordham University - Finance Area
Date Posted: September 21, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Financial Decision Making When Buying and Owning a Home
Sumit Agarwal , Crocker Herbert Liu , Walter N. Torous and Vincent W. Yao
National University of Singapore , Cornell University - School of Hotel Administration , University of California, Los Angeles (UCLA) - Finance Area and Independent
Date Posted: September 21, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Impact of Regulating Occupational Pensions in Europe on Investment and Financial Stability
ECB Occasional Paper No. 154
Adrien Amzallag , Daniel Kapp and Christoffer Kok Sorensen
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Liquidity Risk and the Performance of UK Mutual Funds
Jason Foran and Niall O'Sullivan
University College Cork and University College Cork (UCC) - Department of Economics
Date Posted: September 20, 2014
Working Paper Series
5 downloads

Keynes, King’s and Endowment Asset Management
Forthcoming in Brown and Hoxby (ed.s) "How the Financial Crisis and Great Recession Affected Higher Education" (NBER)
David Chambers , Elroy Dimson and Justin Foo
University of Cambridge - Judge Business School, Department of Finance & Accounting , London Business School and University of Cambridge - Judge Business School
Date Posted: September 20, 2014
Last Revised: September 22, 2014
Working Paper Series

Incl. Electronic Paper Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence
Christopher Fink , Katharina Raatz and Florian Weigert
University of Mannheim - Finance Area , University of Mannheim and University of Saint Gallen - SoF: School of Finance
Date Posted: September 19, 2014
Last Revised: September 29, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper A Class of its Own? The Role of Sustainable Real Estate in a Conditional Value at Risk Multi-Asset Portfolio
Peter Geiger , Marcelo Cajias and Franz Fuerst
University of Regensburg - International Real Estate Business School (IREBS) , PATRIZIA Immobilien AG and University of Cambridge - Department of Land Economy
Date Posted: September 19, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Capital Structure Arbitrage Revisited
Marcin Wojtowicz
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: September 18, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Is There News in the Timing of Earnings Announcements?
Joshua Livnat and Li Zhang
New York University and Rutgers Business School
Date Posted: September 17, 2014
Working Paper Series
72 downloads

Incl. Electronic Paper On Equity Premium and Dividend Growth Predictability: Economic Fundamentals Matter!
Jiahan Li and Ilias Tsiakas
University of Notre Dame and University of Guelph
Date Posted: September 17, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Discount Rates, Market Frictions, and the Mystery of the Size Premium
Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: September 17, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper An Empirical Investigation of Methods to Reduce Transaction Costs
Journal of Empirical Finance, Forthcoming
Theodore C. Moorman
Baylor University - Department of Finance, Insurance & Real Estate
Date Posted: September 16, 2014
Last Revised: September 18, 2014
Accepted Paper Series
20 downloads


 

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