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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 553,902
Full Text Papers: 456,533
Authors: 257,292
Papers Received in
  Last 12 months:
63,715

Paper Downloads:
To date: 76,958,158
Last 12 months: 9,725,741
Last 30 days: 687,941

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Papers with
  Resolved
  References:
259,503
Total References: 8,995,649
Papers with Cites: 241,333
Total Citation
  Links:
5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,125,454


SSRN eLibrary Search Results
JEL Code: G11
3,057,467 Total downloads
Showing Papers 3,581 - 3,630 of 8,284
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Incl. Electronic Paper Is Fundamental Indexation Able to Time the Market? Evidence from the Dow Jones Industrial Average
Doris Chen , Michael J. Dempsey and Paul Lajbcygier
Monash University , RMIT University - School of Economics, Finance, and Marketing and Department of Banking & Finance, Monash University
Date Posted: July 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Comparing Performance Attribution Linking Methods: An Empirical Study
Yindeng Jiang and Joseph F Saenz
University of Washington - Investment Management and University of Washington - Investment Management
Date Posted: July 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Components of Portfolio Variance: R^2 & SelectionShare + TimingShare = 1
Anders G. Ekholm
Hanken School of Economics - Department of Finance and Statistics
Date Posted: July 09, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The Behaviour of Sentiment-Induced Share Returns: Measurement When Fundamentals are Observable
Richard A. Brealey , Ian A. Cooper and Evi Kaplanis
London Business School , London Business School and London Business School
Date Posted: July 08, 2014
Working Paper Series
5 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
5 downloads

Incl. Electronic Paper The Capital Asset Pricing Model (CAPM) Applied to Paintings
Arturo Cifuentes and Ventura Charlin
University of Chile - School of Economics and Business and V. C. Consultants
Date Posted: July 07, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Dollars and Sense in the Art Market
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 07, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Art Market Returns: Misgivings and Certainties
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 07, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum Premium in the UK
G Sarwar , Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School , University of Greenwich Business School and City University London - Sir John Cass Business School
Date Posted: July 06, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper 'Sell Not Only in May'. Seasonal Effects in Emerging and Developed Markets
Francisco Henrique Figueiredo de Castro Junior and Tomasz Schabek
Universidade de São Paulo and University of Lodz - Faculty of Economics and Sociology
Date Posted: July 04, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Incompatible European Partners? Cultural Predispositions and Household Financial Behavior
SAFE Working Paper No. 58
Michael Haliassos , Thomas Jansson and Yigitcan Karabulut
Goethe University Frankfurt - Faculty of Economics and Business Administration , Sveriges Riksbank - Research Division and Goethe University Frankfurt
Date Posted: July 03, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Rollover Risk, Liquidity, and Macro-Prudential Regulation
ECB Working Paper No. 1667
Toni Ahnert
Government of Canada - Bank of Canada
Date Posted: July 03, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Performance of European Socially Responsible Funds During Market Crises: Evidence for France
Paulo Leite and Maria Ceu Cortez
Polytechnic Institute of Cávado and Ave - School of Management and University of Minho - School of Economics and Management
Date Posted: July 03, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Characterization of the Coskewness-Cokurtosis Pricing Model
Kerry Back
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: July 02, 2014
Working Paper Series
8 downloads

Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions
Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014
Elizabeth Kittle
University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: July 02, 2014
Accepted Paper Series

Incl. Electronic Paper Informed Short Selling in High Fail-to-Deliver Stocks
Thomas Stratmann and John W. Welborn
George Mason University - Buchanan Center Political Economy and Columbia Business School
Date Posted: July 02, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Exploiting Value and Momentum in Emerging Market Assets
Georg Cejnek
WU Vienna University of Economics and Business
Date Posted: June 30, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper A Premium for Parameter Uncertainty in Equities
Michael Hanke and Alex Weissensteiner
University of Liechtenstein and Free University of Bolzano/Bozen
Date Posted: June 29, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Determinants of Cross-Border versus Domestic Real Estate Investment: Property-Level Evidence from Listed Real Estate Investment Firms
Nathan Mauck and S. McKay Price
University of Missouri - Kansas City and Lehigh University - Perella Department of Finance
Date Posted: June 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Cornish-Fisher versus Gramm-Charlier: An Appraisal
Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: June 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Flights to Safety
FEDS Working Paper No. 2014-46
Lieven Baele , Geert Bekaert , Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance , Columbia Business School - Finance and Economics , Ghent University - Department of Financial Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Date Posted: June 29, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Integrating Portfolio Risk Management into the ERM Framework
Justin N. Bezis
Independent
Date Posted: June 28, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Mutual Fund Performance Measurement using Higher Moment Approach
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 28, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets
Cowles Foundation Discussion Paper No. 1898R
Anat Bracha and Donald Brown
The Federal Reserve Bank of Boston and Yale University - Cowles Foundation
Date Posted: June 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Characteristic-Based Equity Portfolios: Economic Value and Dynamic Style-Allocation
Kris Boudt , Marjan Wauters and David Ardia
Free University of Brussels (VUB) , KU Leuven - Faculty of Business and Economics (FBE) and Laval University - Département de Finance et Assurance
Date Posted: June 27, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Optimal Investment with Time-Varying Stochastic Endowments
Carla Mereu , Robert Stelzer and An Chen
University of Ulm , Ulm University and University of Ulm
Date Posted: June 27, 2014
Working Paper Series
8 downloads

Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions
Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014
Jonathan A. Wiley
Georgia State University
Date Posted: June 27, 2014
Accepted Paper Series

Incl. Electronic Paper Delegated Investment Management in Alternative Assets
Aleksandar Andonov
Maastricht University
Date Posted: June 25, 2014
Working Paper Series
9 downloads

Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Massimo Guidolin and Daniele Bianchi
Bocconi University - Department of Finance and Bocconi University - Department of Finance
Date Posted: June 25, 2014
Accepted Paper Series

Incl. Electronic Paper Toward a Greater Understanding of Buy-Side Analysts
Lawrence D. Brown , Andrew C. Call , Michael B. Clement and Nathan Y. Sharp
Temple University - Department of Accounting , Arizona State University (ASU) - School of Accountancy , University of Texas at Austin - Department of Accounting and Texas A&M University (TAMU) - Department of Accounting
Date Posted: June 25, 2014
Working Paper Series
406 downloads

Incl. Electronic Paper Semiclassical Approximation in Stochastic Optimal Control: I. Portfolio Construction Problem
Sakda Chaiworawitkul , Patrick S Hagan and Andrew Lesniewski
J.P. Morgan Chase & Co. , University of Oxford and CUNY Baruch College
Date Posted: June 25, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry
Swiss Finance Institute Research Paper No. 14-42
Angie Andrikogiannopoulou and Filippos Papakonstantinou
University of Geneva and Imperial College London
Date Posted: June 25, 2014
Last Revised: July 01, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Calendar Effects and Seasonality on Returns and Volatility
Eleftherios Giovanis
IMT Lucca Institute for Advanced Studies
Date Posted: June 24, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper On a Portfolio of Illiquid Assets
Avi Messica
Colman College of Management
Date Posted: June 24, 2014
Working Paper Series
56 downloads

Incl. Electronic Paper Influence du cycle de vie et de l’environnement économique sur les choix de portefeuille des ménages (Life Cycle and Economic Environment Impacts on Households’ Portfolio Choice)
Eric Yayi
University of Orleans - Laboratoire d'économie d'Orléans
Date Posted: June 24, 2014
Last Revised: July 02, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Risk Adjusted Time Series Momentum
Martin Dudler , Bruno Gmuer and Semyon Malamud
Quantica Capital , Quantica Capital and Ecole Polytechnique Federale de Lausanne
Date Posted: June 23, 2014
Working Paper Series
59 downloads

Incl. Electronic Paper A Study of Momentum and Contrarian Phenomena in US Market
Venkata Vijay Kumar Pasupuleti
Indian Institute of Management (IIM), Raipur
Date Posted: June 23, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Desperately Seeking Nuance
William Devine
Institute for Education in the New Economy
Date Posted: June 23, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Parametric Stress-Testing in Non-Normal Markets via Entropy Pooling
David Ardia and Attilio Meucci
Laval University - Département de Finance et Assurance and SYMMYS
Date Posted: June 23, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Common Risk Factors in Equity Markets
Tinbergen Institute Discussion Paper 14-070/IV
Victoria Atanasov
VU University Amsterdam
Date Posted: June 21, 2014
Last Revised: June 22, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Does it Matter Who Trade Stocks?
Min Kyeong Kwon and Tong Suk Kim
Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: June 21, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Do Financial Market Lead to Economic Growth? A Causality Test in Jordan
Journal of Investment and Management, Vol. 2, No. 5, 2013, pp. 87-103
Najeb Masoud and Glenn Hardaker II
Middle East University - Accounting and Finance Department and University of Huddersfield
Date Posted: June 21, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Shortfall Aversion
Columbia Law and Economics Working Paper No. 483
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: June 20, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Risk-Parity and Ambiguity
Alexey Medvedev
Lombard Odier & Cie
Date Posted: June 20, 2014
Last Revised: June 27, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Fed Policy Expectations and Portfolio Flows to Emerging Markets
Robin Koepke
Institute of International Finance
Date Posted: June 20, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Do Hedge Funds Possess Private Information in IPO Stocks? Evidence from Post-IPO Holdings
Hong Qian and Zhaodong Zhong
Oakland University - Department of Accounting and Finance and Rutgers University
Date Posted: June 19, 2014
Last Revised: June 21, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Correlations
Banco de Espana Working Paper No. 1413
Paul Ehling and Christian Heyerdahl-Larsen
BI - Norwegian Business School and London Business School - Department of Finance
Date Posted: June 19, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Banks as Secret Keepers
PIER Working Paper No. 14-022
Tri Vi Dang , Gary B. Gorton , Bengt R. Holmström and Guillermo L. Ordoñez
Columbia University - Department of Economics , Yale School of Management , Massachusetts Institute of Technology (MIT) - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: June 19, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Using Random Portfolios to Evaluate the Performance of the Ultimate Stock-Pickers Index
Stefaan Pauwels
Ghent University-Universiteit Gent - Department of Financial Economics
Date Posted: June 19, 2014
Working Paper Series
42 downloads


 

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