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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 557,587
Full Text Papers: 460,370
Authors: 258,897
Papers Received in
  Last 12 months:
63,982

Paper Downloads:
To date: 77,496,924
Last 12 months: 9,687,045
Last 30 days: 671,411

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Papers with
  Resolved
  References:
260,713
Total References: 9,009,750
Papers with Cites: 241,990
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: G12
6,657,899 Total downloads
Showing Papers 3,581 - 3,630 of 15,378
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Incl. Electronic Paper Identifying the Relative Importance of Stock Characteristics in the UK Market
Declan French , Yuliang Wu and Youwei Li
Queen's University Management School , Queen's University Belfast and Queen's University Belfast - School of Management
Date Posted: August 01, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Unveiling Sovereign Effects in European Banks CDS Spreads Variations
Marc Peters and Hugues Pirotte
Université Libre de Bruxelles (ULB) - Centre Emile Bernheim (CEB) and Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
Date Posted: August 01, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Product Market Threats and Stock Crash Risk
Si Li and Xintong Zhan
Wilfrid Laurier University - School of Business & Economics and Chinese University of Hong Kong
Date Posted: August 01, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly
Tomasz Piotr Wisniewski and Liafisu Sina Yekini
University of Leicester and Sheffield Hallam University
Date Posted: July 31, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Value, Size, Momentum, and the Special Role of Microcaps in the CEE Market Stock Returns
Adam Zaremba
Poznań University of Economics
Date Posted: July 31, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper What Drives Stock Returns in Japan?
Samuel Xin Liang
Value Partners Center for Investing, Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: July 31, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
72 downloads

Incl. Electronic Paper QE Auctions of Treasury Bonds
FEDS Working Paper No. 2014-48
Zhaogang Song and Haoxiang Zhu
Federal Reserve Board and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Perpetual American Options with Disconnected Exercise Regions in Lévy Models
Svetlana Boyarchenko and Sergei Levendorskii
University of Texas at Austin - Department of Economics and University of Leicester - Department of Mathematics
Date Posted: July 29, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Fragmentation and Price Discovery: A Comparison of Reg NMS and MIFID1
Frederick H. deB. Harris , Thomas H. McInish , Frank Sensenbrenner III and Robert Wood
Wake Forest University , University of Memphis - Fogelman College of Business and Economics , Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and University of Memphis - Fogelman College of Business and Economics
Date Posted: July 29, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Cash Flow News and the Investment Effect in the Cross-Section of Stock Returns
Mike Qinghao Mao and K. C. John Wei
Erasmus University Rotterdam and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: July 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper When Everyone Misses on the Same Side: Debiased Earnings Surprises and Stock Returns
Chin-Han Chiang , Wei Dai , Jianqing Fan , Harrison G. Hong and Jun Tu
Singapore Management University - Lee Kong Chian School of Business , Princeton University - Department of Operations Research & Financial Engineering (ORFE) , Princeton University - Bendheim Center for Finance , Princeton University - Department of Economics and Singapore Management University
Date Posted: July 29, 2014
Working Paper Series
7 downloads

Banking Sector Performance and Credit Spread
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: July 29, 2014
Working Paper Series

Incl. Electronic Paper Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Kuntara Pukthuanthong , Richard Roll and Junbo L. Wang
University of Missouri, Columbia , University of California, Los Angeles (UCLA) - Finance Area and University of Southern California - Marshall School of Business
Date Posted: July 28, 2014
Last Revised: July 29, 2014
Working Paper Series
6 downloads

Bitcoin – Is it a Bubble? Evidence from Unit Root Tests
Akash Malhotra and Mayank Maloo
Indian Institute of Technology Bombay and Indian Institute of Technology Bombay
Date Posted: July 28, 2014
Working Paper Series

Short Interest and Credit Spread Dynamics
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: July 27, 2014
Working Paper Series

Incl. Electronic Paper Supply and Demand Shocks in the Oil Market and their Predictive Power
Avihai (Avi) Rapaport
University of Chicago - Booth School of Business
Date Posted: July 27, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Margin Regulation and Volatility
ECB Working Paper No. 1698
Johannes Brumm , Felix Kubler , Michael Grill and Karl H. Schmedders
University of Zurich , University of Zurich , European Central Bank (ECB) and Swiss Finance Institute
Date Posted: July 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
14 downloads

Incl. Fee Electronic Paper What Drives ETF Flows?
Financial Review, Vol. 49, Issue 3, pp. 619-642, 2014
Christopher P. Clifford , Jon A. Fulkerson and Bradford D. Jordan
University of Kentucky , Loyola University Maryland - Sellinger School of Business & Management and University of Kentucky - Gatton College of Business and Economics
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles
Financial Review, Vol. 49, Issue 3, pp. 593-618, 2014
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper Bond Return Predictability: Economic Value and Links to the Macroeconomy
Antonio Gargano , Davide Pettenuzzo and Allan G. Timmermann
University of Melbourne , Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: July 26, 2014
Working Paper Series
8 downloads

Heterogeneity in Beliefs and Volatility Tail Behavior
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper The Price of Variance Risk
Ian Dew-Becker , Stefano Giglio , Anh Le and Marius Rodriguez
Kellogg School of Management - Department of Finance , University of Chicago - Booth School of Business , University of North Carolina Kenan-Flagler Business School and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Date Posted: July 26, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Deconstructing the Volatility Smile
Romano Trabalzini and William A McGhee
Imperial College London and Royal Bank of Scotland (RBS)
Date Posted: July 25, 2014
Working Paper Series
25 downloads

Overreaction Evidence from Large-Cap Stocks
Review of Accounting and Finance, Forthcoming
Tibebe A. Assefa , Omar A. Esqueda and Emilios C. Galariotis
Kentucky State University , Tarleton State University - Department of Accounting, Finance, & Economics and Audencia Nantes School of Management
Date Posted: July 25, 2014
Accepted Paper Series

African Stock Market Returns and Liquidity Premia
Journal of International Financial Markets, Institutions and Money, No. 42, 2014
Tibebe A. Assefa and Andre V. Mollick
Kentucky State University and University of Texas - Pan American - College of Business Administration - Department of Economics & Finance
Date Posted: July 25, 2014
Accepted Paper Series

Incl. Electronic Paper Cape Around the World: Update 2014 – The Relationship between Risk and Return
Joachim Klement and Oliver Dettmann
Wellershoff & Partners Ltd. and Wellershoff & Partners Ltd
Date Posted: July 24, 2014
Working Paper Series
290 downloads

Incl. Electronic Paper Industry Costs of Equity: Incorporating Prior Information
Ping McLemore
University of Arizona - Department of Finance
Date Posted: July 24, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Rethinking Risk (II): The Size and Value Effects
Javier Estrada
IESE Business School
Date Posted: July 24, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Monopolistic Dealer versus Broker: The Impact of Proprietary Trading with Transaction Fees
Katsumasa Nishide and Yuan Tian
Department of Economics, Yokohama National University and Kyoto University - Graduate School of Economics
Date Posted: July 23, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Investor Sentiments, Rational Beliefs and Option Prices
Panayiotis C. Andreou , Anastasios Kagkadis and Dennis Philip
Cyprus University of Technology , Durham Business School and Durham University Business School
Date Posted: July 23, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Share Issuance and Equity Returns in BIST
Yigit Atilgan , K. Ozgur Demirtas and Alper Erdogan
Sabanci University , Sabanci University and Sabanci University - Graduate School of Management
Date Posted: July 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper How Good Can Heuristic-Based Forecasts Be? A Comparative Performance of Econometric and Heuristic Models for UK and US Asset Returns
Massimo Guidolin and Alexei G. Orlov
Bocconi University - Department of Finance and Radford University - Department of Economics
Date Posted: July 22, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper How Do Equity Lending Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands
Tse-Chun Lin and Xiaolong Lu
University of Hong Kong - Faculty of Business and Economics and University of Hong Kong - Faculty of Business and Economics
Date Posted: July 22, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Why Does the Option to Stock Volume Ratio Predict Stock Returns?
Li Ge , Tse-Chun Lin and Neil D. Pearson
University of Hong Kong - Faculty of Business and Economics , University of Hong Kong - Faculty of Business and Economics and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: July 22, 2014
Last Revised: July 30, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Recency Bias and Post-Earnings Announcement Drift
Qingzhong Ma , David A. Whidbee and Athena Wei Zhang
Cornell University , Washington State University - Department of Finance, Insurance and Real Estate and Ithaca College
Date Posted: July 22, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Trust and Market Efficiency
Chishen Wei and Lei Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU)
Date Posted: July 22, 2014
Last Revised: July 25, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Pricing in Complex and Efficient Financial Markets
Gabriel Frahm
Helmut Schmidt University
Date Posted: July 21, 2014
Last Revised: July 26, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Belief Uncertainty, Volatility Risk Premium, and Speculative Trading
Ming Guo and Hao Zhou
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and PBC School of Finance, Tsinghua University
Date Posted: July 21, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Global Convergence of Health Care Financing in OECD Countries: An Equilibrium Based Asset Pricing Approach
William R. Pratt , Gokce Soydemir and Elena Bastida
Clarion University of Pennsylvania , California State University, Stanislaus and Florida International University (FIU)
Date Posted: July 21, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Redefining Short Sales Constraints
Daniel Dupuis and Lawrence Kryzanowski
Concordia University - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
Date Posted: July 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Options Trading and Firm Innovation
Iván Blanco and David Wehrheim
Universidad Carlos III de Madrid and Universidad Carlos III de Madrid
Date Posted: July 20, 2014
Last Revised: July 25, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Web Appendix for: 'Risk Measures for Autocorrelated Hedge Fund Returns'
Antonio Di Cesare , Philip A. Stork and Casper G. de Vries
Bank of Italy , VU University Amsterdam - Faculty of Economics and Business Administration and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Exploiting Closed-End Fund Discounts: The Market May Be Much More Inefficient than You Thought
Dilip K. Patro , Louis R Piccotti and Yangru Wu
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , State University of New York at Albany and Rutgers University, Newark - School of Business - Department of Finance & Economics
Date Posted: July 19, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Stock Lending from Lenders’ Perspective: Are Lenders Price Takers?
Zsuzsa R. Huszar , R.S.K. Tan and Weina Zhang
National University of Singapore , National University of Singapore and National University of Singapore (NUS) - Department of Finance
Date Posted: July 19, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Competition Among Exchanges Through Simplified Disclosure Requirements: Evidence from the American and Global Depositary Receipts
Accounting and Business Research, 44 (1), 2014
Oksana Kim and Matt Pinnuck
Minnesota State University and University of Melbourne - Department of Accounting and Business Information Systems
Date Posted: July 19, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Trading Anonymity and Order Anticipation
Sylvain J. Friederich and Richard Payne
University of Bristol and City University London - Sir John Cass Business School
Date Posted: July 18, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Evaluating the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks
Marco Wilkens , Juan Yao , Nagaratnam Jeyasreedharan and Patrick Boehler
University of Augsburg , University of Sydney - Business School - Finance Discipline , University of Tasmania and University of Augsburg
Date Posted: July 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Forecasting Stock Returns: Do Commodity Prices Help?
Angela J. Black , Olga Klinkowska , David G. McMillan and Fiona Jayne McMillan
University of Aberdeen - Business School , University of Aberdeen - Business School , University of Stirling and University of Saint Andrews
Date Posted: July 18, 2014
Working Paper Series
18 downloads


 

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