Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G14
3,699,078 Total downloads
Showing Papers 3,621 - 3,670 of 9,881
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Hedging iTraxx CDS Index Trading on an Intraday Basis: An Empirical Study
Cheng-Ran Du and Tim Brunne
Independent and Unicredit Bank AG
Date Posted: May 19, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Hedging or Speculation, What Can We Learn from the Volume-Return Relationship?
Lin Huang and Dayong Zhang
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
Date Posted: January 12, 2013
Working Paper Series
76 downloads

Hedging Performance and Stock Market Liquidity: Evidence from the Taiwan Futures Market
Asia-Pacific Journal of Financial Studies, 39,396-415. 2010
Hsiu-Chuan Lee and Cheng-Yi Chien
Ming Chuan University and Feng Chia University
Date Posted: May 08, 2012
Accepted Paper Series

Incl. Electronic Paper Hedging the Art Market: Creating Art Derivatives
Olivia Ralevski
University of Edinburgh - Business School
Date Posted: November 21, 2008
Last Revised: January 25, 2009
Working Paper Series
731 downloads

Incl. Electronic Paper Hedging the Time-Varying Risk Exposures of Momentum Returns
Martin Martens and Arco Van Oord
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: March 06, 2008
Last Revised: October 12, 2012
Working Paper Series
241 downloads

Hedging with the NIKKEI Index Futures: Conventional Model Versus Error Correction Model
QUARTERLY REVIEW OF ECONOMICS AND FINANCE
Cheng-Few Lee , W.L. Chou and K. K. Fan
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics , Chinese University of Hong Kong (CUHK) - Department of Economics and Chinese University of Hong Kong
Date Posted: November 07, 1996
Accepted Paper Series

Incl. Fee Electronic Paper Hedging, Familiarity and Portfolio Choice
CEPR Discussion Paper No. 4789
Massimo Massa and Andrei Simonov
INSEAD - Finance and Michigan State University - Eli Broad Graduate School of Management
Date Posted: March 29, 2005
Working Paper Series
43 downloads

Incl. Electronic Paper Hedging, Speculation and Shareholder Value
EFA 2003 Annual Conference Paper No. 270
Tim Adam and Chitru S. Fernando
Humboldt University and University of Oklahoma - Michael F. Price College of Business
Date Posted: July 23, 2003
Working Paper Series
967 downloads

Hedging, Speculation and Shareholder Value
Journal of Financial Economics, Vol. 81, pp. 283-309, 2006
Tim Adam and Chitru S. Fernando
Humboldt University and University of Oklahoma - Michael F. Price College of Business
Date Posted: August 04, 2005
Last Revised: August 05, 2008
Accepted Paper Series

Incl. Electronic Paper Herd Behavior and Cascading in Capital Markets: A Review and Synthesis
Dice Center Working Paper No. 2001-20
David A. Hirshleifer and Siew Hong Teoh
University of California, Irvine - Paul Merage School of Business and University of California - Paul Merage School of Business
Date Posted: January 10, 2002
Working Paper Series
2774 downloads

Incl. Electronic Paper Herd Behavior and Fat Tails in Financial Markets
Makoto Nirei
Utah State University - College of Business - Department of Economics
Date Posted: March 20, 2006
Working Paper Series
372 downloads

Incl. Electronic Paper Herd Behavior by Japanese Banks After Financial Deregulation in the 1980s
Center on Japanese Economy and Business Working Paper No. 257
Ryuichi Nakagawa and Hirofumi Uchida
Kansai University - Faculty of Economics and Kobe University - Graduate School of Business Administration
Date Posted: December 27, 2007
Last Revised: April 21, 2009
Working Paper Series
174 downloads

Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data
Journal of Financial Intermediation, Vol. 16, No. 4, pp. 555-583, 2007
Hirofumi Uchida and Ryuichi Nakagawa
Kobe University - Graduate School of Business Administration and Kansai University - Faculty of Economics
Date Posted: October 11, 2007
Last Revised: December 27, 2010
Accepted Paper Series

Incl. Electronic Paper Herd Behavior Towards the Market Index: Evidence from 21 Financial Markets
IESE Business School Working Paper No. 776
Daxue Wang
University of Navarra, IESE Business School
Date Posted: December 16, 2008
Working Paper Series
296 downloads

Incl. Electronic Paper Herding Among Investment Newsletters: Theory and Evidence
Duke University Working Paper 9714
John R. Graham
Duke University - Fuqua School of Business
Date Posted: June 16, 1998
Working Paper Series
651 downloads

Herding Among Investment Newsletters: Theory and Evidence
Journal of Finance
John R. Graham
Duke University - Fuqua School of Business
Date Posted: June 15, 1998
Accepted Paper Series

Herding Among Security Analysts
Journal of Financial Economics, Vol. 58, No. 3, December 2000
Ivo Welch
University of California, Los Angeles (UCLA)
Date Posted: August 16, 2001
Accepted Paper Series

Incl. Electronic Paper Herding and Contrarian Behavior in Financial Markets
Andreas Park and H. Sabourian
University of Toronto - Department of Economics and University of Cambridge - Faculty of Economics and Politics
Date Posted: July 13, 2006
Last Revised: June 02, 2009
Working Paper Series
689 downloads

Incl. Electronic Paper Herding and the Information Content of Trades in the Australian Dollar Market
Pacific-Basin Finance Journal, Forthcoming
Andrew Carpenter and Jian-Xin Wang
UBS Investment Bank and University of Technology Sydney
Date Posted: June 20, 2006
Accepted Paper Series
134 downloads

Herding Behavior Evidence from Portuguese Mutual Funds
DIVERSIFICATION AND PORTFOLIO MANAGEMENT OF MUTUAL FUNDS, Greg N. Gregoriou, ed., pp. 167-197, Palgrave MacMillan, New York 2007, Data Not Availalbe
Julio Lobao and Ana Paula Serra
Instituto de Estudos Financeiros e Fiscais and Universidade do Porto - Faculdade de Economia (FEP)
Date Posted: June 15, 2003
Last Revised: December 28, 2007
Working Paper Series

Herding Behavior in European Futures Markets
Finance Letters, Vol. 1, No. 1, 2003
Kimberly C. Gleason , Chun I. Lee and Ike Mathur
University of Pittsburgh - Finance Group , Loyola Marymount University - Department of Finance and Computer Information Systems and Southern Illinois University at Carbondale - Department of Finance
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper Herding Behaviour by Equity Foreign Investors on Emerging Markets
Banco Central do Brasil Working Paper No. 125
Jose Renato Haas Ornelas and Barbara Alemanni
Central Bank of Brazil and affiliation not provided to SSRN
Date Posted: March 30, 2008
Working Paper Series
423 downloads

Herding in Delegated Portfolio Management: When is Comparative Performance Information Desirable?
European Economic Review, Forthcoming
Alexander Guembel
University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: November 17, 2003
Accepted Paper Series

Incl. Electronic Paper Herding in Trading by Amateur and Professional Investors
Itzhak Venezia , Amrut J. Nashikkar and Zur Shapira
Hebrew University of Jerusalem - Jerusalem School of Business Administration , New York University (NYU) - Department of Finance and Leonard N. Stern School of Business - Department of Economics
Date Posted: March 13, 2009
Working Paper Series
271 downloads

Herding on Noise: The Case of Johnson Redbook's Weekly Retail Sales Data
J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, Sept. 1997
Joseph H. Golec
University of Connecticut - Department of Finance
Date Posted: November 05, 1997
Accepted Paper Series

Herding, Information Uncertainty and Investors' Cognitive Profile
Qualitative Research in Financial Markets, Vol. 3, No. 1, pp. 7-33, 2011
Teyo Vallelado , Beatriz Fernández-Alonso , Teresa García Merino , Rosa Mayoral and Valle Santos Alvarez
University of Valladolid , University of Valladolid - Department of Finance and Accounting , University of Valladolid , University of Valladolid and University of Valladolid - Department of Economics and Business Administration
Date Posted: May 13, 2011
Accepted Paper Series

Incl. Electronic Paper Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach
CESifo Working Paper Series No. 2502
Lukas Menkhoff , Rafael R. Rebitzky and Michael Schröder
Leibniz Universitaet Hannover - Department of Economics , Leibniz University Hannover and Centre for European Economic Research (ZEW) - International Finance and Financial Management
Date Posted: December 18, 2008
Working Paper Series
90 downloads

Incl. Electronic Paper Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors
Yale ICF Working Paper No. 00-28
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Date Posted: February 09, 2001
Working Paper Series
622 downloads

Incl. Electronic Paper Heterogeneous Beliefs, Short-Sale Constraints and the Closed-End Fund Puzzle
Zhiguang Cao , Richard D. F. Harris and Junmin Yang
Shanghai University of Finance and Economics , University of Exeter - Business School and affiliation not provided to SSRN
Date Posted: November 14, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Heterogeneous Expectations and Long Range Correlation of the Volatility of Asset Returns
Jérôme Coulon and Yannick Malevergne
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA) and University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Date Posted: August 13, 2008
Last Revised: November 26, 2010
Working Paper Series
51 downloads

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market
UCSD Economics Discussion Paper No. 98-06
Graham Elliott and Takatoshi Ito
University of California, San Diego (UCSD) - Department of Economics and University of Tokyo - Faculty of Economics
Date Posted: October 08, 1998
Working Paper Series

Incl. Fee Electronic Paper Heterogeneous Firm-Level Responses to Trade Liberalization: A Test Using Stock Price Reactions
CEPR Discussion Paper No. DP8600
Holger Breinlich
University of Essex - Department of Economics
Date Posted: November 01, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper Heterogeneous Gain Learning and Long Swings in Asset Prices
Blake LeBaron
Brandeis University - International Business School
Date Posted: June 19, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper Heterogeneous Gain Learning and the Dynamics of Asset Prices
Blake LeBaron
Brandeis University - International Business School
Date Posted: June 19, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks
Harvard Institute of Economic Research Discussion Paper No. 2031
Jung-Wook Kim , Jason Lee and Randall Morck
Seoul National University - Graduate School of Business , University of Alberta and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: March 26, 2004
Working Paper Series
150 downloads

Heterogeneous Real-Time Trading Strategies in the Foreign Exchange Markets
Michel M. Dacorogna , Ulrich A. Müller , Christian Jost , Olivier V. Pictet , Richard B. Olsen and J. Robert Ward
SCOR Switzerland , Olsen & Associates , Olsen Group (Olsen & Associates Ltd.) , Pictet Asset Management , Olsen & Associates and Olsen Group (Olsen & Associates Ltd.)
Date Posted: September 02, 1999
Working Paper Series

Heteroskedasticity Models on the BSE
Susan Thomas
Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: August 25, 1998
Working Paper Series

Incl. Electronic Paper Heuristics of Representativeness, Anchoring and Adjustment, and Leniency: Impact on Earnings' Forecasts By Australian Analysts
Alastair Marsden , Madhu Veeraraghavan and Min Ye
University of Auckland - Faculty of Business & Economics , Monash University – Department of Accounting and Finance and Corporate Finance Cluster and University of Auckland
Date Posted: June 27, 2007
Working Paper Series
237 downloads

Incl. Electronic Paper Hidden Benefits of Equal Weighting: The Case for Hedge Fund Indices
Akos Beleznay , Michael Markov and Alexey Panchekha
Quantitative Alternative Management, LLC , Markov Processes International LLC and Markov Processes International LLC
Date Posted: November 29, 2010
Last Revised: December 09, 2011
Working Paper Series
205 downloads

Hidden Liquidity: Order Exposure Strategies Around Earnings Announcements
Journal of Business, Finance and Accounting, Forthcoming
Bidisha Chakrabarty and Kenneth W. Shaw
Saint Louis University - John Cook School of Business and University of Missouri at Columbia - School of Accountancy
Date Posted: July 08, 2008
Accepted Paper Series

Hide-and-Seek in the Market: Placing and Detecting Hidden Orders
Review of Finance, 2007
Rudy De Winne and Catherine D'Hondt
Université Catholique de Louvain and Louvain School of Management - UCL
Date Posted: June 03, 2003
Accepted Paper Series

Incl. Electronic Paper High Frequency Pairs Trading with U.S. Treasury Securities: Risks and Rewards for Hedge Funds
Purnendu Nath
London Business School
Date Posted: July 19, 2004
Working Paper Series
4625 downloads

Incl. Electronic Paper High Frequency Trading and End-of-Day Manipulation
Douglas Cumming , Feng Zhan and Michael J. Aitken
York University - Schulich School of Business , York University - Schulich School of Business and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: September 12, 2012
Last Revised: November 10, 2012
Working Paper Series
510 downloads

Incl. Electronic Paper High Frequency Trading and Listed Companies - The Shrinking Role of Disclosure
Giuseppe Ciallella
LUISS Guido Carli
Date Posted: November 22, 2012
Last Revised: December 01, 2012
Working Paper Series
127 downloads

Incl. Electronic Paper High Watermarks of Market Risk
Bertrand B. Maillet , Jean-Philippe Medecin and Thierry Michel
University of Orléans , CES/CNRS - University of Paris-1 (Panthéon-Sorbonne) and Lombard Odier & Cie
Date Posted: March 01, 2007
Last Revised: November 12, 2010
Working Paper Series
125 downloads

Incl. Electronic Paper High-Frequency Analysis of Foreign Exchange Interventions: What Do We Learn?
CESifo Working Paper Series No. 2473
Lukas Menkhoff
Leibniz Universitaet Hannover - Department of Economics
Date Posted: December 03, 2008
Working Paper Series
113 downloads

Incl. Electronic Paper High-Frequency Technical Trading: The Importance of Speed
Tinbergen Institute Discussion Paper 12-018/4
Martin L. Scholtus and Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: March 02, 2012
Working Paper Series
721 downloads

Incl. Electronic Paper High-Frequency Trading
Peter Gomber , Björn Arndt , Marco Lutat and Tim Uhle
Goethe University Frankfurt Faculty of Economics and Business Administration , affiliation not provided to SSRN , Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: June 06, 2011
Working Paper Series
4475 downloads

Incl. Electronic Paper High-Frequency Trading Synchronizes Prices in Financial Markets
Austin Gerig
University of Oxford - Said Business School
Date Posted: November 10, 2012
Working Paper Series
119 downloads

Incl. Electronic Paper High-Frequency Trading, Stock Volatility, and Price Discovery
Frank Zhang
Yale School of Management
Date Posted: October 14, 2010
Last Revised: December 27, 2010
Working Paper Series
3569 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo5 in 4.188 seconds