Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 561,058
Full Text Papers: 463,587
Authors: 260,471
Papers Received in
  Last 12 months:
64,002

Paper Downloads:
To date: 77,927,020
Last 12 months: 9,683,756
Last 30 days: 661,519

CiteReader:  What's this?
Papers with
  Resolved
  References:
262,270
Total References: 9,034,735
Papers with Cites: 242,003
Total Citation
  Links:
5,983,061
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,166,729


SSRN eLibrary Search Results
JEL Code: E4
1,458,726 Total downloads
Showing Papers 3,651 - 3,700 of 8,576
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper What Happened to the Quants in August 2007?
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 21, 2007
Last Revised: January 17, 2008
Working Paper Series
13454 downloads

Incl. Electronic Paper Institutional Investors and Stock Market Volatility
MIT Department of Economics Working Paper No. 03-30
Xavier Gabaix , Parameswaran Gopikrishnan , Vasiliki Plerou and H. Eugene Stanley
New York University - Stern School of Business , Boston University - Center for Polymer Studies , Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies
Date Posted: September 11, 2003
Last Revised: June 01, 2010
Accepted Paper Series
8854 downloads

Incl. Electronic Paper Forecasting Volatility
Louis H. Ederington and Wei Guan
University of Oklahoma - Division of Finance and University of South Florida St. Petersburg
Date Posted: July 13, 1999
Working Paper Series
8676 downloads

Incl. Electronic Paper The Tactical and Strategic Value of Commodity Futures
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: February 03, 2005
Working Paper Series
7778 downloads

Incl. Electronic Paper An Alternative Three-Factor Model
Long Chen , Robert Novy-Marx and Lu Zhang
Cheung Kong Graduate School of Business , Simon Business School, University of Rochester and Ohio State University - Fisher College of Business
Date Posted: May 19, 2010
Last Revised: January 21, 2014
Working Paper Series
7038 downloads

Incl. Electronic Paper Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Marco Bianchetti
Intesa Sanpaolo - Market Risk Management
Date Posted: January 29, 2009
Last Revised: August 01, 2012
Working Paper Series
6392 downloads

Incl. Electronic Paper Measuring Loss Potential of Hedge Fund Strategies
Journal of Alternative Investments, Vol. 7, No. 1, pp. 7-31, Summer 2004
Marcos Lopez de Prado and Achim Peijan
Guggenheim Partners, LLC and UBS Wealth Managment Research
Date Posted: January 04, 2005
Accepted Paper Series
5977 downloads

Incl. Electronic Paper Special Purpose Vehicles and Securitization
FRB Philadelphia Working Paper No. 05-21
Gary B. Gorton and Nicholas S. Souleles
Yale School of Management and University of Pennsylvania - Finance Department
Date Posted: May 04, 2005
Last Revised: December 13, 2011
Working Paper Series
5536 downloads

Incl. Electronic Paper Macroeconomic Factors and the Correlation of Stock and Bond Returns
Yale ICF Working Paper No. 02-46; AFA 2004 San Diego Meetings
Lingfeng Li
Capula Investment Services
Date Posted: November 23, 2003
Working Paper Series
5437 downloads

Incl. Electronic Paper Interest Rates and The Credit Crunch: New Formulas and Market Models
Bloomberg Portfolio Research Paper No. 2010-01-FRONTIERS
Fabio Mercurio
Bloomberg L.P.
Date Posted: January 24, 2009
Last Revised: May 11, 2010
Accepted Paper Series
5430 downloads

Incl. Electronic Paper The Crisis: Basic Mechanisms, and Appropriate Policies
MIT Department of Economics Working Paper No. 09-01
Olivier J. Blanchard
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: January 10, 2009
Last Revised: January 15, 2009
Working Paper Series
5301 downloads

Incl. Electronic Paper The Norway Model
David Chambers , Elroy Dimson and Antti S. Ilmanen
University of Cambridge - Judge Business School, Department of Finance & Accounting , London Business School and AQR Capital Management (Europe) LLP
Date Posted: October 04, 2011
Last Revised: September 11, 2012
Working Paper Series
5180 downloads

Incl. Electronic Paper Demography and the Long-Run Predictability of the Stock Market
USC CLEO Research Paper No. C02-21; Cowles Foundation Discussion Paper No. 1380
John Geanakoplos , Michael J. P. Magill and Martine Quinzii
Yale University - Cowles Foundation , University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Date Posted: September 24, 2002
Working Paper Series
5011 downloads

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
4986 downloads

Incl. Electronic Paper A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model
Leif B. G. Andersen
Bank of America Merrill Lynch
Date Posted: April 07, 1999
Working Paper Series
4958 downloads

Incl. Electronic Paper What Every Investor Should Know About Commodities, Part I: Univariate Return Analysis
Alternative Investment Research Centre Working Paper No. 29, Cass Business School Research Paper
Roel C. A. Oomen
Deutsche Bank AG
Date Posted: January 27, 2006
Working Paper Series
4834 downloads

Incl. Electronic Paper Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
David H. Bailey , Jonathan M. Borwein , Marcos Lopez de Prado and Qiji Jim Zhu
Lawrence Berkeley National Laboratory , University of Newcastle (Australia) , Guggenheim Partners, LLC and Western Michigan University
Date Posted: August 12, 2013
Last Revised: April 14, 2014
Accepted Paper Series
4807 downloads

Incl. Electronic Paper Secret Liens and the Financial Crisis of 2008
American Bankruptcy Law Journal, Vol. 83, p. 253, 2009
Michael Simkovic
University of North Carolina at Chapel Hill School of Law
Date Posted: January 05, 2009
Last Revised: October 16, 2009
Accepted Paper Series
4589 downloads

Incl. Electronic Paper Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals
Harvey J. Stein
Bloomberg L.P.
Date Posted: December 27, 2007
Working Paper Series
4571 downloads

Incl. Electronic Paper A Step by Step Guide to Construct a Financial Model Without Plugs and Without Circularity for Valuation Purposes
Ignacio Velez-Pareja
Master Consultores
Date Posted: May 28, 2008
Last Revised: November 02, 2008
Working Paper Series
4297 downloads

Incl. Electronic Paper Interest Rate Targeting and the Dynamics of Short-Term Rates
Pierluigi Balduzzi , Giuseppe Bertola , Silverio Foresi and Leora F. Klapper
Boston College - Carroll School of Management , Università di Torino - Dipartimento di Economia , Goldman Sachs Group, Inc. - Quantitative Strategy Group and World Bank
Date Posted: February 01, 1997
Working Paper Series
4296 downloads

Incl. Electronic Paper Systemic Risk: A Survey
ECB Working Paper No. 35
Olivier de Bandt and Philipp Hartmann
Banque de France - Economic Study and Research Division and European Central Bank (ECB)
Date Posted: March 13, 2001
Working Paper Series
4147 downloads

Incl. Electronic Paper The Dark Side of Universal Banking: Financial Conglomerates and the Origins of the Subprime Financial Crisis
Connecticut Law Review, Vol. 41, No. 4, 2009, GWU Law School Public Law Research Paper No. 468, GWU Legal Studies Research Paper No. 468
Arthur E. Wilmarth Jr.
George Washington University Law School
Date Posted: May 13, 2009
Accepted Paper Series
3963 downloads

Incl. Electronic Paper Volatility Skews and Extensions of the Libor Market Model
Leif B. G. Andersen and Jesper Andreasen
Bank of America Merrill Lynch and Danske Bank - Danske Markets
Date Posted: September 04, 1998
Working Paper Series
3943 downloads

Incl. Electronic Paper Synthetic Commodity Money
George Selgin
University of Georgia
Date Posted: February 06, 2012
Last Revised: April 21, 2013
Working Paper Series
3904 downloads

Incl. Electronic Paper E-Banking Practices and Customer Satisfaction - A Case Study in Botswana
20th Australasian Finance & Banking Conference 2007 Paper
Asma Mobarek
University of Leeds
Date Posted: September 04, 2007
Working Paper Series
3759 downloads

Incl. Electronic Paper What Every Investor Should Know About Commodities, Part II: Multivariate Return Analysis
Alternative Investment Research Centre Working Paper No. 33, Cass Business School Research Paper
Roel C. A. Oomen
Deutsche Bank AG
Date Posted: June 14, 2006
Working Paper Series
3669 downloads

Incl. Electronic Paper Extended Libor Market Models with Stochastic Volatility
Leif B. G. Andersen and Rupert Brotherton-Ratcliffe
Bank of America Merrill Lynch and Gen Re Securities
Date Posted: December 31, 2001
Working Paper Series
3506 downloads

Incl. Electronic Paper PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital

Peter D. Easton
University of Notre Dame - Department of Accountancy
Date Posted: September 09, 2003
Working Paper Series
3423 downloads

Incl. Electronic Paper The Financial Market Impact of Quantitative Easing
Bank of England Working Paper No. 393
Michael Joyce , Ana Lasaosa , Ibrahim Stevens and Matthew Tong
Bank of England - Monetary Analysis , Bank of England , Bank of England and Bank of England
Date Posted: July 12, 2010
Last Revised: August 27, 2010
Working Paper Series
3086 downloads

Incl. Electronic Paper The Regulatory Response to the Financial Crisis
CESifo Working Paper Series No. 2257
Charles Goodhart
London School of Economics & Political Science (LSE) - Financial Markets Group
Date Posted: March 25, 2008
Working Paper Series
2997 downloads

Incl. Electronic Paper Equity Premia Around the World
Elroy Dimson , Paul Marsh and Mike Staunton
London Business School , London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Date Posted: October 08, 2011
Last Revised: September 10, 2012
Working Paper Series
2968 downloads

Incl. Electronic Paper The Determinants of Stock and Bond Return Comovements
The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Lieven Baele , Geert Bekaert and Koen Inghelbrecht
Tilburg University - Department of Finance , Columbia Business School - Finance and Economics and Ghent University - Department of Financial Economics
Date Posted: October 05, 2010
Accepted Paper Series
2909 downloads

Incl. Electronic Paper Risk Assessment for Banking Systems
14th Annual Utah Winter Finance Conference Paper; EFA 2003 Annual Conference Paper No. 437
Helmut Elsinger , Alfred Lehar and Martin Summer
Austrian National Bank - Economic Studies Division , University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Date Posted: August 25, 2004
Working Paper Series
2896 downloads

Incl. Electronic Paper The Irony in the Derivatives Discounting Part II: The Crisis
Marc P. A. Henrard
OpenGamma
Date Posted: July 14, 2009
Last Revised: December 19, 2009
Working Paper Series
2828 downloads

Incl. Electronic Paper How to Time the Commodity Market
Journal of Derivatives & Hedge Funds, Vol. 16, No. 1, pp. 1-8, 2010
Devraj Basu , Roel C. A. Oomen and Alexander Stremme
Université Lille Nord de France - Skema Business School , Deutsche Bank AG and University of Warwick - Finance Group
Date Posted: June 22, 2006
Last Revised: March 18, 2014
Working Paper Series
2820 downloads

Incl. Electronic Paper The Irony in the Derivatives Discounting
Marc P. A. Henrard
OpenGamma
Date Posted: March 14, 2007
Working Paper Series
2781 downloads

Incl. Electronic Paper Bond Futures and Their Options: More than the Cheapest-to-Deliver; Margining and Quality Option
Marc P. A. Henrard
OpenGamma
Date Posted: February 08, 2006
Working Paper Series
2776 downloads

Incl. Electronic Paper Yield Curve Construction with Tension Splines
Leif B. G. Andersen
Bank of America Merrill Lynch
Date Posted: December 19, 2005
Working Paper Series
2754 downloads

Incl. Electronic Paper Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence
World Bank Policy Research Working Paper No. 1900
Asli Demirgüç-Kunt and Harry Huizinga
World Bank - Financial and Private Sector Development and Tilburg University - Center for Economic Research (CentER)
Date Posted: November 05, 2004
Working Paper Series
2736 downloads

Incl. Electronic Paper Liquidity and Financial Market Runs
Yale ICF Working Paper No. 02-11; AFA 2003 Washington, DC Meetings
Antonio E. Bernardo and Ivo Welch
University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA)
Date Posted: July 15, 2003
Working Paper Series
2653 downloads

Incl. Electronic Paper Modeling Term Structures of Swap Spreads
Yale ICF Working Paper No. 00-16; Yale SOM Working Paper No. ICF - 00-16
Hua He
Yale University - School of Management
Date Posted: August 24, 2000
Working Paper Series
2648 downloads

Incl. Electronic Paper Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices
The Accounting Review, Vol. 86, No. 3, 2011
Yaniv Konchitchki
University of California, Berkeley - Haas School of Business
Date Posted: February 26, 2009
Last Revised: January 14, 2014
Accepted Paper Series
2618 downloads

Incl. Electronic Paper The State of Macro
MIT Department of Economics Working Paper No. 08-12
Olivier J. Blanchard
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: August 20, 2008
Last Revised: August 26, 2008
Working Paper Series
2577 downloads

Incl. Electronic Paper On the Profit and Loss Distribution of Dynamic Hedging Strategies
Discussion Paper Series No. 9899-03
Sergei Esipov and Igor Vaysburd
Quant Isle Ltd. and JP Morgan Securities Inc.
Date Posted: February 02, 1999
Working Paper Series
2468 downloads

Incl. Electronic Paper Liquidity and Leverage
FRB of New York Staff Report No. 328
Tobias Adrian and Hyun Song Shin
Federal Reserve Bank of New York and Princeton University - Department of Economics
Date Posted: June 04, 2008
Last Revised: November 11, 2010
Working Paper Series
2452 downloads

Incl. Electronic Paper Inflation and the Stock Market: Understanding the 'Fed Model'
Geert Bekaert and Eric Engstrom
Columbia Business School - Finance and Economics and U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Date Posted: April 29, 2008
Last Revised: June 28, 2011
Working Paper Series
2305 downloads

Incl. Electronic Paper Basel III: Is the Cure Worse than the Disease?
William A. Allen , Ka Kei Chan , Alistair Milne and Steve Thomas
City University London - Sir John Cass Business School , Derby Business School, University of Derby , Loughborough University - School of Business and Economics and City University London - Sir John Cass Business School
Date Posted: October 09, 2010
Last Revised: October 18, 2010
Working Paper Series
2303 downloads

Incl. Electronic Paper Household Balance Sheets, Consumption, and the Economic Slump
Chicago Booth Research Paper No. 13-42, Fama-Miller Working Paper
Atif R. Mian , Kamalesh Rao and Amir Sufi
Princeton University - Department of Economics , MasterCard Advisors and University of Chicago - Booth School of Business
Date Posted: November 18, 2011
Last Revised: June 07, 2013
Working Paper Series
2273 downloads

Incl. Electronic Paper A New Approach to the Valuation of Interest Rate Derivatives: Arrow-Debreu Prices Implicit in the Term Structure of Interest Rates
Padideh Jalali and Hossein B. Kazemi
University of Massachusetts at Amherst - Isenberg School of Management and University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: October 12, 1998
Working Paper Series
2267 downloads


 

1 2 3 4 ... Last | Next >


 

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 8.000 seconds