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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 556,071
Full Text Papers: 458,518
Authors: 258,159
Papers Received in
  Last 12 months:
63,554

Paper Downloads:
To date: 77,268,738
Last 12 months: 9,683,829
Last 30 days: 666,017

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Papers with
  Resolved
  References:
260,281
Total References: 9,006,948
Papers with Cites: 241,334
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,138,109


SSRN eLibrary Search Results
JEL Code: G10
1,698,317 Total downloads
Showing Papers 3,731 - 3,780 of 5,078
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Incl. Electronic Paper The Capital Asset Pricing Model: Some Empirical Tests
Michael C. Jensen, STUDIES IN THE THEORY OF CAPITAL MARKETS, Praeger Publishers Inc., 1972
Michael C. Jensen , Fischer Black and Myron S. Scholes
Harvard Business School , Sloan School of Management, MIT and Stanford Graduate School of Business
Date Posted: June 13, 2006
Accepted Paper Series
22374 downloads

Incl. Electronic Paper Global Value: Building Trading Models with the 10 Year CAPE
Cambria Quantitative Research, No. 5, August 2012
Mebane T. Faber
Cambria Investment Management
Date Posted: August 21, 2012
Last Revised: September 13, 2012
Accepted Paper Series
20303 downloads

Incl. Electronic Paper The Golden Dilemma
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: June 06, 2012
Last Revised: May 05, 2013
Working Paper Series
17963 downloads

Incl. Electronic Paper How Active is Your Fund Manager? A New Measure That Predicts Performance
AFA 2007 Chicago Meetings Paper, Yale ICF Working Paper No. 06-14, EFA 2007 Ljubljana Meetings Paper
Martijn Cremers and Antti Petajisto
University of Notre Dame and New York University (NYU) - Department of Finance
Date Posted: March 21, 2006
Last Revised: May 07, 2009
Working Paper Series
17070 downloads

Incl. Electronic Paper Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition
Aswath Damodaran
New York University - Stern School of Business
Date Posted: March 24, 2013
Working Paper Series
14575 downloads

Incl. Electronic Paper Risk Management for Hedge Funds: Introduction and Overview
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: September 13, 2001
Working Paper Series
14400 downloads

Incl. Electronic Paper Establishing a Pecking Order for Finance Academics: Ranking of U.S. Finance Doctoral Programs
Jean L. Heck
St. Joseph's University - Haub School of Business
Date Posted: March 13, 2007
Working Paper Series
14254 downloads

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
13428 downloads

Incl. Electronic Paper The Fall of Enron
Harvard NOM Working Paper No. 03-38
Krishna Palepu and Paul M. Healy
Harvard University - Harvard Business School and Harvard Business School
Date Posted: October 17, 2003
Accepted Paper Series
10447 downloads

Incl. Electronic Paper Value Investing: Investing for Grown Ups?
Aswath Damodaran
New York University - Stern School of Business
Date Posted: April 20, 2012
Last Revised: June 27, 2012
Working Paper Series
9790 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
8836 downloads

Incl. Electronic Paper Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Forthcoming
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 25, 2005
Accepted Paper Series
8828 downloads

Incl. Electronic Paper Risk Premia Harvesting Through Dual Momentum
Gary Antonacci
Portfolio Management Consultants
Date Posted: April 19, 2012
Last Revised: November 17, 2013
Working Paper Series
8754 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
8670 downloads

Incl. Electronic Paper Stock Valuation and Investment Strategies
Yale ICF Working Paper No. 00-46
Ming Dong and Zhiwu Chen
York University - Schulich School of Business and Yale University - International Center for Finance
Date Posted: July 26, 2001
Working Paper Series
8227 downloads

Incl. Electronic Paper Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication
Alternative Investment Research Centre Working Paper No. 27, Cass Business School Research Paper
Helder P. Palaro
Independent
Date Posted: November 30, 2005
Working Paper Series
7587 downloads

Incl. Electronic Paper Market Microstructure: A Survey
Ananth Madhavan
BlackRock, Inc.
Date Posted: March 28, 2000
Working Paper Series
7086 downloads

Incl. Electronic Paper Active Share and Mutual Fund Performance
Antti Petajisto
New York University (NYU) - Department of Finance
Date Posted: October 02, 2010
Last Revised: January 17, 2013
Working Paper Series
6459 downloads

Incl. Electronic Paper Efficient Markets Hypothesis
THE NEW PALGRAVE: A DICTIONARY OF ECONOMICS, L. Blume, S. Durlauf, eds., 2nd Edition, Palgrave Macmillan Ltd., 2007
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 06, 2007
Accepted Paper Series
6372 downloads

Incl. Electronic Paper Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
Gary Antonacci
Portfolio Management Consultants
Date Posted: April 04, 2013
Last Revised: July 15, 2014
Working Paper Series
6342 downloads

Incl. Electronic Paper The Exchange of Flow Toxicity
The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: January 27, 2011
Last Revised: February 27, 2012
Accepted Paper Series
6286 downloads

Incl. Electronic Paper Reading About the Financial Crisis: A 21-Book Review
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 27, 2011
Last Revised: January 10, 2012
Working Paper Series
6016 downloads

Incl. Electronic Paper A Risk Perception Primer: A Narrative Research Review of the Risk Perception Literature in Behavioral Accounting and Behavioral Finance
Victor Ricciardi
Goucher College - Department of Business Management
Date Posted: July 20, 2004
Working Paper Series
5768 downloads

Incl. Electronic Paper Behavioral Finance: An Introduction
Guido Baltussen
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: October 18, 2009
Last Revised: December 16, 2011
Working Paper Series
5640 downloads

Incl. Electronic Paper The Volume Clock: Insights into the High Frequency Paradigm
The Journal of Portfolio Management, (Fall, 2012) Forthcoming , Johnson School Research Paper Series No. 9-2012
David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: April 05, 2012
Last Revised: August 20, 2012
Accepted Paper Series
5537 downloads

Incl. Electronic Paper Characteristics of Risk and Return in Risk Arbitrage
Mark L. Mitchell and Todd C. Pulvino
CNH Partners and CNH Partners
Date Posted: May 30, 2001
Working Paper Series
5410 downloads

Incl. Electronic Paper Quality Minus Junk
Clifford S. Asness , Andrea Frazzini and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC and New York University (NYU)
Date Posted: August 19, 2013
Last Revised: June 20, 2014
Working Paper Series
5346 downloads

Incl. Electronic Paper The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Andrew Clare , James Seaton , Peter N. Smith and Steve Thomas
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School , University of York (UK) - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: August 08, 2012
Last Revised: February 04, 2014
Working Paper Series
5110 downloads

Incl. Electronic Paper M of a Kind: A Multivariate Approach at Pairs Trading
Marcelo Perlin
Escola de Administração - UFRGS
Date Posted: December 21, 2006
Last Revised: December 28, 2007
Working Paper Series
4707 downloads

Incl. Electronic Paper A Literature Review of Risk Perception Studies in Behavioral Finance: The Emerging Issues
Victor Ricciardi
Goucher College - Department of Business Management
Date Posted: May 25, 2007
Working Paper Series
4621 downloads

Incl. Electronic Paper Evaluation of Pairs Trading Strategy at the Brazilian Financial Market
Journal of Derivatives & Hedge Funds, Vol. 15, pp. 122-136
Marcelo Perlin
Escola de Administração - UFRGS
Date Posted: December 19, 2006
Last Revised: May 01, 2010
Accepted Paper Series
4574 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
4513 downloads

Incl. Electronic Paper The Eyeballs Have It: Searching for the Value in Internet Stocks
Brett Trueman , M.H. Franco Wong and Xiao-Jun Zhang
University of California, Los Angeles (UCLA) - Anderson School of Management , INSEAD and University of California, Berkeley
Date Posted: February 15, 2000
Working Paper Series
4399 downloads

Incl. Electronic Paper Governance and Intermediation Problems in Capital Markets: Evidence from the Fall of Enron
Harvard NOM Working Paper No. 02-27
Paul M. Healy and Krishna Palepu
Harvard Business School and Harvard University - Harvard Business School
Date Posted: October 15, 2002
Working Paper Series
4326 downloads

Incl. Electronic Paper What is the Intrinsic Value of the Dow?
Charles M.C. Lee , James N. Myers and Bhaskaran Swaminathan
Stanford University - Graduate School of Business , University of Arkansas and LSV Asset Management
Date Posted: March 03, 1997
Working Paper Series
4241 downloads

Incl. Electronic Paper Research Roundtable Discussion: The Market Risk Premium
Ivo Welch
University of California, Los Angeles (UCLA)
Date Posted: June 27, 2000
Case and Teaching Paper Series
4138 downloads

Incl. Electronic Paper Bubbles, Human Judgment, and Expert Opinion
Yale Cowles Foundation Discussion Paper No. 1303
Robert J. Shiller
Yale University - Cowles Foundation
Date Posted: July 16, 2001
Working Paper Series
3825 downloads

Incl. Electronic Paper The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective
Journal of Portfolio Management, Forthcoming
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 15, 2004
Accepted Paper Series
3779 downloads

Incl. Electronic Paper Putting Integrity into Finance: A Positive Approach (PDF of Keynote Slides)
Harvard NOM Working Paper No. 06-06, Barbados Group Working Paper No. 06-01
Michael C. Jensen
Harvard Business School
Date Posted: January 18, 2006
Last Revised: December 11, 2012
Working Paper Series
3747 downloads

Incl. Electronic Paper Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios
EFA 2001 Barcelona Meetings; EFMA 2001 Lugano Meetings; FAME Research Paper No 24
Francois Lhabitant
Kedge Capital Fund Management
Date Posted: April 30, 2001
Working Paper Series
3683 downloads

Incl. Electronic Paper Introduction to Applied Stress Testing
IMF Working Paper No. 07/59
Martin Cihák
World Bank
Date Posted: March 19, 2007
Working Paper Series
3679 downloads

Incl. Electronic Paper Financial Econometrics
International Library of Financial Econometrics, Forthcoming
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 14, 2007
Accepted Paper Series
3678 downloads

Incl. Electronic Paper Variance Risk Premia
AFA 2005 Philadelphia Meetings
Liuren Wu and Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: August 17, 2004
Last Revised: October 25, 2007
Working Paper Series
3575 downloads

Incl. Electronic Paper Is Portfolio Theory Harming Your Portfolio?
Scott Vincent
Green River Asset Management
Date Posted: May 15, 2011
Last Revised: June 10, 2011
Working Paper Series
3514 downloads

Incl. Electronic Paper Low-Latency Trading
Johnson School Research Paper Series No. 35-2010, AFA 2012 Chicago Meetings Paper
Joel Hasbrouck and Gideon Saar
New York University (NYU) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 22, 2010
Last Revised: May 22, 2013
Working Paper Series
3486 downloads

Incl. Electronic Paper Stress-testing Financial Systems: An Overview of Current Methodologies
BIS Working Paper No. 165
Marco Sorge
World Bank Group - International Finance Corporation
Date Posted: September 20, 2007
Working Paper Series
3476 downloads

Incl. Electronic Paper A Reality Check on Hedge Funds Returns
Nolke Posthuma and Pieter Jelle van der Sluis
ABP Investments - Research Department and APG Asset Management, GTAA Fund
Date Posted: October 07, 2003
Working Paper Series
3454 downloads

Incl. Electronic Paper Bridging the Gap Between Value Relevance and Information Content
Sauder School of Business Working Paper
Kin Lo and Thomas Z. Lys
University of British Columbia (UBC) - Sauder School of Business and Northwestern University - Kellogg School of Management
Date Posted: January 10, 2001
Working Paper Series
3439 downloads

Incl. Electronic Paper Earnings Management and Value Relevance During the Mandatory Transition from Local GAAPs to IFRS in Europe
Vedran Capkun , Anne Cazavan Jeny , Thomas Jeanjean and Lawrence A. Weiss
HEC Paris (Groupe HEC) - Accounting and Management Control Department , ESSEC Business School , ESSEC Business School and Tufts University - The Fletcher School
Date Posted: April 29, 2008
Last Revised: March 12, 2013
Working Paper Series
3436 downloads

Incl. Electronic Paper Equity Risk Premiums (ERP): Determinants, Estimation and Implications
Aswath Damodaran
New York University - Stern School of Business
Date Posted: October 01, 2008
Last Revised: October 17, 2008
Working Paper Series
3348 downloads


 

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