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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 543,572
Full Text Papers: 445,954
Authors: 252,438
Papers Received in
  Last 12 months:
65,413

Paper Downloads:
To date: 75,048,237
Last 12 months: 10,061,543
Last 30 days: 851,579

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  Resolved
  References:
255,407
Total References: 8,923,266
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Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,017,140


SSRN eLibrary Search Results
JEL Code: G12
6,461,723 Total downloads
Showing Papers 3,741 - 3,790 of 15,058
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Incl. Electronic Paper Shocks to the Volatility of Order Flow and Asset Prices
Tarun Chordia , Jianfeng Hu , Avanidhar Subrahmanyam and Qing Tong
Emory University - Department of Finance , Singapore Management University - Lee Kong Chian School of Business , University of California, Los Angeles (UCLA) - Finance Area and Singapore Management University - Lee Kong Chian School of Business
Date Posted: April 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Heterogeneous Beliefs About Rare Event Risk in the Lucas Orchard
Ilaria Piatti
University of Lugano
Date Posted: April 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper What Moves the Price-Rent Ratio for Housing? A Modified Present-Value Approach
UNSW Australian School of Business Research Paper No. 2014-20
Narayan K. Kishor and James Morley
University of Wisconsin - Milwaukee and University of New South Wales
Date Posted: April 23, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Liquidez En Los Mercados Accionarios Colombianos: Cuánto Hemos Avanzado En Los Últimos 10 Años? (Liquid Funds in Colombian Stock Market: How Have We Improved in the Last 10 Years)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 10-08
Diego Agudelo
Universidad EAFIT
Date Posted: April 23, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Proving the Association between Stock Market and Interbank Lending Market Parameters: The Bahrain Stock Exchange
Aleksandr Matveev
Lomonosov Moscow State University, Faculty of Economics
Date Posted: April 23, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Who Trades Against Mispricing?
Mariassunta Giannetti and Bige Kahraman
Stockholm School of Economics and Stockholm School of Economics - Department of Finance
Date Posted: April 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Investing in Emerging Markets: An Asymmetric Stochastic Multivariate Volatility Model to Diversify Efficiently a Portfolio of Assets
Stochastic Modelling Symposium Canadian Society of Actuaries, Montreal, Canada (2008)
Yves Rannou
CEREGE Doctoral School EA 1722
Date Posted: April 22, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Open-End Knock-Outs on Bond Futures: Valuation, Properties and Estimation of Hidden Profit Drivers
Oliver Entrop , Christian Peters and Marco Wilkens
University of Passau , University of Augsburg and University of Augsburg
Date Posted: April 22, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Return Predictability in Corporate Bond Market Along the Supply Chain
Long Chen , Gaiyan Zhang and Weina Zhang
Cheung Kong Graduate School of Business , University of Missouri at St. Louis - College of Business Administration and National University of Singapore (NUS) - Department of Finance
Date Posted: April 21, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper From Sentiment to Feedback: Exploring the Sources of Excess Comovement in China
Jing Yao
Institute for Financial Studies, School of Economics, Fudan University
Date Posted: April 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper What Can We Learn from a Consumption Based Asset Pricing Model with Systemic Risk?
Arthur Boman
University of California, Berkeley
Date Posted: April 21, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Who Are the Value and Growth Investors?
HEC Paris Research Paper No. FIN-2014-1043
Sebastien Betermier , Laurent E. Calvet and Paolo Sodini
McGill University - Desautels Faculty of Management , HEC Paris (Groupe HEC) - Finance Department and Swedish House of Finance
Date Posted: April 21, 2014
Last Revised: April 23, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Incremental Risk Charge Methodology
Tim Xiao
Risk Models, BMO Capital Markets
Date Posted: April 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Managerial Activeness and Mutual Fund Performance
Hitesh Doshi , Redouane Elkamhi and Mikhail Simutin
University of Houston , University of Toronto and University of Toronto - Rotman School of Management
Date Posted: April 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Do Foreign Short-Sellers Predict Stock Returns? Evidence from Daily Short-Selling in Korean Stock Market
Kuan-Hui Lee and Shu-Feng Wang
Seoul National University Business School and Seoul National University
Date Posted: April 19, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Choice Among Alternative Benchmarks: An Asset Pricing Approach
Stephen J. Brown , John C. Handley and Paul Lajbcygier
New York University - Stern School of Business , University of Melbourne - Department of Finance and Monash University - Department of Accounting and Finance
Date Posted: April 19, 2014
Working Paper Series
7 downloads

Short Interest and Stock Price Crash Risk
Jeffrey L. Callen and Xiaohua Fang
University of Toronto - Rotman School of Management and Georgia State University - J. Mack Robinson College of Business
Date Posted: April 19, 2014
Last Revised: April 22, 2014
Working Paper Series

Incl. Electronic Paper Animal Spirits and Value at Risk Estimation
Grzegorz Andruszkiewicz , Mark Davis and Sebastien Lleo
Imperial College London , Imperial College London and NEOMA Business School
Date Posted: April 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Upper Bounds on Return Predictability
Dashan Huang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: April 18, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Innovation, Product Cycle, and Asset Prices
Ryo Jinnai
Texas A&M University (TAMU) - Department of Economics
Date Posted: April 17, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper An Analytic Derivation and Comments on Betting Against Beta
Deng-Ta Chen
WiSE (Wang Yanan Institute for Studies in Economics), Xiamen University
Date Posted: April 17, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Shock Elasticities and Impulse Responses
Jaroslav Borovička , Lars Peter Hansen and Jose A. Scheinkman
New York University (NYU) - Department of Economics , University of Chicago - Department of Economics and Columbia University
Date Posted: April 17, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Increasing Borrowing Costs and the Equity Premium
Jasmina Hasanhodzic
Boston University
Date Posted: April 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Opacity Risk Premium in Private CDS-Bond Bases
Jovan Stojkovic
University of Lugano - Swiss Finance Institute at the University of Lugano
Date Posted: April 15, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Asset Pricing and Consumption-Portfolio Choice with Recursive Utility and Unspanned Risk
Holger Kraft , Thomas Seiferling and Frank Thomas Seifried
Goethe University Frankfurt , University of Kaiserslautern and University of Kaiserslautern
Date Posted: April 15, 2014
Last Revised: April 16, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Rare Events and Return Predictability in a Regime Switching Setting
Heinrich Kick and Claudia Schwarz
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: April 15, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper 9 Errores frecuentes de algunos Abogados sobre Finanzas y Contabilidad (9 Errors of Lawyers About Finance and Accounting)
Pablo Fernandez , Isabel Fernández Acín and Pablo Linares
University of Navarra - IESE Business School , University of Navarra and University of Navarra, IESE Business School
Date Posted: April 15, 2014
Working Paper Series
60 downloads

Incl. Electronic Paper Tilt Nickel to Diamond
George Xiang and Tong Yu
State Street Corporate - State Street Global Advisors and University of Rhode Island - College of Business Administration
Date Posted: April 14, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Real Earnings Management Uncertainty and Corporate Credit Risk
European Accounting Review, Forthcoming
Tsung-Kang Chen , Yi-Jie Tseng and Yu-Ting Hsieh
Fu Jen Catholic University , Fu-Jen Catholic University and National Taiwan University
Date Posted: April 13, 2014
Accepted Paper Series
24 downloads

Incl. Electronic Paper Josh Hardy and the #SaveJosh Army: How Corporate Risk Escalates and Accelerates Through Social Media
Rock Center for Corporate Governance at Stanford University Closer Look Series: Topics, Issues and Controversies in Corporate Governance and Leadership No. CGRP-40
David F. Larcker , Sarah M. Larcker and Brian Tayan
Stanford University - Graduate School of Business , Digitas Health and Stanford University - Graduate School of Business
Date Posted: April 13, 2014
Last Revised: April 17, 2014
Accepted Paper Series
34 downloads

Incl. Electronic Paper CDS Momentum: Slow Moving Credit Ratings and Cross-Market Spillovers
Jongsub Lee , Andy Naranjo and Stace Sirmans
University of Florida - Warrington College of Business Administration , University of Florida - Warrington College of Business Administration and University of Florida - Department of Finance, Insurance and Real Estate
Date Posted: April 13, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper The Effects of Model Misspecification on Tests of Price Discovery
Aaron Burt and Christopher M. Hrdlicka
University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business
Date Posted: April 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Macro Disagreement and the Cross-Section of Stock Returns
Weikai Li
Hong Kong University of Science and Technology
Date Posted: April 12, 2014
Last Revised: April 13, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Political Uncertainty and Financial Market Quality
Ross School of Business Paper No. 1232
Paolo Pasquariello and Christina Zafeiridou
University of Michigan - Stephen M. Ross School of Business and University of Michigan - Stephen M. Ross School of Business
Date Posted: April 12, 2014
Last Revised: April 18, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper LIBOR: Origins, Economics, Crisis, Scandal, and Reform
FRB of New York Staff Report No. 667
David Hou and David R. Skeie
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: April 12, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Does Speculative Activity Have Real Effects?
Tao Li and Mark Loewenstein
City University of Hong Kong (CityUHK) - Department of Economics & Finance and University of Maryland - Robert H. Smith School of Business
Date Posted: April 12, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Hossein Asgharian , Charlotte Christiansen and Ai Jun Hou
Lund University - Department of Economics , Aarhus University - CREATES and Stockholm University, Business School
Date Posted: April 12, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Exit Strategies and Their Impact on the Euro Area
Ruhr Economic Paper No. 467
Ansgar Hubertus Belke
University of Duisburg-Essen - Department of Economics
Date Posted: April 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents
Ruhr Economic Paper No. 465
Michael Stein , Daniel Piazolo and Stoyan V. Stoyanov
University of Duisburg-Essen , IPD Investment Property Databank and EDHEC Business School
Date Posted: April 11, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Disentangling the Accruals Mispricing in Europe: Is It an Industry Effect?
Department of Management, Università Ca' Foscari Venezia Working Paper No. 2014/5,
Elisabetta Basilico and Thomajean Johnsen
University of Venice, Cà Foscari and University of Denver - Daniels College of Business
Date Posted: April 11, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper The Impact of Oil Price Shocks on U.S. Bond Market Returns
CAMA Working Paper No. 33/2014
Wensheng Kang , Ronald A. Ratti and Kyung Hwan Yoon
Kent State University - Department of Economics , University of Western Sydney - Department of Economics & Finance and University of Western Sydney - Department of Economics & Finance
Date Posted: April 11, 2014
Last Revised: April 14, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Financial Crisis and the Supply of Corporate Credit
J. Santiago E. Barraza , Wayne Y. Lee and Timothy J. Yeager
University of Arkansas, Sam M. Walton College of Business , University of Arkansas - Sam M. Walton College of Business and University of Arkansas - Sam M. Walton College of Business
Date Posted: April 11, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
FEDS Working Paper No. 2014-24
Stefania D'Amico and Min Wei
Federal Reserve Board and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Date Posted: April 10, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Interaction-Based Model for Pricing CDS with Counterparty Risk
Matjaz Steinbacher , Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy , Fakulteta za poslovne vede and Free Society Institute
Date Posted: April 10, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Incredible Shrinking 'Realized' Equity Risk Premium
Claude B. Erb
TR
Date Posted: April 09, 2014
Last Revised: April 22, 2014
Working Paper Series
604 downloads

Incl. Electronic Paper The Tone of Financial News and the Perceptions of Stock and CDS Traders
Michael Liebmann , Alexei G. Orlov and Dirk Neumann
University of Freiburg (Germany) , Radford University and University of Freiburg
Date Posted: April 09, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Equity Risk Premium in 2014
John R. Graham and Campbell R. Harvey
Duke University and Duke University - Fuqua School of Business
Date Posted: April 08, 2014
Working Paper Series
135 downloads

Incl. Electronic Paper Do Hedge Funds Trade on Private Information? Evidence from Upcoming Changes in Analysts’ Stock Recommendations
April Klein , Anthony Saunders and Yu Ting Forester Wong
New York University (NYU) - Department of Accounting, Taxation & Business Law , New York University - Leonard N. Stern School of Business and Columbia Business School - Accounting, Business Law & Taxation
Date Posted: April 08, 2014
Working Paper Series
69 downloads

Evidence on Hedging Effectiveness in Indian Derivatives Market
Asia-Pacific Financial Markets, Vol. 21, No.2, Pp. 121–131, May 2014, Forthcoming,
B. Prasanna Kumar and M. V. Supriya
Department of Social Science (Economics), Fakir Mohan University and Anna University, Chennai.
Date Posted: April 08, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Computerized and High‐Frequency Trading
Financial Review, Vol. 49, Issue 2, pp. 177-202, 2014
Michael A. Goldstein , Pavitra K. Kumar and Frank C Graves
Babson College - Finance Division , The Brattle Group and The Brattle Group
Date Posted: April 08, 2014
Accepted Paper Series


 

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