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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 684,653
Full Text Papers: 574,501
Authors: 315,245
Papers Received in
  Last 12 months:
67,996

Paper Downloads:
To date: 101,452,993
Last 12 months: 12,949,010
Last 30 days: 868,853

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  Resolved
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306,508
Total References: 8,990,993
Papers with Cites: 245,932
Total Citation
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5,770,148
Papers with
  Resolved
  Footnotes:
91,665
Total Footnotes: 8,995,294


SSRN eLibrary Search Results
JEL Code: G11
4,071,390 Total downloads
Showing Papers 3,801 - 3,850 of 10,427
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1 2 3 4 ... 209 | Next >
   

Incl. Electronic Paper Why Does Idiosyncratic Risk Increase with Market Risk?
Fisher College of Business Working Paper No. 2016-03-13, Charles A. Dice Center Working Paper No. 2016-13
Söhnke M. Bartram, Gregory W. Brown and René M. Stulz
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
Date Posted: July 30, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans
Sven Klingler and Suresh M. Sundaresan
Copenhagen Business School and Columbia Business School - Finance and Economics
Date Posted: July 28, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Value and Growth Stock Price Behavior During Stock Market Declines
Journal of Investing, Forthcoming
Daniel Folkinshteyn, Gulser Meric and Ilhan Meric
Rowan University - Accounting & Finance, Rowan University - Accounting & Finance and Rider University
Date Posted: July 28, 2016
Working Paper Series
23 downloads

Are the Consumption Patterns of Elderly Households Consistent with a Life Cycle Model?
Chiu Fui Joyce Mok, Hui Wang, and Sherman D. Hanna (1994) ,"Are Consumption Patterns of Elderly Households Consistent With a Life-Cycle Model?", Asia Pacific Advances in Consumer Research Volume 1, 1994, Pages 237-245
Chiu-Fui Joyce Mok, Hui Michelle Wang and Sherman D. Hanna
Independent, Independent and Ohio State University (OSU)
Date Posted: July 28, 2016
Accepted Paper Series

Incl. Electronic Paper Large Dynamic Covariance Matrices
University of Zurich, Department of Economics, Working Paper No. 231
Robert F. Engle, Olivier Ledoit and Michael Wolf
New York University - Leonard N. Stern School of Business - Department of Economics, University of Zurich - Department of Economics and University of Zurich - Department of Economics
Date Posted: July 28, 2016
Working Paper Series
50 downloads

Incl. Electronic Paper Transaction Cost and Crowding
Ludwig B. Chincarini
University of San Francisco School of Management
Date Posted: July 28, 2016
Working Paper Series
26 downloads

Risk Reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit
Gilles Koumou
Laval University - Département d'Économique
Date Posted: July 27, 2016
Working Paper Series

Incl. Electronic Paper XVA at the Exercise Boundary
Andrew David Green and Chris Kenyon
Scotiabank and Lloyds Banking Group
Date Posted: July 27, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Option-Based Pricing of Wrong Way Risk for CVA
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Scotiabank
Date Posted: July 27, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Printed News is the Old News: The Role of Local Media in Local Trading Activity and Local Stock Returns
Taylan Mavruk, Ted Lindblom and Stefan Sjögren
University of Gothenburg - Centre for Finance - School of Business, Economics and Law, Göteborg University - School of Business, Economics and Law and University of Gothenburg - Centre for Finance - School of Business, Economics and Law
Date Posted: July 27, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Aggregate Insider Trading and the Prediction of Credit Spread Changes
Patrick Hable and Patrick Launhardt
2iQ Research GmbH and University of Ulm
Date Posted: July 27, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Global Asset Allocation in Retirement: Buffett's Advice and a Simple Twist
Javier Estrada
IESE Business School
Date Posted: July 26, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper Where to Hide in Bad Times: Or Should One Still Diversify Internationally?
Redouane Elkamhi and Denitsa Stefanova
University of Toronto - Rotman School of Management and Universite du Luxembourg - School of Finance
Date Posted: July 25, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Is Economic Uncertainty Priced in the Cross-Section of Individual Stocks?
Turan G. Bali, Stephen Brown, Qiusha Peng and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business, Cambridge Endowment for Research in Finance, University of Cambridge and Fordham University - Gabelli School of Business
Date Posted: July 25, 2016
Working Paper Series
43 downloads

Portfolio Valuation Under Liquidity and Expected Shortfall Constraints
Hwayoung Lee, Nick Constantinou and John G O'Hara
University of Essex - Centre for Computational Finance and Economic Agents, University of Essex - Essex Business School and University of Essex - Centre for Computational Finance and Economic Agents
Date Posted: July 24, 2016
Working Paper Series

Incl. Electronic Paper Value Investing with Dividend-to-Market Ratio
Yiqing Dai
University of Adelaide, Students
Date Posted: July 24, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper On the Suboptimality of Market Capitalization Weighting in Shariah Compliant Equity Portfolios
Kris Boudt, Marjan Wauters and Muhammad Wajid Raza
Free University of Brussels (VUB), KU Leuven - Faculty of Business and Economics (FEB) and Free University of Brussels (VUB)
Date Posted: July 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Superstitious Behavior in Financial Decision-Making
Danika J. Wright
The University of Sydney Business School
Date Posted: July 21, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Money is Smart: New Evidence from Investors’ Buys and Sells
KAIST College of Business Working Paper Series No. 2016-011
Yeonjeong Ha, Hyeongseok Kang, Tong Suk Kim and Heewoo Park
Pusan National University, Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Korea Advanced Institute of Science and Technology (KAIST) - College of Business
Date Posted: July 21, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Government Bonds and Their Investors: What are the Facts and Do They Matter?
Jochen R. Andritzky
German Council of Economic Experts
Date Posted: July 21, 2016
Working Paper Series
4 downloads

What is Risk? How Investors Perceive Risk in Return Distributions
Laura Anzoni and Stefan Zeisberger
University of Zurich - Department of Banking and Finance and State University of New York (SUNY), Stony Brook - Center for Behavioral Finance
Date Posted: July 21, 2016
Working Paper Series

Incl. Electronic Paper Judge Not under an Unjust Standard: Why an Investment Adviser's Fiduciary Duty as to Fees under Section 36(B) of the Investment Company Act of 1940 Is Illusory and Unjust until an Adjudicated Case Illustrates a Breach of the Fiduciary Duty
Liberty University Law Review, Vol. 9, No. 3, Pp. 469, Summer 2015
Tory L. Lucas
Liberty University School of Law
Date Posted: July 21, 2016
Accepted Paper Series
9 downloads

ETFs, High-Frequency Trading and Flash Crashes
Journal of Portfolio Management, 2016
Irene Aldridge
BigDataFinance.org
Date Posted: July 21, 2016
Accepted Paper Series

Incl. Electronic Paper Assessing the Demand for Annuities in an Undeveloped Market: Evidence from Hong Kong
Netspar Discussion Paper No. 07/2016-023
Kee-Lee Chou, Joachim Inkmann, Hans van Kippersluis and Wai Sum Chan
The Hong Kong Institute of Education - Department of Asian and Policy Studies, University of Melbourne - Department of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and The Chinese University of Hong Kong (CUHK) - Department of Finance
Date Posted: July 20, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Analyst Recommendations and International Stock Market Returns
Henk Berkman and Wanyi Yang
University of Auckland - Business School and University of Auckland - Business School
Date Posted: July 20, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Political Cognitive Biases Effects on Fund Managers' Performance
Marian W. Moszoro and Michael Bykhovsky
University of California, Berkeley - Haas School of Business and Center for Open Economics
Date Posted: July 20, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence
José Da Fonseca and Yahua Xu
Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Department of Finance
Date Posted: July 20, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper Political Cognitive Biases Effects on Fund Managers' Performance
Marian W. Moszoro and Michael Bykhovsky
University of California, Berkeley - Haas School of Business and Center for Open Economics
Date Posted: July 19, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The Profitability of Low Volatility
David Blitz and Milan Vidojevic
Robeco Asset Management - Quantitative Strategies and VU University Amsterdam
Date Posted: July 19, 2016
Working Paper Series
109 downloads

Incl. Electronic Paper Asset Insulators
Gabriel Chodorow-Reich, Andra C. Ghent and Valentin Haddad
University of California, Berkeley - Department of Economics, University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics and Princeton University - Bendheim Center for Finance
Date Posted: July 19, 2016
Last Revised: July 25, 2016
Working Paper Series
9 downloads

Skewness Expectations and Portfolio Choice
Tilman H. Drerup
Stanford Institute for Economic Policy Research (SIEPR)
Date Posted: July 18, 2016
Working Paper Series

Incl. Electronic Paper Timing is Money: The Factor Timing Ability of Hedge Fund Managers
Bart Osinga, Marc Schauten and Remco C. J. Zwinkels
KAS Bank N.V., Vrije Universiteit Amsterdam and Vrije Universiteit Amsterdam
Date Posted: July 18, 2016
Last Revised: July 20, 2016
Working Paper Series
106 downloads

Incl. Electronic Paper Positive Versus Normative Approaches to Life Cycle Saving and Spending
Proceedings of the IFID Conference on Models for Lifecycle Finance, Insurance, and Economics. Fields Institute, Toronto, Canada.
Sherman D. Hanna
Ohio State University (OSU)
Date Posted: July 15, 2016
Last Revised: July 22, 2016
Accepted Paper Series
3 downloads

Incl. Fee Electronic Paper Mitigating Estimation Risk in Asset Allocation: Diagonal Models Versus 1/N Diversification
Financial Review, Vol. 51, Issue 3, pp. 403-433, 2016
Chris T. Stivers and Licheng Sun
University of Louisville and Old Dominion University
Date Posted: July 15, 2016
Accepted Paper Series

Incl. Electronic Paper Low Interest Rates and Risk Taking: Evidence from Individual Investment Decisions
Chen Lian, Yueran Ma and Carmen Wang
Massachusetts Institute of Technology (MIT), Harvard University and Harvard University - Department of Economics
Date Posted: July 14, 2016
Working Paper Series
136 downloads

Incl. Electronic Paper Block Shareholders and Stock Liquidity in the Indian Stock Market: Lack of Trading or Information Asymmetry?
Devlina Chatterjee
IIT Kanpur
Date Posted: July 14, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Economic Policy Uncertainty in China and Stock Market Expected Returns
Jian Chen, Fuwei Jiang and Guoshi Tong
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) - School of Finance and Renmin University
Date Posted: July 13, 2016
Working Paper Series
36 downloads

The Activities of Buy-Side Analysts and the Determinants of Their Stock Recommendations
Journal of Accounting & Economics (JAE), Forthcoming
Lawrence D. Brown, Andrew C. Call, Michael B. Clement and Nathan Y. Sharp
Temple University - Department of Accounting, Arizona State University (ASU) - School of Accountancy, University of Texas at Austin - Department of Accounting and Texas A&M University - Department of Accounting
Date Posted: July 13, 2016
Accepted Paper Series

Incl. Electronic Paper Implementation Shortfall in Transaction Cost Analysis: A Further Extension
Mohammad Sogir Hossain Khandoker, Rafiqul Bhuyan and Ranjit Singh
Jagannath University, Bangladesh, American University of Kuwait and Assam University - Department of Business Administration
Date Posted: July 12, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Don't Put All of Your Alums in One Basket: College Admissions Decisions as a Portfolio Choice Problem
Colorado College Working Paper 2016-02
Logan Dahl and Daniel K. N. Johnson
Colorado College - Department of Economics and Business and Colorado College - Department of Economics and Business
Date Posted: July 12, 2016
Working Paper Series
7 downloads

Are Momentum Strategies Feasible in Intraday-Trading? Empirical Results from the German Stock Market
Tim Alexander Herberger, Matthias Horn and Andreas Oehler
Bamberg University, Independent and Bamberg University
Date Posted: July 11, 2016
Working Paper Series

Does Personality Drive Price Bubbles?
Andreas Oehler, Florian Wedlich, Stefan Wendt and Matthias Horn
Bamberg University, Independent, School of Business, Reykjavik University and Independent
Date Posted: July 11, 2016
Working Paper Series

Benefits from Social Trading? Empirical Evidence for Certificates on Wikifolios
International Review of Financial Analysis, Vol. 46, No. 2, 2016
Andreas Oehler, Matthias Horn and Stefan Wendt
Bamberg University, Independent and School of Business, Reykjavik University
Date Posted: July 11, 2016
Accepted Paper Series

Investors’ Personality Influences Investment Decisions: Experimental Evidence on Extraversion and Neuroticism
Andreas Oehler, Stefan Wendt, Florian Wedlich and Matthias Horn
Bamberg University, School of Business, Reykjavik University, Independent and Independent
Date Posted: July 11, 2016
Working Paper Series

Are Investors Really Home Biased When Investing at Home?
Andreas Oehler, Stefan Wendt and Matthias Horn
Bamberg University, School of Business, Reykjavik University and Independent
Date Posted: July 11, 2016
Working Paper Series

Internationalization of Blue-Chip versus Mid-Cap Stock Indices: An Empirical Analysis for France, Germany, and the UK
Andreas Oehler, Stefan Wendt and Matthias Horn
Bamberg University, School of Business, Reykjavik University and Independent
Date Posted: July 11, 2016
Working Paper Series

Incl. Electronic Paper Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence
Bundesbank Discussion Paper No. 22/2016
Christoph Memmel, Atilim Seymen and Max Teichert
Deutsche Bundesbank, Deutsche Bundesbank and University of Wuerzburg
Date Posted: July 11, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Model Uncertainty, Ambiguity Premium and Optimal Asset Allocation
Yuhong Xu
Shandong University
Date Posted: July 11, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Portfolio Diversification Effects of Catastrophe Bonds
Steven P. Clark, Mike Dickson Jr. and Faith Roberts Neale
University of North Carolina (UNC) at Charlotte, Horizon Investments and University of North Carolina at Charlotte
Date Posted: July 08, 2016
Working Paper Series
41 downloads

Incl. Electronic Paper Portfolio Frequency Structures and Utility Mapping
Louis R. Piccotti
University at Albany, State University of New York
Date Posted: July 08, 2016
Last Revised: July 09, 2016
Working Paper Series
14 downloads


 

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