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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 689,032
Full Text Papers: 578,597
Authors: 317,166
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  Last 12 months:
67,535

Paper Downloads:
To date: 102,283,383
Last 12 months: 13,036,287
Last 30 days: 922,305

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306,625
Total References: 9,074,189
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5,797,973
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  Footnotes:
91,663
Total Footnotes: 8,994,375


SSRN eLibrary Search Results
JEL Code: G12
8,326,706 Total downloads
Showing Papers 3,881 - 3,930 of 18,114
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1 2 3 4 ... 363 | Next >
   

Incl. Electronic Paper Crude Inventory Accounting and Speculation in the Physical Oil Market
USAEE Working Paper No. 16-274
Ivan Diaz-Rainey, Helen Roberts and David H. Lont
University of Otago - School of Business, University of Otago and University of Otago - Department of Accountancy and Finance
Date Posted: August 26, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Can VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis
Felipe Bastos G. Silva and Ekaterina Volkova
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: August 26, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Order Anticipation in Large Order Executions
Mehmet Saglam
University of Cincinnati - Department of Finance - Real Estate
Date Posted: August 26, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Agreeing on Disagreement: Heterogeneity or Uncertainty?
Norges Bank Working Paper 4/2016
Saskia ter Ellen, Willem F. C. Verschoor and Remco C. J. Zwinkels
Norges Bank, VU University Amsterdam, Faculty of Economics and Business Administration and Vrije Universiteit Amsterdam
Date Posted: August 26, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Decoding Chinese Stock Market Returns: Three-State Hidden Semi-Markov Model
Zhenya Liu and Shixuan Wang
Renmin University of China and University of Birmingham
Date Posted: August 26, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Why Does Idiosyncratic Risk Increase with Market Risk?
CFS Working Paper No. 533
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: August 25, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Inference on the Integrated Volatility with Multiple Records by Using Range
Yiqi Liu, Wang Li and Zhi Liu
University of Macau, University of Macau and University of Macau
Date Posted: August 25, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Role of Debt Analyst Reports for Firms in Financial Distress
Jacquelyn Riddick Gillette
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 25, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper The Inefficiency of Bitcoin
Andrew Urquhart
Southampton Business School
Date Posted: August 24, 2016
Last Revised: August 26, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Basis Goes Stochastic: A Jump-Diffusion Model for Financial Risk Applications
Minqiang Li and Fabio Mercurio
Bloomberg LP and Bloomberg L.P.
Date Posted: August 24, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Incentives of Financial Analysts: Trading Turnover and Compensation
Egle Karmaziene
University of Groningen
Date Posted: August 24, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper The Power of Silent Voices: Employee Satisfaction and Acquirer Stock Performance
KAIST College of Business Working Paper Series No. 2016-013
Sea-Jin Chang, Ji Yeol Jimmy Oh and Kwangwoo Park
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Hanyang University and KAIST (Korea Advanced Institute of Science and Technology) - College of Business
Date Posted: August 24, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Efficient 'Black-Scholes' Approximations of the Heston and Multi-Factor Heston Option Prices for a Correct Spot Price
Maria Cristina Recchioni, Michelle Ouellette and Gabriele Tedeschi
Università Politecnica delle Marche - Department of Management, Independent and Università Politecnica delle Marche - Faculty of Economics
Date Posted: August 24, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Bending, Stretching, and Smiling: A Common Ratio in Homeomorphisms of the Faces of Finance
Edgar Parker Jr.
New York Life Insurance Company
Date Posted: August 24, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks
Myeong Hyeon Kim and Lingxia Sun
Korea Housing & Urban Guarantee Corporation and Business School of Nankai University
Date Posted: August 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
Jacob Boudoukh, Jordan Brooks, Matthew P. Richardson and Zhikai Xu
Interdisciplinary Center (IDC) Herzliyah - Arison School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Date Posted: August 23, 2016
Last Revised: August 25, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper What Goes into Risk Neutral Volatility? Empirical Estimates of Risk and Subjective Risk Preferences
Stephen Figlewski
New York University - Stern School of Business
Date Posted: August 23, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Derivatives Valuation Based on Arbitrage: The Trade Is Crucial
Proceedings of China Derivatives Markets Conference 2016
Stephen Figlewski
New York University - Stern School of Business
Date Posted: August 23, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper The Bank as Grim Reaper: Debt Composition and Bankruptcy Thresholds
FEDS Working Paper No. 2016-069
Mark Carey and Michael B. Gordy
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section and Board of Governors of the Federal Reserve
Date Posted: August 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Rank Effect for Commodities
FRB of Dallas Working Paper No. 1607
Ricardo T. Fernholz and Christoffer Koch
Claremont Colleges - Claremont McKenna College and Federal Reserve Bank of Dallas
Date Posted: August 23, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Pricing of Catastrophe Risk and the Implied Volatility Smile
University of St.Gallen, School of Finance Research Paper No. 2016/17
Semir Ben Ammar
University of St. Gallen
Date Posted: August 23, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Are Incentive Stock Options Signaling Better Corporate Governance? - An Evidence from Equity Carve-Outs
Biljana Seistrajkova
Swiss Finance Institute
Date Posted: August 23, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Is Corporate Tweeting Informative or is it Just Hype? Evidence from the SEC Social Media Regulation
M. Al Guindy
Queen's School of Business
Date Posted: August 23, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Evidence About Bubble Mechanisms: Precipitating Event, Feedback Trading, and Social Contagion
Neil D. Pearson, Zhishu Yang and Qi Zhang
University of Illinois at Urbana-Champaign - Department of Finance, Tsinghua University - School of Economics & Management and Durham University
Date Posted: August 23, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Leveraged Buyouts and Credit Spreads
Yael Eisenthal-Berkovitz, Peter Feldhütter and Vikrant Vig
Columbia University - Columbia Business School, London Business School and London Business School
Date Posted: August 23, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Variance Risk in Aggregate Stock Returns and the Return Predictability
Sungjune Pyun
Marshall School of Business, University of Southern California
Date Posted: August 23, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Cointegration and Relative Value Arbitrage
Binh Huu Do and Robert W. Faff
Monash University and University of Queensland
Date Posted: August 22, 2016
Working Paper Series
72 downloads

Incl. Electronic Paper What Drives Informed Trading Before Public Releases? Evidence from Natural Gas Inventory Announcements
Chen Gu and Alexander Kurov
West Virginia University, College of Business & Economics, Department of Finance, Students and West Virginia University - College of Business & Economics
Date Posted: August 21, 2016
Last Revised: August 24, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper The CAPM Lives for Expected Returns
Wei Liu, James W. Kolari and Seppo Pynnonen
Texas A&M University - Department of Finance, Texas A&M University, Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Date Posted: August 21, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper What's Trending? The Performance and Motivations for Mutual Fund Startups
Jason T. Greene and Jeffrey R. Stark
The University of Alabama in Huntsville and Bridgewater State University
Date Posted: August 21, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper The Selective Enforcement of Government Regulation: Battleground States and the EPA
Huseyin Gulen and Brett W. Myers
Purdue University - Krannert School of Management and Texas Tech, Rawls College of Business
Date Posted: August 21, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper What Drives Aggregate Investment: Investor Sentiment or Time-Varying Equity Premium?
Hui Guo and Buhui Qiu
University of Cincinnati - Department of Finance - Real Estate and University of Sydney Business School
Date Posted: August 21, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
Woraphon Wattanatorn, Chaiyuth Padungsaksawasdi, Pornchai Chunhachinda and Sarayut Nathaphan
PTT Public Company Limited, Thammasat Business School, Thammasat University and Mahidol University International College (MUIC)
Date Posted: August 20, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Valuation Uncertainty, Market Sentiment and the Informativeness of Institutional Trades
Journal of Banking and Finance, Forthcoming
Lisa Yang, Jeremy Goh and Chiraphol Chiyachatana
Montana State University - Bozeman, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University
Date Posted: August 18, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds
Alessandro Gnoatto, Martino Grasselli and Eckhard Platen
Independent, University of Padova - Department of Mathematics and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 18, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper REIT Leverage and Return Performance: Keep Your Eye on the Target
Emanuela Giacomini, David C. Ling and Andy Naranjo
University of Florida - Warrington College of Business Administration, University of Florida - Hough Graduate School of Business Administration and University of Florida - Warrington College of Business Administration
Date Posted: August 17, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Agglomeration Effects and Liquidity Gradients in Local Rental Housing Markets
Daniel Ruf
University of St. Gallen - School of Finance
Date Posted: August 16, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Non-Marketability Discount of Thin-Traded Securities
Menachem (Meni) Abudy, Hadar Binsky and Alon Raviv
Bar-Ilan University - Graduate School of Business Administration, Tel-Aviv University and Bar-Ilan University - Graduate School of Business Administration
Date Posted: August 16, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper International Real Estate Markets
Chau, K. W., Wong, S. K. & Yiu, C. Y. (2014). International Real Estate Markets. In Public Real Estate Markets and Investments, (ed. Baker, H. K. and Chinloy, P.), Oxford University Press, 37-58.
K.W. Chau, Siu Kei Wong and Chung Yim Edward Yiu
The University of Hong Kong - Ronald Coase Centre for Property Rights Research, University of Hong Kong and Chinese University of Hong Kong - Department of Geography and Resource Management
Date Posted: August 15, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper The Share of Systematic Risk in Foreign Exchange and Stock Markets
Ming Zeng
Singapore Management University - School of Economics
Date Posted: August 15, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Oil and G7 Equity Index Return Predictability: The Importance of Disentangling the Shocks Embedded in Oil Price Changes
Haibo Jiang, Georgios Skoulakis and Jinming Xue
Tulane University, University of British Columbia (UBC) - Division of Finance and University of Maryland - Department of Finance
Date Posted: August 15, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Global Variance Term Premia and Intermediary Risk Appetite
FRB of NY Staff Report No. 789
Peter Van Tassel and Erik Vogt
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: August 15, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Characteristic-Sorted Portfolios: Estimation and Inference
FRB of NY Staff Report No. 788
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell and Ernst Schaumburg
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York, University of Chicago - Booth School of Business - Econometrics and Statistics and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 15, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Trading Relationships in the OTC Market for Secured Claims: Evidence from Triparty Repos
FEDS Working Paper No. 2016-064
Song Han and Kleopatra Nikolaou
Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board of Governors
Date Posted: August 15, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Sovereign Risk and the Impact of Crisis: Evidence from Latin America
Jonathan A. Batten, Gerard L. Gannon and Kannan S. Thuraisamy
Monash University, Deakin University - School of Accounting, Economics and Finance and Deakin University - Faculty of Business and Law
Date Posted: August 15, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Unusual News Flow and the Cross-Section of Stock Returns
Turan G. Bali, Andriy Bodnaruk, Anna Scherbina and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, University of Illinois at Chicago, University of California, Davis - Graduate School of Management and Fordham University - Gabelli School of Business
Date Posted: August 12, 2016
Working Paper Series
88 downloads

Incl. Electronic Paper Gold, Platinum, and Expected Stock Returns
Darien Huang
Cornell University - Department of Finance
Date Posted: August 12, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper Global Price of Risk and Stabilization Policies
FRB of NY Staff Report No. 786
Tobias Adrian, Daniel Stackman and Erik Vogt
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: August 12, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Macroeconomic Bond Risks at the Zero Lower Bound
Nicole Branger, Christian Schlag, Ivan Shaliastovich and Dongho Song
University of Muenster - Finance Center Muenster, Goethe University Frankfurt, University of Pennsylvania - Finance Department and Boston College - Department of Economics
Date Posted: August 12, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The Consequences of Liquidity Imbalance: When Net Lenders Leave Interbank Markets
Aneta Hryckiewicz and Łukasz Kozłowski
Goethe University of Frankfurt and Kozminski University
Date Posted: August 11, 2016
Working Paper Series
8 downloads


 

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