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SSRN eLibrary Statistics:

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Abstracts: 653,249
Full Text Papers: 546,791
Authors: 301,402
Papers Received in
  Last 12 months:
64,828

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To date: 95,089,872
Last 12 months: 12,180,961
Last 30 days: 1,167,108

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  Resolved
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300,323
Total References: 8,829,354
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5,713,264
Papers with
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  Footnotes:
92,038
Total Footnotes: 9,004,648


SSRN eLibrary Search Results
JEL Code: G1
17,523,534 Total downloads
Showing Papers 4,021 - 4,070 of 47,268
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1 2 3 4 ... 946 | Next >
   


Incl. Electronic Paper An Invariance Relationship in the Number of Buy-Sell Switching Points
Kyoung-hun Bae , Albert S. Kyle , Eun Jung Lee and Anna A. Obizhaeva
University of Maryland - Robert H. Smith School of Business , University of Maryland , Hanyang University and New Economic School (NES)
Date Posted: February 11, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Pricing American Options Under Regime Switching Using Method of Lines
Carl Chiarella , Christina Nikitopoulos Sklibosios , Erik Schlogl and Hongang Yang
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology, Sydney - Faculty of Business , University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney - UTS Business School
Date Posted: February 11, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Funding Disclosures, Information Asymmetry, and the Cost of Capital
Alvin Ang and Robert Tumarkin
UNSW Business School, University of New South Wales and UNSW Australia Business School, School of Banking and Finance
Date Posted: February 11, 2016
Working Paper Series
1 downloads

Counterpart Funding Requirements and the Foreign Aid Procyclicality Puzzle
Oxford Review of Public Policy, Vol. 31, No. 3-4, pp. 462-80, Fall-Winter 2015
Stephane Pallage and Michel A. Robe
University of Quebec at Montreal - Department of Economics and American University - Kogod School of Business
Date Posted: February 11, 2016
Accepted Paper Series

Incl. Electronic Paper A Little Knowledge Is a Dangerous Thing: Model Specification, Data History, and CDO (Mis)Pricing
Dan Luo , Dragon Yongjun Tang and Sarah Qian Wang
School of Finance , The University of Hong Kong - School of Economics and Finance and University of Warwick - Warwick Business School
Date Posted: February 11, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Arbitrage, Markov Processes, and Asset Price Paths
David H. Goldenberg
Independent Researcher
Date Posted: February 11, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Market Closure and Short-Term Reversal
Pasquale Della Corte , Robert Kosowski and Tianyu Wang
Imperial College London , Imperial College Business School and Imperial College Business School
Date Posted: February 11, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Compliance in Letter and Compliance in Spirit? - Evidence from Board and Audit Committee Meetings in India
Subrata Sarkar
Indira Gandhi Institue of Development Research
Date Posted: February 11, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Understanding Dynamic Mean Variance Asset Allocation
Abraham Lioui and Patrice Poncet
EDHEC Business School and ESSEC Business School
Date Posted: February 11, 2016
Working Paper Series
12 downloads

Limits to Mutual Funds' Ability to Rely on Mean/Variance Optimization
Journal of Empirical Finance, Forthcoming
Iordanis Karagiannidis and Nadia Vozlyublennaia
The Citadel and Securities and Exchange Commission (SEC)
Date Posted: February 11, 2016
Accepted Paper Series

Incl. Electronic Paper A Game-Theoretic Model of Underpricing and Over-Subscription in Chinese IPOs
Paul Geertsema and Helen Lu
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Date Posted: February 11, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Efficient Simulation of the Multi Asset Heston Model
Marco de Innocentis , Roland Lichters and Markus Trahe
Credit Suisse Securities (Europe) Limited , Quaternion Risk Management and Quaternion Risk Management
Date Posted: February 11, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Asset Pricing Models in China Stock Market
Liu Tianshu and Jae-Seung Baek
Hankuk University of Foreign Studies and Hankuk University of Foreign Studies - Department of International Business
Date Posted: February 11, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Discrete-Time Arbitrage-Free Nelson-Siegel Term Structure Model and Application
Zhiwu Hong , Linlin Niu and Gengming Zeng
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) , Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: February 11, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Speculation and the Term Structure of Interest Rates
Francisco Barillas and Kristoffer P. Nimark
Emory University - Goizueta Business School and Cornell University - Department of Economics
Date Posted: February 11, 2016
Working Paper Series
7 downloads

Posterior Inference for Portfolio Weights
Christoph Frey , Winfried Pohlmeier and Stefan Voigt
University of Konstanz , University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) and WU Wien
Date Posted: February 10, 2016
Working Paper Series

The Risk-Free Rate: An Inescapable Concept?
Michel M. Dacorogna and Jérôme Coulon
SCOR Switzerland and University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Date Posted: February 10, 2016
Working Paper Series

Bayesian Regularization of Portfolio Weights
Christoph Frey and Winfried Pohlmeier
University of Konstanz and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: February 10, 2016
Working Paper Series

Incl. Electronic Paper Macro News and Exchange Rates in the BRICS
DIW Berlin Discussion Paper No. 1545
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University London - Economics and Finance and Brunel University
Date Posted: February 10, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Value of Low Volatility
Journal of Portfolio Management, Forthcoming
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: February 10, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Birds of a Feather – Do Hedge Fund Managers Flock Together?
Marc Gerritzen , Jens Carsten Jackwerth and Alberto Plazzi
University of Konstanz - Department of Economics and University of Lugano - Institute of Finance
Date Posted: February 10, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Effects of Takeover Defenses: Evidence from Closed-End Funds
Journal of Financial Economics (JFE), Forthcoming
Matthew E. Souther
University of Missouri at Columbia - Department of Finance
Date Posted: February 10, 2016
Last Revised: February 11, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Do News Improve Liquidity Through Improved Information or Visibility? Evidence from Emerging Markets
Center for Research in Economics and Finance (CIEF), Working Papers, No. 13-37
Diego Agudelo , Lina M. Cortes and Mateo Vasco
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and EAFIT University
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Demand for Diversification in Incomplete Markets
Rajnish Mehra , Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics , Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Portfolio Selection with and without Risk-Free Asset
Raymond Kan , Xiaolu Wang and Guofu Zhou
University of Toronto - Rotman School of Management , Iowa State University and Washington University in St. Louis - Olin School of Business
Date Posted: February 10, 2016
Last Revised: February 11, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper The Fundamental Law of Active Management: Redux
Zhuanxin Ding and Doug Martin
Analytic Investors and University of Washington - Department of Applied Mathematics
Date Posted: February 10, 2016
Last Revised: February 11, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Forecasts of Inflation and Interest Rates in No-Arbitrage Affine Models
FRB Atlanta Working Paper No. 2016-3
Nikolay Gospodinov and Bin Wei
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: February 10, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper The Asymmetric Market Reaction of Stockholders and Bondholders to the Implementation of Early-Warnings Pre Going Concern Opinion
Keren Bar-Hava and Roi Katz
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: February 10, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Modeling Cross Correlation Across Major Financial Markets: A Threshold Approach
Nektarios Aslanidis and Oscar ibanez Martinez
Universitat Rovira Virgili and Universitat Rovira i Virgili
Date Posted: February 10, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Fiscal Policy and the Cycle in Latin America: The Role of Financing Conditions and Fiscal Rules
Banco de Espana Working Paper No. 1604
Enrique Alberola , Iván Kataryniuk , Angel Melguizo and René Orozco
BIS , Bank of Spain , Organization for Economic Co-Operation and Development (OECD) and Organization for Economic Co-Operation and Development (OECD)
Date Posted: February 10, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Is the Strength of the Management Forecast Argument Associated with Forecast Accuracy? – Evidence from European Financial Reports
Kristian J. Hursti
Aalto University, School of Business, Students
Date Posted: February 10, 2016
Working Paper Series
1 downloads

Realne opcije kao instrument kreiranja vrednosti (Real Options as an Instrument for Value Creation)
Dragana Marković, Emilija Vuksanović, Radoslav Stefanović, Snežana Ljubisavljević (eds.), Finansije i računovodstvo u funkciji privrednog rasta. Faculty of Economics of the University in Kragujevac, pp. 153-170, 2013 ,
Predrag Stancic and Milan Čupić
Independent and University of Kragujevac - Faculty of Economics
Date Posted: February 10, 2016
Accepted Paper Series

Incl. Electronic Paper How Prevalent and Profitable are Latency Arbitrage Opportunities on U.S. Stock Exchanges?
Elaine Wah
University of Michigan
Date Posted: February 10, 2016
Working Paper Series
53 downloads

Incl. Electronic Paper Moderation by Extremes: Biases in Reward Perceptions Drive Compromise Effects in Financial Bundles
Peggy Liu , Cait Poynor Lamberton and Kelly Haws
Duke University - Marketing , University of Pittsburgh - Katz Graduate School of Business and Vanderbilt University – Marketing
Date Posted: February 10, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Integration, Comovement, and Spillovers Among ASEAN Banking Sector Stocks
Jones Odei Mensah and Gamini Premaratne
Wits Business School and University of Illinois at Urbana-Champaign - Department of Economics
Date Posted: February 09, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper An Empirical Analysis of the Public Enforcement of Securities Law in China: Finding the Missing Piece to the Puzzle
Wenming Xu , Jianwei Chen and Guangdong Xu
Center for Law and Economics, China University of Political Science and Law , China University of Political Science and Law and China University of Political Science and Law
Date Posted: February 09, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Downward Sloping Demand Curve, Price Pressure, or Slow Moving Capital?: Evidence from an Exogenous Supply Shock
Ankit Jain , Prasanna L. Tantri and Ramabhadran S. Thirumalai
Indian School of Business (ISB), Hyderabad , Indian School of Business and Indian School of Business
Date Posted: February 09, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Corporate Social Responsibility and Firm Risk: Implications from Employee Satisfaction
Weijie Lu

Date Posted: February 09, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Impact of Dividend Payments on Stock Returns
Joakim Kvamvold and Snorre Lindset
Norwegian University of Science and Technology (NTNU) - Department of Economics and Norwegian University of Science and Technology (NTNU)
Date Posted: February 09, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Post-Crisis Financial Intermediation
Ilie Mihai and Cristian Oprea
Spiru Haret University and Spiru Haret University
Date Posted: February 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Brief Overview of the Types of ETFs
Elitsa Petrova
University of Veliko Tarnovo
Date Posted: February 08, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Who is More Averse to Random Processes?
Sudhir A. Shah
Delhi School of Economics, University of Delhi
Date Posted: February 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper An Empirical Analysis of the Public Enforcement of Securities Law in China: Finding the Missing Piece to the Puzzle
Wenming Xu , Jianwei Chen and Guangdong Xu
Center for Law and Economics, China University of Political Science and Law , China University of Political Science and Law and China University of Political Science and Law
Date Posted: February 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Risk-On/Risk-Off: Financial Market Response to Investor Fear
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: February 08, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?
ECB Working Paper No. 1882
Thomas Gilbert , Chiara Scotti , Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics , Board of Governors of the Federal Reserve System , European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Date Posted: February 08, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Assessing the Efficacy of Borrower-Based Macroprudential Policy Using an Integrated Micro-Macro Model for European Households
ECB Working Paper No. 1881
Marco Gross and Javier Población
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: February 08, 2016
Working Paper Series
3 downloads

Dynamic Relationships between Macroeconomic Indicators and Non-Performing Loans in the Turkish Financial Industry
Middle Eastern Finance and Economics 18, p.1450-2889, 2012
Deniz Eren and Sema Dube
Independent and Yeditepe University
Date Posted: February 08, 2016
Accepted Paper Series

Incl. Electronic Paper The Relative Usefulness of Cash Flows versus Accrual Earnings for CEO Turnover Decisions Across Countries: The Role of Investor Protection
Jinshuai Hu and Jeong-Bon Kim
Xiamen University - Institute for Financial and Accounting Studies and University of Waterloo
Date Posted: February 08, 2016
Working Paper Series
13 downloads

Asset Allocation and Stock Selection: Evidence from Static and Dynamic Strategies in Turkish Markets
Iktisat Isletme ve Finans, 29 (344), p.73-94
Tolgahan Yilmaz and Sema Dube
Independent and Yeditepe University
Date Posted: February 08, 2016
Accepted Paper Series

Incl. Electronic Paper Risk Neutral Valuation: Convenience or Consensus?
David H. Goldenberg
Independent Researcher
Date Posted: February 08, 2016
Last Revised: February 10, 2016
Working Paper Series
16 downloads


 

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