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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 694,622
Full Text Papers: 583,853
Authors: 320,232
Papers Received in
  Last 12 months:
67,236

Paper Downloads:
To date: 103,493,754
Last 12 months: 13,129,300
Last 30 days: 1,051,923

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  References:
307,802
Total References: 9,007,996
Papers with Cites: 246,517
Total Citation
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5,804,245
Papers with
  Resolved
  Footnotes:
91,653
Total Footnotes: 8,994,130


SSRN eLibrary Search Results
JEL Code: G10
2,200,305 Total downloads
Showing Papers 41 - 90 of 6,199
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1 2 3 4 ... 124 | Next >
   

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
Social Science Electronic Publishing (SSEP), Inc., Sloan School of Management, MIT and Stanford Graduate School of Business
Date Posted: June 13, 2006
Accepted Paper Series
30204 downloads

Incl. Electronic Paper Global Value: Building Trading Models with the 10 Year CAPE
Cambria Quantitative Research, No. 5, August 2012
Meb Faber
Cambria Investment Management
Date Posted: August 21, 2012
Last Revised: September 13, 2012
Accepted Paper Series
27091 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
25590 downloads

Incl. Electronic Paper The Golden Dilemma
Financial Analysts Journal, vol. 69, no. 4 (July/August 2013) 10-42.
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: June 06, 2012
Last Revised: August 28, 2015
Accepted Paper Series
21417 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
21136 downloads

Incl. Electronic Paper Risk Premia Harvesting Through Dual Momentum
Gary Antonacci
Portfolio Management Consultants
Date Posted: April 19, 2012
Last Revised: June 13, 2015
Working Paper Series
20381 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: June 13, 2015
Working Paper Series
17158 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
16510 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
15881 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
14133 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
12578 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
12087 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
10321 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
Harvard University - Department of Economics, 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
9680 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
9075 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
8991 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 - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Date Posted: August 08, 2012
Last Revised: August 27, 2015
Working Paper Series
8312 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
8096 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
Harry M. Kat and Helder P. Palaro
Independent and Independent
Date Posted: November 30, 2005
Working Paper Series
8002 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
7821 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
7643 downloads

Incl. Electronic Paper Market Microstructure: A Survey
Ananth Madhavan
BlackRock, Inc.
Date Posted: March 28, 2000
Working Paper Series
7454 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
7159 downloads

Incl. Electronic Paper Understanding CVA, DVA, and FVA: Examples of Interest Rate Swap Valuation
Donald J. Smith
Boston University - Department of Finance & Economics
Date Posted: October 18, 2014
Last Revised: July 15, 2015
Working Paper Series
6794 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
6756 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
6458 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
6348 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
6345 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
5811 downloads

Incl. Electronic Paper Characteristics of Risk and Return in Risk Arbitrage
Mark L. Mitchell and Todd C. Pulvino
AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: May 30, 2001
Working Paper Series
5693 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
5564 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
5392 downloads

Incl. Electronic Paper Calculating and Comparing Security Returns is Harder than you Think: A Comparison between Logarithmic and Simple Returns
Robert Hudson and Andros Gregoriou
Hull University Business School (HUBS) and University of Brighton
Date Posted: February 07, 2010
Last Revised: February 25, 2013
Working Paper Series
5108 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
5009 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
4634 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
4623 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, University of Toronto - Rotman School of Management and University of California, Berkeley
Date Posted: February 15, 2000
Working Paper Series
4488 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
4391 downloads

Incl. Electronic Paper Introduction to Applied Stress Testing
IMF Working Paper No. 07/59
Martin Čihák
International Monetary Fund (IMF)
Date Posted: March 19, 2007
Working Paper Series
4295 downloads

Incl. Electronic Paper Research Roundtable Discussion: The Market Risk Premium
Ivo Welch
UCLA
Date Posted: June 27, 2000
Case and Teaching Paper Series
4282 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
4260 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
4209 downloads

Incl. Electronic Paper Living with Noise: Investing and Valuation in the Face of Uncertainty
Aswath Damodaran
New York University - Stern School of Business
Date Posted: September 20, 2013
Working Paper Series
4190 downloads

Incl. Electronic Paper Earnings Management and Value Relevance During the Mandatory Transition from Local GAAPs to IFRS in Europe
Vedran Capkun, Anne JENY-CAZAVAN, Thomas Jeanjean and Lawrence A. Weiss
HEC Paris - Accounting and Management Control Department, ESSEC Business School, ESSEC Business School - Department of Accounting and Management Control and Tufts University - The Fletcher School
Date Posted: April 29, 2008
Last Revised: March 12, 2013
Working Paper Series
4150 downloads

Incl. Electronic Paper Modeling Asset Prices for Algorithmic and High Frequency Trading
Applied Mathematical Finance, Vol. 20, No. 6, 2013
Álvaro Cartea and Sebastian Jaimungal
University of Oxford and University of Toronto - Department of Statistics
Date Posted: December 09, 2010
Last Revised: February 28, 2014
Working Paper Series
4134 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
Social Science Electronic Publishing (SSEP), Inc.
Date Posted: January 18, 2006
Last Revised: December 11, 2012
Working Paper Series
4095 downloads

Incl. Electronic Paper The Role of Accounting in the Financial Crisis: Lessons for the Future
S.P. Kothari and Rebecca Lester
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Stanford Graduate School of Business
Date Posted: December 15, 2011
Working Paper Series
4040 downloads

Incl. Electronic Paper Volatility Dispersion Trading
Qian Deng
University of Illinois at Urbana-Champaign
Date Posted: July 08, 2008
Working Paper Series
4039 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
4036 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
4027 downloads


 

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