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SSRN eLibrary Statistics:

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Abstracts: 679,698
Full Text Papers: 569,907
Authors: 313,207
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  Last 12 months:
68,153

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To date: 100,524,023
Last 12 months: 12,887,787
Last 30 days: 934,117

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306,272
Total References: 8,961,663
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5,758,643
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91,674
Total Footnotes: 8,995,413


SSRN eLibrary Search Results
JEL Code: G12
8,227,618 Total downloads
Showing Papers 41 - 90 of 17,952
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Incl. Electronic Paper Price Discovery and Information Transmission in Stock Index Futures and Spot Markets: Evidence from China based on a VAR-GARCH Model with SSAEPD Margins
Wentao Zhou and Liuling Li
Nankai University - School of Finance, Nankai University and Nankai University
Date Posted: June 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Funding Liquidity Risk and the Cross-Section of MBS Returns
FEDS Working Paper No. 2016-052
Yuriy Kitsul and Marcelo Ochoa
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: June 28, 2016
Working Paper Series
1 downloads

期权交易与股票价格稳定性——来自上证50ETF期权推出的自然实验 (Option Trading and Stock Price Stability: Evidence From a Natural Experiment in Chinese Stock Market)
Fuwei Jiang , Guoshi Tong and Xing Wang
Central University of Finance and Economics (CUFE) - School of Finance , University of British Columbia and Central University of Finance and Economics (CUFE)
Date Posted: June 27, 2016
Working Paper Series

Incl. Electronic Paper Downside Risk and Stock Returns: An Empirical Analysis of the Long-Run and Short-Run Dynamics from the G-7 Countries
SFB 649 Discussion Paper 2016-001, Economic Risk, Berlin
Cathy Y. Chen , Thomas Chinan Chiang and Wolfgang K. Härdle
Chung Hua University , Drexel University - Department of Finance and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: June 27, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper An Examination of Short-Run Performance of IPOs Using Extreme Bounds Analysis
Estudios de Economia, Vol. 43, No. 1, 2016
Muhammad Zubair Mumtaz , Zachary A Smith and Ather Maqsood
National University of Sciences & Technology , Saint Leo University and National University of Sciences and Technology (NUST)
Date Posted: June 27, 2016
Accepted Paper Series
2 downloads

Efficiency of Financial Markets (Finansal Piyasaların Etkinligi)
Coşkun, Y. and Seven, U. (2016). Efficiency of Financial Markets (in, Financial Markets and Institutions: Theory and Practice in Turkey, Chapter 9, Seckin Publication, Ed: Aysel Gündogdu, ISBN:978-975-02-3765-2): pp. 289-319,
Yener Coskun and Unal Seven
Capital Markets Board of Turkey and IMT Lucca Institute for Advanced Studies
Date Posted: June 27, 2016
Accepted Paper Series

Incl. Electronic Paper Depreciation-Related Capital Gains, Differential Tax Rates, and the Market Value of Real Estate Investment Trusts
Journal of Real Estate Finance and Economics, Forthcoming
Dan W. French and S. McKay Price
University of Missouri at Columbia and Lehigh University - Perella Department of Finance
Date Posted: June 26, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Spread, Volatility, and Volume Relationship in Financial Markets and Market Maker's Profit Optimization
Jack Sarkissian
Algostox Trading
Date Posted: June 26, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper The Cross-Section of Expected Stock Returns in Brazil
Gyorgy Varga and Ricardo D. Brito
FCE Consulting and Insper
Date Posted: June 25, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Overreaction and the Cross-Section of Returns: International Evidence
Douglas W. Blackburn and Nusret Cakici
Fordham University - Schools of Business and Fordham University
Date Posted: June 25, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Expectations, Fundamentals, and Asset Returns: Evidence from the Commodity Markets
Alessandro Beber and Jacopo Piana
Cass Business School and Cass Business School
Date Posted: June 25, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Do Local Causations Matter? The Effect of Firm Location on the Relations of Roe, R&D, and Firm Size with Market-to-Book
Journal of Corporate Finance, Forthcoming
Andrea Carosi
University of Sassari - Department of Economics and Business
Date Posted: June 25, 2016
Accepted Paper Series
15 downloads

Incl. Electronic Paper Government Spending Shocks and Asset Prices
Ruchith Dissanayake
University of Alberta, Department of Finance and Statistical Analysis, Students
Date Posted: June 25, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Do Investors Use the Olympics as a Category for Investment and Should They?
Patricia M. Dechow , Alastair Lawrence and Mei Luo
University of California, Berkeley - Haas School of Business , University of California, Berkeley - Haas School of Business and Tsinghua University - School of Economics & Management
Date Posted: June 24, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper SPACs: Post-Merger Survival
Milos Vulanovic
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: June 24, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model
BAFFI CAREFIN Centre Research Paper No. 2016-23
Massimo Guidolin , Alexei G. Orlov and Manuela Pedio
Securities and Exchange Commission and Baffi Carefin Centre, Bocconi University
Date Posted: June 24, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A First Glimpse into the Short Side of Hedge Funds
Jaewon Choi , Neil D. Pearson and Shastri Sandy
University of Illinois at Urbana-Champaign - Department of Finance , University of Illinois at Urbana-Champaign - Department of Finance and The Brattle Group
Date Posted: June 24, 2016
Last Revised: June 26, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Rankings of Published Price-Earnings Ratios and Value Investor Attention
Jordan Moore
University of Rochester, Simon Business School, Students
Date Posted: June 24, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Individual and Institutional Informed Trading in Competing Firms Around Earnings Announcements
Priyantha Mudalige , Petko S. Kalev , Kartick Gupta and Huu Nhan Duong
University of South Australia - Business School, Centre for Applied Financial Studies , University of South Australia - Centre for Applied Financial Studies , University of South Australia and Monash University - Department of Banking and Finance
Date Posted: June 23, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Downside Beta and Global Equity Returns
Yigit Atilgan , Turan G. Bali , K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University , Georgetown University - Robert Emmett McDonough School of Business , Sabanci University and Sabanci University
Date Posted: June 23, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper The Informational Role of Index Option Trading
Tarun Chordia , Alexander Kurov and Avanidhar Subrahmanyam
Emory University - Department of Finance , West Virginia University - College of Business & Economics and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: June 22, 2016
Working Paper Series
66 downloads

Incl. Electronic Paper Estimating Sustainable Normalized Operating Free Cash Flow
Ian A. Cooper
London Business School
Date Posted: June 22, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Mutual Fund Performance and Private Information
Javier Vidal-García
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Date Posted: June 22, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Sensitivity Analysis and Investment Decisions: NPV-Consistency of Rates of Return
Andrea Marchioni and Carlo Alberto Magni
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper High-Frequency Trading in the Bund Futures Market
Bundesbank Discussion Paper No. 15/2016
Kathi Schlepper
Goethe University Frankfurt
Date Posted: June 21, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper Credit Risk Interconnectedness: What Does the Market Really Know?
Bundesbank Discussion Paper No. 09/2016
Puriya Abbassi , Christian T. Brownlees , Christina Hans and Natalia Podlich
Deutsche Bundesbank , Universitat Pompeu Fabra - Department of Economics and Business , Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Inflation Anchoring in the Euro Area
Bundesbank Discussion Paper No. 04/2016
Christian Speck
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper A Strange Disposition? Option Trading Based on Reference Prices
Kelley Bergsma , Andy Fodor and Emily Tedford
Ohio University and 84.51˚
Date Posted: June 21, 2016
Last Revised: June 28, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Updating the Option Implied Probability of Default Methodology
Bundesbank Discussion Paper No. 43/2014
Johannes Vilsmeier
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Decomposition of Country-Specific Corporate Bond Spreads
Bundesbank Discussion Paper No. 37/2014
Niko Dötz
Deutsche Bundesbank - Economics Department
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Financial Conditions, Macroeconomic Factors and (Un)Expected Bond Excess Returns
Bundesbank Discussion Paper No. 35/2014
Christoph Fricke and Lukas Menkhoff
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Date Posted: June 21, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Banks, Markets, and Financial Stability
Bundesbank Discussion Paper No. 31/2014
Armin Eder , Falko Fecht and Thilo Pausch
Helvetia Versicherungen , Frankfurt School of Finance & Management and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Market Transparency and the Marking Precision of Bond Mutual Fund Managers
Bundesbank Discussion Paper No. 09/2014
Gjergji Cici , Scott Gibson , Yalin Gunduz and John J. Merrick Jr.
College of William and Mary - Mason School of Business , College of William and Mary - Mason School of Business , Deutsche Bundesbank and College of William and Mary - Mason School of Business
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Investor Fears and Risk Premia for Rare Events
Bundesbank Discussion Paper No. 03/2014
Claudia Schwarz
European Central Bank (ECB)
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Monetary Policy and Stock Market Volatility
Bundesbank Discussion Paper No. 45/2013
Dirk Bleich , Ralf Fendel and Jan-Christoph Rülke
Deutsche Bundesbank , WHU Otto Beisheim Graduate School of Management and WHU - Otto Beisheim School of Management
Date Posted: June 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Collateral Requirements and Asset Prices
Bundesbank Discussion Paper No. 44/2013
Johannes Brumm , Michael Grill , Felix Kubler and Karl Schmedders
University of Zurich , European Central Bank (ECB) , University of Zurich and
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Bayesian Estimation of a DSGE Model with Asset Prices
Bundesbank Discussion Paper No. 37/2013
Martin Kliem and Harald Uhlig
Deutsche Bundesbank - Research Centre and University of Chicago - Department of Economics
Date Posted: June 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Price Impact of CDS Trading
Bundesbank Discussion Paper No. 20/2013
Yalin Gündüz , Julia Nasev and Monika Trapp
affiliation not provided to SSRN , University of Cologne and affiliation not provided to SSRN
Date Posted: June 21, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper CDS Spreads and Systemic Risk: A Spatial Econometric Approach
Bundesbank Discussion Paper No. 01/2013
Sebastian Keiler and Armin Eder
Deutsche Bundesbank and Helvetia Versicherungen
Date Posted: June 21, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Estimating Endogenous Liquidity Using Transaction and Order Book Information
Bundesbank Discussion Paper No. 34/2012
Philippe Durand , Yalin Gunduz and Isabelle Thomazeau
Banque de France , Deutsche Bundesbank and Banque de France
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper An Affine Multifactor Model with Macro Factors for the German Term Structure: Changing Results During the Recent Crises
Bundesbank Discussion Paper No. 25/2012
Arne Halberstadt and Jelena Stapf
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Beta and Biased Beliefs
Heiko Jacobs
University of Mannheim, Finance Department
Date Posted: June 20, 2016
Working Paper Series
48 downloads

Incl. Electronic Paper Market Maturity and Mispricing
Journal of Financial Economics (JFE), Forthcoming
Heiko Jacobs
University of Mannheim, Finance Department
Date Posted: June 20, 2016
Accepted Paper Series
28 downloads

Incl. Electronic Paper Powerful CEOs and Stock Price Crash Risk
Md. Al Mamun , Balasingham Balachandran and Huu Nhan Duong
La Trobe University , La Trobe University -Department of Economics and Finance and Monash University - Department of Banking and Finance
Date Posted: June 20, 2016
Last Revised: June 22, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Time-Varying Crash Risk: The Role of Stock Market Liquidity
Peter Christoffersen , Bruno Feunou , Yoontae Jeon and Chayawat Ornthanalai
University of Toronto - Rotman School of Management , Bank of Canada , University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Date Posted: June 20, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Optimal Factor Strategy in FX Markets
Thomas Andreas Maurer , Thuy Duong To and Ngoc-Khanh Tran
Washington University in Saint Louis - John M. Olin Business School , University of New South Wales, Sydney and Washington University in Saint Louis - John M. Olin Business School
Date Posted: June 20, 2016
Last Revised: June 28, 2016
Working Paper Series
116 downloads

Incl. Electronic Paper Nearness to the 52-Week High and Low Prices, Past Returns, and Average Stock Returns
Li-Wen Chen and Hsin-Yi Yu
National Chung Cheng University and National University of Kaohsiung
Date Posted: June 19, 2016
Working Paper Series
99 downloads

The Changing Landscape of Accrual Accounting
Journal of Accounting Research, Vol. 54, No. 1, 2016
Robert M. Bushman , Alina Lerman and Frank Zhang
University of North Carolina Kenan-Flagler Business School , Yale School of Management and Yale School of Management
Date Posted: June 19, 2016
Accepted Paper Series

Incl. Electronic Paper Determinants of Euro-Denominated Corporate Bond Spreads
ECB Working Paper No. 1912
Elizaveta Krylova
European Central Bank (ECB)
Date Posted: June 19, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Leading Indicator Properties of Corporate Bond Spreads, Excess Bond Premia and Lending Spreads in the Euro Area
ECB Working Paper No. 1911
Elizaveta Krylova
European Central Bank (ECB)
Date Posted: June 19, 2016
Working Paper Series
12 downloads


 

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