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Full Text Papers: 560,725
Authors: 308,766
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SSRN eLibrary Search Results
JEL Code: G12
8,120,171 Total downloads
Showing Papers 41 - 90 of 17,716
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1 2 3 4 ... 355 | Next >
   


Incl. Electronic Paper Lotto, How to Win? Skew Timing Strategies
Jian Chen , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Date Posted: May 04, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Risk Aversion, Fanning Preference, and Volatility Smirk on S&P500 Index Options
Applied Economics, Forthcoming
Jian Chen and Chenghu Ma
Xiamen University - School of Economics and Fudan University - School of Management
Date Posted: May 04, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Asset Allocation in Chinese Stock Market: The Role of Return Predictability
Journalof Portfolio Management, Vol. 41, Chinese Special Issue, 2015
Jian Chen , Fuwei Jiang and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance and Singapore Management University - Lee Kong Chian School of Business
Date Posted: May 04, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Chinese Stock Market Volatility and the Role of U.S. Economic Variables
Pacific-Basin Finance Journal, Forthcoming
Jian Chen , Fuwei Jiang , Hongyi Li and Weidong Xu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance , The Chinese University of Hong Kong and Zhejiang University - School of Management
Date Posted: May 04, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Competitive Off-Equilibrium: Theory and Experiment
Elena N. Asparouhova , Peter Bossaerts and John O. Ledyard
University of Utah - David Eccles School of Business , California Institute of Technology and California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: May 04, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Credit Risk and Financial Crises: Firm-Specific Modelling in the Presence of Noisy Prices
Jean-François Bégin , Mathieu Boudreault and Geneviève Gauthier
HEC Montréal, Students , University of Quebec at Montreal (UQAM) and HEC Montreal - Department of Management Sciences
Date Posted: May 03, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Insiders’ Profits in the Australian Equities Market
CIFR Paper No. 108/2016
Henk Berkman , Reza Bradrania , Tina Viljoen and P. Joakim Westerholm
University of Auckland - Business School , University of South Australia - UniSA Business School , University of Sydney Business School and University of Sydney Business School
Date Posted: May 03, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Independent Directors and Favoritism: When Multiple Board Affiliations Prevail in Mutual Fund Families
Financial Management (Forthcoming)
Christine W. Lai
National Taiwan Normal University
Date Posted: May 03, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Skewness Preference and IPO Anomalies in China
Lirong Shi , Wei Tang , Tianhao Wu and Liheng Xu
NUS Business School, National University of Singapore , Fudan University - School of Economics , Yale University and Fudan University - China Center for Economic Studies (CCES)
Date Posted: May 03, 2016
Last Revised: May 04, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper The Joint Cross-Sectional Variation of Equities and Volatilities
Ana Gonzalez-Urteaga and Gonzalo Rubio
Public University of Navarre and Universidad CEU Cardenal Herrera
Date Posted: May 03, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Macroeconomic Determinants of Stock Market Betas
Mariano Gonzalez , Juan M. Nave and Gonzalo Rubio
Universidad San Pablo CEU , Universidad de Castilla - La Mancha and Universidad CEU Cardenal Herrera
Date Posted: May 03, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper The Time-Varying Risk of Macroeconomic Disasters
Roberto Marfè and Julien Penasse
Collegio Carlo Alberto and
Date Posted: May 02, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Turnover Liquidity and the Transmission of Monetary Policy
Ricardo Lagos and Shengxing Zhang
New York University (NYU) - Department of Economics and London School of Economics (LSE) - Department of Economics
Date Posted: May 02, 2016
Last Revised: May 05, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock
Jeffrey L. Hoopes , Patrick Langetieg , Stefan Nagel , Daniel H. Reck , Joel B. Slemrod and Bryan Stuart
Ohio State University (OSU) - Department of Accounting & Management Information Systems , Government of the United States of America - Internal Revenue Service (IRS) , University of Michigan, Stephen M. Ross School of Business , University of Michigan at Ann Arbor - Department of Economics , University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor - Department of Economics
Date Posted: May 02, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper From Bond Yield to Macroeconomic Instability: The Effect of Negative Interest Rates
Maria Cristina Recchioni and Gabriele Tedeschi
Università Politecnica delle Marche - Department of Management and Università Politecnica delle Marche - Faculty of Economics
Date Posted: May 02, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock?
Fausto Pacicco , Luigi Vena and Andrea Venegoni
LIUC - Università Cattaneo , LIUC Università Cattaneo and LIUC Università Cattaneo
Date Posted: May 02, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Of Leaders and Followers - An Econometric Analysis of Equity Analysts and Stock Market Investors
Rainer Baule and Hannes Wilke
University of Hagen and University of Hagen
Date Posted: May 02, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Internet Appendix to Beyond the Carry Trade: Optimal Currency Portfolios
Journal of Financial and Quantitative Analysis, 50, October 2015
Pedro Barroso and Pedro Santa-Clara
UNSW Australia Business School, School of Banking and Finance and New University of Lisbon - Nova School of Business and Economics
Date Posted: May 01, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Are Stock Markets Efficient? (Price-Earnings Ratio Approach): Korean Stock Market Proxy
Tasoh Martin Toh
University of Buea - Finance
Date Posted: May 01, 2016
Working Paper Series
7 downloads

Liquidity Effect on the Asset Price Forecasting
Journal of Nonlinear Systems and Applications (2012) 82-87
Huseyin Merdan and Hatice Cakmak
TOBB University of Economics and Technology and TOBB University of Economics and Technology
Date Posted: May 01, 2016
Accepted Paper Series

A Mathematical Model for Asset Pricing
Huseyin Merdan and Meltem Alisen
TOBB University of Economics and Technology and TOBB University of Economics and Technology
Date Posted: May 01, 2016
Working Paper Series

Incl. Electronic Paper Bifurcation Analysis of a Single-Group Asset Flow Model
Huseyin Merdan , Gunduz Caginalp and William Troy
TOBB University of Economics and Technology , University of Pittsburgh - Department of Mathematics and University of Pittsburgh
Date Posted: May 01, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Asset Prices in Production Economies with an Endogenous Extensive Margin
Jose Ignacio Lopez
HEC Paris - Economics & Decision Sciences
Date Posted: May 01, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Jump Activity Analysis for Affine Jump-Diffusion Models: Evidences from the Commodity Market
José Da Fonseca and Katja Ignatieva
Auckland University of Technology - Faculty of Business & Law and University of New South Wales - Australian School of Business
Date Posted: May 01, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Calibration and Backtesting of the Heston Model for Counterparty Credit Risk
Marco de Innocentis and Sergei Levendorskii
Credit Suisse Securities (Europe) Limited and Calico Science Consulting
Date Posted: May 01, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Moral Hazard in VC Finance: More Expensive than You Thought
Hans-Peter Burghof , Marie Lambert and Julius Tennert
University of Hohenheim , University of Liege - HEC Management School and University of Hohenheim
Date Posted: May 01, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Are Low-Frequency Macroeconomic Risks Priced in Asset Prices? A Critical Appraisal of Epstein-Zin Preferences
Georgios Xyngis
University of East Anglia (UEA)
Date Posted: May 01, 2016
Last Revised: May 02, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Relative Spread and Price Discovery
Eric M. Aldrich and Seung Lee
University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: April 30, 2016
Working Paper Series
65 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2014
EBRI Issue Brief, Number 423 (April 2016)
Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: April 30, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Non-Linearity in the Dividend Yield: A Comparison of the US and Japan
Andreas Humpe
University of St. Andrews
Date Posted: April 30, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Factor Investing with Smart Beta Indices
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: April 29, 2016
Working Paper Series
73 downloads

Incl. Electronic Paper Using Out-Of-Sample Errors in Portfolio Optimization
Pedro Barroso
UNSW Australia Business School, School of Banking and Finance
Date Posted: April 29, 2016
Working Paper Series
55 downloads

Incl. Electronic Paper Momentum: An Economic View
Wilhelm Berghorn and Sascha Otto
Mandelbrot Quantitative Research UG and Independent
Date Posted: April 29, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Information, Stochastic Dominance and Bidding: The Case of Treasury Auctions
Patrick L. Leoni and Frederik Lundtofte
Kedge Business School and Lund University - Department of Economics
Date Posted: April 29, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper A Behavioral Model of Investor Sentiment in Limit Order Markets
Forthcoming in Quantitative Finance
Carl Chiarella , Xuezhong He , Lei Shi and Lijian Wei
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) , University of Technology Sydney (UTS) and Business School of Sun Yat-sen Univerisity
Date Posted: April 29, 2016
Accepted Paper Series
23 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
DIW Berlin Discussion Paper No. 1573
Guglielmo Maria Caporale and Alex Plastun
Brunel University - Centre for Empirical Finance and Sumy State Universtity
Date Posted: April 28, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper What is the Expected Return on a Stock?
Ian Martin and Christian Wagner
London School of Economics & Political Science (LSE) - Department of Finance and Copenhagen Business School
Date Posted: April 28, 2016
Working Paper Series
98 downloads

Incl. Electronic Paper Cesitli Yatirimci Gruplarinin Hisse Senedi Net Alim Islem Hacmi Ve Pazar Getirisi Arasindaki Etkilesim (Interaction between Equity Trading of Various Investor Types and Market Return)
Melis Gultekin and Mehmet Umutlu
Yasar University - Deparment of International Trade and Finance and Yasar University - Department of International Trade and Finance
Date Posted: April 26, 2016
Working Paper Series
3 downloads

Discrete Wavelet Transform-Based Prediction of Stock Index: A Study on National Stock Exchange Fifty Index
Journal of Financial Management and Analysis, Vol. 28(2), 2015
Dhanya Jothimani , Surendra S. Yadav and Ravi Shankar
Indian Institute of Technology (IIT), Delhi - Department of Management Studies , Indian Institute of Technology (IIT), Delhi - Department of Management Studies and Indian Institute of Technology (IIT), Delhi - Department of Management Studies
Date Posted: April 26, 2016
Accepted Paper Series

Incl. Electronic Paper Nonparametric Tail Risk, Stock Returns and the Macroeconomy
Caio Almeida , Kym Marcel Martins Ardison , René Garcia and Jose Vicente
Getulio Vargas Foundation , Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças , EDHEC Business School and Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: April 25, 2016
Last Revised: April 30, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Approximation to Default Swaptions in Reduced-Form Framework: Calibration and Comparison of Intensity Dynamics
Alexander Gyandzhuntsev
Imperial College London - Department of Mathematics
Date Posted: April 25, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Data-Driven Jump Detection Thresholds for Application in Jump Regressions
Economic Research Initiatives at Duke (ERID) Working Paper No. 213
Robert Davies and George Tauchen
Duke University, Department of Economics, Students and Duke University - Economics Group
Date Posted: April 25, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Affine Term Structure Pricing with Bond Supply as Factors
FRB Atlanta CQER Working Paper No. 2016-1
Fumio Hayashi
National Graduate Institute for Policy Studies
Date Posted: April 25, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Do Investors Buy Lotteries in China's Stock Market?
Yu Liang and Weiqiang Zhang
Tsinghua University - School of Economics & Management and Tsinghua University - School of Economics & Management
Date Posted: April 24, 2016
Working Paper Series
24 downloads

Weekday Variation in the Leverage Effect: A Puzzle
Finance Research Letters, Forthcoming
Geoffrey Peter Smith
Arizona State University (ASU) - W.P. Carey School of Business
Date Posted: April 23, 2016
Accepted Paper Series

Incl. Electronic Paper Commodity Prices and Inflation Expectations in Chile
Andres Ayala

Date Posted: April 23, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Predictive Power of Dividend Yields for Future Inflation: Money Illusion or Rational Causes?
Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: April 23, 2016
Last Revised: April 26, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper The Incremental Information Content of Innovations in Implied Idiosyncratic Volatility
Review of Financial Economics, Forthcoming
Cliff R. Moll and Stephen P. Huffman
University of Wisconsin - Oshkosh and University of Wisconsin Oshkosh
Date Posted: April 23, 2016
Accepted Paper Series
21 downloads

Incl. Electronic Paper Absolute Alpha with Moving Averages: A Consistent Trading Strategy
Yiqiao Yin
University of Rochester, Students
Date Posted: April 22, 2016
Last Revised: April 25, 2016
Working Paper Series
217 downloads

Incl. Electronic Paper Inferring the Financial Materiality of Corporate Sustainability News: A Textual Analysis of Soft Information
Andy Moniz
Erasmus University Rotterdam, Students
Date Posted: April 22, 2016
Working Paper Series
16 downloads


 

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