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Abstracts: 602,495
Full Text Papers: 500,441
Authors: 278,939
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  Last 12 months:
63,302

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Last 12 months: 10,899,744
Last 30 days: 1,111,731

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94,530
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SSRN eLibrary Search Results
JEL Code: G12
7,180,524 Total downloads
Showing Papers 41 - 90 of 16,268
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1 2 3 4 ... 326 | Next >
   


Incl. Electronic Paper Differences in Expectations and the Cross Section of Stock Returns
Dennis Philip , Ruslan Tuneshev and Panayiotis C. Andreou
Durham University Business School , Durham University Business School and Cyprus University of Technology
Date Posted: April 17, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper How Smart are Smart Beta ETFs? Analysis of Relative Performance and Factor Timing
Denys Glushkov
University of Pennsylvania - Wharton Research Data Services (WRDS)
Date Posted: April 17, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Public vs Private SMEs: A Comparison of Distress Hazard
Jairaj Gupta , Andros Gregoriou and Gbenga Ibikunle
University of Brighton , University of Brighton and University of Edinburgh
Date Posted: April 17, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Model-Free Methods in Valuation and Hedging of Derivative Securities
Mark Davis
Imperial College London
Date Posted: April 16, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper The Logic and Practice of Yield Curve Construction
Emil Avsar
Barclays Investment Bank
Date Posted: April 16, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds
FRB of New York Staff Report No. 723
Tobias Adrian , Richard K. Crump 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: April 14, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Need for Efficient Investment: Fundamental Analysis and Technical Analysis
Wellington Garikai Bonga
Independent
Date Posted: April 13, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Low Risk Anomalies?
Paul Schneider , Christian Wagner and Josef Zechner
University of Lugano - Institute of Finance , Copenhagen Business School and Vienna University of Economics and Business
Date Posted: April 13, 2015
Working Paper Series
51 downloads

Incl. Fee Electronic Paper Bank Credit Tightening, Debt Market Frictions and Corporate Yield Spreads
CEPR Discussion Paper No. DP10537
Massimo Massa and Lei Zhang
INSEAD - Finance and Antai College of Economics and Management, Shanghai Jiao Tong University
Date Posted: April 13, 2015
Working Paper Series

Incl. Fee Electronic Paper Biased Shorts: Stock Market Implications of Short Sellers' Disposition Effect
CEPR Discussion Paper No. DP10535
Massimo Massa and Bastian von Beschwitz
INSEAD - Finance and Board of Governors of the Federal Reserve System (FRB)
Date Posted: April 13, 2015
Working Paper Series

Incl. Fee Electronic Paper First to 'Read' the News: News Analytics and Institutional Trading
CEPR Discussion Paper No. DP10534
Bastian von Beschwitz , Donald B. Keim and Massimo Massa
Board of Governors of the Federal Reserve System (FRB) , University of Pennsylvania - Wharton School and INSEAD - Finance
Date Posted: April 13, 2015
Working Paper Series

Incl. Fee Electronic Paper Trust in the Monetary Authority
CEPR Discussion Paper No. DP10541
Dirk Bursian and Ester Faia
Goethe University Frankfurt and Goethe University Frankfurt
Date Posted: April 13, 2015
Working Paper Series

Incl. Electronic Paper Bond Pricing and CVA
Ilya I. Gikhman
Independent
Date Posted: April 12, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Aggregate Volatility Risk and the Cross-Section of Stock Returns: Australian Evidence
Van Anh (Vivian) Mai , Tze Chuan 'Chewie' Ang and Victor Fang
Deakin University - Faculty of Business and Law , Deakin University - Department of Finance and Deakin University - Faculty of Business and Law
Date Posted: April 12, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper News-Based Macroeconomic Asset Pricing
Ben Matthies and Yukun Liu
Yale University, School of Management, Students and Yale University, Department of Economics, Students
Date Posted: April 12, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Dirac Processes and Default Risk
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: April 11, 2015
Last Revised: April 17, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Note on the Value of a Financially Unconstrained Firm
Unyong Pyo
Brock University
Date Posted: April 11, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
Marco Bianchetti , Sergei Kucherenko and Stefano Scoleri
Intesa Sanpaolo - Market Risk Management , Imperial College London - Faculty of Engineering and Iason Ltd.
Date Posted: April 11, 2015
Working Paper Series
69 downloads

Incl. Electronic Paper A Volatility Index and the Volatility Premium in Brazil
Eduardo Astorino , Fernando Chague , Bruno Cara Giovannetti and Marcos E Silva
University of Sao Paulo (USP) , University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) - Department of Economics and University of Sao Paulo (USP) - Department of Economics)
Date Posted: April 11, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Equity Premium in a Production Economy; A New Perspective Involving Recursive Utility
NHH Dept. of Business and Management Science Discussion Paper No. 2015/15
Knut K. Aase
Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: April 11, 2015
Working Paper Series
2 downloads

What Determines the Yen Swap Spread?
International Review of Financial Analysis, Forthcoming
A. S. M. Sohel Azad , Jonathan A. Batten and Victor Fang
Deakin University , Monash University - Department of Accounting and Finance and Deakin University
Date Posted: April 11, 2015
Accepted Paper Series

Incl. Electronic Paper The Effect of Quantitative Easing on Capital Markets
Concept Paper for Harvard Law School Symposium on International Financial Systems, April 2015
Colin Ellis
University of Birmingham
Date Posted: April 11, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper The Hull-White 1 Factor Convexity Adjustment and the Special Case when the Hull-White and Ho-Lee Models are Equivalent
Nicholas Burgess
Independent
Date Posted: April 11, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Foreign Portfolio Capital Flows and Stock Returns: A Study of Brazilian Listed Firms
Tiago Loncan and João Caldeira
University of Strathclyde, Department of Accounting and Finance, Students and Universidade Federal do Rio Grande do Sul (UFRGS)
Date Posted: April 10, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Causal Impact of Market Fragmentation on Liquidity
Peter H. Haslag and Matthew Ringgenberg
Washington University in Saint Louis - Olin Business School and Washington University in Saint Louis - Olin Business School
Date Posted: April 10, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Customer Satisfaction and Equity Mispricing
Yiling Zhang
University of Texas at Arlington, College of Business Administration, Students
Date Posted: April 10, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Do CDS Spreads Move with Commonality in Liquidity?
Review of Derivatives Research, Forthcoming
Christian Meine , Hendrik Supper and Gregor N. F. Weiss
Ruhr Universität Bochum , University of Dortmund - Department of Business and TU Dortmund University
Date Posted: April 09, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper An Analytical Approximation for Pricing VWAP Options
Masaaki Kijima
Kyoto University - Graduate School of Economics
Date Posted: April 09, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Monetary Policy with Diverse Private Expectations
CESifo Working Paper Series No. 5252
Mordecai Kurz , Maurizio Motolese , Giulia Piccillo and Howei Wu
National Bureau of Economic Research (NBER) , Catholic University of Milan , Utrecht University - Utrecht University School of Economics and Shanghai University of Finance and Economics
Date Posted: April 09, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Recursive Utility and the Equity Premium Puzzle: A Discrete-Time Approach
NHH Dept. of Business and Management Science Discussion Paper No. 2013/3
Knut K. Aase
Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: April 09, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Explaining the Smile in Currency Options: Is it Anchoring?
Hammad Siddiqi
University of Queensland
Date Posted: April 09, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Information Uncertainty, Volatility Term Structure and Index Option Returns
Cai Zhu
Hong Kong University of Science & Technology - School of Business and Management
Date Posted: April 09, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Disagreement in Option Market and Cross Section Stock Returns
Cai Zhu
Hong Kong University of Science & Technology - School of Business and Management
Date Posted: April 09, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Earning Surprise and Implied Volatility: Could New Information Increase Uncertainty?
Cai Zhu
Hong Kong University of Science & Technology - School of Business and Management
Date Posted: April 09, 2015
Last Revised: April 15, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Incremental Variables and the Investment Opportunity Set
Journal of Financial Economics (JFE), Forthcoming
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Date Posted: April 09, 2015
Accepted Paper Series
52 downloads

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 15, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Chasing Stock Market Returns
Nicola Borri and Alberto Cagnazzo
LUISS Guido Carli University - Department of Economics and LUISS Guido Carli University - Department of Economics
Date Posted: April 08, 2015
Last Revised: April 18, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Pricing and Liquidity in Over-the-Counter Markets
Oliver Randall
Emory University - Goizueta Business School
Date Posted: April 07, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper How Do Inventory Costs Affect Dealer Behavior in the US Corporate Bond Market?
Oliver Randall
Emory University - Goizueta Business School
Date Posted: April 07, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Institutions and Return Predictability in Oil-Exporting Countries
FEDS Working Paper No. 2015-014
Sirio Aramonte , Mohammad R. Jahan-Parvar and Justin K. Shugarman
Board of Governors of the Federal Reserve System (FRB) , Board of Governors of the Federal Reserve System (FRB) and Board of Governors of the Federal Reserve System (FRB)
Date Posted: April 07, 2015
Working Paper Series
48 downloads

Incl. Electronic Paper Exchange Rate Exposure of Chinese Firms at the Industry and Firm Level
Review of Development Economics, Forthcoming
Bo Tang
University of Sheffield - Department of Economics
Date Posted: April 07, 2015
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper A Tale of Two Anomalies: Higher Returns of Low‐Risk Stocks and Return Seasonality
Financial Review, Vol. 50, Issue 2, pp. 257-273, 2015
Christopher Fiore and Atanu Saha
Compass Lexecon and Compass Lexecon
Date Posted: April 07, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Trend‐Following Trading Strategies in U.S. Stocks: A Revisit
Financial Review, Vol. 50, Issue 2, pp. 221-255, 2015
Andrew C. Szakmary and M. Carol Lancaster
University of Richmond and University of Richmond
Date Posted: April 07, 2015
Accepted Paper Series

Incl. Electronic Paper Testing for Leverage Effect in Financial Returns
CES Working Papers No. 2014.22
Christophe Chorro , Dominique Guegan , Florian Ielpo and Hanjarivo Lalaharison
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) , Universite Paris 1 Pantheon-Sorbonne , University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: April 07, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Portfolio Liquidation and Security Design with Private Information
Peter M. DeMarzo , David Morris Frankel and Yu Jin
Stanford Graduate School of Business , Iowa State University and Shanghai University of Finance and Economics
Date Posted: April 07, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Trade Theory: America and All the Rest
Roi D. Taussig
Tel Aviv University, Faculty of Management
Date Posted: April 06, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Impact of Macroeconomic Announcements on the ETF Trading Volumes
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Kensho Technologies
Date Posted: April 05, 2015
Last Revised: April 14, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks
FRB Atlanta Working Paper No. 2014-14
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
Date Posted: April 04, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Spurious Inference in Unidentified Asset-Pricing Models
FRB Atlanta Working Paper No. 2014-12
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Federal Reserve Bank of Atlanta , University of Toronto - Rotman School of Management and Imperial College Business School
Date Posted: April 04, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis
FRB Atlanta Working Paper No. 2014-6
Mark J. Jensen and John M. Maheu
Federal Reserve Bank of Atlanta and McMaster University - Michael G. DeGroote School of Business
Date Posted: April 04, 2015
Working Paper Series
21 downloads


 

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