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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 567,927
Full Text Papers: 469,960
Authors: 263,245
Papers Received in
  Last 12 months:
63,561

Paper Downloads:
To date: 79,031,401
Last 12 months: 9,733,347
Last 30 days: 834,045

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Papers with
  Resolved
  References:
264,783
Total References: 9,075,328
Papers with Cites: 244,951
Total Citation
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6,006,904
Papers with
  Resolved
  Footnotes:
93,780
Total Footnotes: 9,190,948


SSRN eLibrary Search Results
JEL Code: G12
6,758,094 Total downloads
Showing Papers 4,101 - 4,150 of 15,530
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Incl. Electronic Paper Small Is Beautiful: 'Bond King' Expected Alpha and Assets Under Management
Claude B. Erb
TR
Date Posted: October 01, 2014
Working Paper Series
73 downloads

Incl. Electronic Paper Crossing Paths: A Perspective on Mathematics and Finance
Sebastien Lleo and Jessica Li
NEOMA Business School and Neoma Business School
Date Posted: October 01, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs
Tim Leung , Xin Li and Zheng Wang
Columbia University , Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: October 01, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper When is Distress Risk Priced? Evidence from Recessionary Failure Prediction
Maria Ogneva , Joseph D. Piotroski and Anastasia A. Zakolyukina
University of Southern California - Marshall School of Business , Stanford Graduate School of Business and University of Chicago - Booth School of Business
Date Posted: October 01, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Discount Rates, Market Frictions, and the Mystery of the Size Premium
Discussion Papers on Business and Economics, University of Southern Denmark, 15/2014
Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: September 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Multi-Curve Potential Model
The Anh Nguyen and Frank Thomas Seifried
University of Kaiserslautern and University of Kaiserslautern
Date Posted: September 28, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Value of the Wildcard Option in Cash Settled American Index Options
Dennis Lasser and Joshua D. Spizman
State University of New York (SUNY) at Binghamton - School of Management and Loyola Marymount University - Department of Finance and Computer Information Systems
Date Posted: September 28, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Local Information Advantage, Investor Attention, and Stock Returns
Yuqin Huang and Tong Li
Central University of Finance and Economics (CUFE) and Peking University - HSBC School of Business
Date Posted: September 27, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper High-Resilience Limits of Block-Shaped Order Books
Jan Kallsen and Johannes Muhle-Karbe
Munich University of Technology and ETH Zürich
Date Posted: September 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk
CER-ETH – Center of Economic Research at ETH Zurich Working Paper 14/204,
Daniel Harenberg and Alexander Ludwig
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt - Research Center SAFE
Date Posted: September 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Ambiguity, Liquidity, and Price Efficiency
Chun Xia and Tong Zhou
The University of Hong Kong and University of Hong Kong - Faculty of Business and Economics
Date Posted: September 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Note on Sorting Bias Correction in Regression-Based Mutual Fund Tournament Tests
Aymen Karoui and Iwan Meier
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and HEC Montreal - Department of Finance
Date Posted: September 26, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Impact of Macroeconomic Announcements on US Equity Prices: 2009-2013
Daniel Nadler and Anatoly B. Schmidt
Harvard University and Kensho Technologies
Date Posted: September 26, 2014
Last Revised: September 27, 2014
Working Paper Series
126 downloads

Incl. Electronic Paper Disclosure and the Cost of Capital: A Survey of the Theoretical Literature
Jeremy Bertomeu and Edwige Cheynel
CUNY Baruch College and Columbia Business School - Accounting, Business Law & Taxation
Date Posted: September 26, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Volatility Risk and Stock Return Predictability
Cesario Mateus and Worawuth Konsilp
University of Greenwich Business School and University of Greenwich - Business School
Date Posted: September 26, 2014
Working Paper Series
14 downloads

Incl. Fee Electronic Paper Asset Management Contracts and Equilibrium Prices
CEPR Discussion Paper No. DP10152
Andrea M. Buffa , Dimitri Vayanos and Paul Woolley
Boston University , London School of Economics and London School of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Collateralisation Bubbles When Investors Disagree About Risk
CEPR Discussion Paper No. DP10148
Tobias Broer and Afroditi Kero
Stockholm University and Universitat Pompeu Fabra
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper The Impact of Hedge Funds on Asset Markets
CEPR Discussion Paper No. DP10151
Mathias Kruttli , Andrew J. Patton and Tarun Ramadorai
University of Oxford - Oxford-Man Institute of Quantitative Finance , Duke University - Department of Economics and University of Oxford - Said Business School
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Bond Return Predictability: Economic Value and Links to the Macroeconomy
CEPR Discussion Paper No. DP10104
Davide Pettenuzzo
Brandeis University - Department of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World
CEPR Discussion Paper No. DP10066
Alex Edmans , Lucius Li and Chendi Zhang
London Business School - Institute of Finance and Accounting , University of Warwick - Finance Group and University of Warwick - Finance Group
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Forward and Spot Exchange Rates in a Multi-Currency World
CEPR Discussion Paper No. DP10060
Tarek A. Hassan and Rui Mano
University of Chicago - Booth School of Business and International Monetary Fund (IMF)
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Shortfall Aversion
CEPR Discussion Paper No. DP10064
Paolo Guasoni , Gur Huberman and Dan Ren
Boston University - Department of Mathematics and Statistics , Columbia Business School - Finance and Economics and University of Dayton
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
CEPR Discussion Paper No. DP10070
Jordi Galí and Luca Gambetti
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Universitat Autonoma de Barcelona
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper ETD vs. OTCD: Counterparty Risk and Capital Requirements for Exchange Traded Derivatives
Marco Bianchetti , Mattia Carlicchi , Federico Cozzi , leonardo recchia and Andrea Spuntarelli
Intesa Sanpaolo - Market Risk Management , Intesa Sanpaolo - Market Risk Management , Intesa SanPaolo SpA , Intesa SanPaolo SpA and Intesa Sanpaolo - Internal Validation
Date Posted: September 25, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Network Effects in Currency Internationalisation: Insights from BIS Triennial Surveys and Implications for the Renminbi
HKIMR Working Paper No.24/2014
Dong He and Xiangrong Yu
Hong Kong Monetary Authority and Hong Kong Monetary Authority
Date Posted: September 25, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Liquidity, Liquidity Risk and Stock Returns – Evidence from Vietnam
Võ Xuân Vinh and Bùi Hồng Thu
University of Economics Ho Chi Minh City and Ho Chi Minh City University of Foreign Languages and Information Technology
Date Posted: September 25, 2014
Last Revised: September 30, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Are Hospitality Industry IPO Stock Returns Predictable?
International Journal of Hospitality Management, Forthcoming
Richard Borghesi , Katerina Annaraud and Dipendra Singh
University of South Florida , University of South Florida and University of Central Florida
Date Posted: September 24, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Heston-Type Stochastic Volatility with a Markov Switching Regime
Robert J. Elliott , Katsumasa Nishide and Carlton Osakwe
University of Calgary - Haskayne School of Business , Department of Economics, Yokohama National University and Mount Royal University - Bissett School of Business
Date Posted: September 24, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper What Matters Most? How Tone in Initial Public Offering Filings and Pre-IPO News Influences Stock Market Returns
Stefan Feuerriegel , Jonas Tobias Schmitz and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg and University of Freiburg
Date Posted: September 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Impact of Option Use on Mutual Fund Performance
Markus Natter , Martin Rohleder , Dominik Schulte and Marco Wilkens
University of Augsburg , University of Augsburg , University of Augsburg and University of Augsburg
Date Posted: September 24, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper International Stochastic Discount Factors and Stochastic Correlation
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Nicole Branger , Michael Herold and Matthias Muck
University of Muenster - Finance Center Muenster , University of Bamberg, Chair of Banking and Financial Control and University of Bamberg
Date Posted: September 23, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Direct Extracting the Implied Forward Yield Curve from the Coupon Bond Prices
Ihor Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv)
Date Posted: September 23, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper CAPM: un modelo absurdo (CAPM: An Absurd Model)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: September 23, 2014
Last Revised: September 25, 2014
Working Paper Series
949 downloads

Incl. Electronic Paper Commodity 'CAPE Ratios'
Claude B. Erb
TR
Date Posted: September 22, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper The Impact of a Premium Based Tick Size on Equity Option Liquidity
Thanos Verousis , Owain Ap Gwilym and Nikolaos Voukelatos
University of Bath , Bangor Business School and University of Kent
Date Posted: September 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Funding Value Adjustment and Incomplete Markets
Lorenzo Cornalba
Mediobanca SPA
Date Posted: September 22, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Study of Differences in Returns between Large and Small Companies in Europe
Erik Peek
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: September 22, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Noisy Rational Expectation Equilibrium with Actively Managed Fund Sector
Thu Truong
Boston University
Date Posted: September 22, 2014
Last Revised: September 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Minimum Discrepancy Formulation of Stochastic Dominance Analysis and Implications for Asset Pricing
Valerio Potì
University College Dublin (UCD) - School of Business
Date Posted: September 21, 2014
Last Revised: September 28, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Patient Capital Outperformance: The Investment Skill of High Active Share Managers Who Trade Infrequently
Martijn Cremers and Ankur Pareek
University of Notre Dame and Rutgers University
Date Posted: September 21, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Forecasting Volatility in the Presence of Limits to Arbitrage
Forthcoming in the Journal of Futures Markets
Lu Hong , Tom Nohel and Steven K. Todd
Loyola University of Chicago , Loyola University of Chicago and Loyola University of Chicago
Date Posted: September 20, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Macroeconomic Factors and Equity Returns in Borsa Istanbul
Yigit Atilgan , K. Ozgur Demirtas and Alper Erdogan
Sabanci University , Sabanci University and Sabanci University - Graduate School of Management
Date Posted: September 20, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Volatility-of-Volatility Risk
Darien Huang and Ivan Shaliastovich
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Date Posted: September 19, 2014
Working Paper Series
115 downloads

Incl. Electronic Paper Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets
Darien Huang and Ivan Shaliastovich
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Date Posted: September 19, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The α-Hypergeometric Stochastic Volatility Model
José Da Fonseca and Claude Martini
Auckland University of Technology - Faculty of Business & Law and Zeliade Systems
Date Posted: September 19, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Dynamic Asset Sales with Information Externalities
Sivan Frenkel
Hebrew University of Jerusalem - Center for the Study of Rationality
Date Posted: September 19, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Class of its Own? The Role of Sustainable Real Estate in a Conditional Value at Risk Multi-Asset Portfolio
Peter Geiger , Marcelo Cajias and Franz Fuerst
University of Regensburg - International Real Estate Business School (IREBS) , PATRIZIA Immobilien AG and University of Cambridge - Department of Land Economy
Date Posted: September 19, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Capital Structure Effects on the Prices of Individual Equity Call Options
Robert L. Geske , Avanidhar Subrahmanyam and Yi Zhou
University of California, Los Angeles (UCLA) - Finance Area , University of California, Los Angeles (UCLA) - Finance Area and Florida State University - College of Business
Date Posted: September 18, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Capital Structure Arbitrage Revisited
Marcin Wojtowicz
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: September 18, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Do Short-Sellers Profit from Mutual Funds? Evidence from Daily Trades
Rock Center for Corporate Governance at Stanford University Working Paper No. 195
Salman Arif , Azi Ben-Rephael and Charles M.C. Lee
Indiana University - Kelley School of Business , Indiana University - Kelley School of Business - Department of Finance and Stanford University - Graduate School of Business
Date Posted: September 17, 2014
Last Revised: September 23, 2014
Working Paper Series
144 downloads


 

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