Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,978,025 Total downloads
Showing Papers 4,151 - 4,200 of 36,688
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Financial Innovations and the Risk Paradox
Hans J. Blommestein
Organization for Economic Co-Operation and Development (OECD)
Date Posted: April 18, 2012
Working Paper Series
137 downloads

Incl. Electronic Paper Socially Responsible Mutual Funds: An Efficiency Comparison Among the European Countries
Department of Management, Università Ca' Foscari Venezia Working Paper No. 3/2012,
Antonella Basso and Stefania Funari
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice - Department of Management
Date Posted: April 18, 2012
Working Paper Series
93 downloads

Incl. Electronic Paper Tailing Tail Risk in the Hedge Fund Industry
Walter Distaso , Marcelo Fernandes and Filip Zikes
Imperial College Business School , Queen Mary University of London - Economics Department and Imperial College London
Date Posted: April 18, 2012
Working Paper Series
101 downloads

The Dynamics of Political Risk Rating and Stock Market Volatility
Muhammad Tahir Suleman
Victoria University of Wellington
Date Posted: April 18, 2012
Working Paper Series

Incl. Electronic Paper The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective
Claudio Morana
Università di Milano Bicocca
Date Posted: April 18, 2012
Last Revised: August 29, 2012
Working Paper Series
25 downloads

Time Series Properties and Predictability of Pak Rupee/US Dollar Exchange Rate
Muhammad Tahir Suleman
Victoria University of Wellington
Date Posted: April 18, 2012
Working Paper Series

Incl. Electronic Paper Valuing Private Equity
Morten Sorensen , Neng Wang and Jinqiang Yang
Columbia Business School , Columbia University and Shanghai University of Finance and Economics
Date Posted: April 18, 2012
Working Paper Series
155 downloads

Incl. Electronic Paper First Question About the Crisis in Spain (Primera Pregunta Sobre la Crisis de España)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: April 17, 2012
Last Revised: April 28, 2012
Working Paper Series
2030 downloads

Incl. Electronic Paper Investing with Brain or Heart? A Field Experiment on Responsible Investment
Trond Doskeland and Lars Jacob Tynes Pedersen
Norwegian School of Economics (NHH) - Department of Finance and Management Science and NHH Norwegian School of Economics
Date Posted: April 17, 2012
Last Revised: March 05, 2013
Working Paper Series
124 downloads

Incl. Electronic Paper Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
FEEM Working Paper No. 23.2012
Matteo Manera , Marcella Nicolini and Ilaria Vignati
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , University of Pavia - Department of Political Economy and Quantitative Methods and Fondazione Eni Enrico Mattei (FEEM)
Date Posted: April 17, 2012
Working Paper Series
144 downloads

Incl. Electronic Paper The Efficiency of Linear Value Models for Stock Selection Across Regions and Sectors
Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: April 17, 2012
Working Paper Series
83 downloads

Incl. Electronic Paper The Importance of Real Estate Price Indices in Financial Crisis and the Approaches for Constructing Them
Journal of Capital Markets, Financial Engineering and Risk Management Special Issue, April 2012
Ali Hepsen
Istanbul University - Faculty of Business Administration, Department of Finance
Date Posted: April 17, 2012
Accepted Paper Series
54 downloads

Incl. Electronic Paper Application of Binomial Model and Market Asset Declaimer Methodology for Valuation of Abandon and Expand Options: The Case Study
Contemporary Economics, nr. 2/2007, pp. 123 - 137.
Paweł Mielcarz
Kozminski University
Date Posted: April 16, 2012
Accepted Paper Series
74 downloads

Incl. Electronic Paper Ex Post Equilibria in Double Auctions of Divisible Assets
Songzi Du and Haoxiang Zhu
Simon Fraser University (SFU) - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: April 16, 2012
Last Revised: March 27, 2013
Working Paper Series
83 downloads

Incl. Electronic Paper Long-Run Stock Performance of German Initial Public Offerings: Survey and Update
Oksana Pryshchepa and Richard Stehle
Lancaster University - Department of Accounting and Finance and Humboldt University of Berlin - Faculty of Business
Date Posted: April 16, 2012
Working Paper Series
79 downloads

Incl. Electronic Paper Methodological and Practical Problems of Real Option Valuations
Contemporary Economics, nr. 1/2007, pp. 29-38.
Paweł Mielcarz
Kozminski University
Date Posted: April 16, 2012
Accepted Paper Series
91 downloads

Incl. Electronic Paper Non-Martingale Dynamics for Two Curve Derivatives Pricing
Mauricio Alvarez-Manilla
Mitsubishi UFJ Securities International plc
Date Posted: April 16, 2012
Working Paper Series
129 downloads

Incl. Electronic Paper Optimal High-Frequency Trading in a Pro-Rata Microstructure with Predictive Information
Fabien Guilbaud and Huyên Pham
Université Paris VII Denis Diderot and Université Paris VII Denis Diderot
Date Posted: April 16, 2012
Last Revised: May 07, 2012
Working Paper Series
215 downloads

Incl. Electronic Paper Risk-Aversion and Urban Land Development Options
Gang-Zhi Fan , Ming Pu and Tien Foo Sing
Konkuk University - Department of Real Estate , Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and National University of Singapore (NUS) - Department of Real Estate
Date Posted: April 16, 2012
Last Revised: January 31, 2013
Working Paper Series
46 downloads

Temperature Modeling in the Weather Derivative Pricing
Jeo Lee
Institute for Sustainabilty Research and Economic Policy
Date Posted: April 16, 2012
Working Paper Series

Incl. Electronic Paper Valuation of Sequential Compound Option to Default During Construction Included in R&D Project. Case Study
Contemporary Economics, nr. 3/2008, pp. 133-142.
Paweł Mielcarz
Kozminski University
Date Posted: April 16, 2012
Last Revised: April 19, 2012
Accepted Paper Series
67 downloads

Incl. Electronic Paper A New Light on Old Insight: Optimal Risk Taking with Quadratic Utility
Jung Lim Koo , Se Ryoong Ahn , Byung Lim Koo , Hyeng Keun Koo and Yong Hyun Shin
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) , Department of Business Administration, Ajou University , Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) , Ajou University and Department of Mathematics, Sookmyung Women's University
Date Posted: April 15, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper A Simplex Rotation Algorithm for the Factor Approach to Generate Financial Scenarios
Alois Geyer , Michael Hanke and Alex Weissensteiner
VGSF (Vienna Graduate School of Finance)WU (Vienna University of Economics and Business) , University of Liechtenstein and Free University of Bolzano/Bozen
Date Posted: April 15, 2012
Last Revised: November 12, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper Criminal Affirmance: Going Beyond the Deterrence Paradigm to Examine the Social Meaning of Declining Prosecution of Elite Crime
Connecticut Law Review, Vol. 45, No. 3, 2013
Mary Kreiner Ramirez
Washburn University - School of Law
Date Posted: April 15, 2012
Last Revised: March 13, 2013
Accepted Paper Series
76 downloads

Incl. Electronic Paper Mental Health and Retirement Savings: Confounding Issues with Compounding Interest
Vicki L. Bogan and Angela R. Fertig
Cornell University and University of Georgia
Date Posted: April 15, 2012
Last Revised: May 03, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Pricing Interest Rate Derivatives Under Monetary Policy Changes
Alan De Genaro and Marco Avellaneda
Securities, Commodities and Futures Exchange - BM & FBOVESPA and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: April 15, 2012
Working Paper Series
111 downloads

Incl. Electronic Paper Testing CAPM with a Large Number of Assets
IZA Discussion Paper No. 6469
M. Hashem Pesaran and Takashi Yamagata
University of Southern California and University of Cambridge - Faculty of Economics and Politics
Date Posted: April 14, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper A Friedman-Savage Consumer Almost Gambles: A Continuous Time Model of Consumption and Investment with Non-Concave Utility
Byung Lim Koo , Jung Lim Koo and Hyeng Keun Koo
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) , Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) and Ajou University
Date Posted: April 14, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets: A Dependence-Switching Copula Approach
Yi-Chiuan Wang , Jyh-Lin Wu and Yi-hao Lai
National Sun Yat-sen University , National Sun Yat-Sen University and Dayeh Universty
Date Posted: April 14, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Asset and Liability Management of Short Term Life Insurance Contracts Under Correlated Default Risk of Assets
Nikolaos Georgiopoulos
affiliation not provided to SSRN
Date Posted: April 14, 2012
Last Revised: June 08, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Is Best Really Better? Internalization of Orders in an Open Limit Order Book
Schmalenbach Business Review, Vol. 64, April 2012, pp. 82-100
Joachim Grammig , Erik Theissen and Schmalenbach Business Review
Eberhard Karls Universitaet Tübingen , University of Mannheim - Finance Area and affiliation not provided to SSRN
Date Posted: April 14, 2012
Accepted Paper Series
31 downloads

Incl. Electronic Paper Approximate Hedging of Contingent Claims Under Transaction Costs
Applied Mathematical Finance, Vol. 17, No. 6, 2010
Emmanuel Lepinette-Denis
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
25 downloads

Incl. Electronic Paper Arbitrage Pricing Under Transaction Costs: Continuous Time
Recent Advances in Financial Engineering, World Scientific, Forthcoming
Emmanuel Lepinette-Denis
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
14 downloads

Incl. Electronic Paper Asymptotic Arbitrage in Large Financial Markets with Friction
Emmanuel Lepinette-Denis and Lavinia Ostafe
CEREMADE, UMR CNRS 7534, Paris-Dauphine University. and University of Vienna
Date Posted: April 13, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper Emerging Markets Research: Trends, Issues and Future Directions
Emerging Markets Review, Vol. 13, No. 2, pp. 159-183, 2012
Colm Kearney
Monash University - Faculty of Business and Economics
Date Posted: April 13, 2012
Accepted Paper Series
195 downloads

Incl. Electronic Paper Hedging of American Options Under Transaction Costs
Finance & Stochastics, Forthcoming
Youri Kabanov , Emmanuel Lepinette-Denis and Dimitri DeValière
Universite de Franche-Comte , CEREMADE, UMR CNRS 7534, Paris-Dauphine University. and affiliation not provided to SSRN
Date Posted: April 13, 2012
Accepted Paper Series
32 downloads

Incl. Electronic Paper Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient
THE MUSIELA'S FESTSCHRIFT, Yu. Kabanov, ed., Springer, 2011
Sebastien Darses and Emmanuel Lepinette-Denis
affiliation not provided to SSRN and CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
18 downloads

Incl. Electronic Paper Mean Square Error for the Leland-Lott Hedging Strategy: Convex Pay-Off
Finance Stochastics, Vol. 14, No. 4, 2010
Emmanuel Lepinette-Denis and Youri Kabanov
CEREMADE, UMR CNRS 7534, Paris-Dauphine University. and Universite de Franche-Comte
Date Posted: April 13, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper Modified Leland’s Strategy for a Constant Transaction Costs Rate
Mathematical Finance, Forthcoming
Emmanuel Lepinette-Denis
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
31 downloads

Incl. Electronic Paper Perturbative Expansion Technique for Non-Linear FBSDEs With Interacting Particle Method
Masaaki Fujii and Akihiko Takahashi
University of Tokyo - Faculty of Economics and University of Tokyo - Graduate School of Economics
Date Posted: April 13, 2012
Last Revised: April 23, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs
Recent Advances in Financial Engineering, World Scientist, Forthcoming
Emmanuel Lepinette-Denis
CEREMADE, UMR CNRS 7534, Paris-Dauphine University.
Date Posted: April 13, 2012
Accepted Paper Series
22 downloads

Incl. Electronic Paper Information Asymmetry, the Cost of Debt, and Credit Events
François Derrien , Ambrus Kecskes and Sattar Mansi
HEC Paris (Groupe HEC) - Finance Department , Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law and Virginia Polytechnic Institute & State University
Date Posted: April 12, 2012
Working Paper Series
192 downloads

Incl. Electronic Paper A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
Turan G. Bali , Nusret Cakici and Fousseni Chabi-Yo
Georgetown University - Robert Emmett McDonough School of Business , Fordham University - Graduate School of Business and Ohio State University (OSU) - Fisher College of Business
Date Posted: April 12, 2012
Last Revised: May 01, 2013
Working Paper Series
110 downloads

Incl. Electronic Paper Exchange Rate Expectations of Chartists and Fundamentalists
ZEW - Centre for European Economic Research Discussion Paper No. 12-026
Christian David Dick and Lukas Menkhoff
Centre for European Economic Research (ZEW) and Leibniz Universitaet Hannover - Department of Economics
Date Posted: April 12, 2012
Working Paper Series
94 downloads

Incl. Electronic Paper News Shocks and the Slope of the Term Structure of Interest Rates
Federal Reserve Bank of St. Louis Working Paper No. 2012-011B
André Kurmann and Christopher Otrok
Federal Reserve Board and University of Missouri
Date Posted: April 12, 2012
Last Revised: December 07, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper Optimal Execution Horizon
Mathematical Finance, 2013
David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Hess Energy Trading Company and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: April 12, 2012
Last Revised: February 21, 2013
Accepted Paper Series
1249 downloads

Incl. Electronic Paper Sustainability Disclosures and Cost of Capital
Anthony C. Ng and Zabihollah Rezaee
Hong Kong Polytechnic University and University of Memphis - School of Accountancy
Date Posted: April 12, 2012
Working Paper Series
180 downloads

Incl. Electronic Paper Taming Animal Spirits: Risk Management with Behavioural Factors
Mark Davis , Sebastien Lleo and Grzegorz Andruszkiewicz
Imperial College London , Reims Management School (RMS) and Imperial College London
Date Posted: April 12, 2012
Working Paper Series
286 downloads

Incl. Electronic Paper The Entrepreneurial Facets as Precursor to Vietnam's Economic Renovation in 1986
The IUP Journal of Entrepreneurship Development, Vol. VIII, No. 4, pp. 6-47, 2011
Quan Hoang Vuong , Dam Van Nhue , Daniel van Houtte and Tri Dung Tran
Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels) , National Economics University, Hanoi , DHVP Research and DHVP Research & Consultancy
Date Posted: April 12, 2012
Last Revised: July 04, 2012
Accepted Paper Series
9 downloads

Incl. Electronic Paper The Risk Premium and Long-Run Global Imbalances
Federal Reserve Bank of St. Louis Working Paper No. 2012-009B
YiLi Chien and Kanda Naknoi
Federal Reserve Bank of St. Louis and University of Connecticut
Date Posted: April 12, 2012
Last Revised: November 28, 2012
Working Paper Series
9 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo3 in 0.891 seconds