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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 573,085
Full Text Papers: 474,675
Authors: 265,555
Papers Received in
  Last 12 months:
63,485

Paper Downloads:
To date: 79,894,610
Last 12 months: 10,200,445
Last 30 days: 1,368,082

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Papers with
  Resolved
  References:
273,188
Total References: 9,075,158
Papers with Cites: 245,709
Total Citation
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6,015,542
Papers with
  Resolved
  Footnotes:
94,648
Total Footnotes: 9,191,678


SSRN eLibrary Search Results
JEL Code: G11
3,174,224 Total downloads
Showing Papers 4,301 - 4,350 of 8,565
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1 2 3 4 ... 172 | Next >
   


Incl. Electronic Paper The MOM-TOM Effect: Detecting the Market Impact of CTA Trading
Otto Van Hemert
IMC Asset Management
Date Posted: October 30, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Do Hedge Funds Have Target Leverage Ratios?
Evan Dudley and Mahendrarajah Nimalendran
Queen's School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Date Posted: October 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Loss Averse Preferences, Performance, and Career Success of Institutional Investors
Andriy Bodnaruk and Andrei Simonov
University of Notre Dame - Mendoza College of Business and Michigan State University - Eli Broad Graduate School of Management
Date Posted: October 29, 2014
Working Paper Series
3 downloads

Investor Attention for Retail and Institutional Investors: A Test on the Real Estate Market
Journal of Property Investment and Finance, vol. 31, n. 4, pp. 314-328 (2012)
Gianluca Mattarocci and Georgios Siligardos
University of Rome Tor Vergata - Deparment of Economics and Finance and University of Rome II
Date Posted: October 28, 2014
Accepted Paper Series

Incl. Electronic Paper Fundamental versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree and RAFI PowerShares
Heehyun Lim and Edward Tower
Duke University and Chulalongkorn University-Economics Department
Date Posted: October 28, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Utility-Efficient Payoffs
Stefan Kassberger and Thomas Liebmann
Frankfurt School of Finance & Management gemeinnützige GmbH and Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: October 28, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper What Happens When a Stock is Added to the Nasdaq-100 Index? What Doesn't Happen?
Susana Yu , Gwendolyn P. Webb and Kishore Tandon
Iona College , City University of New York (CUNY) - Baruch College - Zicklin School of Business and CUNY Baruch College - Zicklin School of Business
Date Posted: October 28, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Cumulative Prospect Theory with Skewed Return Distribution
Minsuk Kwak and Traian A. Pirvu
McMaster University - Department of Mathematics and Statistics and McMaster University
Date Posted: October 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Internal Governance Characteristics, Time-Varying Agency Costs and Stock Prices
Peter G Brooke , Paul Docherty , Jim Psaros and Michael Seamer
Platypus Asset Management , University of Newcastle (Australia) , University of Newcastle - Faculty of Business and Law and University of Newcastle - Newcastle Business School
Date Posted: October 25, 2014
Last Revised: October 29, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
IZA Discussion Paper No. 8535
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: October 25, 2014
Working Paper Series

Incl. Electronic Paper A Natural Experiment in Portfolio Management
Stephan Kranner , Neal Stoughton and Josef Zechner
Vienna University of Economics and Business Administration , Vienna University of Economics and Business Administration and Vienna University of Economics and Business
Date Posted: October 25, 2014
Last Revised: October 30, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper On Linearity of Transaction Costs in Order Driven Market
Higher School of Economics Research Paper No. WP BRP 38/FE/2014
Nikolay A Andreev
National Research University Higher School of Economics
Date Posted: October 23, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Supreme Subprime Myth: The Role of Bad Loans in the 2007-2009 Financial Crisis
PSL Quarterly Review, Vol. 65 No. 260, pp. 53-77, 2012
Alberto Niccoli and Francesco Marchionne
Università Politecnica delle Marche and MoFiR and Nottingham Business School - Department of Economics
Date Posted: October 23, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
Philippe Bertrand and Jean-Luc Prigent
IAE Aix-en-Provence, Aix Marseille University, CERGAM and University of Cergy-Pontoise - ThEMA
Date Posted: October 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Transaction Costs in an Illiquid Order-Driven Market
Ben R. Marshall and Nhut H. Nguyen
Massey University - Department of Economics and Finance and Massey University
Date Posted: October 23, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Reducing Your Reliance on Risk Models: Another Look at Active Share
Michael Hunstad
Northern Trust Asset Management
Date Posted: October 22, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Crossing Stocks and the Positive Grassmannian I: The Geometry Behind Stock Market
Ovidiu Sorin Racorean
Academy of Economic Studies
Date Posted: October 22, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Asset Allocation and Monetary Policy: Evidence from the Eurozone
CESifo Working Paper Series No. 5005
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Date Posted: October 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Facelifting in Utility Maximization
Swiss Finance Institute Research Paper No. 14-61
Kasper Larsen , Halil Mete Soner and Gordan Zitkovic
Carnegie Mellon University - Department of Mathematical Sciences , ETH Zürich and University of Texas at Austin
Date Posted: October 21, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Fooled by Randomness? Financial Decision-Making Under Model Uncertainty
Elise Payzan-LeNestour
University of New South Wales
Date Posted: October 21, 2014
Last Revised: October 24, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 291-14
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: October 21, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper International Financial Integration and Crisis Contagion
CEPR Discussion Paper No. DP10209
Michael B. Devereux and Changhua Yu
University of British Columbia (UBC) - Department of Economics and University of International Business and Economics
Date Posted: October 21, 2014
Working Paper Series

Incl. Electronic Paper Hedging Under an Expected Loss Constraint with Small Transaction Costs
Swiss Finance Institute Research Paper No. 14-60
Bruno Bouchard , Ludovic Moreau and Halil Mete Soner
Université Paris-Dauphine - CEREMADE , ETH Zurich - Department of Mathematics and ETH Zürich
Date Posted: October 21, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Investing in a Multidimensional Market
Forthcoming, Financial Analysts Journal, Vol. 70, No. 6, November/December 2014
Bruce I. Jacobs, Ph.D. and Kenneth N. Levy
Jacobs Levy Equity Management and Jacobs Levy Equity Management
Date Posted: October 20, 2014
Accepted Paper Series
24 downloads

Incl. Electronic Paper Legal Title, Tenure Security and Investment -- An Empirical Study in Beijing
Lanlan Wang , Tieshan Sun and Sheng Li
Central University of Finance and Economics (CUFE) , Peking University and Central University of Finance and Economics
Date Posted: October 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Long-Term Allocation with Pension Fund Liabilities
Swiss Finance Institute Research Paper No. 14-58
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: October 19, 2014
Last Revised: October 20, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Asymmetric Beta Comovement and Systematic Downside Risk
Swiss Finance Institute Research Paper No. 14-59
Eric Jondeau and Qunzi Zhang
University of Lausanne and Shandong University
Date Posted: October 19, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Strategic Technology Adoption and Hedging under Incomplete Markets
Markus Leippold and Jacob Stromberg
University of Zurich - Department of Banking and Finance and Swiss Finance Institute
Date Posted: October 18, 2014
Last Revised: October 21, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Evaluating the Efficiency of 'Smart Beta' Indexes
Michael Hunstad and Jordan Dekhayser
Northern Trust Asset Management and Northern Trust Asset Management
Date Posted: October 18, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Juicing the Dividend Yield: Mutual Funds and the Demand for Dividends
Journal of Financial Economics (JFE), Forthcoming
Lawrence Harris , Samuel M. Hartzmark and David H. Solomon
University of Southern California - Marshall School of Business - Finance and Business Economics Department , University of Chicago - Booth School of Business and University of Southern California - Marshall School of Business
Date Posted: October 17, 2014
Accepted Paper Series
19 downloads

Incl. Electronic Paper Factor Tilts after Tax
Lisa R. Goldberg and Ran Leshem
University of California, Berkeley and Aperio Group
Date Posted: October 15, 2014
Working Paper Series
68 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Netspar Discussion Paper No. 10/2014-043
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: October 14, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Impact of Gains and Losses on Homeowner Decisions
Dong Hong , Roger Loh and Mitch Warachka
Singapore Management University , Singapore Management University - Lee Kong Chian School of Business and Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: October 14, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Appendix to Managing Sponsor Risk in Pension Plans: Derivation and Implementation of First-Best Strategies
Samuel J. Sender
Tilburg University - Department of Econometrics & Operations Research
Date Posted: October 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Hedging with the Cointegrated Vector Autoregressive Model
Lukasz T. Gatarek and Soren Johansen
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Copenhagen - Department of Economics
Date Posted: October 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Advertising Arbitrage
CFS Working Paper No. 482
Sergei Kovbasyuk and Marco Pagano
EIEF and University of Naples Federico II - Department of Economics and Statistics
Date Posted: October 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Elephant in the Ground: Managing Oil and Sovereign Wealth
CAMA Working Paper No. 62/2014
Ton Van Den Bremer , Rick van der Ploeg and Samuel Wills
University of Oxford , University of Oxford and University of Oxford
Date Posted: October 14, 2014
Last Revised: October 16, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Patent Infringement, Litigation, and Settlement
Haejun Jeon
Osaka University
Date Posted: October 13, 2014
Working Paper Series
13 downloads

The Value of Saints and the Price of Sin
Pacific-Basin Finance Journal, Forthcoming
SzeKee Koh , Robert B. Durand and Manapon Limkriangkrai
Singapore Institute of Technology , Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Monash University
Date Posted: October 13, 2014
Accepted Paper Series

Incl. Electronic Paper Speculative Dynamical Systems: How Technical Trading Rules Determine Price Dynamics
Li-Xin Wang
Xian Jiaotong University, Department of Automation Science and Technology
Date Posted: October 13, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Volatility as a New Class of Assets? The Advantages of Using Volatility Index Futures in Investment Strategies
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Options Delta Hedging with No Options at All
University of Warsaw Faculty of Economic Sciences Working Paper No. 27/2014
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Household Asset Allocation, Offspring Education, and the Sandwich Generation
Vicki L. Bogan
Cornell University
Date Posted: October 12, 2014
Last Revised: October 21, 2014
Working Paper Series
6 downloads

The Effect of the Diversification in Korean Banks: The Impact on Profit and Risk
Journal of Accounting and Finance, Forthcoming
Seungho Baek , Seung Youn Cha and Namhoon Lee
University of North Dakota - College of Business & Public Administration , Seoul National University and Vanguard University
Date Posted: October 12, 2014
Accepted Paper Series

Incl. Electronic Paper Optimal Investment Strategies for Defined Contribution Pension Funds with Multiple Contributors
Dawei Gu and Jingyi Zhang
Tulane University - A.B. Freeman School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: October 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Losers Win, Winners Lose: Evidence Against Market Efficiency
Zachary Smith
Saint Leo University
Date Posted: October 11, 2014
Last Revised: October 26, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Cross-Listings and Liquidity Commonality Around the World
Journal of Financial Markets, Forthcoming
Tung Lam Dang , Fariborz Moshirian , Claudia Wee and Bohui Zhang
UNSW Business School , University of New South Wales (UNSW) - Institute of Global Finance, Australian School of Business , University of New South Wales (UNSW) and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: October 11, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust
Review of Financial Studies, Forthcoming
John Cotter , Stuart A. Gabriel and Richard Roll
University College Dublin , University of California, Los Angeles - Anderson School of Management and California Institute of Technology
Date Posted: October 11, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Q-Learning-Based Financial Trading Systems with Applications
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 15/WP/2014
Marco Corazza and Francesco Bertoluzzo
Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: October 11, 2014
Working Paper Series
47 downloads

Incl. Electronic Paper Looking for Someone to Blame: Delegation, Cognitive Dissonance, and the Disposition Effect
Journal of Finance, Forthcoming
Tom Chang , David H. Solomon and Mark M. Westerfield
University of Southern California - Marshall School of Business - Finance and Business Economics Department , University of Southern California - Marshall School of Business and University of Washington
Date Posted: October 10, 2014
Accepted Paper Series
19 downloads


 

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