Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 587,995
Full Text Papers: 488,274
Authors: 272,093
Papers Received in
  Last 12 months:
63,141

Paper Downloads:
To date: 82,578,660
Last 12 months: 10,303,862
Last 30 days: 858,883

CiteReader:  What's this?
Papers with
  Resolved
  References:
279,686
Total References: 9,075,784
Papers with Cites: 245,946
Total Citation
  Links:
6,008,977
Papers with
  Resolved
  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: G12
7,014,770 Total downloads
Showing Papers 4,361 - 4,410 of 15,975
Sort By
1 2 3 4 ... 320 | Next >
   


Incl. Electronic Paper Common Factors in Commodity Futures Curves
Dennis Karstanje , Michel van der Wel and Dick J. C. van Dijk
Erasmus University Rotterdam , Erasmus University Rotterdam and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: February 01, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Excessive Dynamic Trading: Propagation of Belief Shocks in Small Markets
Kei Kawakami
University of Melbourne - Department of Economics
Date Posted: January 31, 2015
Working Paper Series
1 downloads

New Evidence on Determinants of Price Momentum in the Japanese Stock Market
Research in International Business and Finance, Forthcoming
Tamara Teplova and Evgeniya Mikova
National Research University Higher School of Economics and National Research University Higher School of Economics
Date Posted: January 31, 2015
Accepted Paper Series

Incl. Electronic Paper Cap-Weighted All Stock Indices, Developed Markets
Baijnath Ramraika, CFA and Prashant Trivedi
MAEG and MAEG
Date Posted: January 31, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Why Automated Trading Venues Need Upstairs Markets
Gbenga Ibikunle and Seth Armitage
University of Edinburgh and University of Edinburgh
Date Posted: January 31, 2015
Working Paper Series
1 downloads

An Empirical Analysis of the Carbon Financial Instrument
Journal of Economics and Finance. 38(2), 2014: 209-234
Omid Sabbaghi and Navid Sabbaghi
University of Detroit Mercy and Illinois Institute of Technology, Stuart School of Business
Date Posted: January 31, 2015
Accepted Paper Series

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Model Risk and the Great Financial Crisis: The Rise of Modern Model Risk Management
Wharton Financial Institutions Center Working Paper No. 15-01
Jeff , Brad McGourty and Til Schuermann
Oliver Wyman , Oliver Wyman and Oliver Wyman
Date Posted: January 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Pan-European Holiday Effect
REFC - Spanish Journal of Finance and Accounting, Forthcoming
Oscar Carchano and Ángel Pardo Tornero
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Date Posted: January 30, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Recursive Utility and Jump-Diffusions
NHH Dept. of Business and Management Science Discussion Paper No. 2015/6
Knut K. Aase
Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: January 30, 2015
Working Paper Series
4 downloads

Non-Parametric Analysis of Equity Arbitrage
International Review of Economics and Finance, Vol. 33, pp. 199-216, 2014

Date Posted: January 30, 2015
Accepted Paper Series

Asymmetric Volatility and Trading Volume: The G5 Evidence
Global Finance Journal, 22(2), 2011: 169-181
Omid Sabbaghi
University of Detroit Mercy
Date Posted: January 30, 2015
Accepted Paper Series

Carbon Financial Instruments, Thin Trading, and Volatility: Evidence from the Chicago Climate Exchange
The Quarterly Review of Economics and Finance, 51(4), 2011: 399-407
Omid Sabbaghi and Navid Sabbaghi
University of Detroit Mercy and Illinois Institute of Technology, Stuart School of Business
Date Posted: January 30, 2015
Accepted Paper Series

Incl. Electronic Paper Modeling Time Series with Both Permanent and Transient Components Using the Partially Autoregressive Model
Matthew Clegg
Independent
Date Posted: January 30, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Understanding the Risk of China's Local Government Debts and its Linkage with Property Markets
Brent W. Ambrose , Yongheng Deng and Jing Wu
Pennsylvania State University , National University of Singapore, Business School and the School of Design and Environment and Tsinghua University - Institute of Real Estate Studies
Date Posted: January 29, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Venture Capital Premium: An Empirical Approach
Luis E. Pereiro
Universidad Torcuato Di Tella
Date Posted: January 29, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Modeling Credit Contagion Via the Updating of Fragile Beliefs -- Online Appendix
Luca Benzoni , Pierre Collin-Dufresne , Robert S. Goldstein and Jean Helwege
Federal Reserve Bank of Chicago - Research Department , Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute , University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina
Date Posted: January 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Impact of Italian Downgrades on the Spread BTP-Bund
Proceedings of European Business Research Conference, Sheraton Roma, Rome, Italy, 5-6 September 2013, ISBN: 978-1-922069-29-0
Angelo Marinangeli
University of Rome II - Department of Economics and Finance
Date Posted: January 29, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Cost of Equity Estimation in REIT Valuation in Emerging Europe: The Case of Bulgaria
Peter Chuknyisky , Violeta Kasarova and Nigokhos Krikorov Kanaryan
International Enterprise Development, Inc. (IED) , New Bulgarian University and New Bulgarian University
Date Posted: January 29, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Bank Capital Shock Propagation Via Syndicated Interconnectedness
BIS Working Paper No. 484
Makoto Nirei , Julián Caballero and Vladyslav Sushko
Hitotsubashi University - Institute of Innovation Research , Inter-American Development Bank (IDB) - Research Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: January 29, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Gold Price, Stock Price and Exchange Rate Nexus: The Case of India
Srinivasan P. and Karthigai, P. (2014), Gold Price, Stock Price and Exchange Rate Nexus: The Case of India, The IUP Journal of Financial Risk Management, 11(3), 1-12.
P. Srinivasan and Karthigai Prakasam
Xavier Institute of Mangement & Entrepreneurship, Bangalore and Christ University, Bangalore
Date Posted: January 27, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper High Quality Stocks in Emerging Markets
Baijnath Ramraika, CFA and Prashant Trivedi
MAEG and MAEG
Date Posted: January 27, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Stock Implied Volatility, Stock Turnover, and the Stock-Bond Return Relation
FRB Atlanta Working Paper Series No. 2002-3a
Chris T. Stivers , Licheng Sun and Robert A. Connolly
University of Louisville , Old Dominion University and University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: January 26, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-Beta Models
FRB Atlanta Working Paper Series No. 2001-24
Pierluigi Balduzzi and Cesare Robotti
Boston College - Carroll School of Management and Imperial College Business School
Date Posted: January 26, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Discrete-Time Two-Factor Model for Pricing Bonds and Interest Rate Derivatives under Random Volatility
FRB Atlanta Working Paper Series No. 99-20
Steven L. Heston and Saikat Nandi
University of Maryland - Department of Finance and Federal National Mortgage Association (Fannie Mae)
Date Posted: January 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Consumption and Asset Prices with Homothetic Recursive Preferences
FRB Atlanta Working Paper Series No. 99-17
Mark Fisher and Christian Gilles
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Bear, Stearns & Co., Inc.
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Good, the Bad, and the Ambiguous: The Aggregate Stock Market Dynamics around Macroeconomic News
John Zhou
Harvard University
Date Posted: January 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Measuring Immediate Price Impact Using Nonparametric Models
Manh Pham , Huu Nhan Duong and Paul Lajbcygier
Monash University - Department of Econometrics & Business Statistics , Monash University - Department of Accounting and Finance and Monash University - Department of Banking & Finance
Date Posted: January 25, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The ARCH-in-Mean Dose Work: Out-of-Sample Predictability of US Stock Market
Haibin Xie and Shouyang Wang
University of International Business and Economics and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: January 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Optimal Pricing of Market Maker in a Heterogeneous Agent Economy
Bin Guo , Wei Zhang , Shu-Heng Chen and Yongjie Zhang
Tianjin University - College of Management and Economics , Tianjin University - College of Management and Economics , National Chengchi University (NCCU) - Department of Economics and Tianjin University
Date Posted: January 25, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Volatility Derivatives in Practice: Activity and Impact
Scott Mixon and Esen Onur
Commodity Futures Trading Commission and Commodity Futures Trading Commission (CFTC)
Date Posted: January 25, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Equity Risk Factors and the Intertemporal CAPM
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics
Date Posted: January 25, 2015
Last Revised: January 27, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Simple, Fast and Flexible Pricing of Asian Options
Final version in: Journal of Computational Finance, 4 (3) 89-124 (2001)
Timothy Klassen
Getco LLC
Date Posted: January 25, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Hedge Fund Flows and Performance Streaks: How Investors Weigh Information
ESMT Working Paper No. 15-01
Guillermo Baquero and Marno Verbeek
ESMT European School of Management and Technology and Erasmus University - Rotterdam School of Management
Date Posted: January 25, 2015
Last Revised: January 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Dark Trading and Intraday Market Quality
James Brugler
University of Cambridge
Date Posted: January 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sovereign Risk and the Pricing of Corporate Credit Default Swaps
Matthias Haerri , Stefan Morkoetter and Simone Westerfeld
University of Applied Sciences Northwestern Switzerland (CH) , University of Saint Gallen - SoF: School of Finance and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: January 25, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper International Endogenous Growth, Macro Anomalies, and Asset Prices
SAFE Working Paper No. 83
Patrick Grüning
Goethe University Frankfurt - Research Center SAFE
Date Posted: January 24, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Size Matters, If You Control Your Junk
Clifford S. Asness , Andrea Frazzini , Ronen Israel , Tobias J. Moskowitz and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: January 23, 2015
Last Revised: January 27, 2015
Working Paper Series
1870 downloads

Incl. Electronic Paper Implicit Assumption and its Consequences with Expected Utility Maximization
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: January 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Real Value Risk Estimation Model for an Emerging Market
Sven Carlin
Amsterdam University of Applied Sciences - International Business School
Date Posted: January 23, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Do Analysts Forecasts Vary Too Much?
Russell J. Lundholm and Rafael Rogo
University of British Columbia - Sauder School of Business and University of British Columbia - Sauder School of Business
Date Posted: January 23, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper The Influence of Credit Ratings on Capital Structure
Seungho Baek and Joseph D. Cursio
University of North Dakota - College of Business & Public Administration and Illinois Institute of Technology - Stuart School of Business, IIT
Date Posted: January 23, 2015
Working Paper Series
15 downloads

Incl. Fee Electronic Paper Long-Run Bulls and Bears
CEPR Discussion Paper No. DP10351
Rui A. Albuquerque , Martin Eichenbaum , Dimitris Papanikolaou and Sergio T. Rebelo
Boston University - School of Management , Northwestern University , Northwestern University - Kellogg School of Management - Department of Finance and Northwestern University - Kellogg School of Management
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
CEPR Discussion Paper No. DP10328
Murray Carlson , David A. Chapman , Ron Kaniel and Hong Yan
University of British Columbia (UBC) - Sauder School of Business , McIntire School, University of Virginia , University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
CEPR Discussion Paper No. DP10335
Martin Lettau , Sydney C. Ludvigson and Sai Ma
University of California - Haas School of Business , New York University - Department of Economics and New York University (NYU) - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Option-Based Credit Spreads
CEPR Discussion Paper No. DP10318
Christopher L. Culp and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise and University of Chicago - Booth School of Business
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Origins of Stock Market Fluctuations
CEPR Discussion Paper No. DP10336
Daniel L. Greenwald , Martin Lettau and Sydney C. Ludvigson
New York University (NYU) , University of California - Haas School of Business and New York University - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Rare Disasters and Exchange Rates
CEPR Discussion Paper No. DP10334
Emmanuel Farhi and Xavier Gabaix
Harvard University - Department of Economics and New York University - Stern School of Business
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Market Instruments for Collateral Management
Antonio Castagna
Iason Ltd.
Date Posted: January 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper A Detailed Analysis of Fulfilling and Delinquency of Payments on a Loan
Ihor Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv)
Date Posted: January 23, 2015
Working Paper Series
3 downloads


 

1 2 3 4 ... 320 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo4 in 7.329 seconds