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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 554,784
Full Text Papers: 457,357
Authors: 257,666
Papers Received in
  Last 12 months:
63,617

Paper Downloads:
To date: 77,061,803
Last 12 months: 9,696,406
Last 30 days: 661,390

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Papers with
  Resolved
  References:
259,503
Total References: 8,995,649
Papers with Cites: 241,333
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,125,454


SSRN eLibrary Search Results
JEL Code: G12
6,625,197 Total downloads
Showing Papers 4,361 - 4,410 of 15,320
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Incl. Electronic Paper CVA Under Partial Risk Warehousing and Tax Implications
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: July 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Horizon Effect in the Term Structure of Long-Run Risk-Return Trade-Offs
CSDA Annals of Computational and Financial Econometrics, Forthcoming
Cedric Okou and Eric Jacquier
University of Quebec at Montreal (UQAM) and Boston University School of Management
Date Posted: July 12, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Can Individual Investors Time Bubbles?
Jussi Keppo , Tyler Shumway and Daniel Weagley
National University of Singapore - NUS Business School , University of Michigan at Ann Arbor, The Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Date Posted: July 11, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Social Security and the Interactions between Aggregate and Idiosyncratic Risk
SAFE Working Paper No. 59
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: July 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Betting Against Beta in the Indian Market
Sobhesh Kumar Agarwalla , Joshy Jacob , Jayanth Rama Varma and Ellapulli Vasudevan
Indian Institute of Management (IIM) Ahmedabad , Indian Institute of Management , Indian Institute of Management (IIM), Ahmedabad and Indian Institute of Management (IIM), Ahmedabad
Date Posted: July 10, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Conceptos básicos sobre derivados: Opciones, Forwards y Futuros (Options, Forwards and Futures: Basic Concepts)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: July 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Equilibrium Asset Pricing with Both Liquid and Illiquid Markets
Remy Praz
Swiss Finance Institute at EPFL
Date Posted: July 10, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Role of Weather on Investors’ Monday Irrationality: Insights from Malaysia
Contemporary Economics, Vol. 8, No. 2, pp. 175-190, 2014
Rayenda Khresna Brahmana , Chee Wooi Hooy and Zamri Ahmad
Faculty of Economics and Business - Universiti Malaysia Sarawak , Universiti Sains Malaysia and Universiti Sains Malaysia (USM)
Date Posted: July 10, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Tax Policy, Investment Decisions and Economic Growth
Manuel Bonucchi , Monica Ferrari , Stefania Tomasini and Tsvetomira Tsenova
Prometeia Association , Prometeia , Prometeia and Bulgarian National Bank
Date Posted: July 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Balancing Forecast Errors in Continuous-Trade Intraday Markets
FCN Working Paper No. 2/2014
Ernesto Garnier and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: July 09, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Weekend Effect: A Trading Robot and Fractional Integration Analysis
CESifo Working Paper Series No. 4849
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: July 09, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Sentiment and Asset Volatility Dynamics: A Content Analysis Approach
Yanlin Shi , Kin-Yip Ho and Wai-Man (Raymond) Liu
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Date Posted: July 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Analogy Making and the Puzzles of Index Option Returns and Implied Volatility Skew
Hammad Siddiqi
University of Queensland
Date Posted: July 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Behaviour of Sentiment-Induced Share Returns: Measurement When Fundamentals are Observable
Richard A. Brealey , Ian A. Cooper and Evi Kaplanis
London Business School , London Business School and London Business School
Date Posted: July 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
Japan and the World Economy, Vol. 20, No. 4, 2008
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo and National University of Singapore (NUS) - Department of Economics
Date Posted: July 07, 2014
Last Revised: July 09, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Capital Asset Pricing Model (CAPM) Applied to Paintings
Arturo Cifuentes and Ventura Charlin
University of Chile - School of Economics and Business and V. C. Consultants
Date Posted: July 07, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Dollars and Sense in the Art Market
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 07, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Art Market Returns: Misgivings and Certainties
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and University of Chile - School of Economics and Business
Date Posted: July 07, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure: Evidence from Emerging Markets
Prabhath Jayasinghe
University of Colombo
Date Posted: July 06, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Measuring Time-Varying Market and Currency Risks with Stochastic Dominance: Evidence from Country Level Stock Returns
Sri Lanka Journal of Business Economics, Vol. 5, July 2014
Prabhath Jayasinghe
University of Colombo
Date Posted: July 06, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper The International CAPM Redux
Francesca Brusa , Tarun Ramadorai and Adrien Verdelhan
University of Oxford - Said Business School , University of Oxford - Said Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 06, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Evidence for Sign Asymmetry of Exchange Rate Exposure
Colombo Business Journal, Vol. 01, No. 02, February 2008
Prabhath Jayasinghe
University of Colombo
Date Posted: July 06, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure Coefficients (Exposure Betas): Evidence from Country Level Stock Returns
Sri Lanka Journal of Economics, Vol. 10, No. 2, December 2009
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo and National University of Singapore (NUS) - Department of Economics
Date Posted: July 06, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Accounting for Earnings Announcements in the Pricing of Equity Options
Tim Leung and Marco Santoli
Columbia University and Columbia University
Date Posted: July 05, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The Behavior of Stock Returns and Volatility Around Elections: Evidence from Colombo Stock Exchange
Journal of Multidisciplinary Research Vol 1, No. 1, 2014, Forthcoming
Prabhath Jayasinghe
University of Colombo
Date Posted: July 04, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
ECB Working Paper No. 1675
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: July 04, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper 'Sell Not Only in May'. Seasonal Effects in Emerging and Developed Markets
Francisco Henrique Figueiredo de Castro Junior and Tomasz Schabek
Universidade de São Paulo and University of Lodz - Faculty of Economics and Sociology
Date Posted: July 04, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Quest for More Reliable Estimates of Exchange Rate Exposure
International Research Journal of Finance and Economics, Issue 43, 2010
Prabhath Jayasinghe and Gamini Premaratne
University of Colombo and University of Brunei Darussalam
Date Posted: July 04, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Multi-Elements of Exchange Rate Exposure: Evidence from Japanese Sectoral Returns
CBS Journal of Multidisciplinary Studies Vol. 1, No. 1, December 2010
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo and National University of Singapore (NUS) - Department of Economics
Date Posted: July 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Economic Surprises and Inflation Expectations: Has Anchoring of Expectations Survived the Crisis?
ECB Working Paper No 1671
Søren Lejsgaard Autrup and Magdalena Grothe
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: July 03, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Impact of Terrorist Attacks on Stock Returns and Volatility: Evidence from Colombo Stock Exchange
Sri Lanka Economic Journal, Vol 13, No. 1, 2012
Nishalika Mapa and Prabhath Jayasinghe
University of Colombo and University of Colombo
Date Posted: July 03, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe
ECB Working Paper No. 1666
Peter Claeys and Borek Vasicek
European University Institute - Economics Department (ECO) and Czech National Bank (CNB)
Date Posted: July 03, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Incorporating Exchange Rate Exposure Asymmetries: A Firm Level Study
Sri Lanka Economic Journal - SLEJ (June 2009) Vol. 9, No. 2, pp. 1-30
Prabhath Jayasinghe
University of Colombo
Date Posted: July 03, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Characterization of the Coskewness-Cokurtosis Pricing Model
Kerry Back
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: July 02, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 433/2014
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: July 02, 2014
Last Revised: July 12, 2014
Working Paper Series
66 downloads

Incl. Electronic Paper Jump and Variance Risk Premia in the S&P 500
Maximilian Neumann , Marcel Prokopczuk and Chardin Wese Simen
Technische Universität München (TUM) , Zeppelin University and University of Liverpool
Date Posted: July 02, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Informed Short Selling in High Fail-to-Deliver Stocks
Thomas Stratmann and John W. Welborn
George Mason University - Buchanan Center Political Economy and Columbia Business School
Date Posted: July 02, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Housing, Finance and the Macroeconomy
Handbook of Regional Economics, Forthcoming
Morris A. Davis and Stijn Van Nieuwerburgh
University of Wisconsin School of Business and New York University Stern School of Business, Department of Finance
Date Posted: July 02, 2014
Accepted Paper Series
5 downloads

Financial Transaction Tax and Market Quality: Evidence from the French FTT Regulation in 2012
Jerry T. Parwada , Yixuan Rui and Jianfeng Shen
University of New South Wales (UNSW) - School of Banking and Finance , University of New South Wales (UNSW) - School of Banking and Finance and The University of New South Wales - School of Banking and Finance, Australian School of Business
Date Posted: July 02, 2014
Working Paper Series

Incl. Electronic Paper Why Is Equity Order Flow so Persistent?
Bence Toth , Imon Palit , Fabrizio Lillo and J. Doyne Farmer
Santa Fe Institute , Monash University , University of Palermo and University of Oxford
Date Posted: July 01, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Stochastic Generational Accounting Applied to Reforms of Dutch Occupational Pensions
Netspar Discussion Paper No. 05/2014-019
Nick Draper , Casper Van Ewijk , Marcel Lever and Roel Mehlkopf
CPB Netherlands Bureau of Economic Policy Analysis , Universiteit van Amsterdam , CPB Netherlands Bureau of Economic Policy Analysis and Tilburg University
Date Posted: July 01, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Responsible CAPM
Abraham Lioui and Michelle Sisto
EDHEC Business School and International University of Monaco (IUM)
Date Posted: July 01, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Country Fundamentals and Currency Excess Returns
Journal of East Asian Economic Integration Vol. 18, No. 2 (June 2014) 111-142
Daehwan Kim and Chi Young Song
Konkuk University and Kookmin University
Date Posted: July 01, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Cost Growth and Stock Returns
Dashan Huang , Fuwei Jiang , Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business , Singapore Management University - Lee Kong Chian School of Business , Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: July 01, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper What Does the CAPM Really Say About the Cost of Capital?
David James Johnstone
University of Sydney - Discipline of Finance
Date Posted: July 01, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Exploiting Value and Momentum in Emerging Market Assets
Georg Cejnek
WU Vienna University of Economics and Business
Date Posted: June 30, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Novel No-Arbitrage Conditions for Options Written on Defaultable Assets
Greg Orosi
American University of Sharjah
Date Posted: June 29, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Expected Returns on Real Investments: Evidence from the Film Industry
Thomas Powers
Harvard University
Date Posted: June 29, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Liberbank: preferentes sin preferencia. Una expropiación de unos €484 millones (Liberbank: Preferred Without Preference. An Expropriation of About €484 Million)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 29, 2014
Last Revised: July 07, 2014
Working Paper Series
478 downloads

Incl. Electronic Paper Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns
Tom Chang , Samuel M. Hartzmark , David H. Solomon and Eugene F. Soltes
University of Southern California - Marshall School of Business - Finance and Business Economics Department , University of Chicago - Booth School of Business , University of Southern California - Marshall School of Business and Harvard Business School
Date Posted: June 29, 2014
Working Paper Series
39 downloads


 

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