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SSRN eLibrary Statistics:

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Abstracts: 571,232
Full Text Papers: 473,005
Authors: 264,668
Papers Received in
  Last 12 months:
63,352

Paper Downloads:
To date: 79,570,092
Last 12 months: 9,738,949
Last 30 days: 885,488

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  Resolved
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273,041
Total References: 9,075,124
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6,016,397
Papers with
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  Footnotes:
94,649
Total Footnotes: 9,191,946


SSRN eLibrary Search Results
JEL Code: G12
6,798,469 Total downloads
Showing Papers 4,361 - 4,410 of 15,588
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1 2 3 4 ... 312 | Next >
   


Incl. Electronic Paper Profitability and Investment Factors for UK Asset Pricing Models
Economics Letters, Forthcoming
Eoghan Nichol and Michael M. Dowling
Dublin City University Business School and Dublin City University Business School
Date Posted: October 20, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Valuation Theory: Linearity, Discount Curves & Market Benchmarks
Alessio Rombolotti Axelrod
Independent
Date Posted: October 20, 2014
Working Paper Series
1 downloads

Incl. Fee Electronic Paper A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds
Financial Review, Vol. 49, Issue 4, pp. 735-763, 2014
Peter Miu
McMaster University - DeGroote School of Business
Date Posted: October 20, 2014
Accepted Paper Series

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
9 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
7 downloads

Incl. Electronic Paper Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013
Jack Vogel and Yang Xu
Alpha Architect and Alpha Architect
Date Posted: October 18, 2014
Working Paper Series
192 downloads

Incl. Electronic Paper Forecasting Crashes: Correlated Fund Flows and the Skewness in Stock Returns
Xun Gong and Melissa Lin
Tinbergen Institute and Erasmus University Rotterdam
Date Posted: October 18, 2014
Working Paper Series
6 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
12 downloads

Incl. Electronic Paper Incorporating Financing-Related Determinants of Value in the Discounted Cash Flow Model
Journal of Economic Surveys 22, 2008, pp. 274-98
Seth Armitage
University of Edinburgh
Date Posted: October 18, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Which is the Right 'Market Beta'? 1,385 US Companies and 147 Betas/Company in a Single Date
Jose Paulo Carelli , Pablo Fernandez , Isabel Fernández Acín and Alberto Ortiz Pizarro
ISE Business School , University of Navarra - IESE Business School , University of Navarra and University of Navarra, IESE Business School
Date Posted: October 18, 2014
Last Revised: October 20, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Shades of Darkness: A Pecking Order of Trading Venues
Albert J. Menkveld , Bart Z. Yueshen and Haoxiang Zhu
VU University Amsterdam , INSEAD - Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 17, 2014
Last Revised: October 20, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper False News, Informational Efficiency, and Price Reversals
Jérôme Dugast and Thierry Foucault
Banque de France - Economic Study and Research Division and HEC Paris (Groupe HEC) - Finance Department
Date Posted: October 17, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Feature Selection Risk
Alexander Chinco
University of Illinois at Urbana-Champaign - College of Business
Date Posted: October 17, 2014
Working Paper Series
3 downloads

Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts
Journal of Real Estate Finance and Economics, Vol. 49, No. 4, 2014
Erik Devos , Thomas H. McInish , Michael D. McKenzie and James Upson
University of Texas at El Paso - College of Business Administration - Department of Economics and Finance , University of Memphis - Fogelman College of Business and Economics , University of Sydney - Discipline of Finance and University of Texas at El Paso
Date Posted: October 17, 2014
Accepted Paper Series

Incl. Electronic Paper Pricing Path Dependent Contracts in the Presence of Stochastic Volatility - Combining Numerical Integration, Finite Difference and Conditional Monte Carlo
William A McGhee
Royal Bank of Scotland (RBS)
Date Posted: October 16, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper A Neoclassical Interpretation of Momentum
Journal of Monetary Economics, Vol. 67, 2014
Laura Xiaolei Liu and Lu Zhang
Hong Kong University of Science & Technology and Ohio State University - Fisher College of Business
Date Posted: October 16, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Estimating Firm-Specific Implied Risk Premium
Pengguo Wang
Xfi, University of Exeter
Date Posted: October 16, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Incremental Variables and the Investment Opportunity Set
Chicago Booth Research Paper No. 14-35, Fama-Miller Working Paper
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Date Posted: October 15, 2014
Last Revised: October 17, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Retrieving Inflation Expectations and Risk Premia Effects from the Term Structure of Interest Rates
Efthymios Argyropoulos and Elias Tzavalis
Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business - Department of Economics
Date Posted: October 14, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Full-Rank Maximum Correlation Portfolio Approach in Asset Pricing Tests
KAIST College of Business Working Paper Series No. 2014-018
Jinyong Kim
KAIST College of Business
Date Posted: October 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Switching Risk Off: FX Correlations and Risk Premia
Alessandro Beber , Michael W. Brandt and Jason Cen
Cass Business School , Duke University - Fuqua School of Business and City University London - Sir John Cass Business School
Date Posted: October 12, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Simple Heuristics for Pricing VIX Options
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
19 downloads

Incl. Electronic Paper Asset Growth and the Cross Section of 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: October 12, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Financial Crisis and the Behavior of S&P 500 Index Option Prices
Mo Chaudhury
McGill University - Desautels Faculty of Management
Date Posted: October 12, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Recovery with Unbounded Diffusion Processes
Johan Walden
University of California, Berkeley - Finance Group
Date Posted: October 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Pragmatist's Guide to Long-Run Equity Returns, Market Valuation, and the CAPE
John Edwin Golob
Federal Reserve Bank of Kansas City (Retired)
Date Posted: October 12, 2014
Working Paper Series
11 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 Digesting Anomalies: An Investment Approach
Review of Financial Studies, Forthcoming
Kewei Hou , Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance , University of Cincinnati and Ohio State University - Fisher College of Business
Date Posted: October 12, 2014
Accepted Paper Series
31 downloads

Incl. Electronic Paper American Call Options for Power System Balancing
John Moriarty and Jan Palczewski
University of Manchester - School of Mathematics and University of Leeds - School of Mathematics
Date Posted: October 12, 2014
Last Revised: October 13, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Ex-Day Returns of Stock Distributions: An Anchoring Explanation
Eric C. Chang , Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business , University of Hong Kong - School of Business and University of Macau - Faculty of Business Administration
Date Posted: October 11, 2014
Last Revised: October 16, 2014
Working Paper Series
8 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
5 downloads

Incl. Electronic Paper Consumption-Based Asset Pricing with Rare Disaster Risk
CFS Working Paper No. 480
Joachim Grammig and Jantje Soenksen
Eberhard Karls Universitaet Tübingen and University of Tuebingen
Date Posted: October 11, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Give Me Strong Moments and Time: Combining GMM and SMM to Estimate Long-Run Risk Asset Pricing Models
CFS Working Paper No. 479
Joachim Grammig and Eva-Maria Schaub
Eberhard Karls Universitaet Tübingen and Eberhard Karls Universitaet Tuebingen
Date Posted: October 11, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Tsallis Entropy: Do the Market Size and Liquidity Matter?
Constantin Gurdgiev and Gerard Harte
Trinity College, Dublin and Trinity College (Dublin)
Date Posted: October 11, 2014
Working 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
7 downloads

Incl. Electronic Paper Impact of Shari’a Screening on Stock Returns: Evidence from KMI-30
Muhammad Hanif
National University of Computer & Emerging Sciences (NUCES) - FAST School of Management
Date Posted: October 10, 2014
Working Paper Series
8 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
12 downloads

Incl. Electronic Paper Measuring Ambiguity Aversion
A. Ronald Gallant , Mohammad R. Jahan-Parvar and Hening Liu
Duke University - Fuqua School of Business, Economics Group , Board of Governors of the Federal Reserve System (FRB) and University of Manchester
Date Posted: October 10, 2014
Last Revised: October 13, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
CESifo Working Paper Series No. 4752
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: October 10, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Robust Fundamental Theorem of Asset Pricing with Discrete Martingale Measures
Meriton Ibraimi and Markus Leippold
University of Zurich - Swiss Banking Institute (ISB) and University of Zurich - Department of Banking and Finance
Date Posted: October 09, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Explicit Solutions of Quadratic FBSDEs Arising from Quadratic Term Structure Models
Cody Blaine Hyndman and Xinghua Zhou
Concordia University, Quebec - Department of Mathematics and Statistics and Western University
Date Posted: October 09, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Reforming LIBOR and Other Financial-Market Benchmarks
Darrell Duffie and Jeremy C. Stein
Stanford University - Graduate School of Business and Harvard University - Department of Economics
Date Posted: October 09, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Is Investor Attention for Sale? The Role of Advertising in Financial Markets
Joshua Madsen and Marina Niessner
University of Minnesota - Twin Cities - Carlson School of Management and Yale School of Management
Date Posted: October 08, 2014
Last Revised: October 16, 2014
Working Paper Series
6 downloads

Testing Term Structure Estimation Methods
FRB Atlanta Working Paper 96-12a
Robert R. Bliss
Wake Forest University - Schools of Business
Date Posted: October 08, 2014
Working Paper Series

Incl. Electronic Paper A Further Investigation of the Lead-Lag Relationship in Returns and Volatility between the Spot Market and Stock Index Futures: Early Evidence from Greece
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper An Investigation of the Lead-Lag Relationship between the VIX Index and VIX Futures on the S&P500
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper The Transmission of Unconventional Monetary Policy to the Emerging Markets - An Overview
BIS Paper No. 78a
Madhusudan S. Mohanty
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: October 07, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper The Transmission of Unconventional Monetary Policy to the Emerging Markets
BIS Paper No. 78
Bank for International Settlements
Bank for International Settlements (BIS)
Date Posted: October 07, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper CAPM: An Absurd Model
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: October 07, 2014
Last Revised: October 20, 2014
Working Paper Series
3718 downloads

Incl. Electronic Paper Benchmark Tipping in the Global Bond Market
BIS Working Paper No. 466
Lawrence Kreicher , Robert N. McCauley and Philip D. Wooldridge
Dartmouth College , Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: October 07, 2014
Working Paper Series
3 downloads


 

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