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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 566,200
Full Text Papers: 468,311
Authors: 262,525
Papers Received in
  Last 12 months:
63,670

Paper Downloads:
To date: 78,719,221
Last 12 months: 9,719,939
Last 30 days: 794,470

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Papers with
  Resolved
  References:
263,937
Total References: 9,064,481
Papers with Cites: 243,212
Total Citation
  Links:
6,006,875
Papers with
  Resolved
  Footnotes:
93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: G11
3,123,840 Total downloads
Showing Papers 4,401 - 4,450 of 8,452
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Incl. Electronic Paper Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence
Christopher Fink , Katharina Raatz and Florian Weigert
University of Mannheim - Finance Area , DWS Asset Management and University of Saint Gallen - SoF: School of Finance
Date Posted: September 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Class of its Own? The Role of Sustainable Real Estate in a Conditional Value at Risk Multi-Asset Portfolio
Peter Geiger , Marcelo Cajias and Franz Fuerst
University of Regensburg - International Real Estate Business School (IREBS) , PATRIZIA Immobilien AG and University of Cambridge - Department of Land Economy
Date Posted: September 19, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Capital Structure Arbitrage Revisited
Marcin Wojtowicz
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: September 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Is There News in the Timing of Earnings Announcements?
Joshua Livnat and Li Zhang
New York University and Rutgers Business School
Date Posted: September 17, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper On Equity Premium and Dividend Growth Predictability: Economic Fundamentals Matter!
Jiahan Li and Ilias Tsiakas
University of Notre Dame and University of Guelph
Date Posted: September 17, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Discount Rates, Market Frictions, and the Mystery of the Size Premium
Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: September 17, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper An Empirical Investigation of Methods to Reduce Transaction Costs
Journal of Empirical Finance, Forthcoming
Theodore C. Moorman
Baylor University - Department of Finance, Insurance & Real Estate
Date Posted: September 16, 2014
Last Revised: September 18, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios
Ramesh K Adhikari , Kyle J Putnam and Neal Maroney
University of New Orleans - College of Business Administration , University of New Orleans - College of Business Administration - Department of Economics and Finance and University of New Orleans - College of Business Administration
Date Posted: September 16, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The Sampling Distribution of the Mean-Variance Efficient Frontier and the Optimal Fisher Information Portfolio
Majeed Simaan , Yusif Simaan and Yi Tang
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology , Fordham University - Graduate School of Business and Fordham University - School of Business
Date Posted: September 15, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Portfolio Choice in Retirement with Participating Life Annuities
Ralph Rogalla
Goethe University Frankfurt - Department of Finance
Date Posted: September 14, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Institutional Investor Portfolio Allocation, Quantitative Easing and the Global Financial Crisis
Bank of England Working Paper No. 510
Michael Joyce , Zhuoshi Liu and Ian Tonks
Bank of England - Monetary Analysis , Bank of England - Monetary Analysis and University of Bath School of Management
Date Posted: September 13, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Expected Return of Fear
Ing-Haw Cheng
Dartmouth College - Tuck School of Business
Date Posted: September 13, 2014
Last Revised: September 16, 2014
Working Paper Series
32 downloads

Large Price Changes and Subsequent Returns
Journal of Investment Management, 2013
Suresh Govindaraj , Joshua Livnat , Pavel G. Savor and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick , New York University , Fox School of Business - Temple University and Rutgers Business School-Newark and New Brunswick
Date Posted: September 13, 2014
Accepted Paper Series

Incl. Electronic Paper Macro-Expectations and Bond Risk Premia
Jonas Nygaard Eriksen
Aarhus University and CREATES
Date Posted: September 13, 2014
Last Revised: September 16, 2014
Working Paper Series
9 downloads

Transfer Pricing and 3 Group-Effect Risk Adjustments to Fair Market Comparators
Rupert Macey-Dare
University of Oxford - Saint Cross College
Date Posted: September 12, 2014
Working Paper Series

Incl. Electronic Paper Foreign Central Bank Activities in U.S. Futures Markets
Raymond P.H. Fishe , Michel A. Robe and Aaron Smith
University of Richmond - E. Claiborne Robins School of Business , American University - Kogod School of Business and University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: September 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Do Stock Markets Price Ex-Ante Skewness? New Quantile Regression-Based Evidence
Kevin Aretz and Yakup Eser Arisoy
Manchester Business School and Université Paris-Dauphine - DRM-CEREG
Date Posted: September 11, 2014
Last Revised: September 12, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Idiosyncratic Volatility and Cross-Section of Stock Returns: Evidences from India
Prashant Sharma and Brajesh Kumar
Government of India - National Institute of Financial Management (NIFM) and Government of India - National Institute of Financial Management (NIFM)
Date Posted: September 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Note on Almost Stochastic Dominance and Generalized Almost Stochastic Dominance
Xu Guo , Wing-Keung Wong and Lixing Zhu
Hong Kong Baptist University (HKBU) - Department of Mathematics , Hong Kong Baptist University (HKBU) and Hong Kong Baptist University (HKBU) - Department of Mathematics
Date Posted: September 11, 2014
Last Revised: September 12, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs
Tim Leung , Xin Li and Zheng Wang
Columbia University , Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: September 10, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Expanding the Benchmarked Equity Portfolio Management Paradigm
Hamza Bahaji , Stephanie Ridon and Emmanuel Bourdeix
University of Paris 9 Dauphine, DRM-Finance , Natixis - NATIXIS Asset Management and Natixis - NATIXIS Asset Management
Date Posted: September 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets
IMF Working Paper No. 14/156
Nasha Ananchotikul and Longmei Zhang
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: September 10, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Household Debt: Facts, Puzzles, Theories, and Policies
Jonathan Zinman
Dartmouth College
Date Posted: September 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Incomplete Market and Information Relevance Response to the No Believer on Self Finance Replication Strategy
Christian Kamtchueng
Barclays Capital
Date Posted: September 09, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Rogue Trading or Directional Hedging? Information Relevance Theory
Christian Kamtchueng
Barclays Capital
Date Posted: September 09, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Modern Prospect Theory: The Missing Link Between Modern Portfolio Theory and Prospect Theory
Arun Muralidhar
AlphaEngine Global Investment Solutions/George Washington Univ
Date Posted: September 09, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Fooled by Randomness: Investor Perception of Fund Manager Skill
Justus Heuer , Christoph Merkle and Martin Weber
University of Mannheim - Finance AreaUniversity of Mannheim - Graduate School of Economic and Social Sciences , University of Mannheim - Department of Banking and Finance and University of Mannheim - Department of Banking and Finance
Date Posted: September 09, 2014
Last Revised: September 10, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Portfolio Performance Evaluation Benchmark: A Note
Journal of Economics and Finance Education, Forthcoming
Adam Y.C. Lei and Huihua Li
Midwestern State University and St. Cloud State University
Date Posted: September 08, 2014
Last Revised: September 11, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Who Should Sell Stocks?
Paolo Guasoni , Ren Liu and Johannes Muhle-Karbe
Boston University - Department of Mathematics and Statistics , ETH Zürich and ETH Zürich
Date Posted: September 07, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Financial Literacy and Investments in Higher Education
Fernando Lopez
Universidad Alberto Hurtado
Date Posted: September 06, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Corporate Production and Hedging Decisions Under Dodd-Frank and EMIR
USAEE Working Paper No. 14-170
Frank Lehrbass
RWE Supply & Trading GmbH
Date Posted: September 06, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Annuity Portfolio Under Inflation Risk
Agnieszka K. Konicz , David Pisinger and Alex Weissensteiner
Technical University of Denmark , Technical University of Denmark - Management Engineering, Management Science and Free University of Bolzano/Bozen
Date Posted: September 06, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Bank Asset Reallocation and Sovereign Debt
Michele U. Fratianni and Francesco Marchionne
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Nottingham Business School - Department of Economics
Date Posted: September 05, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Vehículos De Inversión Microfinanciera Y Performance (Microfinance Investment Vehicles and Performance)
Fernando Gómez-Bezares , Estibaliz Goicoechea and Paule Odriozola
University of Deusto , University of Deusto and University of Deusto
Date Posted: September 04, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Incorporating Item Sets into an Introductory Investments Course
John D. Stowe
Ohio University
Date Posted: September 03, 2014
Working Paper Series
130 downloads

What's in the News? Using News Sentiment Momentum for Tactical Asset Allocation
Journal of Portfolio Management, Forthcoming
Matthias Uhl , Oliver Malitius and Mads Pedersen
UBS AG , UBS AG and UBS AG
Date Posted: September 03, 2014
Accepted Paper Series

Incl. Electronic Paper Trust and Local Bias
Chishen Wei and Lei Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU)
Date Posted: September 02, 2014
Working Paper Series
13 downloads

Myopic or Strategic Trading: Evidence from the U.S. Insurers
Michael Liu
University of Melbourne
Date Posted: September 02, 2014
Working Paper Series

Incl. Electronic Paper Conditional Sharpe Ratios
Victor Chow and Christine W. Lai
West Virginia University and Yuan Ze University
Date Posted: September 02, 2014
Working Paper Series
45 downloads

Incl. Electronic Paper Commodity Risk Factors and the Cross-Section of Equity Returns
Chris Brooks , Adrián Fernández-Pérez , Joelle Miffre and Ogonna Nneji
University of Reading - ICMA Centre , Auckland University of Technology , EDHEC Business School and University of Reading - ICMA Centre
Date Posted: September 02, 2014
Working Paper Series
76 downloads

Incl. Electronic Paper A Relative Entropy Approach to Stochastic Dominance Analysis
Thierry Post
Koc University - Graduate School of Business
Date Posted: September 02, 2014
Last Revised: September 15, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Using Fuzzy Real Options Valuation for Assessing Investments in NGCC and CCS Energy Conversion Technology
FCN Working Paper No. 3/2009
Christian Kraemer and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: September 02, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets
Adam Zaremba and Adam Szyszka
Poznań University of Economics and Warsaw School of Economics
Date Posted: September 01, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper The Impact of Pension Systems on Financial Development: An Empirical Study
Shouji Sun and Jiye Hu
University of International Business and Economics and Center for Law and Economics, China University of Political Science and Law
Date Posted: September 01, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Chinese IPO Examination Mechanism Affected by Administrative Factors: New Evidence from Rejected IPO Firms
Journal of Economic Research, 19(2), 171-196
Hai Long and Zhaoyong Zhang
Edith Cowan University and Edith Cowan University - Faculty of Business and Law
Date Posted: September 01, 2014
Accepted Paper Series
9 downloads

Incl. Fee Electronic Paper The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing
Journal of Investment Consulting, Vol. 15, No. 1, 51-66, 2014
Arun Muralidhar , Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions/George Washington Univ , Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Date Posted: August 30, 2014
Last Revised: August 31, 2014
Accepted Paper Series

Incl. Electronic Paper Rebalancing Risk
Nicolas M Granger , Douglas Greenig , Campbell R. Harvey , Sandy Rattray and David Zou
Man Group , Independent , Duke University - Fuqua School of Business , AHL / Man Systematic Strategies and Man Group plc - AHL Man Systematic Strategies
Date Posted: August 30, 2014
Working Paper Series
701 downloads

Incl. Electronic Paper Intergenerational Transfers Under an Uncertain Estate Tax
David Joulfaian
US Department of the Treasury - Office of Tax Analysis
Date Posted: August 30, 2014
Last Revised: September 01, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Emerging Market Outperformance: Publicly Traded Affiliates of Multinational Corporations
Journal of Investment Consulting, Vol. 15, No. 1, 27-35, 2014
Martijn Cremers
University of Notre Dame
Date Posted: August 29, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk, and Valuation for Improved Performance
Journal of Investment Consulting, Vol. 15, No. 1, 12-26, 2014
David Garff
Accuvest Global Advisors
Date Posted: August 29, 2014
Accepted Paper Series


 

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