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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G10
1,448,729 Total downloads
Showing Papers 451 - 500 of 4,442
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Incl. Electronic Paper Low-Risk Investing Without Industry Bets
Clifford S. Asness , Andrea Frazzini and Lasse Heje Pedersen
AQR Capital Management, LLC , AQR Capital Management, LLC and New York University (NYU) - Department of Finance
Date Posted: May 03, 2013
Last Revised: May 10, 2013
Working Paper Series
737 downloads

Incl. Electronic Paper The 'Make or Take' Decision in an Electronic Market: Evidence on the Evolution of Liquidity
13th Annual Utah Winter Finance Conference; NYU Stern School of Business Working Paper No. FIN-02-029; AFA 2003 Washington, DC Meetings
Robert J. Bloomfield , Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management , Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 23, 2002
Working Paper Series
737 downloads

Incl. Electronic Paper Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
Turan G. Bali , Nusret Cakici and Robert Whitelaw
Georgetown University - Robert Emmett McDonough School of Business , Fordham University - Graduate School of Business and New York University
Date Posted: September 03, 2008
Last Revised: February 27, 2012
Working Paper Series
736 downloads

Incl. Electronic Paper The Dynamics of DAX Implied Volatilities
University of Augsburg Working Paper
Martin Wallmeier and Reinhold Hafner
University of Fribourg (Switzerland) - Faculty of Economics and Social Science and risklab germany GmbH
Date Posted: September 11, 2000
Working Paper Series
736 downloads

Incl. Electronic Paper Trading Strategy Performance when Using Value at Risk or Expected Shortfall as a Risk Constraint
Yuxing Yan
Hofstra University
Date Posted: March 31, 2002
Working Paper Series
735 downloads

Incl. Electronic Paper Hedging the Art Market: Creating Art Derivatives
Olivia Ralevski
University of Edinburgh - Business School
Date Posted: November 21, 2008
Last Revised: January 25, 2009
Working Paper Series
731 downloads

Incl. Electronic Paper MiFID Best Execution Benchmark
Kiran Karande
Symbiosis International University - Symbiosis Center for Management & Human Resource Development
Date Posted: May 02, 2007
Working Paper Series
731 downloads

Incl. Electronic Paper The Case for Mandatory Ownership Disclosure
Stanford Journal of Law, Business, and Finance, Vol. 15, pp. 127-182, 2010
Michael C. Schouten
University of Amsterdam, Faculty of Law
Date Posted: February 18, 2009
Last Revised: April 08, 2011
Accepted Paper Series
731 downloads

Incl. Electronic Paper Determinants of Corporate Bond Trading: A Comprehensive Analysis
Edith S. Hotchkiss and Gergana Jostova
Boston College - Carroll School of Management and George Washington University - Department of Finance
Date Posted: July 19, 2007
Working Paper Series
730 downloads

Incl. Electronic Paper Robust Conditional Variance Estimation and Value-at-Risk
Richard D. F. Harris and Cherif Guermat
University of Exeter - Business School and Bristol Business School
Date Posted: February 01, 2001
Working Paper Series
730 downloads

Incl. Electronic Paper Towards a Macroprudential Framework for Financial Supervision and Regulation?
BIS Working Paper No. 128
Claudio E. V. Borio
Bank for International Settlements (BIS) - Research and Policy Analysis
Date Posted: November 07, 2005
Working Paper Series
728 downloads

Incl. Electronic Paper International Stock Market Liquidity and Financial Crisis
Sichong Chen and Ser-Huang Poon
Bocom Schroders Fund and University of Manchester - Business School
Date Posted: July 02, 2008
Working Paper Series
725 downloads

Incl. Electronic Paper Can Short-Sellers Predict Returns? Daily Evidence
EFA 2006 Zurich Meetings, Fisher College of Business Working Paper No. 2007-03-013 and Charles A. Dice Center Working Paper No. 2005-15
Karl B. Diether , Kuan-Hui Lee and Ingrid M. Werner
Tuck School of Business at Dartmouth College , Seoul National University Business School and The Ohio State University - Fisher College of Business
Date Posted: July 28, 2005
Working Paper Series
724 downloads

Incl. Electronic Paper Pricing Options on Realized Variance
EFA 2005 Moscow Meetings Paper
Peter Carr , Hélyette Geman , Dilip B. Madan and Marc Yor
New York University (NYU) - Courant Institute of Mathematical Sciences , University of London, Birkbeck College - School of Economics, Mathematics and Statistics , University of Maryland - Robert H. Smith School of Business and Universite Paris
Date Posted: March 11, 2005
Last Revised: January 30, 2010
Working Paper Series
724 downloads

Incl. Electronic Paper High-Frequency Technical Trading: The Importance of Speed
Tinbergen Institute Discussion Paper 12-018/4
Martin L. Scholtus and Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: March 02, 2012
Working Paper Series
721 downloads

Incl. Electronic Paper Is it the Weather?
Ben Jacobsen and Wessel Marquering
New Zealand Institute of Advanced Study and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: September 30, 2008
Last Revised: October 20, 2008
Working Paper Series
719 downloads

Incl. Electronic Paper Is Minimum Variance Hedging Necessary for Equity Indices? A Study of Hedging and Cross-Hedging Exchange Traded Funds
ICMA Centre Finance Discussion Paper No. 2005-16
Carol Alexander and Andreza Barbosa
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: December 18, 2005
Working Paper Series
718 downloads

Incl. Electronic Paper Stock Prices and Differences of Opinion: Empirical Evidence that Prices Reflect Optimism
Kellogg Graduate School of Management Working Paper
Anna Scherbina
University of California, Davis - Graduate School of Management
Date Posted: May 09, 2001
Working Paper Series
718 downloads

Incl. Electronic Paper The Arbitrage Pricing Theory and Multifactor Models of Asset Returns
Handbooks in Operations Research and Management Science, Vol. 9
Gregory Connor and Robert A. Korajczyk
London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Northwestern University - Kellogg School of Management
Date Posted: August 02, 2009
Accepted Paper Series
718 downloads

Incl. Electronic Paper Limit Orders and Volatility in a Hybrid Market: The Island ECN
Stern School of Business Dept. of Finance Working Paper FIN-01-025
Joel Hasbrouck and Gideon Saar
New York University (NYU) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: July 26, 2002
Working Paper Series
717 downloads

Incl. Electronic Paper All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary Across Firms
Scott E. Harrington and David Shrider
University of Pennsylvania - Wharton School and University of South Carolina - Moore School of Business
Date Posted: February 10, 2003
Working Paper Series
716 downloads

Incl. Electronic Paper Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
Yale Economic Growth Center Discussion Paper No. 822
Giancarlo Corsetti , Marcello Pericoli and Massimo Sbracia
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS) , Bank of Italy and Bank of Italy
Date Posted: June 27, 2001
Working Paper Series
716 downloads

Incl. Electronic Paper Deriving by Doing: A New Approach to Teaching Finance
Joshua D. Coval , Jonathan Gadzik and Erik Stafford
Harvard Business School - Finance Unit , upTick Learning and Harvard Business School - Finance Unit
Date Posted: June 25, 2007
Working Paper Series
716 downloads

Incl. Electronic Paper More Statistical Properties of Order Books and Price Impact
Marc Potters and Jean-Philippe Bouchaud
Capital Fund Management - Department of Science and Finance and Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Date Posted: February 27, 2004
Working Paper Series
716 downloads

Incl. Electronic Paper Recent Trends in Trading Activity
AFA 2010 Atlanta Meetings Paper
Richard Roll , Avanidhar Subrahmanyam and Tarun Chordia
University of California, Los Angeles (UCLA) - Finance Area , University of California, Los Angeles (UCLA) - Finance Area and Emory University - Department of Finance
Date Posted: March 19, 2009
Last Revised: January 19, 2010
Working Paper Series
716 downloads

Incl. Electronic Paper Market Timing with Option-Implied Distributions: A Forward-Looking Approach
Alexandros Kostakis , Nikolaos Panigirtzoglou and George S. Skiadopoulos
University of Manchester - Manchester Business School , Queen Mary, University of London and University of Piraeus
Date Posted: October 23, 2008
Last Revised: March 07, 2011
Working Paper Series
714 downloads

Incl. Electronic Paper Privacy Law Fundamentals
D. Solove & P. Schwartz, PRIVACY LAW FUNDAMENTALS, International Association of Privacy Professionals, 2011, GWU Law School Public Law Research Paper No. 542, UC Berkeley Public Law Research Paper No. 1790262, GWU Legal Studies Research Paper No. 542
Daniel J. Solove and Paul M. Schwartz
George Washington University Law School and University of California, Berkeley - School of Law
Date Posted: March 20, 2011
Last Revised: March 06, 2013
Accepted Paper Series
712 downloads

Incl. Electronic Paper The Closed-End Fund Puzzle Between Classical Finance and Behavioral Finance: A Survey
Feker Bayoudh and Moez Elgaied II
University of Tunis - Faculty of Economic Sciences and Management (ESSEC) and University of Tunis - Faculty of Economic Sciences and Management (ESSEC)
Date Posted: April 09, 2008
Working Paper Series
712 downloads

Incl. Electronic Paper Financial Development and Economic Growth: An Overview
IMF Working Paper No. 00/209
Mohsin S. Khan and Abdelhak Senhadji
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Date Posted: February 14, 2006
Working Paper Series
711 downloads

Incl. Electronic Paper A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk
Journal of Financial Economics, Forthcoming, FRB of New York Staff Report No. 185
Joshua V. Rosenberg and Til Schuermann
Federal Reserve Bank of New York and Oliver Wyman
Date Posted: February 10, 2006
Accepted Paper Series
710 downloads

Incl. Electronic Paper Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures
Stephen J. Brammer , Chris Brooks and Stephen Pavelin
University of Bath - School of Management , University of Reading - ICMA Centre and University of Bath - School of Management
Date Posted: June 09, 2005
Working Paper Series
708 downloads

Incl. Electronic Paper Cost Of Issuing Preferred Stock: An Empirical Analysis
Mukesh Bajaj , Sumon C. Mazumdar and Atulya Sarin
LECG, LLC , Law and Economics Consulting Group (LECG), LLC and Santa Clara University - Department of Finance
Date Posted: January 23, 2001
Working Paper Series
708 downloads

Incl. Electronic Paper Profitability of Venture Capital Investment in Europe and the United States
European Economy Economic Paper No. 245
Catarina Dantas Machado and Kristiina Raade
European Commission and European Commission
Date Posted: July 06, 2006
Working Paper Series
707 downloads

Incl. Electronic Paper Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners
Franklin Allen , Lubomir P. Litov and Jianping Mei
University of Pennsylvania - Finance Department , University of Arizona - Department of Finance and New York University (NYU) - Department of Finance
Date Posted: January 04, 2005
Working Paper Series
706 downloads

Incl. Electronic Paper Is There an Intertemporal Relation between Downside Risk and Expected Returns?
Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 4, pp. 883-909, 2009
Turan G. Bali , K. Ozgur Demirtas and Haim Levy
Georgetown University - Robert Emmett McDonough School of Business , CUNY Baruch College - Zicklin School of Business and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: July 18, 2009
Last Revised: February 27, 2012
Accepted Paper Series
704 downloads

Incl. Electronic Paper Asset Price Bubbles: A Survey
Anna Scherbina and Bernd Schlusche
University of California, Davis - Graduate School of Management and Board of Governors of the Federal Reserve System
Date Posted: March 28, 2011
Last Revised: February 03, 2013
Working Paper Series
703 downloads

Incl. Electronic Paper Asset Price Trend Theory: Reframing Portfolio Theory from the Ground Up
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: March 31, 2013
Last Revised: May 11, 2013
Working Paper Series
702 downloads

Incl. Electronic Paper Does Greater Firm-specific Return Variation Mean More or Less Informed Stock Pricing?
Art Durnev , Randall Morck , Bernard Yin Yeung and Paul Zarowin
University of Iowa - Henry B. Tippie College of Business , University of Alberta - Department of Finance and Statistical Analysis , NUS Business School, National University of Singapore and New York University (NYU) - Department of Accounting, Taxation & Business Law
Date Posted: June 14, 2001
Working Paper Series
702 downloads

Incl. Electronic Paper Evaluating Implied Cost of Capital Estimates
Charles M.C. Lee , Eric C. So and Charles C. Y. Wang
Stanford University - Graduate School of Business , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School
Date Posted: August 06, 2010
Last Revised: September 08, 2011
Working Paper Series
702 downloads

Incl. Electronic Paper The Impact of Ageing on Demand, Factor Markets and Growth
OECD Economics Department Working Paper No. 420
Joaquim Oliveira Martins , Frederic Gonand , Pablo Antolin , Christine de la Maisonneuve and Kwang-Yeol Yoo
Organization for Economic Co-Operation and Development (OECD) - Statistics Directorate (STD) , Organization for Economic Co-Operation and Development (OECD) , Organisation for Economic Cooperation and Development, OECD , Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Republic of Korea - Ministry of Finance and Economy
Date Posted: April 06, 2005
Working Paper Series
702 downloads

Incl. Electronic Paper The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies
Journalof Portfolio Management, Forthcoming
Robert D. Arnott , Jason C. Hsu , Vitali Kalesnik and Phil Tindall
Research Affiliates, LLC , Research Affiliates, LLC , Research Affiliates LLC and Towers Watson Limited
Date Posted: October 22, 2012
Last Revised: April 04, 2013
Accepted Paper Series
702 downloads

Incl. Electronic Paper Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market
FEDEA Working Paper No. 2001-14
Fernando Fernández Rodríguez , Christian González Martel and Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science , University of Las Palmas de Gran Canaria - Faculty of Economic Science and Complutense University of Madrid
Date Posted: September 14, 2001
Working Paper Series
700 downloads

Incl. Electronic Paper Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets
Vladimir Filimonov , David Bicchetti , Nicolas Maystre and Didier Sornette
Swiss Federal Institute of Technology Zurich (ETH Zurich) , United Nations - Conference on Trade and Development (UNCTAD) , UNCTAD - United Nations Conference on Trade and Development and Swiss Finance Institute
Date Posted: March 23, 2013
Working Paper Series
698 downloads

Incl. Electronic Paper The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
AFA 2010 Atlanta Meetings Paper
Zheng Sun , Ashley Wang and Lu Zheng
University of California, Irvine - Paul Merage School of Business , Federal Reserve Board and University of California, Irvine - Paul Merage School of Business
Date Posted: February 04, 2009
Last Revised: April 09, 2011
Working Paper Series
698 downloads

Incl. Electronic Paper An Econometric Model of the Brazilian Stock Market

Date Posted: April 20, 2005
Working Paper Series
697 downloads

Incl. Electronic Paper The Optimal Design of Ponzi Schemes in Finite Economies
Utpal Bhattacharya
Indiana University Bloomington - Department of Finance
Date Posted: June 17, 1998
Working Paper Series
697 downloads

Incl. Electronic Paper Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
AFA 2008 New Orleans Meetings Paper
Neil D. Pearson , Allen M. Poteshman and Joshua S. White
University of Illinois at Urbana-Champaign - Department of Finance , University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 16, 2007
Working Paper Series
695 downloads

Incl. Electronic Paper China's Stock Market: Out of the Valley in 2004?
The Royal Institute of International Affairs Briefing Paper No. 1
Stephen Paul Green and Ming He
Standard Chartered Bank (Hong Kong) Limited and Royal Institute of International Affairs
Date Posted: February 19, 2004
Working Paper Series
694 downloads

Incl. Electronic Paper Share Issuance and Cross-Sectional Returns: International Evidence
Journal of Financial Economics (JFE), Forthcoming
R. David McLean , Jeffrey Pontiff and Akiko Watanabe
University of Alberta - Department of Finance and Statistical Analysis , Boston College - Department of Finance and University of Alberta - School of Business
Date Posted: August 22, 2007
Last Revised: January 27, 2013
Accepted Paper Series
694 downloads

Incl. Electronic Paper The Seasonality of Gold - The Autumn Effect
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 23, 2012
Last Revised: October 09, 2012
Working Paper Series
692 downloads


 

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