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SSRN eLibrary Statistics:

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Abstracts: 614,842
Full Text Papers: 511,576
Authors: 283,954
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  Last 12 months:
63,562

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To date: 87,890,426
Last 12 months: 11,496,209
Last 30 days: 871,878

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289,494
Total References: 9,075,610
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  Footnotes:
94,530
Total Footnotes: 9,171,445


SSRN eLibrary Search Results
JEL Code: G1
16,420,787 Total downloads
Showing Papers 4,521 - 4,570 of 44,914
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Incl. Electronic Paper Designing Effective Macroprudential Stress Tests: Progress so Far and the Way Forward
IMF Working Paper No. WP/15/146
Dimitri G. Demekas
International Monetary Fund (IMF)
Date Posted: July 07, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Why Do Pit-Hours Outlive the Pit?
Tinbergen Institute Discussion Paper 15-082/III
Sait R. Ozturk , Michel van der Wel and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) , Erasmus University Rotterdam and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: July 07, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper An Empirical Study of Portfolio Selection for Optimally Hedged Portfolios
Multinational Finance Journal, Vol. 7, No. 1/2, p. 83-106, 2003
Christopher J. Adcock
University of Sheffield - School of Management
Date Posted: July 07, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Hedging Strategy for New Zealand's Exporters in Transaction Exposure to Currency Risk
Multinational Finance Journal, Vol. 7, No. 1/2, p. 25-54, 2003
Kam Fong Chan , Christopher Gan and Patricia A. McGraw
University of Queensland - Faculty of Business, Economics and Law , Lincoln University (NZ) and Ryerson University
Date Posted: July 07, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test
Multinational Finance Journal, Vol. 7, No. 1/2, p. 3-23, 2003
Anthony J. Seymour and Daniel A. Polakow
University of Cape Town (UCT) and University of Cape Town (UCT)
Date Posted: July 07, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Ambiguous Information about Interest Rates and Bond Uncertainty Premiums
Hwagyun Kim
Texas A&M University - Mays Business School
Date Posted: July 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Characterizing Co-Movements between Indian and Emerging Asian Equity Markets Through Wavelet Multi-Scale Analysis
Journal of East Asian Economic Integration, Vol. 19, No. 2 (June 2015) 189-220
Aasif Shah M. , Malabika Deo and Wayne M King
Pondicherry University , Pondicherry University - Department of Commerce and The MathWorks, Inc.
Date Posted: July 07, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Skewness and Co-Skewness in Bond Returns
I-Hsuan Ethan Chiang
University of North Carolina (UNC) at Charlotte
Date Posted: July 07, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Risk, Return and Portfolio Theory – A Contextual Note
Samithamby Senthilnathan
Nilai International University, Malaysia
Date Posted: July 07, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Value of Trading Relationships in Turbulent Times
Marco Di Maggio , Amir Kermani and Zhaogang Song
Columbia Business School - Finance and Economics , University of California, Berkeley - Haas School of Business and Board of Governors of the Federal Reserve System (FRB)
Date Posted: July 07, 2015
Working Paper Series
67 downloads

Incl. Electronic Paper Predicting Stock Returns in the Presence of Uncertain Structural Changes and Sample Noise
Daniel Mantilla-Garcia and Vijay Vaidyanathan
Optimal Asset Management and Optimal Asset Management LLC
Date Posted: July 07, 2015
Working Paper Series
5 downloads

A Closer and More Democratic Union to Heal Economic Asymmetries and Help Southern European Countries Such as Greece
Forthcoming 2015: Palgrave McMillan, Who's to Blame for Greece. Austerity in Charge of Fixing a Broken Economy.
Michael S. Mitsopoulos and Theodore Pelagidis
Hellenic Federation of Enterprises and University of Piraeus
Date Posted: July 07, 2015
Working Paper Series

Incl. Electronic Paper Information Transmission between U.S. and China Index Futures Markets: An Asymmetric DCC GARCH Approach
Yang Hou and Steven Li
Department of Finance, Waikato Management School, University of Waikato and RMIT University
Date Posted: July 07, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Optimal Investment in Markets with Over and Under-Reaction to Information
Giorgia Callegaro , M'hamed Gaigi , Simone Scotti and Carlo Sgarra
University of Padua , Université d'Évry , Université Paris VII Denis Diderot and Politecnico di Milano- Dipartimento di Matematica
Date Posted: July 06, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Quantum Macroeconomics Theory
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: July 06, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Mandelbrot Market-Model and Momentum
Wilhelm Berghorn and Sascha Otto
Mandelbrot Quantitative Research UG and Independent
Date Posted: July 06, 2015
Working Paper Series
51 downloads

Incl. Electronic Paper The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns
Andreas S. Chouliaras
Luxembourg School of Finance
Date Posted: July 06, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Aims and Prospects of the Asian Infrastructure Investment Bank Proposed by China
Nomura Journal of Capital Markets, Vol. 6, No. 4, 2015
Eiichi Sekine
Nomura Institute of Capital Markets Research
Date Posted: July 06, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Comparison of the Singapore and Hong Kong Emerging-Company Markets
Nomura Journal of Capital Markets, Vol. 6, No. 4, 2015
Yohei Kitano
Nomura Institute of Capital Markets Research
Date Posted: July 06, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Infrastructure Financing in Asia − Current Situation and Future Outlook
Nomura Journal of Capital Markets, Vol. 6, No. 4, 2015
Yohei Kitano
Nomura Institute of Capital Markets Research
Date Posted: July 06, 2015
Accepted Paper Series
3 downloads

The Information Content and Investor Reaction to SEC Disclosures by Foreign Firms
Audra L. Boone , Kathryn M. Schumann and Joshua T. White
Texas A&M University (TAMU) - Department of Finance , James Madison University and University of Georgia
Date Posted: July 06, 2015
Working Paper Series

Incl. Electronic Paper Problems and Issues in Transformation from Conventional Banking to Islamic Banking: Literature Review for the Need of a Comprehensive Framework for a Smooth Change
City University Research Journal, 5(2). 315-326, 2015
Abdul Rafay and Ramla Sadiq
University of Management & Technology (UMT) and Independent
Date Posted: July 06, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Value or Growth? Pricing of Idiosyncratic Cash-Flow Risk with Heterogeneous Beliefs
Michael F. Gallmeyer , Hogyu Jhang and Hwagyun Kim
University of Virginia (UVA) - McIntire School of Commerce , Georgia Institute of Technology and Texas A&M University - Mays Business School
Date Posted: July 06, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Policy Lessons from Financing Innovative Firms
Karen E. Wilson
Bruegel
Date Posted: July 05, 2015
Last Revised: July 06, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Nominal Rigidities and the Term Structures of Equity and Bond Returns
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System (FRB) and Board of Governors of the Federal Reserve System (FRB)
Date Posted: July 05, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Investor Sentiment, Anomalies, and the Macroeconomy
Dongcheol Kim and Haejung Na
Korea University Business School and Korea University
Date Posted: July 05, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper CAPE Around the World Update 2015 – Return Differences and Exchange Rate Movements
Joachim Klement
Wellershoff & Partners Ltd.
Date Posted: July 05, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Mispricing Factors
Robert F. Stambaugh and Yu Yuan
University of Pennsylvania - The Wharton School and Shanghai Advanced Institute of Finance
Date Posted: July 05, 2015
Working Paper Series
83 downloads

Incl. Electronic Paper Is Information Uncertainty Diversifiable? A Short Bayesian Answer
D.J. Johnstone
University of Sydney Business School
Date Posted: July 05, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Exponential-Affine Approximations of Macro-Finance Models with Nonlinear Habits
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System (FRB) and Board of Governors of the Federal Reserve System (FRB)
Date Posted: July 05, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Uncertainty and International Capital Flows
Francois Gourio , Michael Siemer and Adrien Verdelhan
Federal Reserve Bank of Chicago , Board of Governors of the Federal Reserve System and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: July 05, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Risk Control: Who Cares?
Nicholas Taylor
University of Bristol - School of Economics, Finance and Management
Date Posted: July 04, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper 3 Artículos cortos sobre Finanzas y Sensatez (3 Notes About Finance and Common Sense)
Pablo Fernandez , Alberto Ortiz Pizarro and Isabel Fernández Acín
University of Navarra - IESE Business School , University of Navarra, IESE Business School and University of Navarra
Date Posted: July 04, 2015
Working Paper Series
664 downloads

Incl. Electronic Paper La Titularización En Colombia: Veinte Años De Regulación, 1993-2013 (Securitization in Colombia: Twenty Years of Regulation, 1993-2013)
Revista de Economía Institucional 17, 32, primer semestre de 2015,
Constanza Blanco Baron
Universidad Externado de Colombia
Date Posted: July 04, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Investment Motive of Individual Investor in the Stock of Market of Nepal
Bhushan Karki and Bibhav Adhikari
Little Angels' College of Management (LACM) and Little Angels' College of Management (LACM)
Date Posted: July 03, 2015
Working Paper Series
42 downloads

Evaluating Mergers in the Presence of Dynamic Competition Using Impacts on Rivals
Journal of Law and Economics, Vol. 58, 2015
Darren Filson , Saman Olfati and Fatos Radoniqi
Robert Day School of Economics and Finance , Claremont McKenna College and Whittier College
Date Posted: July 03, 2015
Accepted Paper Series

Earnings Metrics, Information Processing, and Price Efficiency in Laboratory Markets
Journal of Accounting Research, Vol. 53, No. 3, 2015
W. Brooke Elliott , Jessen L. Hobson and Brian J. White
University of Illinois at Urbana-Champaign , University of Illinois at Urbana-Champaign and University of Texas at Austin - Department of Accounting
Date Posted: July 03, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Public Pension Fund Management: Best Practice and International Experience
Asian Economic Policy Review, Vol. 10, Issue 2, pp. 275-295, 2015
Andrew Rozanov
The Royal Institute of International Affairs
Date Posted: July 03, 2015
Accepted Paper Series

Incl. Electronic Paper Liquidity and Volatility in the Chinese Commodity Futures Market: Evidence from Intraday Data
Ying Jiang , Shamim Ahmed and Xiaoquan Liu
University of Nottingham Ningbo , Nottingham University Business School and University of Nottingham Ningbo
Date Posted: July 03, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective
Doron Israeli , Charles M.C. Lee and Suhas A. Sridharan
Interdisciplinary Center (IDC) Herzliya - Arison School of Business , Stanford University - Graduate School of Business and University of California, Los Angeles
Date Posted: July 03, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Hedging with Small Uncertainty Aversion
Sebastian Herrmann , Johannes Muhle-Karbe and Frank Thomas Seifried
ETH Zurich , ETH Zürich and University of Trier
Date Posted: July 03, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Debt Collection Agencies and the Supply of Consumer Credit
FRB of Philadelphia Working Paper No. 15-23
Viktar Fedaseyeu
Bocconi University - Department of Finance
Date Posted: July 03, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Stochastic Differential Utility with Preference for Information: Existence, Uniqueness, Concavity, and Utility Gradients
Thomas Seiferling and Frank Thomas Seifried
University of Kaiserslautern and University of Trier
Date Posted: July 03, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Can Anomalies Survive Insider Disagreements?
Deniz Anginer , Gerard Hoberg and H. Nejat Seyhun
Virginia Tech Pamplin Business School , University of Southern California - Marshall School of Business and University of Michigan, Stephen M. Ross School of Business
Date Posted: July 03, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper Asset Allocation Strategies Based on Penalized Quantile Regression
Giovanni Bonaccolto , Massimiliano Caporin and Sandra Paterlini
University of Padova - Department of Statistical Sciences , University of Padova - Department of Economics and Management "Marco Fanno" and EBS Universität für Wirtschaft und Recht
Date Posted: July 03, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Executive Compensation Convexity and Firm Crash Risk
Musa Amadeus and Ronnie Sadka
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Date Posted: July 03, 2015
Last Revised: July 04, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper CCP Resilience and Clearing Membership
Angela Armakola and Jean Paul Laurent
University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM and University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM
Date Posted: July 03, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Performance Evaluation with Higher Moments
Kerry Back , Alan D. Crane and Kevin Crotty
Rice University - Jones Graduate School of Business and Department of Economics , Rice University - Jesse H. Jones Graduate School of Business and Rice University
Date Posted: July 03, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Estimating Market Leverage: Maximum Likelihood and Kalman Filter
Raffaele Corvino
City University London - Sir John Cass Business School
Date Posted: July 03, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates
Francesca Biagini , Alessandro Gnoatto and Maximilian Härtel
University of Bologna - Department of Mathematics , Ludwig Maximilian University of Munich and Ludwig Maximilian University of Munich - Department of Mathematics
Date Posted: July 03, 2015
Working Paper Series
7 downloads


 

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