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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 582,279
Full Text Papers: 482,932
Authors: 269,608
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  Last 12 months:
63,585

Paper Downloads:
To date: 81,600,206
Last 12 months: 10,259,241
Last 30 days: 824,551

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  Resolved
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277,637
Total References: 9,075,575
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6,012,013
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  Footnotes:
94,592
Total Footnotes: 9,190,674


SSRN eLibrary Search Results
JEL Code: G12
6,949,147 Total downloads
Showing Papers 4,551 - 4,600 of 15,842
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1 2 3 4 ... 317 | Next >
   


Incl. Electronic Paper Is the Information Obtained from European Options on Equally Weighted Baskets Enough to Determine the Prices of Exotic Derivatives Such as Worst of Options?
Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: December 26, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Augmenting the Intertemporal CAPM with Macro Risk and Alternative Momentum Proxy
Qi Shi , Ali F. Darrat , Jung Chul Park , Bin Li and Richard Chung
Griffith University , Louisiana Tech University - College of Business , Auburn University , Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Date Posted: December 24, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper On the Generation of Negative Yields Under the Vasicek One-Factor Model
Stéphane Dang-Nguyen and Yves Rakotondratsimba
Alef-servizi spa and ECE Paris- Graduate School of Engineering
Date Posted: December 24, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Fast Aggressive Trading
Torben Latza , Ian W. Marsh and Richard Payne
Blackrock , City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: December 24, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper MBS Liquidity: Drivers and Risk Premiums
Yuriy Kitsul and Marcelo Ochoa
Board of Governors of the Federal Reserve System (FRB) and Board of Governors of the Federal Reserve System (FRB)
Date Posted: December 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Currency Risk Factors in a Recursive Multi-Country Economy
Riccardo Colacito , Mariano Massimiliano Croce , Federico Gavazzoni and Robert C. Ready
University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School , INSEAD and University of Rochester - Simon Business School
Date Posted: December 24, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Short Note on Expected Risk Adjusted Return Elasticity and Consumer Theory
Serie Documentos de Trabajo - Nro. 558
José Pablo Dapena
University of CEMA
Date Posted: December 23, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Determinants of Tracking Error in German ETFs - The Role of Market Liquidity
Friedrich Osterhoff and Christoph Kaserer
Technische Universität München (TUM) - Department of Financial Management and Capital Markets and Technische Universität München (TUM)
Date Posted: December 23, 2014
Last Revised: December 24, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Information Content of Options Prior to Changes to the S&P 500 Index
Yoni Navon
Monash University
Date Posted: December 22, 2014
Last Revised: December 23, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Risk Measuring Under Liquidity Risk
Erindi Allaj
University of Rome II
Date Posted: December 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Information Content of Options Around Seasoned Equity Offerings
Yoni Navon
Monash University
Date Posted: December 22, 2014
Last Revised: December 23, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Joint Cross Section of Options and Bonds
Yoni Navon
Monash University
Date Posted: December 22, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Impact of Supply Constraints on House Prices in England
Economic Journal, Forthcoming
Christian A. L. Hilber and Wouter Vermeulen
London School of Economics (LSE) - Department of Geography and Environment and CPB Netherlands Bureau of Economic Policy Research
Date Posted: December 22, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Real Estate Price Indices and Price Dynamics: An Overview from an Investments Perspective
David Geltner
Massachusetts Institute of Technology (MIT)
Date Posted: December 21, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper CoCos with Extension Risk: A Structural Approach
José Manuel Corcuera , José Fajardo , Wim Schoutens and Arturo Valdivia
University of Barcelona , Getulio Vargas Foundation , KU Leuven - Department of Mathematics and University of Barcelona
Date Posted: December 20, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences
Swiss Finance Institute Research Paper No. 14-68
Walt Pohl , Karl Schmedders and Ole Wilms
University of Zurich , Swiss Finance Institute and University of Zurich
Date Posted: December 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Theoretical Foundation of Ambiguity Measuremet
Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: December 20, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Aggregate Earnings and Why They Matter
Journal of Accounting Literature, Forthcoming
Ray Ball and Gil Sadka
University of Chicago and University of Texas at Dallas
Date Posted: December 19, 2014
Accepted Paper Series
21 downloads

Incl. Electronic Paper Hedge Fund Price Pressure in Convertible Bond Markets
Nikolay Ryabkov
University of Zurich - Faculty of Economics, Business Administration and Information Technology
Date Posted: December 19, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Efficient Estimation of Sensitivities for Counterparty Credit Risk with the Finite Difference Monte-Carlo Method
Cornelis S.L. de Graaf , Drona Kandhai and Peter M.A. Sloot
University of Amsterdam , University of Amsterdam and University of Amsterdam
Date Posted: December 19, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Momentum Trading, Return Chasing and Predictable Crashes
FRB of Chicago Working Paper No. 2014-27
Benjamin Remy Chabot , Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago , University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Date Posted: December 19, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Inflation Uncertainty and Disagreement in Bond Risk Premia
FRB of Chicago Working Paper No. 2014-24
Stefania D'Amico and Athanasios Orphanides
Federal Reserve Bank of Chicago and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 19, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Buying versus Renting: The Net Present Value of Inflation and Housing Tenure Choices for Individual Consumers
Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: December 19, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper The Vulture Spread Premium: Distressed Investors’ Impact on Recovery Rates and Bond Prices
Ryan Lewis
London Business School
Date Posted: December 18, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Forecasting of the Convexity Adjustment and the Short Rate Based on the Inference from the CIR Model
Lin-Yee Hin and Nikolai Dokuchaev
Department of Mathematics & Statistics, Curtin University and Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: December 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Efficient XVA Management: Pricing, Hedging, and Allocation Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Last Revised: December 23, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Non-Tradable Share Reform, Liquidity and Stock Returns in China
Chi-Hsiou Daniel Hung , Qiuliang Chen and Victor Fang
University of Glasgow - Adam Smith Business School , Independent and Monash University - Department of Accounting and Finance
Date Posted: December 18, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Trend in Firm Profitability and the Cross Section of Stock Returns
Ferhat Akbas , Chao Jiang and Paul D. Koch
University of Kansas , University of Kansas - Finance Area and University of Kansas - Finance Area
Date Posted: December 17, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Option-Based Credit Spreads
Christopher L. Culp , Yoshio Nozawa and Pietro Veronesi
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise , Federal Reserve Board of Governors and University of Chicago - Booth School of Business
Date Posted: December 17, 2014
Working Paper Series
20 downloads

FOMC Announcements and Predictable Returns
Mihail Velikov
University of Rochester - Simon Business School
Date Posted: December 16, 2014
Working Paper Series

Incl. Electronic Paper Portfolio Separating Distributions and Those Missed Asset Pricings
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: December 16, 2014
Last Revised: December 24, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Financial Indicators Signalling Correlation Changes in Sovereign Bond Markets
ECB Working Paper No. 1746
Roberto A. De Santis and Michael Stein
European Central Bank (ECB) - Directorate General Economics and University of Duisburg-Essen
Date Posted: December 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
Adrian Buss , Raman Uppal and Grigory Vilkov
INSEAD - Finance , EDHEC Business School and Frankfurt School of Finance & Management
Date Posted: December 15, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Estimating Beta
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Fabian Hollstein and Marcel Prokopczuk
Leibniz University Hannover - Faculty of Economics and Management and Leibniz University Hannover - Faculty of Economics and Management
Date Posted: December 15, 2014
Accepted Paper Series
181 downloads

Incl. Electronic Paper Flight-to-Liquidity Flows in the Euro Area Sovereign Debt Crisis
Banco de Espana Working Paper No. 1429
Juan A. Garcia and Ricardo Gimeno
European Central Bank (ECB) and Bank of Spain
Date Posted: December 15, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Modeling Contagion and Systemic Risk
Daniele Bianchi , Monica Billio and Roberto Casarin
University of Warwick - Finance Group , Ca Foscari University of Venice - Department of Economics and University Ca' Foscari of Venice - Department of Economics
Date Posted: December 14, 2014
Last Revised: December 24, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper An Equilibrium Model of Institutional Demand and Asset Prices
Ralph S. J. Koijen and Motohiro Yogo
London Business School - Department of Finance and Federal Reserve Bank of Minneapolis
Date Posted: December 14, 2014
Working Paper Series
48 downloads

Incl. Electronic Paper Alternative Indexierung Am Deutschen Aktienmarkt (Alternative Indexation on the German Stock Market)
Jochim Lauterbach and Maximilian Overkott
Technische Universität München (TUM) and Technische Universität München (TUM) - Department of Financial Management and Capital Markets
Date Posted: December 14, 2014
Last Revised: December 19, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Fire Sales and Contagion in Financial Assets
Paul Geertsema
University of Auckland - Department of Accounting and Finance
Date Posted: December 13, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Requisite Assumptions for the Persistence of the Low Volatility Anomaly
Eric G. Falkenstein
Pine River Capital Management
Date Posted: December 13, 2014
Last Revised: December 16, 2014
Working Paper Series
183 downloads

Incl. Electronic Paper Country Selection Strategies Based on Quality
Adam Zaremba
Poznań University of Economics
Date Posted: December 12, 2014
Last Revised: December 18, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi , University of Delhi and ESC PAU
Date Posted: December 12, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Comparing Consumption-Based Asset Pricing Models: The Case of an Asian City
Yum K Kwan , Charles Ka Yui Leung and Jinyue Dong
City University of Hong Kong (CityUHK) - Department of Economics & Finance , City University of Hong Kong and City University of Hong Kong (CityUHK)
Date Posted: December 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Evidence on Industry Cost of Equity Estimators
The International Journal of Business and Finance Research, v. 8 (4) p. 1-15, 2014
Omar Gharaibeh , Graham N. Bornholt and Michael J. Dempsey
Griffith University - Griffith Business School , Griffith University - Department of Accounting, Finance and Economics and RMIT University - School of Economics, Finance, and Marketing
Date Posted: December 12, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Effect of Regulation Fair Disclosure on Market Integration
The International Journal of Business and Finance Research, v. 8 (4) p. 43-62, 2014
Surya Chelikani and Frank P. D’Souza
Quinnipiac University and Loyola University Maryland
Date Posted: December 12, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Price and Volume Reactions to Cash Dividend Announcements: Evidence from Taiwan
The International Journal of Business and Finance Research, v. 8 (4) p. 83-96, 2014
Jack J.W. Yang and Tsung-Hsin Wu
National Yunlin University of Science and Technology and National Yunlin University of Science and Technology
Date Posted: December 12, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Safe-Haven CDS Premia
Sven Klingler and David Lando
Copenhagen Business School and Copenhagen Business School - Department of Finance
Date Posted: December 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Equitization of the Corporate Bond Market: The Impact of ETFs on Bond Yields and Liquidity
Caitlin D Dannhauser
Boston College
Date Posted: December 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Hypercube in the Kitchen: Reading a Menu of Active Investment Strategies
Boris Gnedenko and Igor Yelnik
ADG Capital Management LLP and ADG Capital Management LLP
Date Posted: December 12, 2014
Working Paper Series
56 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
4 downloads


 

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