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SSRN eLibrary Statistics:

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Abstracts: 673,816
Full Text Papers: 564,439
Authors: 310,618
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  Last 12 months:
66,888

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To date: 99,644,528
Last 12 months: 12,844,197
Last 30 days: 956,584

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304,167
Total References: 8,918,372
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  Footnotes:
91,672
Total Footnotes: 8,995,546


SSRN eLibrary Search Results
JEL Code: G12
8,171,765 Total downloads
Showing Papers 4,551 - 4,600 of 17,813
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1 2 3 4 ... 357 | Next >
   


Incl. Electronic Paper The Effect of Shocks to Intermediary Equity on Stock Returns
Andres Ayala

Date Posted: May 31, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Conceptual Framework for Effective Investment Management
Singh Y. P. and Saurabh Agarwal, (2009), “A Conceptual Framework for Effective Investment Management”, Apeejay Journal of Management and Technology (ISSN 2347-5005), Vol. 4, No. 2, July 2009, pp. 94-107,
Y. P. Singh and Saurabh Agarwal Sr.
University of Delhi - Delhi School of Economics and
Date Posted: May 31, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper On the Computation of LOT Liquidity Measure
Economics Letters, Vol. 136, No. 11, June 2015
Wandi Zhao and Mingjin Wang
Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Date Posted: May 31, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Federal Reserve and Market Confidence
FRB of NY Staff Report No. 773
Nina Boyarchenko , Valentin Haddad and Matthew C. Plosser
Federal Reserve Bank of New York , Princeton University - Bendheim Center for Finance and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: May 31, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Term Structure of Expectations and Bond Yields
FRB of NY Staff Report No. 775
Richard K. Crump , Stefano Eusepi and Emanuel Moench
Federal Reserve Banks - Federal Reserve Bank of New York , Federal Reserve Bank of New York and Deutsche Bundesbank
Date Posted: May 31, 2016
Working Paper Series

Incl. Electronic Paper Portfolio Creation Using Markowitz's Portfolio Selection Model Involving Equities, Commodities and Bonds in Indian Securities Market
Singh Y. P., Saurabh Agarwal and S. L. Harilal, (2008), “Portfolio Creation using Markowitz’s Portfolio Selection Model involving Equities, Commodities and Bonds in Indian Securities Market”, Euro-Mediterranean Economics and Finance Review, France, Vol. 3, No. 3, pp. 212-236,
Saurabh Agarwal Sr., Y. P. Singh and Harilal S. L.
University of Delhi - Delhi School of Economics and
Date Posted: May 31, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Has Ebola Infected the Market: A Contagious Reaction to a (Media) Health Care Crisis?
Mary Funck and Jose A. Gutierrez
Sam Houston State University and Sam Houston State University
Date Posted: May 31, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Synthesized Model of Short Selling Constraints and Their Impact on Stock Returns
Jose A. Gutierrez , Robert Stretcher and Steve Johnson
Sam Houston State University , Sam Houston State University and Sam Houston State University
Date Posted: May 31, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Risk-Averse Timing of an Asset Sale: Trending vs Mean-Reverting Price Dynamics
Tim Leung and Zheng Wang
Columbia University and Columbia University
Date Posted: May 30, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Indexing and Stock Market Serial Dependence Around the World
Guido Baltussen , Sjoerd van Bekkum and Zhi Da
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University and University of Notre Dame - Mendoza College of Business
Date Posted: May 30, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Term Premium Variability and Monetary Policy
FRB of Cleveland Working Paper No. 16-11
Timothy S. Fuerst and Ronald Mau
University of Notre Dame and University of Notre Dame
Date Posted: May 30, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Price Dynamics and Consumption Smoothing in Experimental Asset Markets
Edward Halim , Yohanes E. Riyanto and Nilanjan Roy
Nanyang Technological University (NTU) , Nanyang Technological University (NTU) - Division of Economics and City University of Hong Kong
Date Posted: May 30, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Heterogeneous Risk Preferences in Financial Markets
Tyler Abbot
Sciences Po - Department of Economics
Date Posted: May 29, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Bail-In Power, Depositor Preference, and Asset Encumbrance: The End of Cheap Senior Unsecured Debt? A Structural Pricing Perspective
Jorge A. Chan-Lau and Hiroko Oura
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Date Posted: May 29, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Cointegration and Relative Value Arbitrage
Binh Huu Do and Robert W. Faff
Monash University and University of Queensland
Date Posted: May 29, 2016
Working Paper Series
58 downloads

Augmenting the Taylor Rule: Monetary Policy and the Bond Market
Economics Letters, Vol. 144, No. July, 2016
Kenneth Roskelley
Mississippi State University - Department of Finance & Economics
Date Posted: May 29, 2016
Accepted Paper Series

Incl. Electronic Paper Expected Spot Prices and the Dynamics of Commodity Risk Premia
Daniele Bianchi and Jacopo Piana
University of Warwick, Warwick Business School and Cass Business School
Date Posted: May 28, 2016
Last Revised: May 30, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Trading Relationships in the OTC Market for Secured Claims: Evidence from Triparty Repos
Song Han and Kleopatra Nikolaou
Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board of Governors
Date Posted: May 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market
Umit Yilmaz
Swiss Finance Institute at the University of Lugano
Date Posted: May 28, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Dimensional Analysis and Market Microstructure Invariance
Albert S. Kyle and Anna A. Obizhaeva
University of Maryland and New Economic School (NES)
Date Posted: May 28, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Test Specifications, Correct Modeling, and Sensitivity of Long-Run Abnormal Returns in Hedge Fund Target Firms
Zazy Khan
University of Verona
Date Posted: May 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Hedge Fund Decision Making: Evidence from Target Firm Leverage
Zazy Khan
University of Verona
Date Posted: May 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Activist Hedge Funds: Evidence from the Recent Financial Crisis
Zazy Khan
University of Verona
Date Posted: May 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Multifactor Models and the APT: Evidence from a Broad Cross-Section of Stock Returns
Ilan Cooper , Paulo F. Maio and Dennis Philip
BI Norwegian Business School , Hanken School of Economics and Durham University Business School
Date Posted: May 27, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Liquidity, Distress Risk and Asset Pricing Implications
Qiqi Zou
National University of Singapore (NUS) - Department of Finance
Date Posted: May 27, 2016
Last Revised: May 29, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Household Overconfidence in the UK Housing Market
Soosung Hwang , Youngha Cho and Jinho Shin
Sungkyunkwan University - Department of Economics , Oxford Brookes University and Sungkyunkwan University - Department of Economics
Date Posted: May 27, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Empirical Evidence of Overconfidence in Cross-Sectional Asset Returns
Soosung Hwang
Sungkyunkwan University - Department of Economics
Date Posted: May 27, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper The Fragility of Organization Capital
Oliver Boguth , David Newton and Mikhail Simutin
Arizona State University (ASU) - Finance Department , University of Toronto - Rotman School of Management
Date Posted: May 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Liquidity Risk and Time-Varying Correlation between Equity and Currency Returns
Kuk Mo Jung
Henan University
Date Posted: May 26, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Monetary Policy and Efficiency in Over-the-Counter Financial Trade
Athanasios Geromichalos and Kuk Mo Jung
University of California and Henan University
Date Posted: May 26, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Family Control and Nominal Share Prices
Francois Belot and Timothée Waxin
Université de Cergy-Pontoise and Fédération Bancaire Française
Date Posted: May 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood
IES Working Paper 7/2016. IES FSV. Charles University
Jiri Kukacka and Jozef Barunik
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - Institute of Economic Studies
Date Posted: May 26, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Equity Valuation Cannot Outgrow the Economy Over the Long Run
Business Economics, Vol. 35, No. 3 (July 2000), pp. 53-58
JC Han
Independent
Date Posted: May 26, 2016
Accepted Paper Series
22 downloads

Incl. Electronic Paper Prudent Adjustments
Claudio Albanese and Mark Syrkin
Global Valuation and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: May 26, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Characteristics of Long-Run Return and Risk: A Unified Performance Metric
Journal of Real Estate Research, Forthcoming
Ping Cheng , Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance , Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Date Posted: May 25, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Asset Pricing and Macroeconomic Hedge Portfolios
Maximilian Renz and Olaf Stotz
Frankfurt School of Finance & Management gemeinnützige GmbH and Frankfurt School of Finance and Management
Date Posted: May 25, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Empirical Recovery: Hansen-Scheinkman Factorization and Ross Recovery from High Frequency Option Prices
Fabio Massacci , Julian M. Williams and Yang Zhang
Università degli Studi di Trento , Durham Business School and Durham Business School
Date Posted: May 25, 2016
Last Revised: May 29, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Which Measure of Aggregate Implied Cost of Capital Predicts Equity Market Returns?
Ian A. Cooper and Arkodipta Sarkar
London Business School and London Business School, Department of Finance, Students
Date Posted: May 24, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Information Asymmetry of Corporate Korean World: (Bid-Ask Spread)
Ndayishimiye Alexis and Tasoh Martin Toh
Daegu University and University of Buea - Finance
Date Posted: May 24, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Government Debt and the Returns to Innovation
Fisher College of Business Working Paper No. 2016-03-10, Charles A. Dice Center Working Paper No. 2016-10
Mariano Massimiliano Croce , Thien Tung Nguyen , Steve McGregor Raymond and Lukas Schmid
University of North Carolina Kenan-Flagler Business School , Ohio State University (OSU) - Department of Finance , University of North Carolina (UNC) at Chapel Hill - Department of Economics and Duke University - The Fuqua School of Business
Date Posted: May 24, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Institutional Restrictions on Stock Issuance and Buyback and the Asset Growth Effect
Alan Guoming Huang and Kevin Jialin Sun
University of Waterloo and St. John's University
Date Posted: May 24, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper The Short Squeeze: The 'Invisible' Cost of Short Sales
Wei Xu and Yu Zheng
Peking University - HSBC School of Business and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: May 24, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Empirical Tests of the Fama-French Five-Factor Asset Pricing Model in Indonesia and Singapore
Bambang Sutrisno
Graduate School of Management, Faculty of Economics and Business, Universitas Indonesia
Date Posted: May 23, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Asset Pricing When Trading Is Entertainment
Jiang Luo and Avanidhar Subrahmanyam
Nanyang Technological University (NTU) - Division of Banking & Finance and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: May 23, 2016
Last Revised: May 30, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Design and Back-Testing of a Systematic Delta-Hedging Strategy in FX Options Space
Valery Sorokin
Independent
Date Posted: May 23, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper Market Reactions to Changes in the S&P/TSX SmallCap Index
The Journal of Index Investing 5 (2), Fall 2014, 57-64.
Ernest N. Biktimirov and Boya Li
Brock University, Goodman School of Business and Brock University
Date Posted: May 23, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper 주택가격채널: 거시경제에 미치는 영향을 중심으로 (House Price Channel: Effects of House Prices on Macroeconomy)
KDI Journal of Economic Policy 2014, 36(4) 171-205
Inho Song
Korea Development Institute (KDI)
Date Posted: May 23, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Inter-Disciplinary Issues for Empowering Trade, Industry and Society
Inter-Disciplinary Issues for Empowering Trade, Industry and Society, (Eds.) Pawan Kumar Chugan, Deepak K. Srivastava, Nikunj Patel and Nirmal Chandrakant Soni, ISBN: 978-93-85777-06-6, Excel India Publishers, New Delhi for Institute of Management, Nirma University, Ahmedabad, 2016
Pawan K. Chugan , Deepak Srivastava , Nikunj Patel and Nirmal Chandrakant Soni
Nirma University - Institute of Management , Nirma University , Institute of Management, Nirma University and Independent
Date Posted: May 22, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Index Tracking with Utility Enhanced Weighting
Ephraim Clark , Nitin Deshmukh , Barkan Guran and Konstantinos Kassimatis
Middlesex University Business School , Middlesex University - Business School , Istanbul Technical University - Department of Management Engineering and Athens University of Economics and Business - Department of Business Administration
Date Posted: May 22, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper The Jacobi Stochastic Volatility Model
Swiss Finance Institute Research Paper No. 16-35
Damien Ackerer , Damir Filipović and Sergio Pulido
Ecole Polytechnique Fédérale de Lausanne , Ecole Polytechnique Fédérale de Lausanne and Laboratoire de Mathématiques et Modélisation d'Évry (LaMME); Université d'Évry-Val-d'Essonne, ENSIIE, UMR CNRS 8071
Date Posted: May 21, 2016
Working Paper Series
59 downloads


 

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