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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
Papers Received in
  Last 12 months:
68,955

Paper Downloads:
To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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


SSRN eLibrary Search Results
JEL Code: G12
5,802,669 Total downloads
Showing Papers 4,561 - 4,610 of 13,813
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Incl. Electronic Paper Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets
Benjamin Remy Chabot , Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago , University of North Carolina (UNC) at Chapel Hill - Department of Economics and Northwestern University - Kellogg School of Management
Date Posted: December 12, 2009
Last Revised: September 18, 2012
Working Paper Series
223 downloads

Incl. Electronic Paper On the Optimality of Non-Optimal Portfolios
John Rutledge
Claremont Graduate University, School of Politics and Economics
Date Posted: December 12, 2009
Working Paper Series
47 downloads

Incl. Electronic Paper Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area
ECB Working Paper No. 1124
Olli Castren and Ilja Kristian Kavonius
European Central Bank (ECB) and European Central Bank
Date Posted: December 11, 2009
Working Paper Series
297 downloads

Incl. Electronic Paper Financial Markets Equilibrium with Heterogeneous Agents
Swiss Finance Institute Research Paper No. 09-45
Jaksa Cvitanic , Elyes Jouini , Semyon Malamud and Clotilde Napp
California Institute of Technology - Division of the Humanities and Social Sciences , Universite de Paris 9 Dauphine - CEREMADE , Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute and Université Paris-Dauphine - CNRS-DRM
Date Posted: December 10, 2009
Working Paper Series
256 downloads

Incl. Electronic Paper Estimating Earnings Trend Using Unobserved Components Framework
Economics Letters, Forthcoming
Arabinda Basistha and Alexander Kurov
West Virginia University - College of Business & Economics and West Virginia University - College of Business & Economics
Date Posted: December 09, 2009
Last Revised: December 17, 2009
Working Paper Series
53 downloads

Implications for Asset Returns in the Implied Volatility Skew
Financial Analysts Journal, Forthcoming
James S. Doran
Florida State University - Department of Finance
Date Posted: December 09, 2009
Accepted Paper Series

Incl. Electronic Paper The Death of CAPM: A Critical Review
The Lahore Journal of Economics, Vol. 10, No. 2, pp. 35-54, Winter 2005

Date Posted: December 09, 2009
Accepted Paper Series
456 downloads

Incl. Electronic Paper Leverage Effect Breakdowns & Flight from Risky Assets
Quantitative Finance, Aug 3, 2012
Stephen Matteo Miller
Monash University - Department of Economics
Date Posted: December 08, 2009
Last Revised: May 15, 2013
Accepted Paper Series
82 downloads

Bounded Rationality and Asset Pricing with Intermediate Consumption
Review of Finance, Vol. 13, No. 4, pp. 693-725, 2009
Tony Berrada
University of Geneva
Date Posted: December 08, 2009
Accepted Paper Series

Anomalies
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4301-4334, 2009
Erica X. N. Li , Dmitry Livdan and Lu Zhang
The Stephen M. Ross School of Business at the University of Michigan , University of California, Berkeley and Ohio State University - Fisher College of Business
Date Posted: December 08, 2009
Accepted Paper Series

Benchmarking Money Manager Performance: Issues and Evidence
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4553-4599, 2009
Louis K.C. Chan , Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance , Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign
Date Posted: December 08, 2009
Accepted Paper Series

Good Times or Bad Times? Investors' Uncertainty and Stock Returns
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4377-4422, 2009
Arzu Ozoguz
University of Texas at Dallas
Date Posted: December 08, 2009
Accepted Paper Series

Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4335-4376, 2009
Haitao Li and Feng Zhao
University of Michigan - Stephen M. Ross School of Business and University of Texas at Dallas - Jindal School of Management
Date Posted: December 08, 2009
Accepted Paper Series

A Reexamination of Corporate Governance and Equity Prices
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4753-4786, 2009
Shane A. Johnson , Theodore C. Moorman and Sorin M. Sorescu
Texas A&M University - Department of Finance , Baylor University - Department of Finance, Insurance & Real Estate and Texas A&M University (TAMU) - Department of Finance
Date Posted: December 08, 2009
Accepted Paper Series

Incl. Electronic Paper Flawless Fundamental Indexing
Tom Vinaimont
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: December 08, 2009
Working Paper Series
94 downloads

Incl. Electronic Paper How Should the Distant Future Be Discounted When Discount Rates are Uncertain?
CESifo Working Paper Series No. 2863
Christian Gollier and Martin Weitzman
University of Toulouse 1 - Industrial Economic Institute (IDEI) and Harvard University - Department of Economics
Date Posted: December 08, 2009
Working Paper Series
124 downloads

Incentive Contracts in Delegated Portfolio Management
The Review of Financial Studies, Vol. 22, Issue 11, pp. 4681-4714, 2009
C. Wei Li and Ashish Tiwari
University of Iowa and University of Iowa
Date Posted: December 08, 2009
Accepted Paper Series

Incl. Electronic Paper Regulatory Changes, Market Integration and Spill-Over Effects in the Chinese A, B and Hong Kong Equity Markets
Jing Chen , Roger Buckland and Julian M. Williams
Swansea University , University of Aberdeen - Business School and University of Aberdeen Business School
Date Posted: December 08, 2009
Working Paper Series
97 downloads

Incl. Electronic Paper Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets
BOFIT Discussion Paper No. 20/2009
Martin T. Bohl , Michael Schuppli and Pierre L. Siklos
University of Muenster , University of Muenster and Wilfrid Laurier University - School of Business & Economics
Date Posted: December 08, 2009
Working Paper Series
103 downloads

Incl. Electronic Paper Why Do Firms Issue Private Equity Repeatedly? On the Motives and Information Content of Multiple PIPE Offerings
Journal of Banking and Finance, Forthcoming
Ioannis V. Floros and Travis Sapp
Iowa State University - Department of Finance and Iowa State University - Department of Finance
Date Posted: December 08, 2009
Last Revised: August 18, 2012
Accepted Paper Series
277 downloads

Incl. Electronic Paper CDS Index Tranches and the Pricing of Credit Risk Correlations
BIS Quarterly Review, March 2005
Jeffery D. Amato and Jacob Gyntelberg
Goldman Sachs International and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: December 07, 2009
Accepted Paper Series
340 downloads

Incl. Electronic Paper Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P 500
Carl Chiarella and Xuezhong He
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: December 07, 2009
Last Revised: February 17, 2011
Working Paper Series
118 downloads

Incl. Electronic Paper Regulatory Changes, Market Integration and Spill-Over Effects in the Chinese A, B and Hong Kong Equity Markets
Finance and Corporate Governance Conference 2010 Paper
Roger Buckland , Julian M. Williams and Jing Chen
University of Aberdeen - Business School , University of Aberdeen Business School and Swansea University
Date Posted: December 07, 2009
Working Paper Series
47 downloads

Incl. Electronic Paper Modeling the Dynamics of Temperature with a View to Weather Derivatives
Gkaren Papazian and George S. Skiadopoulos
Accenture and University of Piraeus
Date Posted: December 06, 2009
Last Revised: January 22, 2010
Working Paper Series
181 downloads

Incl. Electronic Paper Credit Derivatives and Structured Credit: The Nascent Markets of Asia and the Pacific
BIS Quarterly Review, June 2008
Eli M. Remolona and Ilhyock Shim
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Date Posted: December 05, 2009
Accepted Paper Series
88 downloads

Incl. Electronic Paper Liquidity and Asset Returns: A Literature Survey

Date Posted: December 05, 2009
Working Paper Series
240 downloads

Incl. Electronic Paper The ABX: How Do the Markets Price Subprime Mortgage Risk?
BIS Quarterly Review, September 2008
Ingo Fender and Martin Scheicher
Bank for International Settlements (BIS) and European Central Bank (ECB)
Date Posted: December 05, 2009
Accepted Paper Series
146 downloads

Incl. Electronic Paper The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets
BIS Quarterly Review, March 2008
Naohiko Baba , Frank Packer and Teppei Nagano
Bank of Japan - Financial Markets Department , Bank for International Settlements (BIS) and Bank of Japan - Research and Statistics Department
Date Posted: December 05, 2009
Accepted Paper Series
341 downloads

Incl. Electronic Paper Hedging: Scaling and the Investor Horizon
John Cotter and Jim Hanly
University College Dublin and Dublin Institute of Technology
Date Posted: December 04, 2009
Working Paper Series
59 downloads

Incl. Electronic Paper Housing Risk and Return: Evidence from a Housing Asset-Pricing Model
Karl E. Case , John Cotter and Stuart A. Gabriel
Wellesley College , University College Dublin and University of California, Los Angeles - Anderson School of Management
Date Posted: December 04, 2009
Last Revised: April 22, 2011
Working Paper Series
188 downloads

Incl. Electronic Paper Interbank Rate Fixings during the Recent Turmoil
BIS Quarterly Review, March 2008
Jacob Gyntelberg and Philip D. Wooldridge
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Date Posted: December 04, 2009
Accepted Paper Series
245 downloads

Modeling of CPDOs-Identifying Implied and Optimal Leverage
Journal of Banking and Finance, Vol. 34, No 6, 2010
Jochen Dorn
ASB, Aarhus University
Date Posted: December 04, 2009
Last Revised: June 24, 2010
Accepted Paper Series

Incl. Electronic Paper Private Equity Performance and Liquidity Risk
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 09-43
Francesco A. Franzoni , Eric Nowak and Ludovic Phalippou
Swiss Finance Institute , University of Lugano and University of Oxford - Said Business School
Date Posted: December 04, 2009
Last Revised: September 13, 2012
Accepted Paper Series
1134 downloads

Incl. Electronic Paper Testing the CAPM Revisited
Journal of Empirical Finance, Vol. 16, No. 5, 2009
Surajit D. Ray , N. Eugene Savin and Ashish Tiwari
Morgan Stanley , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: December 04, 2009
Accepted Paper Series
103 downloads

Incl. Electronic Paper The World Price of Home Bias
Journal of Financial Economics (JFE), Forthcoming
Sie Ting Lau , Lilian K. Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance , University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and The University of New South Wales - School of Banking and Finance
Date Posted: December 04, 2009
Accepted Paper Series
278 downloads

Incl. Electronic Paper Time Varying Risk Aversion: An Application to Energy Hedging
John Cotter and Jim Hanly
University College Dublin and Dublin Institute of Technology
Date Posted: December 04, 2009
Working Paper Series
57 downloads

Incl. Electronic Paper U.S. Venture Capital Meets Clean-Technology
PIER Working Paper No. 09-043
Emanuel Shachmurove and Yochanan Shachmurove
Independent and The City College of The City University of New York - Department of Economics
Date Posted: December 03, 2009
Working Paper Series
406 downloads

Incl. Electronic Paper Venture Capital Meets Industrial Sector and Location
PIER Working Paper No. 09-042
Emanuel Shachmurove and Yochanan Shachmurove
Independent and The City College of The City University of New York - Department of Economics
Date Posted: December 03, 2009
Working Paper Series
393 downloads

Incl. Electronic Paper Excess Cash and Mutual Fund Performance
AFA 2011 Denver Meetings Paper
Mikhail Simutin
University of Toronto - Rotman School of Management
Date Posted: December 02, 2009
Last Revised: January 01, 2013
Working Paper Series
473 downloads

Incl. Electronic Paper Annuitization and Retirement Timing Decisions
Zhen Shi
University of Melbourne
Date Posted: December 02, 2009
Working Paper Series
72 downloads

Incl. Electronic Paper IPO Offer Prices and Firm Performance
Mikhail Simutin
University of Toronto - Rotman School of Management
Date Posted: December 02, 2009
Working Paper Series
145 downloads

Incl. Electronic Paper Profiting from Regulation: An Event Study of the European Carbon Market
James B. Bushnell , Howard Chong and Erin T. Mansur
University of California - Energy Institute , University of California, Berkeley and Dartmouth College - Dartmouth Economics Department
Date Posted: December 02, 2009
Working Paper Series
172 downloads

Analysts’ Accrual-Related Over-Optimism: Do Analyst Characteristics Play a Role?
Review of Accounting Studies, Vol. 16, No. 4, 2011
Michael S. Drake and Linda A. Myers
Brigham Young University - Marriott School and University of Arkansas
Date Posted: November 30, 2009
Accepted Paper Series

Endless Leverage Certificates
Journal of Banking and Finance, Vol. 33, No. 8, 2009
Jos van Bommel and Silvia Rossetto
Universite du Luxembourg - Luxembourg School of Finance and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: November 30, 2009
Accepted Paper Series

Incl. Electronic Paper Habit, Long Run Risks, Prospect? A Statistical Inquiry
Journal of Financial Econometrics, Forthcoming
Eric M. Aldrich and A. Ronald Gallant
UC Santa Cruz and Duke University - Fuqua School of Business, Economics Group
Date Posted: November 30, 2009
Last Revised: November 30, 2010
Accepted Paper Series
46 downloads

Incl. Electronic Paper How Did Financial-Crisis-Based Criticisms of Market Efficiency Get it so Wrong?
CEB (Centre Emile Bernheim) Working Paper No. 09/048
Ariane Szafarz
Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: November 30, 2009
Last Revised: January 25, 2010
Working Paper Series
228 downloads

Incl. Electronic Paper Liquidity Risk and the Pricing of Sovereign Bonds in Emerging Markets
Sakkapop Panyanukul
University of Warwick - Warwick Business School
Date Posted: November 30, 2009
Last Revised: May 27, 2010
Working Paper Series
235 downloads

Incl. Electronic Paper Investor Overconfidence, Turnover, Volatility and the Disposition Effect: A Study Based on Price Target Updates
Roy Zuckerman
Rutgers Business School
Date Posted: November 29, 2009
Last Revised: March 15, 2011
Working Paper Series
245 downloads

Incl. Electronic Paper Long-run Consumption Risk and International Stock Returns: A Century of Evidence
Jesper Rangvid , Maik Schmeling and Andreas Schrimpf
Copenhagen Business School , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: November 29, 2009
Last Revised: January 30, 2011
Working Paper Series
89 downloads

Incl. Electronic Paper Calculating Delta Greeks of Callable Exotics in the LMM: A New Approach
Ahsan Amin
Infiniti Derivatives Solutions
Date Posted: November 28, 2009
Last Revised: February 24, 2010
Working Paper Series
395 downloads


 

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