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Abstracts: 694,448
Full Text Papers: 583,690
Authors: 320,130
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  Last 12 months:
67,270

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Last 12 months: 13,127,274
Last 30 days: 1,050,447

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5,804,245
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91,653
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SSRN eLibrary Search Results
JEL Code: G11
4,150,771 Total downloads
Showing Papers 4,721 - 4,770 of 10,581
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1 2 3 4 ... 212 | Next >
   

Incl. Electronic Paper Mutual Fund Risk-Shifting and Management Contracts
Jung Hoon Lee, Charles Trzcinka and Shyam Venkatesan
Tulane University - A.B. Freeman School of Business, Indiana University - Kelley School of Business - Department of Finance and Independent
Date Posted: September 29, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Looking Through Systemic Risk: Determinants, Stress Testing and Market Value
Alvaro Chamizo and Alfonso Novales Cinca
Grupo Banco Bilbao Vizcaya Argentaria (BBVA) and Universidad Complutense de Madrid
Date Posted: September 28, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Default Bias or No Default Bias? Evidence From Decisions Regarding Occupational Pension Fund Enrollment in Italy
Journal of Governance and Regulation / Volume 2, Issue 3, 2013
Andrea Lippi
Catholic University of the Sacred Heart of Milan - Catholic University of the Sacred Heart of Piacenza
Date Posted: September 28, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Does the Asset Managers' Nationality Influence the Occupational Pension Fund Performance?
Business and Economic Research ISSN 2162-4860 2016, Vol. 6, No. 2
Andrea Lippi
Catholic University of the Sacred Heart of Milan - Catholic University of the Sacred Heart of Piacenza
Date Posted: September 28, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Role of U.S. Market on International Risk-Return Tradeoff Relations
Licheng Sun, Liang Meng and Mohammad Najand
Old Dominion University, Old Dominion University and Old Dominion University - Finance
Date Posted: September 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Las Inversiones Extranjeras En El Sector De La Energía. El Difícil Equilibrio Entre La Liberalización De Las Inversiones, La Defensa De La Seguridad Nacional Y El Nacionalismo Energético. (Foreign Investment in the Energy Sector in Latinoamerica. The Difficult Balance Among Free Investment, the Defence of National Security and the Energetic Nationalism)
ESPLUGUES, Carlos, Inversiones Extranjeras en el Sector Energético en Latinoamérica, México, Tirant, 2016, 712 pages ,
Carlos Esplugues Sr.
University of Valencia - Faculty of Law
Date Posted: September 28, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Earnings Announcement Clustering and Analyst Forecast Behavior
Matthew Driskill, Marcus Kirk and Jenny Wu Tucker
Mihaylo College of Business & Economics, University of Florida - Fisher School of Accounting and University of Florida - Warrington College of Business Administration
Date Posted: September 27, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The Market for Conflicted Advice
Briana Chang and Martin Szydlowski
University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: September 26, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Rationale for Benchmarking in Money Management
Juan M. Sotes-Paladino and Fernando Zapatero
University of Melbourne - Department of Finance and University of Southern California - Marshall School of Business
Date Posted: September 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper The Financialization of the Term Structure of Risk Premia in Commodity Markets
Edouard Jaeck
Université Paris Dauphine - Department of Finance
Date Posted: September 26, 2016
Working Paper Series
11 downloads

India VIX Entropy Indicators for Portfolio Rotation Timing
Gaurav Rajendra Jadhao Jr. and Abhijeet Chandra
Independent and Indian Institute of Technology (IIT), Kharagpur - Vinod Gupta School of Management
Date Posted: September 26, 2016
Working Paper Series

The Cross-Section of Expected Returns on Penny Stocks: Are Low-Hanging Fruits Not-So Sweet?
Ananjan Bhattacharyya and Abhijeet Chandra
Metallurgical and Materials Engineering, IIT Kharagpur and Indian Institute of Technology (IIT), Kharagpur - Vinod Gupta School of Management
Date Posted: September 26, 2016
Working Paper Series

Incl. Electronic Paper Idiosyncratic Risk, Costly Arbitrage and Asymmetry: Evidence from Pairs Trading
Stephanie Sarah Riedinger
Catholic University of Eichstaett-Ingolstadt - Ingolstadt School of Management
Date Posted: September 26, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Debt Collateralization, Capital Structure, and Maximal Leverage
Feixue Gong and Gregory Phelan
Massachusetts Institute of Technology (MIT) and Williams College
Date Posted: September 26, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Hyperbolic Discounting and Life-Cycle Portfolio Choice
Journal of Pension Economics and Finance, Volume 14, Issue 4 (Special Issue)
David A. Love and Gregory Phelan
Williams College - Department of Economics and Williams College
Date Posted: September 26, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Collateralized Borrowing and Increasing Risk
Economic Theory, Forthcoming
Gregory Phelan
Williams College
Date Posted: September 26, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Income and Risk-Taking in a Post-Pension Society: A Latent Mechanism for Generating Wealth Inequality in 401(k) Retirement Plans
Adam Hayes
University of Wisconsin - Madison - Department of Sociology
Date Posted: September 24, 2016
Last Revised: September 28, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Information Aggregation for Stock Return Predictability
Wayne Chang
University of Southern California, Marshall School of Business, Students
Date Posted: September 24, 2016
Working Paper Series
64 downloads

Incl. Electronic Paper Optimal Mean-Reversion Strategy in the Presence of Bid-Ask Spread and Delays in Capital Allocations
Sergey Isaenko
Concordia University, Quebec - Department of Finance
Date Posted: September 23, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Russia's Wealth Possessors Study 2015
Ruslan Yusufov
SKOLKOVO Wealth Transformation Centre
Date Posted: September 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia
Benjamin Bruder, Nazar Kostyuchyk and Thierry Roncalli
Lyxor Asset Management, Lyxor Asset Management and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Date Posted: September 23, 2016
Working Paper Series
88 downloads

Incl. Electronic Paper Pricing and Liquidity in Decentralized Asset Markets
Semih Uslu
Johns Hopkins Carey Business School
Date Posted: September 22, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Corporate Disclosure and Research Opportunities in China
China Journal of Accounting Studies, (2016), Vol. 4, No. 1, 1-14
Jenny Wu Tucker and Xinmin Zhang
University of Florida - Warrington College of Business Administration and University of International Business and Economics (UIBE) - Business School
Date Posted: September 22, 2016
Accepted Paper Series
17 downloads

Incl. Electronic Paper The Curious Case of Negative Volatility
Christoph Merkle
University of Mannheim - Department of Banking and Finance
Date Posted: September 22, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper Analysis of Herding in Reits of an Emerging Market: The Case of Turkey
University of Pretoria, Department of Economics Working Paper Series, 2016-66, September, 2016
Omokolade Akinsomi, Yener Coskun and Rangan Gupta
University of the Witwatersrand, Capital Markets Board of Turkey and University of Pretoria - Department of Economics
Date Posted: September 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper W-MPS Risk Aversion and the Shadow CAPM: Theory and Empirical Evidence
Lin Huang, Chenghu Ma and Hiroyuki Nakata
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Fudan University - School of Management and University of Tokyo - Faculty of Economics
Date Posted: September 21, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Relationship between VIX Futures Term Structure and S&P500 Returns
Athanasios Fassas
University of Patras - Business Administration
Date Posted: September 21, 2016
Working Paper Series
172 downloads

Incl. Electronic Paper An Efficient Factor from Basis Anomalies
Bingzhi Zhao
Duke University
Date Posted: September 21, 2016
Last Revised: September 28, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Market Power in the Portfolio: Product Market Competition and Mutual Fund Performance
Stefan Jaspersen
University of Cologne - Centre for Financial Research (CFR)
Date Posted: September 21, 2016
Working Paper Series
23 downloads

Portfolio Enhancement Via Credit Default Swap Indices - Evidence from North America and Europe
Benjamin Hippert and Sascha Tobias Wengerek
University of Paderborn and University of Paderborn
Date Posted: September 21, 2016
Working Paper Series

Incl. Electronic Paper The Winner's Curse on Art Markets
Roman Kräussl and Elizaveta Mirgorodskaya
Luxembourg School of Finance and VU University Amsterdam
Date Posted: September 21, 2016
Working Paper Series
12 downloads

Desirable Properties of Coherent Measures of Diversification in Portfolio Theory
Gilles Koumou
Laval University - Département d'Économique
Date Posted: September 21, 2016
Working Paper Series

Incl. Electronic Paper The Role of Asset Allocation Decisions in Planning for a Private Pension: The Case of Slovenia
Economic and Business Review, Vol. 15, No. 2, 2013
Ales S. Berk, Mitja Cok, Marko Kosak and Joze Sambt
University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Date Posted: September 21, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper CEE Transition from PAYG to Private Pensions: Income Gaps and Asset Allocation
Czech Journal of Economics and Finance, Vol. 63, No. 4, 2013
Ales S. Berk, Mitja Cok, Marko Kosak and Joze Sambt
University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Date Posted: September 21, 2016
Accepted Paper Series
1 downloads

Value Investing within the Universe of S&P500 Equities
Gasper Smolic and Ales S. Berk
Independent and University of Ljubljana - Faculty of Economics
Date Posted: September 20, 2016
Working Paper Series

Incl. Electronic Paper Hierarchical Clustering Based Asset Allocation
Thomas Raffinot
Millesime-IS
Date Posted: September 20, 2016
Working Paper Series
96 downloads

Incl. Electronic Paper Shrinking the Coskewness Matrix: Bias Corrected Shrinkage Intensity and Extension to Multiple Targets
Kris Boudt, Dries Cornilly and Tim Verdonck
Free University of Brussels (VUB), Free University of Brussels (VUB) and Department of Mathematics, KU Leuven
Date Posted: September 20, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper The Consequences of REIT Index Membership for Return Patterns
Andrey D. Pavlov, Eva Steiner and Susan M. Wachter
Simon Fraser University (SFU) - Finance Area, School of Hotel Administration, Cornell University and University of Pennsylvania - Wharton School, Department of Real Estate
Date Posted: September 20, 2016
Working Paper Series
93 downloads

Incl. Electronic Paper Industry Rotation Using Momentum Strategy: Evidence from the Stock Exchange of Thailand
Nopphon Tangjitprom
Assumption University of Thailand
Date Posted: September 20, 2016
Working Paper Series
17 downloads

Incl. Fee Electronic Paper Banks Interconnectivity and Leverage
CEPR Discussion Paper No. DP11502
Alessandro Barattieri, Laura Moretti and Vincenzo Quadrini
Collegio Carlo Alberto, Central Bank of Ireland and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Date Posted: September 20, 2016
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Once Bitten, Twice Shy: The Role of Inertia and Personal Experiences in Risk Taking
CEPR Discussion Paper No. DP11504
Steffen Andersen, Tobin Hanspal and Kasper Meisner Nielsen
Copenhagen Business School - Department of Finance, Copenhagen Business School - Department of Economics and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: September 20, 2016
Working Paper Series

Incl. Electronic Paper Leveraged Funds: Robust Replication and Performance Evaluation
Paolo Guasoni and Eberhard Mayerhofer
Boston University - Department of Mathematics and Statistics and University of Limerick - Department of Mathematics and Statistics
Date Posted: September 19, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Trader Lead-Lag Networks and Order Flow Prediction
Damien Challet, Rémy Chicheportiche, Mehdi Lallouache and Serge Kassibrakis
CentraleSupélec, Ecole Centrale Paris, Ecole Centrale Paris and Swissquote Bank
Date Posted: September 18, 2016
Working Paper Series
41 downloads

Incl. Electronic Paper Peer Pressure: Social Interaction and the Disposition Effect
FRB of Cleveland Working Paper No. 16-18
Rawley Heimer
Federal Reserve Bank of Cleveland
Date Posted: September 18, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Revealing Exchange Rate Fundamentals by Bootstrap
Pinho J. Ribeiro
University of Glasgow - Adam Smith Business School
Date Posted: September 17, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper Internet Appendix: Optimal Factor Strategy in FX Markets
Thomas Andreas Maurer, Thuy Duong To and Ngoc-Khanh Tran
Washington University in Saint Louis - John M. Olin Business School, University of New South Wales, Sydney and Washington University in Saint Louis - John M. Olin Business School
Date Posted: September 17, 2016
Working Paper Series
35 downloads

Strategy for Lenders by Modelling Competitions: Mortgage Default vs. Restructuring and Prepayment vs. Defeasance
Lok Man Tong
Independent
Date Posted: September 16, 2016
Working Paper Series

Incl. Electronic Paper On the Sources of Uncertainty in Exchange Rate Predictability: Supplementary Appendix
Joseph P. Byrne, Pinho J. Ribeiro and Dimitris Korobilis
Heriot-Watt University - Economics, University of Glasgow - Adam Smith Business School and University of Essex - Essex Business School
Date Posted: September 16, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper A Theory of Portfolio Choice and Partial Default
Kieran James Walsh
University of Virginia - Darden School of Business
Date Posted: September 15, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper If You Have Said A, You Must Also Say B: Calculating Diversified Asset Returns
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Investment Research
Date Posted: September 15, 2016
Working Paper Series
53 downloads


 

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