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12,983,203 Total downloads
Showing Papers 4,821 - 4,870 of 36,690
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The Home Bias of the Poor: Terms of Trade Effects and Portfolios Across the Wealth Distribution
CEPR Discussion Paper No. DP8811
Tobias Broer
affiliation not provided to SSRN
Date Posted: March 01, 2012
Working Paper Series
1 downloads
The Role of Equity Funds in the Financial Crisis Propagation
CEPR Discussion Paper No. DP8819
Harald Hau and
Sandy Lai
University of Geneva - Geneva Finance Research Institute
and
University of Hong Kong
Date Posted: March 01, 2012
Working Paper Series
1 downloads
The Scapegoat Theory of Exchange Rates: The First Tests
CEPR Discussion Paper No. DP8812
Marcel Fratzscher
,
Lucio Sarno and
Gabriele Zinna
DIW Berlin
,
City University London - Sir John Cass Business School
and
Bank of England - International Finance Division
Date Posted: March 01, 2012
Working Paper Series
3 downloads
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
Chicago Booth Research Paper No. 12-10, Fama-Miller Working Paper, Forthcoming
Zhaogang Song
and
Dacheng Xiu
Federal Reserve Board
and
University of Chicago - Booth School of Business
Date Posted: March 01, 2012
Last Revised: February 13, 2013
Working Paper Series
302 downloads
Common Factors in the Performance of European Corporate Bonds – Evidence Before and after Financial Crisis
Wolfgang Aussenegg ,
Lukas Götz
and
Ranko Jelic
Vienna University of Technology
,
UNIQA Finanz-Service GmbH
and
University of Birmingham Business School
Date Posted: March 01, 2012
Working Paper Series
102 downloads
Equilibrium Growth, Inflation, and Bond Yields
Howard Kung
University of British Columbia
Date Posted: March 01, 2012
Last Revised: June 04, 2012
Working Paper Series
62 downloads
Neglected Firm Effect Anomaly
11th National Finance Conference, Zonguldak Karaelmas University, October 20-22, 2007
Ali Hepsen
and
Ebru Demirci
Istanbul University - Faculty of Business Administration, Department of Finance
and
affiliation not provided to SSRN
Date Posted: March 01, 2012
Working Paper Series
44 downloads
Regional and Global Contagion in Real Estate Investment Trusts: The Case of the Financial Crisis of 2007-2009
George Milunovich
and
Stefan Trueck
Macquarie University - Department of Economics
and
Macquarie University
Date Posted: March 01, 2012
Working Paper Series
77 downloads
Undisclosed Orders and Market Quality
Kjell Jorgensen
BI Norwegian Business School - Department of Financial Economics
Date Posted: March 01, 2012
Working Paper Series
46 downloads
Ambiguity Aversion and Asset Prices in Production Economies
Mohammad R. Jahan-Parvar
and
Hening Liu
Federal Reserve Board
and
University of Manchester
Date Posted: February 29, 2012
Last Revised: October 14, 2012
Working Paper Series
76 downloads
Breakeven Inflation Rates and Their Puzzling Correlation Relationships
Banque de France Working Paper No. 367
Gilbert Cette
and
Marielle De Jong
Banque de France
and
Amundi Asset Management
Date Posted: February 29, 2012
Working Paper Series
51 downloads
Determination of Investment Companies Efficiency and Effect Of Macroeconomic Factors on Their Portfolio Return
World Applied Sciences Journal, Vol. 16, No. 5, pp. 665-677
Zadalah Fathi
,
Hamed Ahmadinia
and
Javad Afrasiabishani
Islamic Azad University - Tehran Central Branch - Management Faculty
,
Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
and
Islamic Azad University, Tehran Central Branch - Management Faculty
Date Posted: February 29, 2012
Last Revised: January 01, 2013
Accepted Paper Series
73 downloads
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Italian Micro-Evidence on Household Asset Allocation
Bank of Italy Temi di Discussione (Working Paper) No. 845
Giuseppe Cappelletti
Bank of Italy
Date Posted: February 29, 2012
Working Paper Series
30 downloads
Dynamic Copulas and Long Range Dependence
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Beatriz V.M. Mendes
and
Silvia Regina Costa Lopes
Universidade Federal do Rio de Janeiro (UFRJ) - Instituto de Matematica
and
University of Sao Paulo (USP) - Institute of Mathematics and Statistics (IME)
Date Posted: February 29, 2012
Accepted Paper Series
92 downloads
Europe in Times of Economic Crisis: Bringing Europe's Citizens Closer to One Another?
Fabian Amtenbrink
Erasmus University Rotterdam - Erasmus School of Law
Date Posted: February 29, 2012
Last Revised: July 04, 2012
Working Paper Series
73 downloads
Evaluating Predictors within a Present-Value Framework
Jhe Yun
affiliation not provided to SSRN
Date Posted: February 29, 2012
Last Revised: June 23, 2012
Working Paper Series
35 downloads
Expected Inflation and Inflation Risk Premium in the Euro Area and in the United States
Bank of Italy Temi di Discussione (Working Paper) No. 842
Marcello Pericoli
Bank of Italy
Date Posted: February 29, 2012
Working Paper Series
60 downloads
Fund Performance Robustness: An Evaluation Using European Large-Cap Equity Funds
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 1-26, 2011
Kenneth Högholm
,
Johan Knif and
Seppo Pynnonen
Hanken School of Economics - Department of Finance and Statistics
,
Hanken School of Economics / Department of Finance and Statistics
and
University of Vaasa - Department of Mathematics and Statistics
Date Posted: February 29, 2012
Accepted Paper Series
40 downloads
Modeling the Term Structure of Interest Rates: A Review of the Literature
Foundations and Trends in Finance, Vol. 5, No. 1-2, 2010
Rajna Gibson ,
Francois Lhabitant and
Denis Talay
University of Geneva - Graduate School of Business (HEC-Geneva)
,
Kedge Capital Fund Management
and
French National Institute for Research in Computer Science and Control (INRIA)
Date Posted: February 29, 2012
Accepted Paper Series
Optimally Harnessing Inter-Day and Intra-Day Information for Daily Value-at-Risk Prediction
International Journal of Forecasting, Forthcoming
Ana-Maria Fuertes and
Jose Olmo
Cass Business School, City University London
and
Centro Universitario de la Defensa de Zaragoza
Date Posted: February 29, 2012
Last Revised: May 06, 2012
Accepted Paper Series
99 downloads
Portfolio Optimization Using Forward-Looking Information
AFA 2013 San Diego Meetings Paper
Alexander Kempf ,
Olaf Korn and
Sven Sassning
University of Cologne - Department of Finance & Centre for Financial Research (CFR)
,
Georg-August-Universität Göttingen
and
Georg-August-University Göttingen
Date Posted: February 29, 2012
Working Paper Series
562 downloads
Ranking, Risk-Taking and Effort: An Analysis of the ECB's Foreign Reserves Management
Bank of Italy Temi di Discussione (Working Paper) No. 840
Antonio Scalia and
Benjamin Sahel
Bank of Italy
and
European Central Bank
Date Posted: February 29, 2012
Working Paper Series
38 downloads
Real Term Structure and Inflation Compensation in the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 841
Marcello Pericoli
Bank of Italy
Date Posted: February 29, 2012
Working Paper Series
32 downloads
Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 49-88, 2011
Raúl De Jesús
and
Edgar Ortiz
Universidad Autónoma del Estado de México
and
Universidad Nacional Autónoma de México (UNAM)
Date Posted: February 29, 2012
Accepted Paper Series
146 downloads
Single Beta Models and Currency Futures Prices
Economic Record, Vol. 68, p. 117, 1992
Thomas H. McCurdy and
Ieuan G. Morgan
University of Toronto - Rotman School of Management
and
Queen's School of Business
Date Posted: February 29, 2012
Accepted Paper Series
14 downloads
Speculative Bubbles Dynamics and the Role of Anchoring
Benjamin Williams
Université d'Auvergne - Clermont 1
Date Posted: February 29, 2012
Working Paper Series
63 downloads
Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity
Journal of Applied Econometrics, Vol. 3, No. 3, p. 187, 1988
Thomas H. McCurdy and
Ieuan G. Morgan
University of Toronto - Rotman School of Management
and
Queen's School of Business
Date Posted: February 29, 2012
Accepted Paper Series
2 downloads
Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility
International Journal of Forecasting, Vol. 3, p. 131, 1987
Thomas H. McCurdy and
Ieuan G. Morgan
University of Toronto - Rotman School of Management
and
Queen's School of Business
Date Posted: February 29, 2012
Accepted Paper Series
12 downloads
The Efficient Market Theory and Evidence: Implications for Active Investment Management
Foundations and Trends in Finance, Vol. 5, No. 3, 2010
Andrew Ang ,
William N. Goetzmann and
Stephen M. Schaefer
Columbia Business School - Finance and Economics
,
Yale School of Management - International Center for Finance
and
London Business School - Institute of Finance and Accounting
Date Posted: February 29, 2012
Accepted Paper Series
3 downloads
The Skew Pattern of Implied Volatility in the DAX Index Options Market
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 43-68, 2011
Silvia Muzzioli
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
Date Posted: February 29, 2012
Accepted Paper Series
74 downloads
To Buy or Not to Buy? The Value of Contradictory Analyst Signals
Stefan Kanne
,
Jan Klobucnik
,
Daniel Kreutzmann
and
Soenke Sievers
University of Cologne
,
University of Cologne
,
University of Cologne
and
University of Cologne
Date Posted: February 29, 2012
Last Revised: January 09, 2013
Working Paper Series
90 downloads
Are Ratings the Worst Form of Credit Assessment Apart from All the Others?
Swiss Finance Institute Research Paper No. 12-09
Andreas Bloechlinger
,
Markus Leippold and
Basile Maire
Zurich Cantonal Bank
,
University of Zurich - Department of Banking and Finance
and
Cantonal Bank of Zurich
Date Posted: February 28, 2012
Last Revised: November 27, 2012
Working Paper Series
288 downloads
Important Warning Indicators on Financial Crisis and Dynamic Switching of Gold Pricing Models
Sihai Fang
and
Tao Lu
NINTH QUANT MACRO INSTITUTE
and
Hong Kong University of Science & Technology (HKUST)
Date Posted: February 28, 2012
Working Paper Series
184 downloads
The Management of Retirement Savings Revisited
Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: February 28, 2012
Last Revised: September 13, 2012
Working Paper Series
20 downloads
A Leveraged Trading Strategy with Fibonacci Approach: Empirical Evidence for DJI 30 and ISE 100
Presented in the 13th Annual Conference of the Multinational Finance Society, Edinburgh, June 25-27, 2006
Oral Erdogan
and
Taner Doguc
Istanbul Bilgi University Department of Business Administration
and
affiliation not provided to SSRN
Date Posted: February 27, 2012
Working Paper Series
220 downloads
Crash Sensitivity and the Cross-Section of Expected Stock Returns
Stefan Ruenzi
and
Florian Weigert
University of Mannheim - Department of International Finance
and
University of Mannheim
Date Posted: February 27, 2012
Last Revised: April 09, 2013
Working Paper Series
297 downloads
Diversifying Diversification Strategies: Model Averaging in Portfolio Optimization
Felix Miebs
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: February 27, 2012
Working Paper Series
281 downloads
Dynamic Portfolio Choice with Linear Rebalancing Rules
Ciamac C. Moallemi
and
Mehmet Saglam
Columbia Business School - Decision Risk and Operations
and
Princeton University - Bendheim Center for Finance
Date Posted: February 27, 2012
Working Paper Series
217 downloads
Exchange-Traded Products Investing and Precious Metal Prices
Journal of Derivatives & Hedge Funds, Forthcoming
Athanasios Fassas
University of Patras - Business Administration
Date Posted: February 27, 2012
Accepted Paper Series
Financial Constraints and Firm-Level Investment in Asia:
Dynamic Panel Smooth Threshold Regression Approach
Rashid Ameer
Independent
Date Posted: February 27, 2012
Working Paper Series
58 downloads
Firms’ Degree of Internationalisation and the Cross-Section of Stock Returns: Evidence from Multinational Listed Companies in the U.K.
Nawar Hashem
University of Greenwich - Business School
Date Posted: February 27, 2012
Working Paper Series
75 downloads
Individual Characteristics and the Disposition Effect: The Opposing Effects of Confidence and Self-Regard
Journal of Behavioral Finance, Forthcoming
Kathryn Kadous ,
William B. Tayler ,
Jane M. Thayer and
Donald Young
Emory University - Goizueta Business School
,
Brigham Young University
,
University of Georgia - J.M. Tull School of Accounting
and
Emory University
Date Posted: February 27, 2012
Last Revised: September 10, 2012
Accepted Paper Series
International Cross-Listings and Subsequent Security-Market Choices: Evidence from ADRs
Narjess Boubakri ,
Jean-Claude Cosset and
Anis Samet
American University of Sharjah - School of Business and Management
,
HEC Montreal
and
American University of Sharjah - School of Business and Management
Date Posted: February 27, 2012
Working Paper Series
28 downloads
Optimal Limit Methods for Computing Sensitivities of Discontinuous Integrals Including Triggerable Derivative Securities
Jiun Hong Chan and
Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies
and
University of Melbourne - Centre for Actuarial Studies
Date Posted: February 27, 2012
Last Revised: January 07, 2013
Working Paper Series
110 downloads
Patience and Impatience of Stock Traders
Peter Lerner (Ret.)
Rollins College
Date Posted: February 27, 2012
Working Paper Series
34 downloads
Sensitivity of Consumer Confidence to Stock Markets’ Meltdowns
Elena Ferrer
,
Julie M. Salaber
and
Anna Zalewska
University of Navarra
,
University of Bath School of Management
and
University of Bath - Centre for Governance and Regulation; School of Management
Date Posted: February 27, 2012
Last Revised: January 24, 2013
Working Paper Series
44 downloads
The Efficiency of VIX Futures Market – A Panel Data Approach
Journal of Alternative Investments, Vol. 14, No. 3, 2012
Athanasios Fassas
and
Costas Siriopoulos
University of Patras - Business Administration
and
University of Patras - Business Administration
Date Posted: February 27, 2012
Accepted Paper Series
The Pricing of Risk Rate Derivatives and the Implications for Risk Manager
Pasqualina Porretta
,
Luca Ferraro
,
Massimo Proietti
and
Mario Rosati
LA SAPIENZA UNIVERSITY, Rome. Management Department
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 27, 2012
Working Paper Series
34 downloads
Time-Varying Financial Spillovers from the US to Frontier Markets
Galin Todorov
and
Prasad Bidarkota
Florida International University (FIU) - Department of Economics
and
Florida International University (FIU)
Date Posted: February 27, 2012
Working Paper Series
21 downloads
Time-Varying Risk and Risk Premiums in Frontier Markets
Galin Todorov
and
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
and
Florida International University (FIU) - Department of Economics
Date Posted: February 27, 2012
Working Paper Series
48 downloads
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