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12,971,121 Total downloads
Showing Papers 4,841 - 4,890 of 36,683
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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
286 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
295 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
280 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
47 downloads
Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe
Centre Emile Berheim Working Paper
Oscar Bernal
,
Astrid Herinckx
and
Ariane Szafarz
University of Namur
,
Université Libre de Bruxelles (ULB)
and
Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: February 27, 2012
Last Revised: January 03, 2013
Working Paper Series
96 downloads
The Dog that Did Not Bark: Insider Trading and Crashes
Journal of Finance, Vol. LXIII, No. 5, 2008
Jose M. Marin and
Jacques Olivier
Universidad Carlos III de Madrid
and
HEC Paris (Groupe HEC) - Finance Department
Date Posted: February 26, 2012
Accepted Paper Series
Correlation in Commodity Futures and Equity Markets Around the World: Long-Run Trend and Short-Run Fluctuation
Xiaoming Li ,
Bing Zhang
and
Zhijie Du
Massey University - School of Economics and Finance (Albany)
,
Nanjing University - School of Management and Engineering
and
affiliation not provided to SSRN
Date Posted: February 26, 2012
Working Paper Series
235 downloads
Cross-Sectional Tobin's Q
AFA 2013 San Diego Meetings Paper
Frederico Belo ,
Chen Xue
and
Lu Zhang
University of Minnesota
,
University of Cincinnati
and
Ohio State University - Fisher College of Business
Date Posted: February 26, 2012
Last Revised: February 27, 2012
Working Paper Series
81 downloads
Default Swap Games Driven by Spectrally Negative Levy Processes
Stochastic Processes & their Applications, 123(2): 347-384, 2013.
Tim Leung ,
Kazutoshi Yamazaki
and
Masahiko Egami
Columbia University
,
Osaka University - Center for the Study of Finance and Insurance
and
Kyoto University
Date Posted: February 26, 2012
Last Revised: January 08, 2013
Accepted Paper Series
21 downloads
Foreign Equity Trading and Average Stock-Return Volatility
Mehmet Umutlu
,
Levent Akdeniz
and
Aslihan Altay Salih
Yasar University
,
Bilkent University - Faculty of Business Administration
and
Bilkent University - Faculty of Business Administration
Date Posted: February 26, 2012
Working Paper Series
34 downloads
Information Revelation and Market Incompleteness
Review of Economic Studies, Vol. 67, No. 3, 2000
Jose M. Marin and
Rohit Rahi
Universidad Carlos III de Madrid
and
London School of Economics - Department of Finance
Date Posted: February 26, 2012
Accepted Paper Series
Momentum and Reversal: Does What Goes Up Always Come Down?
Jennifer S. Conrad and
M. Deniz Yavuz
University of North Carolina Kenan-Flagler Business School
and
Purdue University - Krannert School of Management
Date Posted: February 26, 2012
Last Revised: September 05, 2012
Working Paper Series
592 downloads
Portable Alphas from Pension Mispricing
Journal of Portfolio Management, Summer 2006
Jose M. Marin and
Francesco A. Franzoni
Universidad Carlos III de Madrid
and
Swiss Finance Institute
Date Posted: February 26, 2012
Accepted Paper Series
Price Manipulation by Intermediaries
Bedri Kamil Onur Tas
,
Serkan Imisiker
and
Rasim Ozcan
TOBB University of Economics and Technology - Department of Economics
,
Central Bank of Turkey
and
affiliation not provided to SSRN
Date Posted: February 26, 2012
Last Revised: March 14, 2012
Working Paper Series
162 downloads
Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Forthcoming, Mathematical Finance
Álvaro Cartea and
Sebastian Jaimungal
University College London
and
University of Toronto - Department of Statistics
Date Posted: February 26, 2012
Last Revised: October 05, 2012
Accepted Paper Series
841 downloads
The Time Varying Properties of Credit and Liquidity Components of CDS Spreads
Filippo Coro
,
Alfonso Dufour
and
Simone Varotto
University of Reading
,
University of Reading - Henley Business School, ICMA Centre
and
ICMA Centre - Henley Business School, University of Reading
Date Posted: February 26, 2012
Last Revised: August 10, 2012
Working Paper Series
128 downloads
Are Bank Loans Still 'Special' (Especially During a Crisis)? Empirical Evidence from a European Country
Christophe J. Godlewski
LaRGE Research Center (University of Strasbourg)
Date Posted: February 25, 2012
Working Paper Series
22 downloads
Enhanced Optimal Portfolios - A Controlled Integration of Quantitative Predictors
25th Australasian Finance and Banking Conference 2012
Lars Kaiser
,
Aron Veress
and
Marco Josef Menichetti
University of Liechtenstein
,
University of Liechtenstein
and
affiliation not provided to SSRN
Date Posted: February 25, 2012
Last Revised: November 18, 2012
Working Paper Series
156 downloads
Herding: An Interdisciplinary Integrative Review from a Socionomic Perspective
Wayne D. Parker and
Robert R. Prechter Jr.
Emory University School of Medicine
and
Socionomics Institute
Date Posted: February 25, 2012
Working Paper Series
195 downloads
Leverage and Asset Prices: An Experiment
FRB of New York Staff Report No. 548
Marco Cipriani
,
Ana Fostel
and
Daniel Houser
Federal Reserve Bank of New York
,
International Monetary Fund (IMF)
and
George Mason University - Department of Economics
Date Posted: February 25, 2012
Working Paper Series
20 downloads
Management Earnings Forecasts and the Performance of Global Shipping IPOs
Wolfgang Drobetz
,
Andreas G. Merikas
and
Anna Merika
University of Hamburg
,
University of Piraeus
and
American College of Greece (ACG)
Date Posted: February 25, 2012
Last Revised: January 11, 2013
Working Paper Series
132 downloads
Stress-Testing Macro Stress Testing: Does it Live Up to Expectations?
BIS Working Paper No. 369
Claudio E. V. Borio ,
Mathias Drehmann
and
Kostas Tsatsaronis
Bank for International Settlements (BIS) - Research and Policy Analysis
,
Bank for International Settlements
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 25, 2012
Accepted Paper Series
186 downloads
Time-Varying Flow-Performance Sensitivity and Investor Sophistication
Steve Nenninger
and
David A. Rakowski
Sam Houston State University - College of Business Administration
and
Southern Illinois University - Department of Finance
Date Posted: February 25, 2012
Working Paper Series
33 downloads
To Fund or Not to Fund: The Need for Second Best Solutions to the Litigation Finance Dilemma
Journal of Law, Economics and Policy, Forthcoming, George Mason Law & Economics Research Paper No. 12-22
Jeremy Kidd
Walter F. George School of Law
Date Posted: February 25, 2012
Accepted Paper Series
76 downloads
Trade Dynamics in the Market for Federal Funds
FRB of New York Staff Report No. 549
Gara Afonso
and
Ricardo Lagos
Federal Reserve Bank of New York
and
New York University (NYU) - Department of Economics
Date Posted: February 25, 2012
Working Paper Series
26 downloads
CEO Tournaments: A Cross-Country Analysis of Causes, Cultural Influences and Consequences
Natasha Burns
,
Kristina Minnick
and
Laura T. Starks
University of Texas at San Antonio - Department of Finance
,
Bentley University
and
University of Texas at Austin - Department of Finance
Date Posted: February 24, 2012
Last Revised: May 07, 2013
Working Paper Series
113 downloads
Calendar Anomalies and Turkish Real Estate Investment Trusts (REITs)
International Journal of Economics and Finance, Vol. 4, No. 3, pp. 230-236, March 2012
Ali Hepsen
Istanbul University - Faculty of Business Administration, Department of Finance
Date Posted: February 24, 2012
Accepted Paper Series
59 downloads
Diversificating the Undiversified Mutual Fund World
David Moreno
and
Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration
and
Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: February 24, 2012
Working Paper Series
48 downloads
Fractional Cointegration Analysis of Securitized Real Estate
Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012
Camilo Serrano
and
Martin Hoesli
IAZI AG - CIFI SA
and
University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: February 24, 2012
Accepted Paper Series
Liquidity Preference and Information
Birbeck University of London Working Paper No. 1008
Sandeep Kapur
University of London - Birkbeck College
Date Posted: February 24, 2012
Working Paper Series
16 downloads
Recent Developments in Options Theory: From Black-Scholes to Market Models
Lamya Kermiche
Grenoble Ecole de Management
Date Posted: February 24, 2012
Working Paper Series
106 downloads
Regulating in the Shadows: Systemic Moral Hazard and the Problem of the Twenty-First Century Bank Run
Alabama Law Review, Vol. 63, No. 2, p. 221, 2012
Zachary James Gubler
ASU Sandra Day O'Connor College of Law
Date Posted: February 24, 2012
Accepted Paper Series
71 downloads
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