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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
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  Last 12 months:
68,947

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To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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Total References: 8,463,775
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G1
12,971,121 Total downloads
Showing Papers 4,841 - 4,890 of 36,683
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Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Patience and Impatience of Stock Traders
Peter Lerner (Ret.)
Rollins College
Date Posted: February 27, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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