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484,509
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393,865
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226,776
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68,968
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To date:
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Last 12 months:
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JEL Code: G11
2,581,365 Total downloads
Showing Papers 5,101 - 5,150 of 7,226
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Momentum, Size and Value Factors versus Systematic Co-Moments in Stock Returns
Chi-Hsiou Hung
Adam Smith Business School
Date Posted: February 27, 2007
Last Revised: July 17, 2008
Working Paper Series
514 downloads
The NUA Benefit and Optimal Investment in Company Stock in 401(K) Accounts
Mukesh Bajaj ,
Sumon C. Mazumdar ,
Vikram K. Nanda and
Rahul Surana
LECG, LLC
,
Law and Economics Consulting Group (LECG), LLC
,
Georgia Institute of Technology - College of Management
and
Law and Economics Consulting Group (LECG), Inc.
Date Posted: February 27, 2007
Working Paper Series
167 downloads
The Risk-Neutral Hedging Strategy Based on Market-Index, Index-Futures and Index-Options - A Case Study
Sihai Fang
NINTH QUANT MACRO INSTITUTE
Date Posted: February 27, 2007
Working Paper Series
420 downloads
Contagion in the World Equity Markets and the Asian Economic Crisis
Robert G. Bowman ,
Kam Fong Chan and
Matthew R. Comer
University of Auckland - Department of Accounting and Finance
,
University of Queensland - Faculty of Business, Economics and Law
and
First New Zealand Capital
Date Posted: February 26, 2007
Working Paper Series
264 downloads
Simplifying and Generalizing Some Efficient Frontier and CAPM Related Results
NHH Dept. of Finance & Management Science Discussion Paper No. 2007/12
Steinar Ekern
Norwegian School of Economics (NHH) - Department of Finance and Management Science
Date Posted: February 26, 2007
Working Paper Series
287 downloads
Spin in Earnings Information and Stock Returns
Francis Haeuck In
,
Shibley Sadique
and
Madhu Veeraraghavan
Monash University - Department of Accounting and Finance
,
Monash University - Department of Accounting and Finance
and
Monash University – Department of Accounting and Finance and Corporate Finance Cluster
Date Posted: February 26, 2007
Working Paper Series
172 downloads
The Disposition Effect Demonstrated on IPO Trading Volume
Icfai Journal of Behavioral Finance, Forthcoming
Adam Szyszka and
Piotr Zielonka
Warsaw School of Economics
and
Warsaw Agricultural University (SGGW)
Date Posted: February 26, 2007
Last Revised: October 28, 2007
Working Paper Series
404 downloads
Co-Monotonicity of Optimal Investments and the Design of Structured Financial Products
Swiss Finance Institute Research Paper No. 07-28
Marc Oliver Rieger
University of Trier
Date Posted: February 25, 2007
Working Paper Series
362 downloads
Stationarity and Regression Tendencies of Security and Portfolio Betas in India
Dr. Lokanandha Reddy Irala
KKC Institute of Technology & Engineering for Women
Date Posted: February 25, 2007
Working Paper Series
192 downloads
Stansky's Monster: A Critical Examination of Fidelity Magellan's 'Frankenfund'
Ross M. Miller
Miller Risk Advisors
Date Posted: February 23, 2007
Working Paper Series
768 downloads
Portfolio Optimization Under Tracking Error and Weights Constraints
Isabelle G. Bajeux-Besnainou
,
Riadh Belhaj
,
Didier Maillard
and
Roland Portait
George Washington University - Department of Finance
,
Conservatoire National des Arts et Metiers (CNAM)
,
Conservatoire National des Arts et Métiers (CNAM)
and
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: February 22, 2007
Working Paper Series
904 downloads
Holdings Data, Security Returns and the Selection of Superior Mutual Funds
Edwin J. Elton ,
Martin J. Gruber and
Christopher R. Blake
New York University (NYU) - Department of Finance
,
New York University (NYU) - Department of Finance
and
Fordham University Schools of Business
Date Posted: February 21, 2007
Last Revised: March 10, 2010
Working Paper Series
656 downloads
Firm Size and Volatility Analysis in the Spanish Stock Market
Helena Chuliá and
Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies
and
University of Valencia
Date Posted: February 20, 2007
Working Paper Series
188 downloads
Insider Trading in Germany - Do Corporate Insiders Exploit Inside Information?
2nd Annual Conference on Empirical Legal Studies Paper, BuR Business Research Journal, Vol. 1, No. 2, December 2008
Bjoern M. Dymke
and
Andreas Walter
University of Tuebingen - Faculty of Economics and Business Administration
and
University of Giessen - Department of Financial Services
Date Posted: February 20, 2007
Accepted Paper Series
814 downloads
The Predictive Performance of Morningstar's Mutual Fund Ratings
Roman Kräussl and
Ralph M. R. Sandelowsky
Universite du Luxembourg - Luxembourg School of Finance
and
University of Amsterdam
Date Posted: February 20, 2007
Last Revised: April 07, 2012
Working Paper Series
1193 downloads
Total Return and Credit Spread Diversification in International Bond Portfolios
Simone Varotto
ICMA Centre - Henley Business School, University of Reading
Date Posted: February 20, 2007
Last Revised: January 10, 2008
Working Paper Series
268 downloads
Background Risk and University Endowment Funds
Stephen G. Dimmock
Nanyang Technological University - Division of Finance
Date Posted: February 19, 2007
Last Revised: February 14, 2010
Working Paper Series
849 downloads
The Economic Value of Distributional Timing
Swiss Finance Institute Research Paper No. 06-35, EFA 2007 Ljubljana Meetings Paper
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 19, 2007
Working Paper Series
109 downloads
Corporate Governance, Stock Market Development and
Private Capital Accumulation: A Case Study of India
Prabirjit Sarkar
Jadavpur University
Date Posted: February 15, 2007
Last Revised: June 12, 2008
Working Paper Series
330 downloads
Inexperienced Investors and Bubbles
AFA 2008 New Orleans Meetings Paper
Stefan Nagel and
Robin M. Greenwood
Stanford Graduate School of Business
and
Harvard Business School - Finance Unit
Date Posted: February 15, 2007
Last Revised: January 22, 2009
Working Paper Series
849 downloads
Money in Motion: Dynamic Portfolio Choice in Retirement
Pension Research Council Working Paper No. 2007-7, Michigan Retirement Research Center Research Paper No. WP 2007-152, 20th Australasian Finance & Banking Conference 2007 Paper
Wolfram J. Horneff ,
Raimond Maurer
,
Olivia S. Mitchell and
Michael Z. Stamos
Goethe University Frankfurt - Department of Finance
,
Goethe University Frankfurt - Finance Department
,
University of Pennsylvania - The Wharton School
and
Allianz Global Investors
Date Posted: February 15, 2007
Working Paper Series
425 downloads
Retirement Plan Participation and Asset Allocation, 2004
EBRI Notes, Vol. 28, No. 2, February 2007
Craig Copeland
Employee Benefit Research Institute (EBRI)
Date Posted: February 15, 2007
Accepted Paper Series
64 downloads
Short-Term Persistence in Mutual Funds Performance: Evidence from India
10th Capital Markets Conference, Indian Institute of Capital Markets
Sanjay Sehgal
and
Manoj Jhanwar
University of Delhi - Department of Financial Studies
and
affiliation not provided to SSRN
Date Posted: February 13, 2007
Working Paper Series
929 downloads
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings
Jaksa Cvitanic ,
Tan Wang and
Ali Lazrak
California Institute of Technology - Division of the Humanities and Social Sciences
,
University of British Columbia (UBC) - Division of Finance
and
University of British Columbia Sauder School of Business
Date Posted: February 12, 2007
Working Paper Series
460 downloads
Stocks of Admired Companies and Despised Ones
Deniz Anginer
,
Kenneth L. Fisher and
Meir Statman
Virginia Tech Pamplin Business School
,
Fisher Investments, Inc.
and
Santa Clara University - Department of Finance
Date Posted: February 12, 2007
Working Paper Series
571 downloads
A Quantitative Approach to Tactical Asset Allocation
Journal of Wealth Management, Spring 2007
Mebane T. Faber
Cambria Investment Management
Date Posted: February 11, 2007
Last Revised: July 15, 2009
Accepted Paper Series
108474 downloads
Analysis of Components of Investment Performance - An Empirical Study of Mutual Funds in India
10th Indian Institute of Capital Markets Conference
S. Anand
and
V. Murugaiah
Goa Institute of Management
and
Kuvempu University
Date Posted: February 11, 2007
Working Paper Series
1518 downloads
Hedge Funds: Past, Present and Future
Fisher College of Business Working Paper No. 2007-03-003, Charles A Dice Center WP No. 2007-3
Rene M. Stulz
Ohio State University (OSU) - Department of Finance
Date Posted: February 11, 2007
Working Paper Series
4789 downloads
Modelling Correlations in Credit Portfolio Risk
Bernd Rosenow
,
Rafael Weissbach
and
Frank Altrock
University of Cologne
,
University of Rostock
and
WestLB - Credit Risk Management
Date Posted: February 09, 2007
Working Paper Series
606 downloads
Asset Allocation By Penalized Least Squares
ECB Working Paper No. 723
Simone Manganelli
European Central Bank (ECB)
Date Posted: February 06, 2007
Working Paper Series
195 downloads
Comparing Mean Variance Tests With Stochastic Dominance When Assessing International Portfolio Diversification Benefits
Massey University Commerce Working Paper No. 04.04
Thomas O. Meyer ,
Xiaoming Li and
Lawrence C. Rose
Southeastern Louisiana University - Department of Marketing and Finance
,
Massey University - School of Economics and Finance (Albany)
and
Massey University
Date Posted: February 05, 2007
Working Paper Series
184 downloads
Pension Funds with a Minimum Guarantee: A Stochastic Control Approach
Finance and Stochastics, Forthcoming
Marina Di Giacinto
,
Fausto Gozzi
and
Federico Salvatore
University of Cassino - Faculty of Economics
,
Luiss
and
LUISS Guido Carli University
Date Posted: January 31, 2007
Last Revised: May 05, 2010
Working Paper Series
383 downloads
The Equity Risk Premium in January 2007: Evidence from the Global CFO Outlook Survey
John R. Graham and
Campbell R. Harvey
Duke University - Fuqua School of Business
and
Duke University - Fuqua School of Business
Date Posted: January 28, 2007
Working Paper Series
1749 downloads
Relative Importance of Hedge Fund Characteristics
Financial Markets and Portfolio Management, Vol. 20, No. 1, pp. 419-441, 2006
Patrick Savaria and
Cécile Le Moigne
Caisse de dépôt et placement du Québec
and
Caisse de dépôt et placement du Québec
Date Posted: January 24, 2007
Accepted Paper Series
The Modigliani/Miller Propositions and Dividend Policy
LMU Working Paper No. 2006-22
Joerg Wiese
Ludwig-Maximilians-Universität Munich
Date Posted: January 24, 2007
Working Paper Series
1727 downloads
Mean-Revering Discrete Time Market Models
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: January 22, 2007
Last Revised: November 27, 2007
Working Paper Series
136 downloads
Partial Diversification May Enhance International Portfolio Return
Mei Qiu
,
John F. Pinfold and
Lawrence C. Rose
Massey University
,
Massey University - Department of Commerce
and
Massey University
Date Posted: January 22, 2007
Last Revised: May 09, 2008
Working Paper Series
174 downloads
Persistence in Growth Versus Market Expectations
Australian Journal of Management, Vol. 33, No. 1, June 2008
Jason Hall and
Matthew Tochterman
University of Queensland - Business School
and
University of Queensland - Business School
Date Posted: January 22, 2007
Last Revised: March 19, 2009
Accepted Paper Series
128 downloads
Momentum and Credit Rating
Journal of Finance, Vol. 62, No. 5, pp. 2503-2520, 2007
Doron Avramov ,
Tarun Chordia ,
Gergana Jostova and
Alexander Philipov
Hebrew University of Jerusalem
,
Emory University - Department of Finance
,
George Washington University - Department of Finance
and
George Mason University - Finance Area
Date Posted: January 20, 2007
Last Revised: February 26, 2008
Accepted Paper Series
Mutual Fund Flows and Investor Returns: An Empirical Examination of Fund Investor Timing Ability
Journal of Banking and Finance, Vol. 31, pp. 2796-2816, 2007
Geoffrey C. Friesen
and
Travis Sapp
University of Nebraska at Lincoln - Department of Finance
and
Iowa State University - Department of Finance
Date Posted: January 20, 2007
Last Revised: August 10, 2009
Accepted Paper Series
1448 downloads
The Impact of Growth, Volatility and Competitive Advantage on Equity Valuation
Jason Hall
University of Queensland - Business School
Date Posted: January 20, 2007
Working Paper Series
344 downloads
A Pure Test for the Elasticity of Yield Spreads
IIIS Discussion Paper Series No. 195
Gady Jacoby ,
Jonathan A. Batten and
Rose C. Liao
University of Manitoba - Department of Accounting and Finance
,
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Date Posted: January 19, 2007
Working Paper Series
72 downloads
Mutual Fund Performance
Dirk Nitzsche
,
Keith Cuthbertson
and
Niall O'Sullivan
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
University College Cork (UCC) - Department of Economics
Date Posted: January 19, 2007
Working Paper Series
4534 downloads
The Market Timing Ability of UK Equity Mutual Funds
Keith Cuthbertson
,
Dirk Nitzsche
and
Niall O'Sullivan
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
University College Cork (UCC) - Department of Economics
Date Posted: January 19, 2007
Working Paper Series
595 downloads
Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization
Jose L. B. Fernandes ,
Juan Ignacio Peña and
Benjamin M. Tabak
Universidade Católica de Brasília
,
Universidad Carlos III de Madrid - Department of Business Administration
and
Catholic University of Brazil (UCB)
Date Posted: January 18, 2007
Last Revised: May 05, 2008
Working Paper Series
791 downloads
Multivariate Asset Price Dynamics with Stochastic Covariation
Julian M. Williams
and
Christos Ioannidis
University of Aberdeen Business School
and
University of Bath-Department of Economics
Date Posted: January 18, 2007
Working Paper Series
169 downloads
The Economic Value of Distributional Timing
Swiss Finance Institute Research Paper No. 06-35
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 16, 2007
Working Paper Series
135 downloads
Equilibrium Asset Pricing: With Non-Gaussian Factors and Exponential Utilities
Quantitative Finance, Vol. 6, No. 6, pp. 455-463, December 2006
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: January 15, 2007
Accepted Paper Series
236 downloads
Utility Based Pricing and Exercising of Real Options Under Geometric Mean Reversion and Risk Aversion Toward Idiosyncratic Risk
Zhaojun Yang
and
Christian-Oliver Ewald
Hunan University - School of Finance and Statistics
and
University of Glasgow
Date Posted: January 13, 2007
Last Revised: October 14, 2008
Working Paper Series
449 downloads
Long-Run Performance Evaluation of Journalists' Stock Recommendations
Kredit und Kapital (2009), Volume 42, Issue 2, pp 213-243.
Alexander Gabriel Kerl
and
Andreas Walter
University of Giessen - Department of Financial Services
and
University of Giessen - Department of Financial Services
Date Posted: January 12, 2007
Last Revised: November 14, 2012
Accepted Paper Series
285 downloads
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