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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
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5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G11
2,575,547 Total downloads
Showing Papers 5,301 - 5,350 of 7,219
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Incl. Electronic Paper The Vanishing Abnormal Returns of Momentum Strategies and 'Front-Running' Momentum Strategies
Thomas Henker , Martin Martens and Robert Huynh
Bond University , Erasmus University Rotterdam (EUR) and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: August 18, 2006
Last Revised: May 12, 2009
Working Paper Series
1036 downloads

Incl. Electronic Paper Buying the Dividend: Dividend Drop Ratios and Tax Theory in the Presence of Tax Exempt and Tax Indifferent Investors
Thomas Henker and Vyas Belasubramanyam
Bond University and UBS Sydney
Date Posted: August 17, 2006
Working Paper Series
160 downloads

Incl. Electronic Paper Costly Arbitrage and Idiosyncratic Risk: Evidence from Short Sellers
Journal of Financial Intermediation, Vol. 19, pp. 564-579, 2010, WFA 2006 Keystone Meetings Paper
Ying Duan , Gang Hu and R. David McLean
University of Alberta - Department of Finance and Statistical Analysis , Babson College, Finance Division and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: August 14, 2006
Last Revised: January 27, 2013
Accepted Paper Series
650 downloads

Incl. Electronic Paper Taxation without Replication
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Date Posted: August 13, 2006
Working Paper Series
118 downloads

Incl. Electronic Paper Equilibration Under Competition in Smalls: Theory and Experimental Evidence
EFA 2006 Zurich Meetings
Peter Bossaerts
California Institute of Technology
Date Posted: August 12, 2006
Working Paper Series
63 downloads

Incl. Electronic Paper Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area
IIIS Discussion Paper No. 132
Colm Kearney and Valerio Potì
Monash University - Faculty of Business and Economics and Dublin City University Business School
Date Posted: August 12, 2006
Working Paper Series
126 downloads

Incl. Electronic Paper Portfolio Allocations in the Middle East and North Africa
IIIS Discussion Paper No. 141
Brian M. Lucey and Thomas Lagoarde-Segot
Trinity College, Dublin - School of Business and Euromed Management Marseille
Date Posted: August 12, 2006
Working Paper Series
136 downloads

Incl. Electronic Paper Homemade Sector Hedge Funds: Can Investors Replicate the Returns Without Paying the Fees?
Journal of Investing, Winter 2007
Lorenzo Newsome Jr. and Pamela A. Turner
Xavier Capital Management, LLC and Howard University
Date Posted: August 10, 2006
Working Paper Series
714 downloads

Incl. Electronic Paper A Fresh Look at Investment Performance Evaluation: Unifying Best Practices to Improve Timeliness and Reliability
Journal of Portfolio Management, Summer, 2006
Ron Surz
PPCA Inc.
Date Posted: August 09, 2006
Accepted Paper Series
484 downloads

Incl. Electronic Paper The Relation between Liquidity Risk and Default Risk in Equity Returns
EFA 2006 Zurich Meetings
Maria Vassalou , Jing Chen and Lihong Zhou
Centre for Economic Policy Research (CEPR) , Columbia University - Columbia Business School and Columbia University - Columbia Business School
Date Posted: August 09, 2006
Working Paper Series
454 downloads

Incl. Electronic Paper What Moves Money Managers' Portfolios? An Investigation of Preferences and Beliefs
Marco Aiolfi
Bocconi University
Date Posted: August 09, 2006
Working Paper Series
112 downloads

Incl. Electronic Paper Benchmarking Money Manager Performance: Issues and Evidence
Louis K.C. Chan , Stephen G. Dimmock and Josef Lakonishok
University of Illinois at Urbana-Champaign - Department of Finance , Nanyang Technological University - Division of Finance and University of Illinois at Urbana-Champaign
Date Posted: August 08, 2006
Last Revised: March 23, 2009
Working Paper Series
406 downloads

Incl. Electronic Paper Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa
IIIS Discussion Paper No. 114
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity College, Dublin - School of Business
Date Posted: August 08, 2006
Working Paper Series
93 downloads

Incl. Electronic Paper Idiosyncratic Volatility and the Cross-Section of Expected Returns
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Turan G. Bali and Nusret Cakici
Georgetown University - Robert Emmett McDonough School of Business and Fordham University - Graduate School of Business
Date Posted: August 08, 2006
Accepted Paper Series
1063 downloads

Incl. Electronic Paper The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
FRB of St. Louis Working Paper No. 2006-046B
Christopher J. Neely , Paul A. Weller and Joshua Ulrich
Federal Reserve Bank of St. Louis - Research Division , University of Iowa - Department of Finance and affiliation not provided to SSRN
Date Posted: August 08, 2006
Working Paper Series
527 downloads

Incl. Electronic Paper Dentists and Managers: Private Investor Profiles
Petra Joerg and Claudio F. Loderer
University of Berne - Institute for Financial Management and University of Berne - Institute for Financial Management
Date Posted: August 07, 2006
Working Paper Series
116 downloads

Incl. Electronic Paper Idiosyncratic Risk and Volatility Bounds, or Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?
FRB of New York Staff Report No. 130
Martin Lettau
University of California - Haas School of Business
Date Posted: August 07, 2006
Working Paper Series
93 downloads

Optimal Asset Allocation and Risk Shifting in Money Management
Review of Financial Studies, Vol. 20, No. 5, pp. 1583-1621, 2007
Anna Pavlova , Suleyman Basak and Alex Shapiro
London Business School , London Business School and New York University (NYU) - Department of Finance
Date Posted: August 07, 2006
Last Revised: March 21, 2008
Accepted Paper Series

Incl. Electronic Paper Moment Matching for the Masses
Derek R. White and John Okunev
University of New South Wales (UNSW) - School of Banking and Finance and Coda Asset Management
Date Posted: August 04, 2006
Working Paper Series
330 downloads

Incl. Electronic Paper Advertising and Portfolio Choice
Henrik Cronqvist
Claremont McKenna College - Robert Day School of Economics and Finance
Date Posted: August 03, 2006
Working Paper Series
998 downloads

Incl. Electronic Paper Effectiveness of Time-Varying Hedge Ratio with Constant Conditional Correlation: Empirical Evidence from U.S. Treasury Market
Sheraz Ahmed
LUT School of Business
Date Posted: August 03, 2006
Working Paper Series
425 downloads

Incl. Electronic Paper Expected Utility and Mean-Risk Asset Pricing Models
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
Date Posted: August 03, 2006
Working Paper Series
315 downloads

Incl. Electronic Paper Individual Annuity Demand under Aggregate Mortality Risk
Thomas Post and Roman Schulze
Maastricht University - School of Business and Economics - Department of Finance and Humboldt University of Berlin
Date Posted: August 03, 2006
Last Revised: August 26, 2008
Working Paper Series
157 downloads

Incl. Electronic Paper Predictability of Interest Rates and Interest-Rate Portfolios
Turan G. Bali , Massoud Heidari and Liuren Wu
Georgetown University - Robert Emmett McDonough School of Business , Caspian Capital Management, LLC and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: August 03, 2006
Working Paper Series
1125 downloads

Incl. Electronic Paper The Effect of the Frequency of Holdings Data on Conclusions About Mutual Fund Management Behavior
Bloomberg Portfolio Research Paper No. 2010-04-FRONTIERS
Edwin J. Elton , Martin J. Gruber , Christopher R. Blake , Yoel Krasny and Sadi Ozelge
New York University (NYU) - Department of Finance , New York University (NYU) - Department of Finance , Fordham University Schools of Business , New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: August 03, 2006
Last Revised: April 07, 2010
Working Paper Series
854 downloads

Incl. Electronic Paper In Defence of Capitalisation Weights: Evidence from the FTSE 100 Index 1984-2004
Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: August 02, 2006
Working Paper Series
171 downloads

Incl. Electronic Paper The Corporate Sustainability Discount Puzzle
Darren D. Lee and Robert W. Faff
University of Queensland - Business School and University of Queensland
Date Posted: August 01, 2006
Working Paper Series
327 downloads

Incl. Electronic Paper Model Uncertainty, Financial Market Integration and the Home Bias Puzzle
Lieven Baele , Crina Pungulescu and Jenke ter Horst
Tilburg University - Department of Finance , Université de Toulouse, Toulouse Business School - Barcelona Campus (ESEC) and Tilburg University - Center for Economic Research (CentER)
Date Posted: July 31, 2006
Last Revised: January 28, 2008
Working Paper Series
343 downloads

Incl. Electronic Paper Political Orientation of Government and Stock Market Returns
Jedrzej Pawel Bialkowski , Katrin Gottschalk and Tomasz Piotr Wisniewski
University of Canterbury - Department of Economics and Finance , Auckland University of Technology - Business School - Department of Finance and University of Leicester
Date Posted: July 31, 2006
Working Paper Series
196 downloads

Incl. Electronic Paper The Long and Short of the Accrual Anomaly
Messod Daniel Beneish and D. Craig Nichols
Indiana University Bloomington - Department of Accounting and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: July 31, 2006
Working Paper Series
694 downloads

Incl. Electronic Paper An ABC of Portfolio Choice: Asset Allocation With Bankruptcy and Contagion
EFA 2007 Ljubljana Meetings Paper
Mogens Steffensen and Holger Kraft
University of Copenhagen and Goethe University Frankfurt
Date Posted: July 30, 2006
Working Paper Series
380 downloads

Incl. Electronic Paper Is Gold a Zero-Beta Asset? Analysis of the Investment Potential of Precious Metals
James Ross McCown and John R. Zimmerman
Toltec Group and Oklahoma City University
Date Posted: July 27, 2006
Working Paper Series
1549 downloads

Incl. Fee Electronic Paper Selecting Copulas for Risk Management
CEPR Discussion Paper No. 5652
Kees C. G. Koedijk , Marno Verbeek and Erik Kole
Tilburg University - Department of Finance , Erasmus University - Rotterdam School of Management and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: July 27, 2006
Working Paper Series
29 downloads

The Performance of Investment Grade Corporate Bond Funds: Evidence from the European Market
European Journal of Finance, Vol. 15, No. 2, pp. 191-209, 2009
Leif Holger Dietze , Oliver Entrop and Marco Wilkens
Catholic University of Eichstaett-Ingolstadt , University of Passau and University of Augsburg
Date Posted: July 27, 2006
Last Revised: August 13, 2010
Accepted Paper Series

Incl. Electronic Paper Intergenerational Risk Sharing By Means of Pay-as-You-Go Programs - An Investigation of Alternative Mechanisms
CESifo Working Paper Series No. 1759
Oystein Thogersen
Norwegian School of Economics (NHH) - Department of Economics
Date Posted: July 25, 2006
Working Paper Series
73 downloads

Incl. Electronic Paper Preference for Risk in Investing as a Function of Trait Optimism and Gender
Journal of Behavioral Finance, Vol. 4, No. 1, pp. 33-40, 2004
James Felton , Bryan Gibson and David M. Sanbonmatsu
Central Michigan University - Department of Finance and Law , Department of Psychology and University of Utah - Department of Psychology
Date Posted: July 25, 2006
Accepted Paper Series
353 downloads

Incl. Electronic Paper Warnings from the Enron Message Board
Journal of Investing, Vol. 11, No. 3, pp. 29-52, Fall 2002
James Felton and Jongchai Kim
Central Michigan University - Department of Finance and Law and affiliation not provided to SSRN
Date Posted: July 25, 2006
Accepted Paper Series
993 downloads

Incl. Electronic Paper How Household Portfolios Evolve after Retirement: The Effect of Aging and Health Shocks
Courtney Coile and Kevin Milligan
Wellesley College - Department of Economics and University of British Columbia (UBC) - Department of Economics
Date Posted: July 20, 2006
Working Paper Series
131 downloads

Incl. Electronic Paper The End of Securities Fraud Class Action?
Regulation, Vol. 29, No. 2, pp. 46-51, Summer 2006
Richard A. Booth
Villanova University School of Law
Date Posted: July 19, 2006
Accepted Paper Series
245 downloads

Incl. Electronic Paper Rational Decumulation
Wharton Financial Institutions Center Working Paper No. 06-14
David F. Babbel and Craig B. Merrill
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: July 18, 2006
Working Paper Series
443 downloads

The Asset Allocation Puzzle is Still a Puzzle
Journal of Economic Dynamics and Control, Forthcoming
Abraham Lioui
EDHEC Business School
Date Posted: July 17, 2006
Accepted Paper Series

Incl. Electronic Paper The Performance of Private Equity Funds: Does Diversification Matter?
Munich Business Research Working Paper Series No. 2006-14
Ulrich Lossen
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: July 17, 2006
Working Paper Series
938 downloads

Incl. Electronic Paper On Irreversible Investment
Frank Riedel and Xia Su
University of Bielefeld - Institute of Mathematical Economics (IMW) and University of Bonn - Economic Science Area
Date Posted: July 15, 2006
Working Paper Series
208 downloads

Incl. Electronic Paper Futures and Money Demand: A Portfolio Allocation Model
Chiara Oldani
University of Viterbo
Date Posted: July 14, 2006
Working Paper Series
94 downloads

Incl. Electronic Paper Situating Middle East and North Africa (MENA) Capital Markets within the Emerging Market's Universe
IIIS Discussion Paper No. 172
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity College, Dublin - School of Business
Date Posted: July 14, 2006
Working Paper Series
210 downloads

Incl. Electronic Paper Rational Inattention, Long-Run Consumption Risk, and Portfolio Choice
Yulei Luo
University of Hong Kong
Date Posted: July 13, 2006
Last Revised: February 14, 2009
Working Paper Series
142 downloads

Incl. Electronic Paper The Limits of the Limits of Arbitrage
Review of Finance, Forthcoming
Alon P. Brav , J.B. Heaton III and Si Li
Duke University - Fuqua School of Business , Bartlit Beck Herman Palenchar & Scott LLP and Wilfrid Laurier University - School of Business & Economics
Date Posted: July 12, 2006
Accepted Paper Series
1110 downloads

Incl. Electronic Paper Why Do Reit Returns Poorly Reflect Property Returns? Unrealizable Appreciation Gains Due to Trading Constraints as the Solution to the Short-Term Disparity
Tobias Muhlhofer
Indiana University Bloomington - Department of Finance
Date Posted: July 12, 2006
Last Revised: April 08, 2012
Working Paper Series
380 downloads

Incl. Electronic Paper Higher Dimensional Fair Option Pricing and Hedging Under HARA and CARA Utilities
Srdjan D. Stojanovic
University of Cincinnati
Date Posted: July 10, 2006
Working Paper Series
274 downloads

Incl. Electronic Paper Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing
American Economic Review, Vol. 96, No. 4, September 2006
Nicholas Barberis , Ming Huang and Richard H. Thaler
Yale School of Management , Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Date Posted: July 10, 2006
Accepted Paper Series
543 downloads


 

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