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SSRN eLibrary Statistics:
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Abstracts:
484,173
Full Text Papers:
393,564
Authors:
226,645
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68,973
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65,885,359
Last 12 months:
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JEL Code: G11
2,575,547 Total downloads
Showing Papers 5,301 - 5,350 of 7,219
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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
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
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
Taxation without Replication
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Date Posted: August 13, 2006
Working Paper Series
118 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Futures and Money Demand: A Portfolio Allocation Model
Chiara Oldani
University of Viterbo
Date Posted: July 14, 2006
Working Paper Series
94 downloads
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
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
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
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
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
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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