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SSRN eLibrary Statistics:

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Abstracts: 614,595
Full Text Papers: 511,352
Authors: 283,838
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  Last 12 months:
63,429

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Last 12 months: 11,474,967
Last 30 days: 867,520

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94,530
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SSRN eLibrary Search Results
JEL Code: G10
1,914,773 Total downloads
Showing Papers 551 - 600 of 5,588
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1 2 3 4 ... 112 | Next >
   


Incl. Electronic Paper Investment Motive of Individual Investor in the Stock of Market of Nepal
Bhushan Karki and Bibhav Adhikari
Little Angels' College of Management (LACM) and Little Angels' College of Management (LACM)
Date Posted: July 03, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper Asset Allocation Strategies Based on Penalized Quantile Regression
Giovanni Bonaccolto , Massimiliano Caporin and Sandra Paterlini
University of Padova - Department of Statistical Sciences , University of Padova - Department of Economics and Management "Marco Fanno" and EBS Universität für Wirtschaft und Recht
Date Posted: July 03, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Orders versus Trades on the Consolidated Tape
James Upson , Hardy Johnson and Thomas H. McInish
University of Texas at El Paso , Kansas State University and University of Memphis - Fogelman College of Business and Economics
Date Posted: July 02, 2015
Last Revised: July 03, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Testing for Multiple Types of Marginal Investor in Ex-Day Pricing
Multinational Finance Journal, Vol. 8, No. 3/4, p. 173-209, 2004
Jan Bartholdy and Kate Brown
University of Aarhus - Aarhus School of Business - Department of Business Studies and University of Otago
Date Posted: July 01, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Behavior of Prices, Trades and Spreads for Canadian IPO's
Multinational Finance Journal, Vol. 9, No. 3/4, p. 215-236, 2005
Lawrence Kryzanowski , Skander Lazrak and Ian Rakita
Concordia University, Quebec - John Molson School of Business , Brock University and Concordia University, Quebec
Date Posted: July 01, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts
Multinational Finance Journal, Vol. 9, No. 3/4, p. 131-160, 2005
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University
Date Posted: July 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies Part II
Hilary Till
EDHEC Business School
Date Posted: July 01, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
Multinational Finance Journal, Vol. 10, No. 3/4, p. 179–221, 2006,
Marios Nerouppos , David Saunders , Costas Xiouros and Stavros A. Zenios
Cyprus International Institute of Management (CIIM) , University of Waterloo , University of Cyprus - Department of Public and Business Administration and University of Cyprus
Date Posted: June 30, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: June 30, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Accurate & Efficient Pricing of Arithmetic Average Asian Options within the Hull-White Method
Pratik Ramprasad
Department of Statistics, Rutgers University
Date Posted: June 30, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper A Paradox in the Markowitz Mean-Variance Model with Transaction Costs
George L. Ye
Saint Mary's University - Sobey School of Business
Date Posted: June 30, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper A Tale of Two Averagings: Estimating the Integrated Volatility Using 'Pooled' High-Frequency Data
Zhi Liu , Xinbing Kong and Bingyi Jing
University of Macau , Soochow University and Hong Kong University of Science & Technology (HKUST)
Date Posted: June 29, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Risk Adjusted Growth Portfolio in a Finite Investment Horizon
Marcos Lopez de Prado , Ralph Vince and Qiji Jim Zhu
Guggenheim Partners, LLC , LSP Partners, LLC and Western Michigan University
Date Posted: June 29, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper What is Known About Hedge Funds?
Hilary Till and Jodie Gunzberg
EDHEC Business School and S&P Dow Jones Indices
Date Posted: June 27, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies - Part I
Hilary Till
EDHEC Business School
Date Posted: June 27, 2015
Last Revised: June 30, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Location, Transportation and the Underpricing of IPOs
Zhangkai Huang , Jinyu Liu and Guangrong Ma
Tsinghua University - School of Economics & Management , Tsinghua University - School of Economics and Management and Peking University
Date Posted: June 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Estimation of VAR Using Copula and Extreme Value Theory
Multinational Finance Journal, Vol. 12, No. 3/4, p. 205-218, 2008
Luiz Koodi Hotta , Edimilson C. Lucas and Helder P. Palaro
University of Campinas (UNICAMP) - Department of Statistics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Independent
Date Posted: June 26, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Swedish Stock Recommendations: Information Content or Price Pressure?
Multinational Finance Journal, Vol. 11, No. 3/4, p. 253-285, 2007
Erik Lidén
Göteborg University
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Liquidity Motivated Algorithm for Discerning Trade Direction
Multinational Finance Journal, Vol. 12, No. 1/2, p. 45-66, 2008
David Michayluk and Laurie Prather
University of Technology, Sydney and Bond University - Faculty of Business, Technology and Sustainable Development
Date Posted: June 26, 2015
Accepted Paper Series
34 downloads

Incl. Electronic Paper European Put-Call Parity and the Early Exercise Premium for American Currency Options
Multinational Finance Journal, Vol. 13, No. 1/2, p. 39-54, 2009
Geoffrey Poitras , Chris Veld and Yuriy Zabolotnyuk
Simon Fraser University (SFU) - Finance Area , Monash University and Carleton University
Date Posted: June 26, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Effect of Extreme Markets on the Benefits of International Portfolio Diversification
Multinational Finance Journal, Vol. 13, No. 3/4, p. 155-188, 2009
Daniella Acker and N.W. Duck
University of Bristol - Department of Economics and University of Bristol - Department of Economics
Date Posted: June 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Effects of Information Differences Among Investors on the Role of Earnings Quality in Facilitating Corporate Investment
Juana Aledo Martinez , Juan M. García Lara and Maria T. Gonzalez-Perez
Universidad Carlos III de Madrid - Department of Business Administration , Universidad Carlos III de Madrid - Department of Business Administration and Universidad Complutense de Madrid - Colegio Universitario de Estudios Financieros (CUNEF)
Date Posted: June 26, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Bond Market Event Study Methods
Journal of Banking and Finance, Forthcoming
Louis H. Ederington , Wei Guan and Lisa Yang
University of Oklahoma - Division of Finance , University of South Florida St. Petersburg and University of Oklahoma - Division of Finance
Date Posted: June 24, 2015
Accepted Paper Series
13 downloads

Incl. Fee Electronic Paper Central Bank Collateral Frameworks
CEPR Discussion Paper No. DP10663
Kjell G. Nyborg
University of Zurich - Department of Banking and Finance
Date Posted: June 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Commodity Returns Co-Movements: Fundamentals or 'Style' Effect?
Charlot Philippe , Olivier Darné and Zakaria Moussa
Universities of Marseille , University of Nantes - Faculty of Business and Economics and University of Nantes - LEMNA
Date Posted: June 21, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Russian Financial Market in May 2015
Russian Economic Developments. Moscow, IEP, 2015, #6, pp. 11-14
E Gorbatikov and Elizaveta Khudko
Gaidar Institute for Economic Policy and Gaidar Institute for Economic Policy
Date Posted: June 21, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Structured Products: Performance, Costs and Investments
Dietmar Maringer , Walter Pohl and Paolo Vanini
University of Basel , University of Zurich and Zurich Cantonal Bank
Date Posted: June 20, 2015
Working Paper Series
88 downloads

Incl. Electronic Paper Credible Reforms and Stock Return Volatility: Evidence from Privatization
Jean-Claude Cosset , Hyacinthe Y. Somé and Pascale Valery
HEC Montreal , Université de Sherbrooke and HEC Montreal
Date Posted: June 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Intermarket Competition: Evidence from Trading Venue Short Sales
Mehrdad Samadi
University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: June 19, 2015
Last Revised: July 01, 2015
Working Paper Series
57 downloads

Incl. Electronic Paper High-Frequency Trading around Large Institutional Orders
Vincent van Kervel and Albert J. Menkveld
VU University Amsterdam and VU University Amsterdam
Date Posted: June 18, 2015
Working Paper Series
460 downloads

Incl. Electronic Paper The Financial Rewards of Sustainability: A Global Performance Study of Real Estate Investment Trusts
Franz Fuerst
University of Cambridge - Department of Land Economy
Date Posted: June 18, 2015
Working Paper Series
204 downloads

Incl. Electronic Paper Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland
Multinational Finance Journal, Vol. 17, No. 1/2, p. 1-47, 2013
Anand B S Gulati , Johan Knif and James W. Kolari
Hanken School of Economics , Hanken School of Economics / Department of Finance and Statistics and Texas A&M University (TAMU) - Department of Finance
Date Posted: June 18, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Diversification Effect of Naïve and Optimized Carry Trades
Jurij-Andrei Reichenecker
Hochschule Liechtenstein - Institute of Financial Services
Date Posted: June 18, 2015
Last Revised: June 22, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Rational Learning for Risk-Averse Investors by Conditioning on Behavioral Choices
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 16/WP/2015
Michele Costola and Massimiliano Caporin
Ca' Foscari University of Venice and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: June 17, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Liquidity Backstops and Dynamic Debt Runs
Bin Wei and Zhanwei Yue
Federal Reserve Bank of Atlanta and Emory University
Date Posted: June 17, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Lifetime of a Financial Bubble
Yoshiki Obayashi , Philip Protter and Shihao Yang
Applied Academics LLC , Columbia University and Harvard University, Department of Statistics, Students
Date Posted: June 16, 2015
Working Paper Series
140 downloads

Incl. Electronic Paper Credit Default Swaps and Bank Loan Sales: Evidence from Bank Syndicated Lending
Iftekhar Hasan and Deming Wu
Fordham University and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: June 13, 2015
Last Revised: June 23, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper How Do Large Banks Use Credit Default Swaps to Manage Risks? The Bank-Firm Level Evidence
Iftekhar Hasan and Deming Wu
Fordham University and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: June 13, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Cyberfinance: Liberating the Financial Markets
The Capco Institute Journal of Financial Transformation, Forthcoming
Kim Wales
Wales Capital
Date Posted: June 12, 2015
Last Revised: July 05, 2015
Accepted Paper Series
57 downloads

Incl. Electronic Paper Dark Trading at the Midpoint: Pricing Rules, Order Flow and High Frequency Liquidity Provision
Robert P. Bartlett III and Justin McCrary
University of California, Berkeley - School of Law and University of California, Berkeley
Date Posted: June 12, 2015
Working Paper Series
73 downloads

Incl. Electronic Paper Purchase Order Financing: Credit, Commitment, and Supply Chain Consequences
Matthew Reindorp , Fehmi Tanrisever and Anne Lange
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences , Bilkent University, Faculty of Business Administration and Darmstadt University of Technology
Date Posted: June 12, 2015
Working Paper Series
14 downloads

Price Discovery and Convergence in Fragmented Securities Markets
International Journal of Managerial Finance (Forthcoming)
Benjamin Clapham and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: June 12, 2015
Accepted Paper Series

Incl. Electronic Paper Ultra-Fast Activity and Market Quality
Álvaro Cartea , Richard Payne , José Penalva and Mikel Tapia
University College London , City University London - Sir John Cass Business School , Universidad Carlos III, Madrid - Business Economics Department and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: June 11, 2015
Working Paper Series
198 downloads

Incl. Electronic Paper Leading Indicators of Financial Stress: New Evidence
De Nederlandsche Bank Working Paper No. 476
Borek Vasicek , Diana Zigraiova , Marco Hoeberichts , Robert Vermeulen , Katerina Smidkova and Jakob de Haan
Czech National Bank (CNB) , Czech National Bank (CNB) , De Nederlandsche Bank - Research Department , De Nederlandsche Bank , Czech National Bank (deceased) and University of Groningen - Faculty of Economics and Business
Date Posted: June 11, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper The Cross-Section of Expected Returns in the Secondary Corporate Loan Market
2015 SFS Finance Cavalcade, Forthcoming
Mehdi Beyhaghi and Sina Ehsani
University of Texas at San Antonio - Department of Finance and University of Texas at San Antonio
Date Posted: June 09, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper The Dimensions of Mutual Funds Performance and Persistence
Philippe Cogneau and Georges Hubner
University of Liege - HEC Management School and HEC Management School - University of Liège
Date Posted: June 08, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Issuance of Central Bank Securities: International Experiences and Guidelines
IMF Working Paper No. 15/106
Simon Gray and Runchana Pongsaparn
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: June 08, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales
Swiss Finance Institute Research Paper No. 15-15
Tahir Choulli and Martin Schweizer
University of Alberta - Department of Mathematical and Statistical Sciences and Swiss Federal Institute of Technology Zurich - Department of Mathematics
Date Posted: June 06, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Foreign Ownership, Legal System and Stock Market Liquidity (외국인 투자자가 주식시장 유동성에 미치는 영향)
Bank of Korea WP 2015-15
Jieun Lee and Kee H. Chung
Bank of Korea and State University of New York at Buffalo - School of Management
Date Posted: June 05, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Return Predictability Through Board Links
Aaron Burt and Christopher M. Hrdlicka
University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business
Date Posted: June 05, 2015
Working Paper Series
30 downloads


 

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