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Abstracts: 602,679
Full Text Papers: 500,616
Authors: 279,008
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SSRN eLibrary Search Results
JEL Code: G11
3,392,535 Total downloads
Showing Papers 551 - 600 of 9,053
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1 2 3 4 ... 182 | Next >
   


Incl. Electronic Paper Access to Credit and Stock Market Participation
Serhiy Kozak and Denis Sosyura
University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Date Posted: April 17, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper How Smart are Smart Beta ETFs? Analysis of Relative Performance and Factor Timing
Denys Glushkov
University of Pennsylvania - Wharton Research Data Services (WRDS)
Date Posted: April 17, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Facts About Factors
MIT Sloan Research Paper No. 5128-15
Paula Cocoma , Megan Czasonis , Mark Kritzman and David Turkington
State Street Corporation , State Street Corporation , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: April 17, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Multiples, Forecasting, and Asset Allocation
Javier Estrada
IESE Business School
Date Posted: April 16, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper La Hiérarchisation De L’Endettement Dans Un Contexte D’Asymétrie D’Information (The Pecking Order of Debt in a Context of Asymmetric Information)
Souad Brinette and Sabrina KHEMIRI
Ecole des Dirigeants et Créateurs d'entreprise (EDC) and Pole Universitaire Leonard de Vinci
Date Posted: April 15, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Can Implied Volatility Predict Returns on the Currency Carry Trade?
Journal of Banking and Finance, Forthcoming
Tom Egbers and Laurentius (Laurens) Adrianus Petrus Swinkels
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR)
Date Posted: April 13, 2015
Accepted Paper Series
30 downloads

Incl. Fee Electronic Paper Personal Pensions with Risk Sharing: Affordable, Adequate and Stable Private Pensions in Europe
CEPR Discussion Paper No. DP10538
A. Lans Bovenberg and Theo Nijman
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center and Faculty of Economics and Business Administration
Date Posted: April 13, 2015
Working Paper Series

Incl. Electronic Paper The Effects of Contingent Convertible (CoCo) Bonds on Insurers' Capital Requirements Under Solvency II
SAFE Working Paper No. 98
Tobias Niedrig and Helmut Gründl
Goethe University Frankfurt, Chair for Insurance and Regulation and Goethe University Frankfurt - House of Finance
Date Posted: April 12, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Asset Allocation for Interconnected Life Insurers in the Low Interest Rate Environment Under Solvency Regulation
SAFE Working Paper No. 97
Tobias Niedrig
Goethe University Frankfurt, Chair for Insurance and Regulation
Date Posted: April 12, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Portfolio Forming Decisions: The Role of Intangibles
Higher School of Economics Research Paper No. WP BRP 44/FE/2015
Marina A. Zavertiaeva
National Research University Higher School of Economics
Date Posted: April 11, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Egalitarian Equivalent Capital Allocation
Shinichi Kamiya and George H. Zanjani
Nanyang Technological University (NTU) - Nanyang Business School and Georgia State University - Risk Management & Insurance Department
Date Posted: April 11, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Active Risk-Based Investing
Emmanuel Jurczenko and Jerome Teiletche
ESCP Europe and Unigestion
Date Posted: April 11, 2015
Working Paper Series
85 downloads

Incl. Electronic Paper Consistent Tests for Almost Stochastic Dominance
Xu Guo , Haim Levy and Wing-Keung Wong
Hong Kong Baptist University (HKBU) - Department of Mathematics , Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hong Kong Baptist University (HKBU)
Date Posted: April 10, 2015
Last Revised: April 11, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Fama-Macbeth Two-Pass Regressions: Improving Risk Premia Estimates
Jushan Bai and Guofu Zhou
Columbia University and Washington University in St. Louis - Olin School of Business
Date Posted: April 10, 2015
Working Paper Series
43 downloads

Incl. Fee Electronic Paper Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets
CEPR Discussion Paper No. DP10525
Sandra E. Black , Paul J. Devereux , Petter Lundborg and Kaveh Majlesi
University of Texas at Austin - Center for Law, Business, and Economics , University College Dublin - Department of Economics , Lund University School of Economics and Management and Lund University
Date Posted: April 09, 2015
Working Paper Series

The German Open-End Fund Crisis - A Valuation Problem?
Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Christian Weistroffer and Steffen P. Sebastian
European Securities and Markets Authority and University of Regensburg - International Real Estate Business School (IREBS)
Date Posted: April 09, 2015
Accepted Paper Series

Incl. Fee Electronic Paper The Risk‐Free Rate in a Finite Horizon Model with Bequests
Bulletin of Economic Research, Vol. 67, Issue 2, pp. 105-114, 2015
Xiaoyong Cui and Liutang Gong
Peking University - School of Economics and Peking University - Guang Hua School of Management
Date Posted: April 09, 2015
Accepted Paper Series

Incl. Electronic Paper Incremental Variables and the Investment Opportunity Set
Journal of Financial Economics (JFE), Forthcoming
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Date Posted: April 09, 2015
Accepted Paper Series
52 downloads

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 15, 2015
Working Paper Series
34 downloads

The Associative Property of Attribution Linking
Jiang, Yindeng, Joseph Sáenz, "The Associative Property of Attribution Linking," The Journal of Performance Measurement, Vol. 19, No. 1 (2015), pp. 19-24.,
Yindeng Jiang and Joseph F Saenz
University of Washington - Investment Management and University of Washington - Investment Management
Date Posted: April 08, 2015
Accepted Paper Series

Incl. Electronic Paper Am I My Peer's Keeper? Social Responsibility in Financial Decision Making
NiCE Working Paper 15-03, Institute for Management Research, Radboud University, Nijmegen, 2015
Sascha Füllbrunn and Wolfgang J. Luhan
Radboud University Nijmegen - Nijmegen School of Management and University of Bochum
Date Posted: April 08, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Chasing Stock Market Returns
Nicola Borri and Alberto Cagnazzo
LUISS Guido Carli University - Department of Economics and LUISS Guido Carli University - Department of Economics
Date Posted: April 08, 2015
Last Revised: April 18, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper The Triumph of Mediocrity: A Case Study of 'Naïve Beta'
Journal of Portfolio Management, Forthcoming
Edward E. Qian , Nicholas Alonso and Mark A. Barnes
PanAgora Asset Management , PanAgora Asset Management and PanAgora Asset Management, Inc.
Date Posted: April 07, 2015
Accepted Paper Series
210 downloads

Incl. Fee Electronic Paper A Tale of Two Anomalies: Higher Returns of Low‐Risk Stocks and Return Seasonality
Financial Review, Vol. 50, Issue 2, pp. 257-273, 2015
Christopher Fiore and Atanu Saha
Compass Lexecon and Compass Lexecon
Date Posted: April 07, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Trend‐Following Trading Strategies in U.S. Stocks: A Revisit
Financial Review, Vol. 50, Issue 2, pp. 221-255, 2015
Andrew C. Szakmary and M. Carol Lancaster
University of Richmond and University of Richmond
Date Posted: April 07, 2015
Accepted Paper Series

Incl. Electronic Paper A Rational Explanation of Disposition Effect: Portfolio Rebalancing with Transaction Costs
Min Dai , Hong Liu and Jing Xu
National University of Singapore (NUS) - Department of Mathematics , Washington University in St. Louis - Olin Business School and National University of Singapore (NUS)
Date Posted: April 06, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Implementation of State Sponsored Retirement Plans
Bruce I. Carlin and Shaun William Davies
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Colorado-Boulder
Date Posted: April 05, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Uniqueness of Equilibrium for Time-Inconsistent Stochastic Linear-Quadratic Control
Ying Hu , Hanqing Jin and Xun Yu Zhou
Université de Rennes I , Mathematical Institute and University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: April 05, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Alternative Risk Measures and Stock Selection
Euan Sinclair and Saarthak Gupta
Bluefin Trading and Bluefin Trading
Date Posted: April 05, 2015
Working Paper Series
145 downloads

Incl. Electronic Paper Dynamic Agency and Endogenous Risk-Taking
Tak-Yuen Wong
Shanghai University of Finance and Economics - Department of Finance
Date Posted: April 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Hedging and Pricing in Imperfect Markets Under Non-Convexity
FRB Atlanta Working Paper No. 2014-13
Hirbod Assa and Nikolay Gospodinov
University of Liverpool and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Implied Volatility of Greek Options and the Political Risk in Eurozone
Dimosthenis Karaflos
Athens University of Economics and Business
Date Posted: April 04, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Multi-Asset Class Mutual Funds: Can They Time the Market? Evidence from the US, UK and Canada
Clare, Andrew D., O'Sullivan, Niall , Sherman , Meadhbh and Thomas, Steve H., Multi-Asset Class Mutual Funds: Can They Time the Market? Evidence from the US, UK and Canada, Research in International Business and Finance, (2015 Forthcoming).
Andrew Clare , Niall O'Sullivan , Meadhbh Sherman and Steve Thomas
City University London - Sir John Cass Business School , University College Cork (UCC) - Department of Economics , University College Cork and City University London - Sir John Cass Business School
Date Posted: April 04, 2015
Accepted Paper Series
22 downloads

Incl. Electronic Paper The Dynamics of Value Across Global Equity Markets: The Risk Contagion
Jan Novotny and Mayank Gupta
City University London - Faculty of Finance and Cass Business School City University London
Date Posted: April 03, 2015
Last Revised: April 07, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Portfolio Diversification in Concentrated Bond and Loan Portfolios
Paul H. Kupiec
American Enterprise Institute
Date Posted: April 03, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper On the Tracking and Replication of Hedge Fund Optimal Investment Portfolio Strategies in Global Capital Markets in Presence of Nonlinearities, Applying Bayesian Filters: 1. Stratanovich – Kalman – Bucy Filters for Gaussian Linear Investment Returns Distribution and 2. Particle Filters for Non-Gaussian Non-Linear Investment Returns Distribution
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 02, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Equity Home Bias, Financial Integration, and Regulatory Reforms: Implications for Emerging Asia
Cyn-Young Park and Rogelio V. Mercado, Jr.
Asian Development Bank - Economic Research and Trinity College (Dublin)
Date Posted: April 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Investment Timing and Optimal Capital Structure Under Debt Illiquidity Risk
Huamao Wang , Qing Xu and Jinqiang Yang
University of Kent - School of Mathematics, Statistics and Actuarial Science & Kent Centre for Finance , University of Kent and Shanghai University of Finance and Economics
Date Posted: April 02, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Financial Innovation and Governance Mechanisms: The Evolution of Decoupling and Transparency
Business Lawyer, Vol. 70, No. 2, 2015
Henry T. C. Hu
University of Texas at Austin - School of Law
Date Posted: April 01, 2015
Last Revised: April 12, 2015
Accepted Paper Series
68 downloads

Incl. Electronic Paper Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns
Chicago Booth Research Paper No. 15-12, Fama-Miller Working Paper
Ray Ball , Joseph Gerakos , Juhani T. Linnainmaa and Valeri V. Nikolaev
University of Chicago , University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: April 01, 2015
Working Paper Series
257 downloads

Incl. Electronic Paper Global Asset Allocation Shifts
BIS Working Paper No. 497
Tim Alexander Kroencke , Maik Schmeling and Andreas Schrimpf
University of Basel , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: April 01, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Insurance Companies' Trading Behaviour During the European Sovereign Debt Crisis: Flight Home or Flight to Quality?
De Nederlandsche Bank Working Paper No. 468
Melle Bijlsma and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: April 01, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Foreign Bias in Australian Domiciled Mutual Fund Holdings
Anil V. Mishra
University of Western Sydney - Department of Economics & Finance
Date Posted: March 31, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Technical Analysis of Indian Financial Market with the Help of Technical Indicators
International Journal of Science and Research (IJSR), ISSN (Online): 2319-7064 Index Copernicus Value (2013): 6.14 | Impact Factor (2013): 4.438
Mohd Naved
Noida International University
Date Posted: March 31, 2015
Accepted Paper Series
401 downloads

Incl. Electronic Paper Were U.S. Banks Exposed to the Greek Debt Crisis?
Financial Markets, Institutions, and Instruments, Forthcoming
Marcia Millon Cornett , Otgontsetseg Erhemjamts and Jim Musumeci
Bentley University - Department of Finance , Bentley University - Department of Finance and Bentley University - Department of Finance
Date Posted: March 29, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Intermediation in Private Equity: The Role of Placement Agents
Matthew D. Cain , Stephen B. McKeon and Steven Davidoff Solomon
U.S. Securities and Exchange Commission , University of Oregon - Department of Finance and University of California, Berkeley - School of Law
Date Posted: March 29, 2015
Working Paper Series
65 downloads

Incl. Electronic Paper Active Portfolio Management with Conditional Tracking Error
Winfried G. Hallerbach and I. Pouchkarev
Robeco Asset Management, Quantitative Strategies and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: March 28, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper State-Dependent Risk Preferences: Evidence from Individual Choices and Applications in Investment Behavior
Swiss Finance Institute Research Paper No. 15-11
Angie Andrikogiannopoulou and Filippos Papakonstantinou
University of Geneva and Imperial College London
Date Posted: March 28, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Does Investors' Personality Influence Their Portfolios?
Netspar Discussion Paper No. 01/2015-006
Alessandro Bucciol and Luca Zarri
University of Verona - Department of Economics and University of Verona - Department of Economics
Date Posted: March 27, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper The Capacity of Trading Strategies
HEC Paris Research Paper No. FIN-2015-1089
Augustin Landier , Guillaume Simon and David Thesmar
Toulouse School of Economics , Capital Fund Management and HEC Paris (Groupe HEC) - Finance Department
Date Posted: March 27, 2015
Last Revised: April 08, 2015
Working Paper Series
151 downloads


 

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