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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 542,860
Full Text Papers: 445,337
Authors: 252,176
Papers Received in
  Last 12 months:
65,910

Paper Downloads:
To date: 74,890,252
Last 12 months: 10,141,466
Last 30 days: 863,300

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Papers with
  Resolved
  References:
254,687
Total References: 8,920,295
Papers with Cites: 240,003
Total Citation
  Links:
5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,013,447


SSRN eLibrary Search Results
JEL Code: G12
6,449,687 Total downloads
Showing Papers 5,651 - 5,700 of 15,034
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Incl. Electronic Paper An Analytic Derivation and Comments on Betting Against Beta
Deng-Ta Chen
WiSE (Wang Yanan Institute for Studies in Economics), Xiamen University
Date Posted: April 17, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Shock Elasticities and Impulse Responses
Jaroslav Borovička , Lars Peter Hansen and Jose A. Scheinkman
New York University (NYU) - Department of Economics , University of Chicago - Department of Economics and Columbia University
Date Posted: April 17, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Increasing Borrowing Costs and the Equity Premium
Jasmina Hasanhodzic
Boston University
Date Posted: April 16, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Opacity Risk Premium in Private CDS-Bond Bases
Jovan Stojkovic
University of Lugano - Swiss Finance Institute at the University of Lugano
Date Posted: April 15, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Asset Pricing and Consumption-Portfolio Choice with Recursive Utility and Unspanned Risk
Holger Kraft , Thomas Seiferling and Frank Thomas Seifried
Goethe University Frankfurt , University of Kaiserslautern and University of Kaiserslautern
Date Posted: April 15, 2014
Last Revised: April 16, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Rare Events and Return Predictability in a Regime Switching Setting
Heinrich Kick and Claudia Schwarz
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: April 15, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper 9 Errores frecuentes de algunos Abogados sobre Finanzas y Contabilidad (9 Errors of Lawyers About Finance and Accounting)
Pablo Fernandez , Isabel Fernández Acín and Pablo Linares
University of Navarra - IESE Business School , University of Navarra and University of Navarra, IESE Business School
Date Posted: April 15, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Tilt Nickel to Diamond
George Xiang and Tong Yu
State Street Corporate - State Street Global Advisors and University of Rhode Island - College of Business Administration
Date Posted: April 14, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Real Earnings Management Uncertainty and Corporate Credit Risk
European Accounting Review, Forthcoming
Tsung-Kang Chen , Yi-Jie Tseng and Yu-Ting Hsieh
Fu Jen Catholic University , Fu-Jen Catholic University and National Taiwan University
Date Posted: April 13, 2014
Accepted Paper Series
14 downloads

Incl. Electronic Paper Josh Hardy and the #SaveJosh Army: How Corporate Risk Escalates and Accelerates Through Social Media
Rock Center for Corporate Governance at Stanford University Closer Look Series: Topics, Issues and Controversies in Corporate Governance and Leadership No. CGRP-40
David F. Larcker , Sarah M. Larcker and Brian Tayan
Stanford University - Graduate School of Business , Digitas Health and Stanford University - Graduate School of Business
Date Posted: April 13, 2014
Last Revised: April 17, 2014
Accepted Paper Series
15 downloads

Incl. Electronic Paper CDS Momentum: Slow Moving Credit Ratings and Cross-Market Spillovers
Jongsub Lee , Andy Naranjo and Stace Sirmans
University of Florida - Warrington College of Business Administration , University of Florida - Warrington College of Business Administration and University of Florida - Department of Finance, Insurance and Real Estate
Date Posted: April 13, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper The Effects of Model Misspecification on Tests of Price Discovery
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: April 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Macro Disagreement and the Cross-Section of Stock Returns
Weikai Li
Hong Kong University of Science and Technology
Date Posted: April 12, 2014
Last Revised: April 13, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Political Uncertainty and Financial Market Quality
Paolo Pasquariello and Christina Zafeiridou
University of Michigan - Stephen M. Ross School of Business and University of Michigan - Stephen M. Ross School of Business
Date Posted: April 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper LIBOR: Origins, Economics, Crisis, Scandal, and Reform
FRB of New York Staff Report No. 667
David Hou and David R. Skeie
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: April 12, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Does Speculative Activity Have Real Effects?
Tao Li and Mark Loewenstein
City University of Hong Kong (CityUHK) - Department of Economics & Finance and University of Maryland - Robert H. Smith School of Business
Date Posted: April 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Hossein Asgharian , Charlotte Christiansen and Ai Jun Hou
Lund University - Department of Economics , Aarhus University - CREATES and Stockholm University, Business School
Date Posted: April 12, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Exit Strategies and Their Impact on the Euro Area
Ruhr Economic Paper No. 467
Ansgar Hubertus Belke
University of Duisburg-Essen - Department of Economics
Date Posted: April 11, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents
Ruhr Economic Paper No. 465
Michael Stein , Daniel Piazolo and Stoyan V. Stoyanov
University of Duisburg-Essen , IPD Investment Property Databank and EDHEC Business School
Date Posted: April 11, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Disentangling the Accruals Mispricing in Europe: Is It an Industry Effect?
Department of Management, Università Ca' Foscari Venezia Working Paper No. 2014/5,
Elisabetta Basilico and Thomajean Johnsen
University of Venice, Cà Foscari and University of Denver - Daniels College of Business
Date Posted: April 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Impact of Oil Price Shocks on U.S. Bond Market Returns
CAMA Working Paper No. 33/2014
Wensheng Kang , Ronald A. Ratti and Kyung Hwan Yoon
Kent State University - Department of Economics , University of Western Sydney - Department of Economics & Finance and University of Western Sydney - Department of Economics & Finance
Date Posted: April 11, 2014
Last Revised: April 14, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Financial Crisis and the Supply of Corporate Credit
J. Santiago E. Barraza , Wayne Y. Lee and Timothy J. Yeager
University of Arkansas, Sam M. Walton College of Business , University of Arkansas - Sam M. Walton College of Business and University of Arkansas - Sam M. Walton College of Business
Date Posted: April 11, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
FEDS Working Paper No. 2014-24
Stefania D'Amico and Min Wei
Federal Reserve Board and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Date Posted: April 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Interaction-Based Model for Pricing CDS with Counterparty Risk
Matjaz Steinbacher , Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy , Fakulteta za poslovne vede and Free Society Institute
Date Posted: April 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Incredible Shrinking 'Realized' Equity Risk Premium
Claude B. Erb
TR
Date Posted: April 09, 2014
Last Revised: April 11, 2014
Working Paper Series
369 downloads

Incl. Electronic Paper The Tone of Financial News and the Perceptions of Stock and CDS Traders
Michael Liebmann , Alexei G. Orlov and Dirk Neumann
University of Freiburg (Germany) , Radford University and University of Freiburg
Date Posted: April 09, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Equity Risk Premium in 2014
John R. Graham and Campbell R. Harvey
Duke University and Duke University - Fuqua School of Business
Date Posted: April 08, 2014
Working Paper Series
53 downloads

Incl. Electronic Paper Do Hedge Funds Trade on Private Information? Evidence from Upcoming Changes in Analysts’ Stock Recommendations
April Klein , Anthony Saunders and Yu Ting Forester Wong
New York University (NYU) - Department of Accounting, Taxation & Business Law , New York University - Leonard N. Stern School of Business and Columbia Business School - Accounting, Business Law & Taxation
Date Posted: April 08, 2014
Working Paper Series
29 downloads

Evidence on Hedging Effectiveness in Indian Derivatives Market
Asia-Pacific Financial Markets, Vol. 21, No.2, Pp. 121–131, May 2014, Forthcoming,
B. Prasanna Kumar and M. V. Supriya
Department of Social Science (Economics), Fakir Mohan University and Anna University, Chennai.
Date Posted: April 08, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Computerized and High‐Frequency Trading
Financial Review, Vol. 49, Issue 2, pp. 177-202, 2014
Michael A. Goldstein , Pavitra K. Kumar and Frank C Graves
Babson College - Finance Division , The Brattle Group and The Brattle Group
Date Posted: April 08, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Fund Management and Systemic Risk – Lessons from the Global Financial Crisis
Financial Markets, Institutions & Instruments, Vol. 23, Issue 2, pp. 101-124, 2014
Elias Bengtsson
Sveriges Riksbank
Date Posted: April 08, 2014
Accepted Paper Series

Incl. Fee Electronic Paper The Provision of Liquidity by High‐Frequency Participants
Financial Review, Vol. 49, Issue 2, pp. 371-394, 2014
Elvis Jarnecic and Mark Snape
University of Sydney and The University of Sydney Business School
Date Posted: April 08, 2014
Accepted Paper Series

Profitable Momentum Trading Strategies for Individual Investors
Bryan Foltice and Thomas Langer
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center
Date Posted: April 08, 2014
Working Paper Series

Incl. Electronic Paper Dynamic Equilibrium with Rare Events and Heterogeneous Epstein-Zin Investors
Georgy Chabakauri
London School of Economics and Political Science
Date Posted: April 08, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?
Ekaterini Panopoulou and Spyridon D. Vrontos
University of Kent, Canterbury - Kent Business School and University of Piraeus - Department of Statistics and Insurance Science
Date Posted: April 08, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Quantifying Differential Interpretation of Public Information
International Journal of Forecasting, Forthcoming
Xuguang Sheng and Maya Thevenot
American University and Florida Atlantic University
Date Posted: April 07, 2014
Last Revised: April 15, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Does Option Trading Make Underlying Stock Prices More Efficient? Evidence from IPO Lockup Expirations
Li Wang
University of Illinois at Urbana-Champaign
Date Posted: April 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics
Review of Finance, Forthcoming
Jianjian Jin
Government of Canada - Bank of Canada
Date Posted: April 06, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Funding Liquidity CAPM: International Evidence
Aytek Malkhozov , Philippe Mueller , Andrea Vedolin and Gyuri Venter
McGill University , London School of Economics & Political Science (LSE) - Department of Finance , London School of Economics and Political Science and Copenhagen Business School
Date Posted: April 06, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper The Gap between Theory and Practice of Firm Valuation: Survey of European Valuation Experts
Franck Bancel and Usha R. Mittoo
ESCP Europe and University of Manitoba - Department of Accounting and Finance
Date Posted: April 05, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Expectations, Risk Premia and Information Spanning in Dynamic Term Structure Model Estimation
Bank of England Working Paper No. 489
Rodrigo Guimaraes
Bank of England
Date Posted: April 05, 2014
Working Paper Series
8 downloads

A Collection on the Versatility and Predictive Power of Survey Expectations Data
Giselle Guzman
Economic Alchemy LLC
Date Posted: April 05, 2014
Working Paper Series

Incl. Electronic Paper Empirical Asset Pricing with Reference-Dependent Heterogeneous Agents
Tobias Langen
University of Tübingen
Date Posted: April 05, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Implied Growth Rates and Country Risk Premium: Evidence from Chinese Stock Markets
Review of Quantitative Finance and Accounting, Forthcoming
Pengguo Wang and Wei Huang
Xfi, University of Exeter and Nottingham University Business School China
Date Posted: April 05, 2014
Accepted Paper Series
7 downloads

Yield Differences between Coupon and Principal STRIPS
Managerial Finance, Vol. 40, No. 4, 2014
Volker Vonhoff
University of Mannheim - Department of Business Administration and Finance
Date Posted: April 05, 2014
Accepted Paper Series

Incl. Electronic Paper Option Pricing Under Short-Lived Arbitrage: Theory and Tests
Jimmy E Hilliard and Jitka Hilliard
Auburn University and Auburn University
Date Posted: April 05, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper On Bank Credit Risk: Systemic or Bank-Specific? Evidence from the US and UK
Bank of Italy Temi di Discussione (Working Paper) No. 951
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Date Posted: April 04, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Equity Portfolio Management Using Option Price Information
Peter Christoffersen and Xuhui (Nick) Pan
University of Toronto - Rotman School of Management and Tulane University, A.B. Freeman School of Business
Date Posted: April 04, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Persistent Doubt: An Examination of the Performance of Hedge Funds
Maria O. Gonzalez , Nicolas A. Papageorgiou and Frank S. Skinner
University of Castilla-La Mancha , HEC Montreal - Department of Finance and Brunel University
Date Posted: April 03, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Skill and Luck in Private Equity Performance
Rock Center for Corporate Governance at Stanford University Working Paper No. 179
Arthur G. Korteweg and Morten Sorensen
Stanford Graduate School of Business and Columbia Business School
Date Posted: April 03, 2014
Last Revised: April 17, 2014
Working Paper Series
214 downloads


 

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