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Abstracts: 614,418
Full Text Papers: 511,188
Authors: 283,760
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  Last 12 months:
63,545

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Last 12 months: 11,476,193
Last 30 days: 896,541

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Total Footnotes: 9,172,179


SSRN eLibrary Search Results
JEL Code: G12
7,358,780 Total downloads
Showing Papers 5,951 - 6,000 of 16,549
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1 2 3 4 ... 331 | Next >
   


Incl. Electronic Paper Liquidity and Volatility in the Chinese Commodity Futures Market: Evidence from Intraday Data
Ying Jiang , Shamim Ahmed and Xiaoquan Liu
University of Nottingham Ningbo , Nottingham University Business School and University of Nottingham Ningbo
Date Posted: July 03, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Stochastic Differential Utility with Preference for Information: Existence, Uniqueness, Concavity, and Utility Gradients
Thomas Seiferling and Frank Thomas Seifried
University of Kaiserslautern and University of Trier
Date Posted: July 03, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Can Anomalies Survive Insider Disagreements?
Deniz Anginer , Gerard Hoberg and H. Nejat Seyhun
Virginia Tech Pamplin Business School , University of Southern California - Marshall School of Business and University of Michigan, Stephen M. Ross School of Business
Date Posted: July 03, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Estimating Market Leverage: Maximum Likelihood and Kalman Filter
Raffaele Corvino
City University London - Sir John Cass Business School
Date Posted: July 03, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates
Francesca Biagini , Alessandro Gnoatto and Maximilian Härtel
University of Bologna - Department of Mathematics , Ludwig-Maximilians-Universität München and Ludwig-Maximilians-Universität München - Department of Mathematics
Date Posted: July 03, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Factor Investing Revisited
Journal of Index Investing, Forthcoming
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: July 03, 2015
Accepted Paper Series
37 downloads

Incl. Electronic Paper An Analysis of the Expense Ratio Pricing of SMB, HML and UMD Exposure in U.S. Equity Mutual Funds
Sean Grover and Jared Kizer
Buckingham Asset Management, LLC and Buckingham Asset Management, LLC
Date Posted: July 02, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Hidden Champions or Black Sheep? Evidence from German Mini-Bonds
Denis Schweizer , Juliane Proelss and Mark Mietzner
Concordia University , Concordia University, Quebec and Zeppelin University
Date Posted: July 02, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Martingales in Floating ASEAN+3 Currencies
DLSU Business & Economics Review 23.2 (2014) , pp. 65-79
Cesar C. Rufino
School of Economics, De La Salle University
Date Posted: July 02, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Notes on Bonds: Liquidity at All Costs in the Great Recession
David K. Musto , Greg Nini and Krista Schwarz
University of Pennsylvania - Finance Department , Drexel University - Department of Finance and University of Pennsylvania - Finance Department
Date Posted: July 01, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Empirical Evidence on International Bond Risk Premia
Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. 2015 John Wiley Sons, Inc
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and University of Zurich
Date Posted: July 01, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Investors' Perception of ESG Performance: Is Integrated Reporting Keeping its Promise?
Laura Mervelskemper and Daniel Streit
University of Bochum - Department of Finance and Banking and University of Bochum - Department of Finance and Banking
Date Posted: July 01, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Does Total Risk Matter? The Case of Emerging Markets
Multinational Finance Journal, Vol. 10, No. 1/2, p. 117-151, 2006
Eric Girard and Amit Sinha
Siena College - School of Business and Indiana State University
Date Posted: July 01, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Defining and Dating Bull and Bear Markets: Two Centuries of Evidence
Multinational Finance Journal, Vol. 10, No. 1/2, p. 81-116, 2006
Liliana Gonzalez , Philip Hoang , John G. Powell and Shi Jing
ESSEC Business School - Finance Department , Australian National University (ANU) , Massey University - Department of Finance Banking and Property and Jiangxi University of Finance and Economics
Date Posted: July 01, 2015
Accepted Paper Series
45 downloads

Incl. Electronic Paper Dealing with Non-Normality When Estimating Abnormal Returns and Systematic Risk of Private Equity: A Closed-Form Solution
Axel Buchner
University of Passau
Date Posted: July 01, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Informational Criteria for Positive and Negative Bubbles: An Experiment in Forensic Finance
Peter Lerner (Ret.)
Rollins College
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Currency Board Arrangement Capital Structure Macrofinancial Diagnostics
Financial Management Association, Nashville, Tennessee, Annual Meeting, 2014
Eleftherios Ioannis Thalassinos , Pantelis Thalassinos , Bozhana Plamenova Venediktova and Vilimir Yordanov
University of Piraeus - Department of Maritime Studies , Credit Suisse AG , University of National and World Economy and Independent
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Pairs Trading Strategy Optimization Using the Reinforcement Learning Method: A Cointegration Approach
Saeid Fallahpour , Hasan Hakimian , Khalil Taheri and Ehsan Ramezanifar
University of Tehran , University of Tehran - Faculty of Management , University of Tehran and Maastricht University - Department of Finance
Date Posted: June 29, 2015
Working Paper Series
70 downloads

Incl. Fee Electronic Paper An Intertemporal CAPM with Stochastic Volatility
CEPR Discussion Paper No. DP10681
John Y. Campbell , Stefano W. Giglio , Christopher Polk and Robert Turley
Harvard University - Department of Economics , University of Chicago - Booth School of Business , London School of Economics and Dodge & Cox Funds
Date Posted: June 29, 2015
Working Paper Series

Incl. Electronic Paper Sub-National Government's Risk Premia: Does Fiscal Performance Matter?
IMF Working Paper No. 15/117
Sergio Sola and Geremia Palomba
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: June 29, 2015
Working Paper Series

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 Investor Sentiment, Soccer Games and Stock Returns
Nebojsa Dimic , Manfred Neudl , Vitaly Orlov and Janne Jaakko Äijö
University of Vaasa - Department of Accounting and Finance , University of Vaasa - Department of Accounting and Finance , University of Vaasa, Department of Accounting and Finance and University of Vaasa, Department of Accounting and Finance
Date Posted: June 29, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Estimating the Cost of Equity Capital Using Empirical Asset Pricing Models
Adriana S. Cordis and Chris Kirby
Winthrop University - College of Business Administration and UNC Charlotte - Belk College of Business
Date Posted: June 28, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Hidden Liquidity Inside the Spread
Jim Holcomb Jr. and James Upson
University of Texas at El Paso and University of Texas at El Paso
Date Posted: June 28, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Senior Structured Finance Obligations are not Economic Catastrophe Bonds
Andreas Bloechlinger
Zurich Cantonal Bank
Date Posted: June 27, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Black Scholes Pricing Concept
Ilya I. Gikhman
Independent
Date Posted: June 27, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Conditional Risk Premia in International Government Bond Markets
Multinational Finance Journal, Vol. 12, No. 3/4, p. 185-204, 2008
Joëlle Miffre
EDHEC Business School
Date Posted: June 26, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper U.K. Stock Market Inefficiencies and the Risk Premium
Multinational Finance Journal, Vol. 11, No. 1/2, p. 97-122, 2007
Antonis Demos and George Vasillelis
Athens University of Economics and Business and University of London - Imperial College of Science, Technology and Medicine
Date Posted: June 26, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Asymmetric Return and Volatility Responses to Composite News from Stock Markets
Multinational Finance Journal, Vol. 11, No. 3/4, p. 179-210, 2007
Thomas Chinan Chiang , Cathy W. S. Chen and Mike K. P. So
Drexel University - Department of Finance , Feng Chia University - Department of Statistics and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Taxation, Dividend Payments and Ex-Day Price-Changes
Multinational Finance Journal, Vol. 13, No. 1/2, p. 135-154, 2009
Sven-Olov Daunfeldt , Carina Selander and Magnus Wikström
University of Umea - Department of Economics , University of Umea and Umeå University
Date Posted: June 26, 2015
Accepted Paper Series
5 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 Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
Multinational Finance Journal, Vol. 13, No. 3/4, p. 293-321, 2009
James McDonald , Richard A. Michelfelder and Panayiotis Theodossiou
Brigham Young University - Department of Economics , Rutgers, The State University of New Jersey - Rutgers University, Camden and Cyprus University of Technology
Date Posted: June 26, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Benchmark Concentration: Capitalization Weights versus Equal Weights in the FTSE 100 Index
Multinational Finance Journal, Vol. 13, No. 3/4, p. 209-228, 2009
Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Modeling Volatility in Foreign Currency Option Pricing
Multinational Finance Journal, Vol. 13, No. 3/4, p. 189-208, 2009
Ariful Hoque , Felix Chan Sr. and Meher Manzur
University of Southern Queensland , Curtin University of Technology - School of Economics and Finance and Curtin University of Technology - School of Economics and Finance
Date Posted: June 26, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Multifactor Asset Pricing Model Incorporating Coskewness and Cokurtosis: The Evidence from Asian Mutual Funds
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Higher Moment Six-Factor Model in Explaining Mutual Fund Portfolio Return in Different Market Conditions
Nathee Naktnasukanjn
The Joint Doctoral Business Administration Program
Date Posted: June 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Continuous-Time Option Games: Review of Models and Extensions
Multinational Finance Journal, Vol. 14, No. 3/4, p. 219-254, 2010
Marco Antonio Guimarães Dias and Jose Teixeira
Petrobras/E&P/Gerer/Corfex and University of Turku
Date Posted: June 26, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Role of Realised Volatility in the Athens Stock Exchange
Multinational Finance Journal, Vol. 15, No. 1/2, p. 87-124, 2011
Dimitrios D. Thomakos and Michail S. Koubouros
University of Peloponnese - School of Management and Economics and University of Peloponnese - Department of Economics
Date Posted: June 25, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Long-Term Yield in an Affine HJM Framework on Sd+
Francesca Biagini , Alessandro Gnoatto and Maximilian Härtel
University of Bologna - Department of Mathematics , Ludwig-Maximilians-Universität München and Ludwig-Maximilians-Universität München - Department of Mathematics
Date Posted: June 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Accounting-Based Downside Risk, Cost of Capital, and the Macroeconomy
Yaniv Konchitchki , Yan Luo , Mary L. Z. Ma and Feng Wu
University of California, Berkeley - Haas School of Business , Fudan University , York University and Independent
Date Posted: June 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Cross-Sectional Variations in the Degree of Global Integration: The Case of Russian Equities
Journal of International Financial Markets, Institutions & Money, 2000, 10(2), 131-150.
Pavel Fedorov and Sergei Sarkissian
Morgan Stanley and McGill University
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Sovereign Default Problem in the Eurozone: An Insurance-Based Approach
CESifo Working Paper Series No. 5389
Nadjeschda Arnold and Ray Rees
Ludwig-Maximilians-Universität München - Center for Economic Studies (CES) and Ludwig-Maximilians-Universität München - Faculty of Economics
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Why Market Returns Favor Democrats in the White House?
Michael S. Long Sr.
Rutgers University at Newark
Date Posted: June 24, 2015
Last Revised: June 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Alphas of Betas: Testing Characteristics-Based Factor Models
Kerry Back , Nishad Kapadia and Barbara Ostdiek
Rice University - Jones Graduate School of Business and Department of Economics , Tulane University - A.B. Freeman School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: June 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral
ECB Working Paper No. 1793
alvise lennkh and Florian Walch
European Stability Mechanism and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Costly Arbitrage and the Closed-End Fund Puzzle: Evidence from a Natural Experiment
Yongqiang Chu and Liang Ma
University of South Carolina - Darla Moore School of Business and University of South Carolina - Darla Moore School of Business
Date Posted: June 23, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Momentum and Low-Volatility Effects in Country-Level Stock Market Anomalies
Adam Zaremba
Poznań University of Economics
Date Posted: June 22, 2015
Last Revised: June 24, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Do Index Futures and ETFs Affect Stock Return Correlations?
Markus Leippold , Lujing Su and Alexandre Ziegler
University of Zurich - Department of Banking and Finance , University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: June 21, 2015
Working Paper Series
111 downloads

Incl. Electronic Paper Determinants of the Multiple-Term Structures from Interbank Rates
Juan Angel Lafuente , Nuria Petit and Pedro Serrano
Jaume I University , University Complutense of Madrid and University Carlos III of Madrid
Date Posted: June 21, 2015
Working Paper Series
10 downloads

Seasonal Variation in Treasury Returns
Critical Finance Review, 4(1), 45-115, 2015
Mark J. Kamstra , Lisa A. Kramer and Maurice D. Levi
York University - Schulich School of Business , University of Toronto - Rotman School of Management and University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 21, 2015
Accepted Paper Series


 

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