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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 566,047
Full Text Papers: 468,176
Authors: 262,454
Papers Received in
  Last 12 months:
63,698

Paper Downloads:
To date: 78,688,977
Last 12 months: 9,719,885
Last 30 days: 793,227

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  Resolved
  References:
263,937
Total References: 9,064,481
Papers with Cites: 243,212
Total Citation
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6,006,875
Papers with
  Resolved
  Footnotes:
93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: G12
6,730,541 Total downloads
Showing Papers 5,951 - 6,000 of 15,486
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Incl. Electronic Paper Discount Rates, Market Frictions, and the Mystery of the Size Premium
Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: September 17, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper An Empirical Investigation of Methods to Reduce Transaction Costs
Journal of Empirical Finance, Forthcoming
Theodore C. Moorman
Baylor University - Department of Finance, Insurance & Real Estate
Date Posted: September 16, 2014
Last Revised: September 18, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper What Drives Exchange Rates? Reassessing Currency Return Predictability
Sara Ferreira Filipe and Paulo F. Maio
Luxembourg School of Finance and Hanken School of Economics
Date Posted: September 16, 2014
Working Paper Series
6 downloads

Monte Carlo Calculation of Exposure Profiles and Greeks for Bermudan and Barrier Options Under the Heston Hull-White Model
Qian Feng and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: September 16, 2014
Working Paper Series

Incl. Electronic Paper Financial Markets and Electoral Violence in Emerging Economies: Pakistan, May 2013
Allan Dwyer and Ashok Krishnamurthy
Mount Royal University - Bissett School of Business and Mount Royal University
Date Posted: September 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective
ADBI Working Paper No. 497
Naoyuki Yoshino , Farhad Taghizadeh Hesary , Ali Hassanzadeh and Ahmad Danu Prasetyo
Asian Development Bank Institute , Keio University , Monetary and Banking Research Institute (MBRI) and Bandung Institute of Technology - School of Business and Management, Bandung Institute of Technology
Date Posted: September 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Corny Creepy Corporate Credit: A Novel Model for the Term Structure of Corporate Credit Based on Competitive Advantage
Myuran Rajaratnam , Balakanapathy Rajaratnam and Kanshukan Rajaratnam
University of the Witwatersrand - School of Economics and Business Sciences , Stanford University and University of Cape Town (UCT) - Department of Finance and Tax
Date Posted: September 15, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
Adam Golinski , Joao Madeira and Dooruj Rambaccussing
University of York , University of York (UK) - Department of Economics and Related Studies and University of Dundee
Date Posted: September 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Asset Pricing Model Conditional on Up and Down Market for Emerging Market: The Case of Pakistan
Nida Shah , Javed Ali Dars and Muhammad Arshad Haroon
Isra University , Isra University and Isra University
Date Posted: September 14, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Expected Return of Fear
Ing-Haw Cheng
Dartmouth College - Tuck School of Business
Date Posted: September 13, 2014
Last Revised: September 16, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Fat Tails and Euler Equations: A Monte Carlo Study
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of Virginia (UVA) - Darden School of Business
Date Posted: September 13, 2014
Working Paper Series
10 downloads

Fund Flow Betas and the Cross-Section of Stock Returns
Yaxin Duan
Princeton University
Date Posted: September 13, 2014
Working Paper Series

Large Price Changes and Subsequent Returns
Journal of Investment Management, 2013
Suresh Govindaraj , Joshua Livnat , Pavel G. Savor and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick , New York University , Fox School of Business - Temple University and Rutgers Business School-Newark and New Brunswick
Date Posted: September 13, 2014
Accepted Paper Series

Incl. Electronic Paper Macro-Expectations and Bond Risk Premia
Jonas Nygaard Eriksen
Aarhus University and CREATES
Date Posted: September 13, 2014
Last Revised: September 16, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Evaluación De Los Márgenes Requeridos En Un Mercado De Derivados De Energía Eléctrica (Evaluation of the Requiered Margins in a Derivates Electric Energy Market)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-10
Kelly Maradey Angarita Sr. , Javier Pantoja and Alfredo Trespalacios
Universidad EAFIT , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT
Date Posted: September 12, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Option Valuation with Observable Volatility and Jump Dynamics
Peter Christoffersen , Bruno Feunou and Yoontae Jeon
University of Toronto - Rotman School of Management , Bank of Canada and University of Toronto - Rotman School of Management
Date Posted: September 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Taxes, Spending, and Market Returns
Anthony M. Diercks and William Waller
University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: September 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Do Stock Markets Price Ex-Ante Skewness? New Quantile Regression-Based Evidence
Kevin Aretz and Yakup Eser Arisoy
Manchester Business School and Université Paris-Dauphine - DRM-CEREG
Date Posted: September 11, 2014
Last Revised: September 12, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
Proceedings of the 2nd Applied Financial Economics (AFE) International Conference on “Financial Economics”, Samos island, Greece, July 15-17, 2005,
Dimitris Kenourgios , Aristeidis Samitas and Spyros Papathanasiou
University of Athens - Faculty of Economics , University of the Aegean and Hellenic Open University
Date Posted: September 11, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Idiosyncratic Volatility and Cross-Section of Stock Returns: Evidences from India
Prashant Sharma and Brajesh Kumar
Government of India - National Institute of Financial Management (NIFM) and Government of India - National Institute of Financial Management (NIFM)
Date Posted: September 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Testing Technical Anomalies in Athens Stock Exchange
European Research Studies Journal, 9, 3-4, pp 75-90 (2006).
Nikolaos Eriotis , Dimitrios Vasiliou and Spyros Papathanasiou
University of Athens , Hellenic Open University and Hellenic Open University
Date Posted: September 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Incorporating Technical Analysis Into Behavioral Finance: A Field Experiment in the Large Capitalization Firms of the Athens Stock Exchange
International Research Journal of Finance and Economics, 9(14), pp 100-112 (2008)
Dimitrios Vasiliou , Nikolaos Eriotis and Spyros Papathanasiou
Hellenic Open University , University of Athens and Hellenic Open University
Date Posted: September 11, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Technical Trading Profitability in Greek Stock Market
The Empirical Economics Letters, 7(7), pp 749-756, 2008.
Dimitrios Vasiliou , Nikolaos Eriotis and Spyros Papathanasiou
Hellenic Open University , University of Athens and Hellenic Open University
Date Posted: September 11, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Profits from Technical Trading Rules: The Case of Cyprus Stock Exchange
Journal of Money, Investment and Banking, Issue 13, pp 35-43 (2010)
Spyros Papathanasiou and Aristeidis Samitas
Hellenic Open University and University of the Aegean
Date Posted: September 11, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Leverage and the Value Premium
Hitesh Doshi , Kris Jacobs , Praveen Kumar and Ramon Rabinovitch
University of Houston , University of Houston - C.T. Bauer College of Business , University of Houston - Department of Finance and University of Houston - Department of Finance
Date Posted: September 10, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs
Tim Leung , Xin Li and Zheng Wang
Columbia University , Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: September 10, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Individual Investors and Suboptimal Early Exercises in the Fixed-Income Market
Mathias Eickholt , Oliver Entrop and Marco Wilkens
University of Passau , University of Passau and University of Augsburg
Date Posted: September 10, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Does Money Supply Growth Contain Predictive Power for Stock Returns?
David G. McMillan
University of Stirling
Date Posted: September 10, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Time-Varying Predictability for Stock Returns, Dividend Growth and Consumption Growth
David G. McMillan
University of Stirling
Date Posted: September 10, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Modern Prospect Theory: The Missing Link Between Modern Portfolio Theory and Prospect Theory
Arun Muralidhar
AlphaEngine Global Investment Solutions/George Washington Univ
Date Posted: September 09, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Bid-Ask Spreads, Trading Networks and the Pricing of Securitizations: 144a vs. Registered Securitizations
Burton Hollifield , Artem Neklyudov and Chester S. Spatt
Carnegie Mellon University - David A. Tepper School of Business , HEC Lausanne and SFI and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: September 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Risk-Adjusted Pricing of Bank's Assets Based on Cash Flow Matching Matrix
ACRN Journal of Finance and Risk Perspectives, Vol. 2, Issue 2, p. 49 - 59, Dec. 2013, ISSN 2305-7394
Ihor Voloshyn and Mykyta Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv) and National Technical University of Ukraine
Date Posted: September 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Direct Estimating Price of a Defaultable Zero-Coupon Bond Using Conception of Continuous Coupon Bond
Ihor Voloshyn
The University of banking of the National Bank of Ukraine (Kyiv)
Date Posted: September 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Abnormal Trading Around Common Factor Pricing Models
Chris Yost-Bremm
Texas A&M University (TAMU) - Department of Finance
Date Posted: September 08, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Asset Management Contracts and Equilibrium Prices
Andrea M. Buffa , Dimitri Vayanos and Paul Woolley
Boston University , London School of Economics and London School of Economics
Date Posted: September 08, 2014
Last Revised: September 16, 2014
Working Paper Series
98 downloads

Incl. Electronic Paper Who Should Sell Stocks?
Paolo Guasoni , Ren Liu and Johannes Muhle-Karbe
Boston University - Department of Mathematics and Statistics , ETH Zürich and ETH Zürich
Date Posted: September 07, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Tactical Timing of Low Volatility Equity Strategies
Sanne De Boer and James H. Norman
QS Investors and QS Investors
Date Posted: September 07, 2014
Working Paper Series
157 downloads

Constant Impact Strategy
The Journal of Trading, Summer 2014, Vol. 9, No. 3: pp. 26-33
Vladimir Markov
Liquidnet, Inc.
Date Posted: September 06, 2014
Accepted Paper Series

Commonality in Liquidity: An Empirical Examination of Emerging Order-Driven Equity and Derivatives Market
Journal of International Financial Markets, Institutions and Money, Forthcoming
Sudhakar Reddy Syamala , V. N. Reddy and Abhinav Goyal
Institute of Chartered Financial Analysts of India (ICFAI) - IBS - Hyderabad , The ICFAI Business School, Hyderabad and University of Liverpool - Management School (ULMS)
Date Posted: September 06, 2014
Last Revised: September 09, 2014
Accepted Paper Series

Incl. Electronic Paper Currency Value
Lukas Menkhoff , Lucio Sarno , Maik Schmeling and Andreas Schrimpf
Leibniz Universitaet Hannover - Department of Economics , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: September 06, 2014
Working Paper Series
85 downloads

Incl. Electronic Paper Doubling Down
Jonathan Rhinesmith
Harvard University
Date Posted: September 06, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper On the Persistence of Cointegration in Pairs Trading
Matthew Clegg
Independent
Date Posted: September 05, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Bank Credit Tightening, Debt Market Frictions and Corporate Yield Spreads
Massimo Massa and Lei Zhang
INSEAD - Finance and Nanyang Technological University (NTU)
Date Posted: September 05, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper The Formulation of the Four Factor Model when a Considerable Proportion of Firms is Dual-Listed
Sharon Garyn-Tal and Beni Lauterbach
Max Stern Academic College of Emek Yezreel and Bar-Ilan University - Graduate School of Business Administration
Date Posted: September 05, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Two Trees and Two Fruits
Chang Lee
University of Illinois at Chicago - Department of Finance
Date Posted: September 05, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper News Shock and Long-Run Consumption Risk
Chang Lee
University of Illinois at Chicago - Department of Finance
Date Posted: September 05, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis
Quaderni - Working Paper DSE N° 961,
Matteo Falagiarda and Wildmer Daniel Gregori
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Date Posted: September 05, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Asymmetric Information and Asset Pricing Following Regulatory Change: The Case of European Energy Utilities
Daniel J. Tulloch , Ivan Diaz-Rainey and I M Premachandra
University of Otago - School of Business , University of Otago - School of Business and University of Otago
Date Posted: September 04, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Pescanova: The Collapse of a Giant
Teresa Mariño and Elisabeth Bustos
Afundación Business School and Universidad Politécnica de Valencia
Date Posted: September 04, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Trust and Local Bias
Chishen Wei and Lei Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU)
Date Posted: September 02, 2014
Working Paper Series
13 downloads


 

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