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SSRN eLibrary Statistics:

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Abstracts: 582,236
Full Text Papers: 482,881
Authors: 269,582
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  Last 12 months:
63,615

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To date: 81,586,907
Last 12 months: 10,262,005
Last 30 days: 850,225

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  Resolved
  References:
277,637
Total References: 9,075,575
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6,012,013
Papers with
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  Footnotes:
94,592
Total Footnotes: 9,190,674


SSRN eLibrary Search Results
JEL Code: G1
15,478,669 Total downloads
Showing Papers 5,961 - 6,010 of 42,756
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Moscow International Financial Centre Federal Government Outlays
World Applied Sciences Journal, 30 (6): 706-709, 2014
Alexander Rymanov
Novosibirsk State Technical University
Date Posted: December 25, 2014
Accepted Paper Series

Incl. Electronic Paper Augmenting the Intertemporal CAPM with Macro Risk and Alternative Momentum Proxy
Qi Shi , Ali F. Darrat , Jung Chul Park , Bin Li and Richard Chung
Griffith University , Louisiana Tech University - College of Business , Auburn University , Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Date Posted: December 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper On the Generation of Negative Yields Under the Vasicek One-Factor Model
Stéphane Dang-Nguyen and Yves Rakotondratsimba
Alef-servizi spa and ECE Paris- Graduate School of Engineering
Date Posted: December 24, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Switching for Pairs Trading Rule: A Viscosity Solutions Approach
Minh-Man Ngo and Huyên Pham
Independent and Université Paris VII Denis Diderot
Date Posted: December 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Fast Aggressive Trading
Torben Latza , Ian W. Marsh and Richard Payne
Blackrock , City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: December 24, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper MBS Liquidity: Drivers and Risk Premiums
Yuriy Kitsul and Marcelo Ochoa
Board of Governors of the Federal Reserve System (FRB) and Board of Governors of the Federal Reserve System (FRB)
Date Posted: December 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Closed-Form Execution Strategy to Target VWAP
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: December 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Financial Hazards and Risks Entailed in Extending Unlimited Federal Guarantees for Deposits in Transaction Accounts
Robert J. Shapiro and Doug A. Dowson
Georgetown University - Robert Emmett McDonough School of Business and Independent
Date Posted: December 24, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Currency Risk Factors in a Recursive Multi-Country Economy
Riccardo Colacito , Mariano Massimiliano Croce , Federico Gavazzoni and Robert C. Ready
University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School , INSEAD and University of Rochester - Simon Business School
Date Posted: December 24, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Short Note on Expected Risk Adjusted Return Elasticity and Consumer Theory
Serie Documentos de Trabajo - Nro. 558
José Pablo Dapena
University of CEMA
Date Posted: December 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Enhancing Prudential Standards in Financial Regulations
FRB of Philadelphia Working Paper No. 14-36
Franklin Allen , Itay Goldstein , Julapa Jagtiani and William W. Lang
University of Pennsylvania - Finance Department , University of Pennsylvania - The Wharton School - Finance Department , Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Date Posted: December 23, 2014
Last Revised: December 25, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Economic News and Colombian Sovereign Bonds
International Research Journal of Finance and Economics, 109: 156-167.
Julio Sarmiento-Sabogal , Edgardo Cayon Fallon , Daniel Villegas , Alejandro Hoyos and Juan David Altamar
Pontificia Universidad Javeriana , Colegio de Estudios Superiores de Administracion , Haywood Securities , Pontificia Universidad Javeriana - Bogotá and Pontificia Universidad Javeriana
Date Posted: December 23, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Robust Barrier Option Pricing by Frame Projection Under Exponential Levy Dynamics
Justin Lars Kirkby
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE)
Date Posted: December 23, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Financial Returns from Oil and Natural Gas Company Stocks Held by American College and University Endowments
Robert J. Shapiro and Nam D Pham
Georgetown University - Robert Emmett McDonough School of Business and Independent
Date Posted: December 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Determinants of Tracking Error in German ETFs - The Role of Market Liquidity
Friedrich Osterhoff and Christoph Kaserer
Technische Universität München (TUM) - Department of Financial Management and Capital Markets and Technische Universität München (TUM)
Date Posted: December 23, 2014
Last Revised: December 24, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Will the Proposed Regulatory Reforms by the Basel Committee Improve Economic Performance in Emerging Economies? An Empirical Application to Egypt and Ukraine
Corporate Ownership and Control, Volume 8, Issue 2, Winter 2011 special conference issue.
Monal Abdel-Baki , Alexander Kostyuk and Dmytro Govorun
American University in Cairo , National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Date Posted: December 23, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper SEC Rules, Stakeholder Interests, and Cost-Benefit Analysis
Capital Markets Law Journal, Forthcoming
Yoon-Ho Alex Lee
USC Gould School of Law
Date Posted: December 23, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Efficient Monte Carlo CVA Estimation
Proceedings of the 2014 Winter Simulation Conference
Bo Zhang
IBM - T. J. Watson Research Center
Date Posted: December 23, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Sparse Graphical Vector Autoregression: A Bayesian Approach
Daniel Felix Ahelegbey , Monica Billio and Roberto Casarin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics and University Ca' Foscari of Venice - Department of Economics
Date Posted: December 23, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Dynamic Retirement Withdrawal Planning
Financial Services Review, Vol. 15, 2006
R Gene Stout and John B. Mitchell
Central Michigan University - Department of Finance and Law and Central Michigan University - Department of Finance and Law
Date Posted: December 23, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Testing the Martingale Hypothesis for Gross Returns
Oliver B. Linton and Ekaterina Smetanina
University of Cambridge and University of Cambridge
Date Posted: December 23, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper On the Effectiveness of Feed-In Tariffs in the Development of Photovoltaic Solar
Tinbergen Institute Discussion Paper 14-156/VI
Elbert Dijkgraaf , Tom van Dorp and Emiel Maasland
Erasmus University Rotterdam, SEOR-ECRi , Solarplaza International BV and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: December 22, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Information Content of Options Prior to Changes to the S&P 500 Index
Yoni Navon
Monash University
Date Posted: December 22, 2014
Last Revised: December 23, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Risk Measuring Under Liquidity Risk
Erindi Allaj
University of Rome II
Date Posted: December 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Information Content of Options Around Seasoned Equity Offerings
Yoni Navon
Monash University
Date Posted: December 22, 2014
Last Revised: December 23, 2014
Working Paper Series
4 downloads

An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach
Economia Internazionale / International Economics, 66(1): 57-68.
Abdulnasser Hatemi-J and Julio Sarmiento-Sabogal
Independent and Pontificia Universidad Javeriana
Date Posted: December 22, 2014
Accepted Paper Series

Incl. Electronic Paper The Joint Cross Section of Options and Bonds
Yoni Navon
Monash University
Date Posted: December 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Impact of Supply Constraints on House Prices in England
Economic Journal, Forthcoming
Christian A. L. Hilber and Wouter Vermeulen
London School of Economics (LSE) - Department of Geography and Environment and CPB Netherlands Bureau of Economic Policy Research
Date Posted: December 22, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Reputation and Exaggeration: Adverse Selection and Moral Hazard in the Mortgage Market
Brent W. Ambrose , James Neil Conklin and Jiro Yoshida
Pennsylvania State University , University of Georgia and University of California, Berkeley - Haas School of Business
Date Posted: December 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Effects of Regulatory Scrutiny on Tax Avoidance: An Examination of SEC Comment Letters
Thomas R. Kubick , Dan Lynch , Michael A. Mayberry and Thomas C. Omer
University of Kansas , University of Wisconsin-Madison , University of Florida - Fisher School of Accounting and University of Nebraska at Lincoln - School of Accountancy
Date Posted: December 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper A Beaufort Scale of Predictability
Mark Davis
Imperial College London
Date Posted: December 21, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Real Estate Price Indices and Price Dynamics: An Overview from an Investments Perspective
David Geltner
Massachusetts Institute of Technology (MIT)
Date Posted: December 21, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Unnecessary Injury: The Economic Costs of Imposing New Global Capital Requirements on Large U.S. Property and Casualty Insurers
Robert J. Shapiro and Aparna Mathur
Georgetown University - Robert Emmett McDonough School of Business and American Enterprise Institute (AEI)
Date Posted: December 21, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Coevolution of Money Markets and Monetary Policy, 1815-2008
ECB Working Paper No. 1756
Clemens Jobst and Stefano Ugolini
Oesterreichische Nationalbank (OeNB) and University of Toulouse 1 - Laboratoire d'Etudes et de Recherches sur l'Économie, les Politiques et les Systèmes Sociaux (LEREPS)
Date Posted: December 21, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Fragmentation in the Euro Overnight Unsecured Money Market
ECB Working Paper No. 1755
Carlos Garcia de Andoain , Peter Hoffmann and Simone Manganelli
European Central Bank (ECB) , European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Date Posted: December 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Overnight Risk Premium in Electricity Forward Contracts
Stein-Erik Fleten , Liv Aune Hagen , Maria Tandberg Nygård , Ragnhild Smith-Sivertsen and Johan M Sollie
Norwegian University of Science and Technology (NTNU) , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: December 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper CoCos with Extension Risk: A Structural Approach
José Manuel Corcuera , José Fajardo , Wim Schoutens and Arturo Valdivia
University of Barcelona , Getulio Vargas Foundation , KU Leuven - Department of Mathematics and University of Barcelona
Date Posted: December 20, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Predictive Power of Portfolio Characteristics
Barry Gillman , Erianna Khusainova and Juan Mier
Brandes Investment Partners , Lazard Asset Management and Lazard Asset Management
Date Posted: December 20, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Liquidation with Self-Exciting Price Impact
Thomas Cayé and Johannes Muhle-Karbe
ETH Zurich and ETH Zürich
Date Posted: December 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences
Swiss Finance Institute Research Paper No. 14-68
Walt Pohl , Karl Schmedders and Ole Wilms
University of Zurich , Swiss Finance Institute and University of Zurich
Date Posted: December 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Evidence on Market Abnormal Returns in Acquisitions on the Warsaw Stock Exchange
Agnieszka Perepeczo and Katarzyna Byrka-Kita
University of Szczecin - Faculty of Economics and Management and University of Szczecin - Faculty of Economics and Management
Date Posted: December 20, 2014
Last Revised: December 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Behavioral Theory of Real Options
Hart E. Posen , Michael J. Leiblein and John S. Chen
University of Wisconsin-Madison , Ohio State University (OSU) - Department of Management & Human Resources and University of Florida
Date Posted: December 20, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper A Theoretical Foundation of Ambiguity Measuremet
Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: December 20, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Aggregate Earnings and Why They Matter
Journal of Accounting Literature, Forthcoming
Ray Ball and Gil Sadka
University of Chicago and University of Texas at Dallas
Date Posted: December 19, 2014
Accepted Paper Series
19 downloads

Incl. Electronic Paper The Dynamic Relationship between Housing Prices and the Macroeconomy: Evidence from OECD Countries
Narayan K. Kishor and Hardik Marfatia
University of Wisconsin - Milwaukee and Northeastern Illinois University - Economics
Date Posted: December 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Timing Stock Market Using Real Variables
Advances in Management and Applied Economics, Forthcoming
Jinpeng Ma and Yuming Wang
Rutgers University-Camden and Shanghai University - Department of Finance
Date Posted: December 19, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Hedge Fund Price Pressure in Convertible Bond Markets
Nikolay Ryabkov
University of Zurich - Faculty of Economics, Business Administration and Information Technology
Date Posted: December 19, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Hedge Fund Politics and Portfolios
Luke Asher DeVault and Richard W. Sias
University of Arizona - Department of Finance and University of Arizona - Department of Finance
Date Posted: December 19, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Resolution Planning in the United States
Randall D. Guynn, Resolution Planning in the United States, in The Bank Recovery and Resolution Directive: Europe's Solution for "Too Big to Fail?", 109-163 (Andreas Dombret, Patrick S. Kenadjian, editors, 2013).
Randall D. Guynn
Davis Polk & Wardwell
Date Posted: December 19, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper MRO Bidding in the Presence of LTROs: An Empirical Analysis of the Pre-crisis Period
ECB Working Paper No. 1753
Edgar Vogel
European Central Bank
Date Posted: December 19, 2014
Working Paper Series
1 downloads


 

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