Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months:
69,683

Paper Downloads:
To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

CiteReader:  What's this?
Papers with
  Resolved
  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links:
5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,119,008 Total downloads
Showing Papers 6,101 - 6,150 of 36,975
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Commodity Futures Contract Viability: A Multidisciplinary Approach
Office for Futures and Options Research (OFOR), Working Paper No. 99-02
Joost M. E. Pennings and Raymond M. Leuthold
Maastricht University and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Date Posted: September 24, 1999
Working Paper Series
402 downloads

Incl. Electronic Paper Commodity Futures Hedging, Risk Aversion and the Hedging Horizon
Thomas Conlon , John Cotter and Ramazan Gencay
University College Dublin , University College Dublin and Simon Fraser University
Date Posted: September 13, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper Commodity Futures in India

Rajesh Chakrabarti
Indian School of Business
Date Posted: January 18, 2005
Working Paper Series
1737 downloads

Incl. Electronic Paper Commodity Futures Market in India: A Study of Trends in the Notional Multi-Commodity Indices
Money & Finance, ICRA Bulletin, Vol. 3, No. 3, 2007
Suchismita Bose
ICRA Ltd
Date Posted: October 31, 2008
Accepted Paper Series
689 downloads

Incl. Electronic Paper Commodity Futures Markets in India: Riding the Growth Phase
International Conference on Commodity Future: Riding the Growth Phase, January 2008
Alok Kumar Mishra
Evalueserve.com Pvt. Ltd.
Date Posted: February 06, 2008
Working Paper Series
1327 downloads

Incl. Electronic Paper Commodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of Storage
Quarterly Review of Economics and Finance, Forthcoming
Chris Brooks , Marcel Prokopczuk and Yingying Wu
University of Reading - ICMA Centre , Zeppelin University - Institute of Corporate Management & Economics and University of Reading - ICMA Centre
Date Posted: October 25, 2011
Last Revised: January 25, 2013
Accepted Paper Series
336 downloads

Incl. Electronic Paper Commodity Futures Returns and Idiosyncratic Volatility
Joelle Miffre , Ana-Maria Fuertes and Adrián Fernández-Pérez
EDHEC Business School , Cass Business School, City University London and University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
Date Posted: August 01, 2012
Last Revised: October 26, 2012
Working Paper Series
152 downloads

Incl. Electronic Paper Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures
University of Florence Department of Economics Working Paper No. 13/2010
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: November 20, 2010
Working Paper Series
124 downloads

Incl. Electronic Paper Commodity Futures: A Japanese Perspective
Yale ICF Working Paper No. 05-27
Gary B. Gorton , Fumio Hayashi and K. Geert Rouwenhorst
Yale School of Management , Hitotsubashi University and Yale School of Management - International Center for Finance
Date Posted: November 03, 2005
Working Paper Series
618 downloads

Incl. Electronic Paper Commodity Futures: A Japanese Perspective
Yale ICF Working Paper No. 05-27
Gary B. Gorton , Fumio Hayashi and K. Geert Rouwenhorst
Yale School of Management , Hitotsubashi University and Yale School of Management - International Center for Finance
Date Posted: August 15, 2006
Working Paper Series
506 downloads

Incl. Electronic Paper Commodity Index Investing and Commodity Futures Prices
Hans R. Stoll and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Date Posted: September 25, 2009
Working Paper Series
789 downloads

Incl. Electronic Paper Commodity Index Traders and the Boom/Bust Cycle in Commodities Prices
David Frenk and Wallace Turbeville
Better Markets and affiliation not provided to SSRN
Date Posted: October 18, 2011
Working Paper Series
282 downloads

Incl. Electronic Paper Commodity Index Trading and Hedging Costs
Celso Brunetti and David Reiffen
Federal Reserve Board and U.S. Commodity Futures Trading Commission (CFTC)
Date Posted: December 18, 2010
Last Revised: May 15, 2012
Working Paper Series
212 downloads

Incl. Electronic Paper Commodity Investing
Yale ICF Working Paper No. 06-12
K. Geert Rouwenhorst and Ke Tang
Yale School of Management - International Center for Finance and Renmin University of China
Date Posted: June 08, 2012
Last Revised: August 10, 2012
Working Paper Series
408 downloads

Incl. Electronic Paper Commodity Investments: Opportunities for Indian Institutional Investors
Dr. Kedar Nath Mukherjee
National Institute of Bank Management
Date Posted: September 19, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Commodity Investments: The Missing Piece of the Portfolio Puzzle?
Xiaowei Kang
Standard & Poor's
Date Posted: September 27, 2012
Working Paper Series
261 downloads

Incl. Electronic Paper Commodity Price Shocks and Economic State Variables: Empirical Insights Into Asset Valuation and Risk in the Oil and Gas Sector
Gavin Lee Kretzschmar and Axel Kirchner
University of Edinburgh - Accounting and Finance and University of Edinburgh
Date Posted: September 18, 2006
Working Paper Series
430 downloads

Incl. Electronic Paper Commodity Prices and the Option Value of Storage
Lewis T. Evans and Graeme Guthrie
Victoria University of Wellington - New Zealand Institute for Study of Competition and Regulation Inc. (ISCR) and Victoria University of Wellington - School of Economics & Finance
Date Posted: August 01, 2007
Last Revised: April 26, 2010
Working Paper Series
268 downloads

Incl. Electronic Paper Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility
Ana-Maria Fuertes , Joelle Miffre and Adrián Fernández-Pérez
Cass Business School, City University London , EDHEC Business School and University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
Date Posted: December 14, 2011
Last Revised: February 20, 2013
Working Paper Series
477 downloads

Incl. Electronic Paper Commodity Trading Advisors: Are They a Threat for Futures Commodity Markets?
Tony Guida
Université de Savoie - Finance and Banking
Date Posted: November 07, 2006
Working Paper Series
450 downloads

Common Asset Pricing Factors in Volatilities and Returns in Futures Markets
Journal of Banking and Finance, Forthcoming
Akhtar R. Siddique
Office of the Comptroller of the Currency - Risk Analysis Division
Date Posted: July 25, 2002
Accepted Paper Series

Incl. Electronic Paper Common Cents
Brooks Hamilton
Brooks Hamilton & Partners
Date Posted: May 05, 2008
Last Revised: May 28, 2008
Working Paper Series
162 downloads

Incl. Electronic Paper Common Correlation Structures for Calibrating the LIBOR Model
ISMA Centre Finance Discussion Paper No. 2002-18
Carol Alexander
University of Reading - ICMA Centre
Date Posted: June 24, 2002
Working Paper Series
1998 downloads

Incl. Electronic Paper Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality
Nuri Volkan Kayacetin and Aditya Kaul
Ozyegin University and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: March 19, 2008
Working Paper Series
80 downloads

Incl. Electronic Paper Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality
Nuri Volkan Kayacetin and Aditya Kaul
Ozyegin University and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: March 05, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Common Errors in the Interpretation of the Ideas of The Black Swan and Associated Papers
Nassim Nicholas Taleb
NYU-Poly
Date Posted: October 21, 2009
Working Paper Series
6502 downloads

Incl. Electronic Paper Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
AFA 2013 San Diego Meetings Paper
Todd A. Gormley and David A. Matsa
University of Pennsylvania - The Wharton School and Northwestern University - Kellogg School of Management
Date Posted: March 17, 2012
Last Revised: May 29, 2013
Working Paper Series
735 downloads

Incl. Electronic Paper Common Exposure and Systemic Risk in The Banking Sector
Nicole Allenspach and Pierre Monnin
Swiss National Bank and Swiss National Bank - Financial Markets Analysis
Date Posted: October 26, 2009
Working Paper Series
166 downloads

Common Factors and Balance Sheet Structure of Major European Banks
University of Siena Economics Working Paper No. 396
Antonio Roma
Universita di Siena
Date Posted: January 04, 2004
Working Paper Series

Incl. Electronic Paper Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market
Journal of Economic Asymmetries, Vol. 6, No. 1, 2009
George Chalamandaris and Andrianos E. Tsekrekos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: November 25, 2011
Accepted Paper Series
18 downloads

Common Factors Governing VDAX Movements and the Maximum Loss
Financial Markets and Portfolio Management, Vol. 16, No. 1, pp. 16-29, 2002
Peter Schmidt , Wolfgang K. Härdle and Matthias R. Fengler
affiliation not provided to SSRN , Humboldt University of Berlin - Institute for Statistics and Econometrics and University of St. Gallen - School of Economics and Political Science
Date Posted: September 14, 2005
Accepted Paper Series

Incl. Electronic Paper Common Factors in Analysts’ Earnings Revisions: The Role of Changing Economic Conditions
Vikas Agarwal and Dieter Hess
Georgia State University and University of Cologne - Department of Corporate Finance
Date Posted: March 18, 2012
Working Paper Series
491 downloads

Incl. Electronic Paper Common Factors in Default Risk Across Countries and Industries
European Financial Management, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Kevin Aretz and Peter F. Pope
Manchester Business School and City University London
Date Posted: May 01, 2007
Last Revised: August 11, 2010
Accepted Paper Series
247 downloads

Incl. Fee Electronic Paper Common Factors in Default Risk Across Countries and Industries
European Financial Management, Vol. 19, Issue 1, pp. 108-152, 2013
Kevin Aretz and Peter F. Pope
Manchester Business School and City University London
Date Posted: January 29, 2013
Accepted Paper Series

Incl. Electronic Paper Common Factors in International Bond Returns
Joost Driessen , Theo Nijman and Bertrand Melenberg
Tilburg University - Department of Finance , Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 11, 2000
Working Paper Series
676 downloads

Incl. Electronic Paper Common Factors in International Bond Returns Revisited: A Common Principal Component Approach

Franck Moraux , Christophe Perignon and Christophe Villa
Université de Rennes I and CREM , HEC Paris (Groupe HEC) - Finance Department and Audencia Nantes School of Management
Date Posted: March 04, 2002
Working Paper Series
558 downloads

Incl. Electronic Paper Common Factors in Prices, Order Flows and Liquidity
EFA 0303
Joel Hasbrouck and Duane J. Seppi
New York University (NYU) - Department of Finance and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: April 20, 1999
Working Paper Series
1652 downloads

Common Factors in the Nominal and Real Yield Curve of Government Bonds
Roy Stein
Bank of Israel
Date Posted: August 06, 2012
Working Paper Series

Incl. Electronic Paper Common Factors in the Performance of European Corporate Bonds – Evidence Before and after Financial Crisis
Wolfgang Aussenegg , Lukas Götz and Ranko Jelic
Vienna University of Technology , UNIQA Finanz-Service GmbH and University of Birmingham Business School
Date Posted: March 01, 2012
Working Paper Series
104 downloads

Incl. Electronic Paper Common Failings: How Corporate Defaults are Correlated
Journal of Finance, Forthcoming
Sanjiv Ranjan Das , Darrell Duffie , Nikunj Kapadia and Leandro Saita
Santa Clara University - Leavey School of Business , Stanford University - Graduate School of Business , University of Massachusetts at Amherst - Department of Finance & Operations Management and Stanford Graduate School of Business
Date Posted: January 02, 2006
Accepted Paper Series
403 downloads

Incl. Electronic Paper Common Ground in Promotion of Entrepreneurship and Human Rights
Conference on Entrepreneurship and Human Rights at Fordham University, Lincoln Center Campus, New York, August 1-3, 2005
Hrishikesh D. Vinod
Fordham University - Department of Economics
Date Posted: August 02, 2005
Working Paper Series
130 downloads

Incl. Electronic Paper Common Liquidity Risk and Market Collapse: Lessons from the Market for Perps
AFA 2002 Atlanta Meetings, Forthcoming
Chitru S. Fernando , Richard J. Herring and Avanidhar Subrahmanyam
University of Oklahoma - Michael F. Price College of Business , University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: December 03, 2004
Working Paper Series
813 downloads

Incl. Electronic Paper Common Liquidity Shocks and Market Collapse: Lessons from the Market for Perps
Journal of Banking and Finance, Forthcoming
Chitru S. Fernando , Richard J. Herring and Avanidhar Subrahmanyam
University of Oklahoma - Michael F. Price College of Business , University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: March 13, 2008
Accepted Paper Series
257 downloads

Incl. Electronic Paper Common Misunderstandings Concerning Duration and Convexity
Timothy Falcon Crack and Sanjay K. Nawalkha
University of Otago - Department of Finance and Quantitative Analysis and University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: April 06, 2007
Working Paper Series
1118 downloads

Incl. Electronic Paper Common Patterns of Predictability in the Cross-Section of International Stock Returns
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Date Posted: March 20, 2007
Working Paper Series
332 downloads

Incl. Electronic Paper Common Patterns of Predictability in the Cross-Section of International Stock Returns
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Date Posted: March 20, 2008
Working Paper Series
440 downloads

Common Predictable Components in Regional Stock Markets
340
Jia He and Lilian K. Ng
Chinese University of Hong Kong (CUHK) - Department of Finance and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Date Posted: January 18, 1996
Working Paper Series

Incl. Electronic Paper Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market
CER-ETH Working Paper No. 12/160
Lucas Bretschger and Filippo Lechthaler
ETH Zurich and Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: April 24, 2012
Working Paper Series
46 downloads

Incl. Electronic Paper Common Risk Factors in Bank Stocks
James W. Kolari
Texas A&M University (TAMU) - Department of Finance
Date Posted: March 21, 2007
Working Paper Series
504 downloads

Incl. Electronic Paper Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Hanno N. Lustig , Nikolai L. Roussanov and Adrien Verdelhan
UCLA - Anderson School of Management , University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 01, 2008
Last Revised: August 27, 2012
Accepted Paper Series
3770 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo1 in 6.985 seconds