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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months: 		68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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  Resolved
  References: 		238,981
Total References: 8,480,523
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Total Citation
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Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G11
2,575,742 Total downloads
Showing Papers 6,101 - 6,150 of 7,219
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Incl. Electronic Paper Equity Home Bias: A Disappearing Phenomenon?
Amir Andrew Amadi
University of California, Davis
Date Posted: October 21, 2004
Working Paper Series
418 downloads

Incl. Electronic Paper Hedging and Value at Risk
 Richard D. F. Harris
University of Exeter - Business School
Date Posted: October 21, 2004
Working Paper Series
842 downloads

Incl. Electronic Paper Managing Value at Risk Using Options

 Maciej Jerzy Capinski
Jagiellonian University - Institute of Mathematics
Date Posted: October 16, 2004
Working Paper Series
407 downloads

Incl. Electronic Paper Martha Stewart, Normal Investor
 Meir Statman
Santa Clara University - Department of Finance
Date Posted: October 15, 2004
Working Paper Series
194 downloads

Incl. Electronic Paper Normal Investors, Then and Now
 Meir Statman
Santa Clara University - Department of Finance
Date Posted: October 15, 2004
Working Paper Series
528 downloads

Incl. Electronic Paper Dispersion
 Meir Statman and Jonathan Scheid
Santa Clara University - Department of Finance and Assante Asset Management Inc.
Date Posted: October 15, 2004
Working Paper Series
505 downloads

Incl. Electronic Paper What Do Investors Want?
 Meir Statman
Santa Clara University - Department of Finance
Date Posted: October 15, 2004
Working Paper Series
666 downloads

Incl. Electronic Paper Global Diversification
 Meir Statman and Jonathan Scheid
Santa Clara University - Department of Finance and Assante Asset Management Inc.
Date Posted: October 15, 2004
Working Paper Series
685 downloads

Incl. Electronic Paper What Makes Investors Over or Underweight? Explaining International Appetites for Foreign Equities
FRB International Finance Discussion Paper No. 819
 Carol C. Bertaut and Linda Kole
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System - World Payments and Economic Activity Section
Date Posted: October 07, 2004
Working Paper Series
162 downloads

Incl. Electronic Paper A Review of Capital Asset Pricing Models
 Don (Tissa) U. A. Galagedera
Monash University - Department of Econometrics and Business Statistics
Date Posted: October 05, 2004
Working Paper Series
2724 downloads

Incl. Electronic Paper Liquidity: Urban Versus Rural Firms
 Tim Loughran and Paul H. Schultz
University of Notre Dame and University of Notre Dame - Department of Finance
Date Posted: September 30, 2004
Working Paper Series
225 downloads

Incl. Electronic Paper Association Between Markov Regime-Switching Market Volatility and Beta Risk: Evidence from Dow Jones Industrial Securities
 Don (Tissa) U. A. Galagedera and Roland George Shami
Monash University - Department of Econometrics and Business Statistics and Monash University
Date Posted: September 30, 2004
Working Paper Series
351 downloads

Incl. Electronic Paper Wavelet Timescales and Conditional Relationship Between Higher-Order Systematic Co-Moments and Portfolio Returns: Evidence in Australian Data
Monash University Econometrics and Business Statistics Working Paper No. WP 16-04
 Don (Tissa) U. A. Galagedera and Elizabeth Ann Maharaj
Monash University - Department of Econometrics and Business Statistics and Monash University
Date Posted: September 30, 2004
Working Paper Series
268 downloads

Incl. Electronic Paper The Rise in US Household Debt: Assessing its Causes and Sustainability
Bank of England Working Paper No. 206
 Sebastian Barnes and Garry Young
Bank of England - Monetary Analysis and Bank of England
Date Posted: September 29, 2004
Working Paper Series
474 downloads

Incl. Electronic Paper Initial Public Offerings: An Asset Allocation Perspective
 Hsuan-Chi Chen , Keng-Yu Ho and Cheng-Huan Wu
Yuan-Ze University - Department of Finance , National Taiwan University - Department of Finance and Yuan-Ze University - Department of Finance
Date Posted: September 29, 2004
Working Paper Series
166 downloads

Incl. Electronic Paper Mutual Fund Dilution from Market Timing Trades

 Jason T. Greene and Conrad S. Ciccotello
Southern Illinois University and Georgia State University - Department of Finance
Date Posted: September 27, 2004
Working Paper Series
567 downloads

Incl. Electronic Paper The Performance of International Portfolios
FRB International Finance Discussion Paper No. 817
 Charles P. Thomas , Francis E. Warnock and Jon Wongswan
Federal Reserve Board , University of Virginia - Darden Business School and Phatra Securities
Date Posted: September 27, 2004
Working Paper Series
241 downloads

Incl. Electronic Paper Dynamic Trading Strategies and Portfolio Choice

 Ravi Bansal , Campbell R. Harvey and Magnus Dahlquist
Duke University and NBER , Duke University - Fuqua School of Business and Stockholm School of Economics
Date Posted: September 24, 2004
Working Paper Series
1232 downloads

Incl. Electronic Paper Learning and Asset Prices under Ambiguous Information
University of St.Gallen Economics Discussion Paper No. 2005-03
 Paolo Vanini , Markus Leippold and Fabio Trojani
Zurich Cantonal Bank , University of Zurich - Department of Banking and Finance and Swiss Finance Institute
Date Posted: September 23, 2004
Working Paper Series
683 downloads

Incl. Electronic Paper Understanding 401(k) Plans
FRB of Atlanta Working Paper No. 2004-21
 Ramon P. DeGennaro and Deborah Murphy
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance
Date Posted: September 23, 2004
Working Paper Series
165 downloads

Incl. Electronic Paper Cross-Border Diversification in Bank Asset Portfolios
FEDS Working Paper No. 2004-26; ECB Working Paper No. 429
 Claudia M. Buch , John C. Driscoll and Charlotte Ostergaard
University of Tuebingen - Faculty of Economics and Business Administration , Federal Reserve Board - Division of Monetary Affairs and Norwegian School of Management BI - Department of Financial Economics
Date Posted: September 22, 2004
Working Paper Series
225 downloads

Incl. Electronic Paper Optimal Consumption and Investment with Labor Income Uncertainty and Endogenous Retirement
 Matthew M. Woolley
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: September 21, 2004
Working Paper Series
172 downloads

Incl. Electronic Paper Basel's Value-at-Risk Capital Requirement Regulation: An Efficiency Analysis
Journal of Banking & Finance, Vol. 31, No. 6, pp. 1887-1906, June 2007
 Guy Kaplanski and Haim Levy
Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: September 20, 2004
Last Revised: March 02, 2009
Working Paper Series
634 downloads

Diversification of Risk and Growth
Macroeconomic Dynamics, Vol. 8, pp. 335-361, 2004
 Bonnie Wilson
Saint Louis University - Department of Economics
Date Posted: September 19, 2004
Accepted Paper Series

Incl. Electronic Paper Why Investors Should Hold Long-Dated Bonds, Even when Interest Rates are Low
Cass Business School Research Paper
 Theo P. Kocken , Vincent van Antwerpen and Janwillem Engel
Cardano Risk Management , Cardano Risk Management and Cardano Risk Management
Date Posted: September 16, 2004
Working Paper Series
880 downloads

Incl. Electronic Paper The Convergence of Stock Price to Fundamental Value
 W. Bruce Johnson and Shibin Xie
University of Iowa - Department of Accounting and affiliation not provided to SSRN
Date Posted: September 16, 2004
Working Paper Series
386 downloads

Long-Short Strategies May Not Be Factor-Neutral
Journal of Investing, Vol. 13, No. 3, pp. 44-53, Fall 2004
 Susana Yu , Joel Rentzler and Avner Wolf
State University in New York / Plattsburgh , City University of New York (CUNY) - Baruch College and Baruch College
Date Posted: September 15, 2004
Accepted Paper Series

Incl. Electronic Paper Should US Investors Hold Foreign Stocks?
Current Issues in Economics and Finance, Vol. 8, No. 3, March 2002, Sauder School of Business Working Paper
 Kai Li and Asani Sarkar
University of British Columbia (UBC) - Sauder School of Business and Federal Reserve Bank of New York
Date Posted: September 15, 2004
Accepted Paper Series
348 downloads

Incl. Electronic Paper Disaggregated TIPS: The Case for Disaggregating Inflation-linked Bonds into Bonds Linked to Narrower CPI Components
 William W. Jennings
U.S. Air Force Academy - Department of Management
Date Posted: September 14, 2004
Working Paper Series
304 downloads

Incl. Electronic Paper Optimal Savings with Taxable and Tax-Deferred Accounts
 Valery Polkovnichenko , Francisco Gomes and Alexander Michaelides
Federal Reserve Board , London Business School and University of Cyprus - Department of Public and Business Administration
Date Posted: September 14, 2004
Working Paper Series
250 downloads

Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets
Journal of Financial and Quantitative Analysis, Forthcoming
 Anthony J. Richards
Reserve Bank of Australia - Economic Research
Date Posted: September 10, 2004
Accepted Paper Series

Incl. Electronic Paper A Simple, Accurate Formula for the Duration of a Portfolio of Bonds Under a Non-Parallel Shift of a Non-Flat Yield Curve
 Michael Osborne
University of Sussex
Date Posted: September 08, 2004
Working Paper Series
625 downloads

Incl. Electronic Paper Resampling vs. Shrinkage for Benchmarked Managers
 Michael Wolf
University of Zurich - Department of Economics Library
Date Posted: September 08, 2004
Working Paper Series
349 downloads

Are TIPS the 'Real' Deal?: A Conditional Assessment of their Role in a Nominal Portfolio
Journal of Banking and Finance, Forthcoming
 Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Date Posted: September 07, 2004
Accepted Paper Series

Incl. Electronic Paper Sentiment Strategies
 Xuewu Wesley Wang
University of Scranton
Date Posted: September 03, 2004
Working Paper Series
657 downloads

Incl. Electronic Paper Dynamic Commodity Timing Strategies
 Evert B. Vrugt , Rob Bauer , R. Molenaar and Tom Steenkamp
VU University Amsterdam, PGO-IM , Maastricht University , Robeco Investments and ABP Investments - Research Department
Date Posted: August 25, 2004
Last Revised: November 27, 2009
Working Paper Series
2143 downloads

Incl. Electronic Paper On the Dual Test for SSD Efficiency: With an Application to Momentum Investment Strategies
Thierry Post
Koc University - Graduate School of Business
Date Posted: August 25, 2004
Working Paper Series
121 downloads

On the Computation of a Formula for the Duration of a Bond that Yields Precise Results
Quarterly Review of Economics and Finance, Vol. 45, No. 1, February 2005
 Michael Osborne
University of Sussex
Date Posted: August 23, 2004
Accepted Paper Series

R&D Investment and Systematic Risk
Accounting and Finance, Forthcoming
 Yew Kee Ho and Chee-Meng Yap
National University of Singapore (NUS) - Department of Accounting and National University of Singapore (NUS) - Department of Industrial & Systems Engineering
Date Posted: August 21, 2004
Accepted Paper Series

Incl. Electronic Paper The Neutrality of Market Neutral Funds
 Daniel P.J. Capocci
HEC - Université de Liège
Date Posted: August 19, 2004
Working Paper Series
458 downloads

Incl. Electronic Paper Institutional Determinants of International Equity Portfolios - A Country-Level Analysis
EFA 2004 Maastricht Meetings Paper No. 2899
 Barbara Berkel
University of Mannheim - Mannheim Research Institute for the Economics of Aging (MEA)
Date Posted: August 18, 2004
Working Paper Series
149 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2003
EBRI Issue Brief, No. 272, August 2004
 Sarah Holden and Jack VanDerhei
Investment Company Institute and Employee Benefit Research Institute (EBRI)
Date Posted: August 18, 2004
Accepted Paper Series
102 downloads

What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide
Journal of Finance, Forthcoming
Vicentiu Covrig , Kalok Chan and Lilian K. Ng
California State University, Northridge - Department of Finance, Real Estate, & Insurance , Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Date Posted: August 13, 2004
Accepted Paper Series

Does Mutual Fund Flow Reflect Investor Sentiment?
Journal of Behavioral Finance, Vol. 5, No. 2, pp. 105-115, 2004
 Daniel Indro
Pennsylvania State University - Management Division
Date Posted: August 10, 2004
Accepted Paper Series

Incl. Fee Electronic Paper International Portfolio Holdings and Swiss Franc Asset Returns
CEPR Discussion Paper No. 4467
 Peter Kugler and Beatrice Weder
University of Basel and University of Mainz - Department of Economics
Date Posted: August 05, 2004
Working Paper Series
15 downloads

Incl. Electronic Paper Improving the Legal Environment for Start-up Financing by Rationalizing Rule 144
 Mira Ganor
University of Texas at Austin - School of Law
Date Posted: August 03, 2004
Working Paper Series
238 downloads

Can Composite Value Measures Enhance Portfolio Performance?
Journal of Investing, Vol. 13, No. 4, pp. 42-48, 2004
 Manjeet S. Dhatt , Yong H. Kim and Sandip Mukherji
University of Minnesota - Duluth - Department of Finance and Management Information Sciences , University of Cincinnati and Howard University - School of Business
Date Posted: August 02, 2004
Accepted Paper Series

Incl. Electronic Paper Credit Card Securitization and Regulatory Arbitrage
FRB of Philadelphia Working Paper No. 03-7
 Charles W. Calomiris and Joseph R. Mason
Columbia University - Columbia Business School and Louisiana State University - Ourso School of Business
Date Posted: July 29, 2004
Working Paper Series
1024 downloads

Incl. Electronic Paper Diversification in Euro Area Stock Markets: Country versus Industry
ECB Working Paper No. 327
 G. A. Moerman
AEGON Asset Management
Date Posted: July 29, 2004
Working Paper Series
285 downloads

Profitability of Return and Volume-based Investment Strategies in China's Stock Market
Pacific-Basin Finance Journal, Forthcoming
 Shengtyng Chin
National University of Singapore (NUS)
Date Posted: July 27, 2004
Accepted Paper Series


 

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