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SSRN eLibrary Statistics:

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Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
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  Last 12 months:
68,988

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Last 12 months: 11,186,475
Last 30 days: 1,057,634

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238,981
Total References: 8,480,523
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5,722,240
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G11
2,579,350 Total downloads
Showing Papers 621 - 670 of 7,222
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Incl. Fee Electronic Paper Measuring the Risk Impact of Social Screening
Journal of Investment Consulting, Vol. 13, No. 1, 45-53, 2012
Patrick Geddes
Independent
Date Posted: September 22, 2012
Accepted Paper Series

Portfolio Optimization for Hedge Funds Through Time-Varying Coefficients
Benoit Dewaele
Université Libre de Bruxelles (ULB)
Date Posted: September 22, 2012
Working Paper Series

Incl. Fee Electronic Paper Predictability and Hedge Fund Investing
Journal of Investment Consulting, Vol. 13, No. 1, 30-39, 2012
Li Cai
Illinois Institute of Technology - Stuart School of Business
Date Posted: September 22, 2012
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Questionnaires of Risk Tolerance, Regret, Overconfidence, and Other Investor Propensities
Journal of Investment Consulting, Vol. 13, No. 1, 54-63, 2012
Carrie Pan and Meir Statman
Santa Clara University - Department of Finance and Santa Clara University - Department of Finance
Date Posted: September 22, 2012
Accepted Paper Series

Incl. Electronic Paper The Human Side of Decision Making: Thinking Things Through with Daniel Kahneman, PhD
Journal of Investment Consulting, Vol. 13, No. 1, 5-14, 2012
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: September 22, 2012
Accepted Paper Series
1030 downloads

Incl. Electronic Paper The Relative Asset Pricing Model Incorporating Liabilities and Delegation to CIOs: Version 0.1
Arun Muralidhar and Sung Hwan Shin
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Date Posted: September 22, 2012
Working Paper Series
28 downloads

Incl. Fee Electronic Paper Value Stocks And the Macro Cycle: Understanding the Value Cycle
Journal of Investment Consulting, Vol. 13, No. 1, 25-29, 2012
David T. Owyong
MSCI Inc.
Date Posted: September 22, 2012
Accepted Paper Series

Incl. Electronic Paper Index Option Returns and Generalized Entropy Bounds
Yan Liu
Duke University
Date Posted: September 21, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Leverage Aversion, Efficient Frontiers, and the Efficient Region
Forthcoming, The Journal of Portfolio Management, Vol. 39, No. 3, Spring 2013
Bruce I. Jacobs, Ph.D. and Kenneth N. Levy
Jacobs Levy Equity Management and Jacobs Levy Equity Management
Date Posted: September 21, 2012
Last Revised: February 01, 2013
Accepted Paper Series
120 downloads

Incl. Electronic Paper Modelling the Time Varying Determinants of Portfolio Flows to Emerging Markets
ECB Working Paper No. 1468
Marco Lo Duca
European Central Bank (ECB)
Date Posted: September 21, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Analysis of Stock Indices and Their Impact on Market Index
Piyush Kumar Singh and Keyur B. Thaker
Indian Institute of Management (IIM), Indore and Indian Institute of Management Indore
Date Posted: September 20, 2012
Last Revised: October 22, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
Cowles Foundation Discussion Paper No. 1877
Ana Fostel and John Geanakoplos
George Washington University and Yale University - Cowles Foundation
Date Posted: September 20, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Leverage Aversion and Portfolio Optimality
Financial Analysts Journal, Volume 68, No 5, September/October 2012
Bruce I. Jacobs, Ph.D. and Kenneth N. Levy
Jacobs Levy Equity Management and Jacobs Levy Equity Management
Date Posted: September 20, 2012
Accepted Paper Series
130 downloads

Incl. Electronic Paper An Impressionistic View of the 'Real' Price of Gold Around the World
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: September 19, 2012
Last Revised: September 20, 2012
Working Paper Series
1697 downloads

Incl. Electronic Paper Has Gold Been a Good Hedge Against Inflation in France from 1949 to 2011? Empiricial Evidence of the French Specificity
29th International Conference of the French Finance Association (AFFI) 2012
Thi Hong Van Hoang V
affiliation not provided to SSRN
Date Posted: September 19, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Investment Choices with Envy and Altruism
Guy Kaplanski and Haim Levy
Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: September 19, 2012
Last Revised: February 20, 2013
Working Paper Series
181 downloads

Incl. Electronic Paper Institutional Investors and Stock Market Liquidity: Trends and Relationships
Marshall E. Blume and Donald B. Keim
University of Pennsylvania - Finance Department and University of Pennsylvania - Wharton School
Date Posted: September 18, 2012
Working Paper Series
177 downloads

International Price and Earnings Momentum
European Journal of Finance, Vol. 18, No. 5-6, 2012, pp. 535-573
Harald Lohre and Markus Leippold
Deka Investment GmbH and University of Zurich - Department of Banking and Finance
Date Posted: September 18, 2012
Accepted Paper Series

Incl. Electronic Paper Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets
Mehmet Balcilar , Riza Demirer and Shawkat M. Hammoudeh
Eastern Mediterranean University , Department of Economics & Finance, Southern Illinois University Edwardsville and Drexel University - Lebow College of Business
Date Posted: September 18, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Option Pricing and Hedging with Small Transaction Costs
Swiss Finance Institute Research Paper No. 12-30
Jan Kallsen and Johannes Muhle-Karbe
Munich University of Technology and ETH Zürich
Date Posted: September 18, 2012
Last Revised: December 20, 2012
Working Paper Series
94 downloads

Incl. Electronic Paper Revisiting Kat's Managed Futures and Hedge Funds: A Match Made in Heaven
Thomas N. Rollinger
Red Rock Capital, LLC
Date Posted: September 18, 2012
Last Revised: September 25, 2012
Working Paper Series
514 downloads

Incl. Electronic Paper Performance-Based Fees and Asset Allocation Under Loss-Aversion
29th International Conference of the French Finance Association (AFFI) 2012
Constantin Mellios
Université Paris I Panthéon-Sorbonne
Date Posted: September 17, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper The Existence of Blockholders and Corporate Governance. Empirical Evidence from U.S.
29th International Conference of the French Finance Association (AFFI) 2012
Silvia Rossetto and Raffaele Stagliano
University of Toulouse 1 - Toulouse School of Economics (TSE) and GSCM-Montpellier Business School
Date Posted: September 17, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper The Value of Private Information in Investment Research: Do Company On-Site Visits Affect the Trading Patterns and Performance of Professional Investors?
29th International Conference of the French Finance Association (AFFI) 2012
Lorne N. Switzer and Mariane Keushgerian
Concordia University, Quebec - Department of Finance and Concordia University, Quebec
Date Posted: September 17, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Why Do Investors Trade Around Social Rating Announcements?
29th International Conference of the French Finance Association (AFFI) 2012
Alexis Cellier , Pierre Chollet and Jean-Francois Gajewski
University Paris-Est Créteil (UPEC) , IRG, Université Paris-Est and University of Savoie, IREGE
Date Posted: September 17, 2012
Last Revised: November 05, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Can 'High Costs' Justify Weak Demand for the Home Equity Conversion Mortgage?
Thomas Davidoff
University of British Columbia (UBC) - Sauder School of Business
Date Posted: September 16, 2012
Working Paper Series
77 downloads

Incl. Electronic Paper Competitive Inventory Management and Cost of Capital Rate (Polish Firms Case)
Ekonomika a Rizeni Podniku ve 21 Stoleti, (ISBN: 978-80-248-2768-1), Ostrava 2012
Grzegorz Michalski
Wroclaw University of Economics
Date Posted: September 16, 2012
Last Revised: December 25, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper Equity Short Selling and the Cost of Debt
Midwest Finance Association 2013 Annual Meeting Paper
Bilal Erturk and Ali Nejadmalayeri
Oklahoma State University - Stillwater - Department of Finance and Oklahoma State University - Department of Finance
Date Posted: September 16, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
Midwest Finance Association 2013 Annual Meeting Paper
Olesya V. Grishchenko and Eduard Dubin
Federal Reserve Board and Goethe University Frankfurt - Department of Finance
Date Posted: September 16, 2012
Last Revised: January 21, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Herding or Claustrophobia? Using Random Portfolios to Analyze a Measure of Herding
Roberto Andres Stein
University of Chile - School of Economics and Business
Date Posted: September 16, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Mispricing and Trading Profits in ETNs
Journal of Investing, Forthcoming
Dean Diavatopoulos , Hélyette Geman , Lovjit Thukral and Colbrin Wright
Villanova University - Department of Finance , University of London, Birkbeck College - School of Economics, Mathematics and Statistics , University of London, Birkbeck College - School of Economics, Mathematics and Statistics and Brigham Young University
Date Posted: September 16, 2012
Last Revised: March 19, 2013
Accepted Paper Series
474 downloads

Incl. Electronic Paper Option-Implied Information and Predictability of Extreme Returns
Grigory Vilkov and Yan Xiao
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Date Posted: September 16, 2012
Last Revised: September 25, 2012
Working Paper Series
264 downloads

Incl. Electronic Paper The Attenuation of Idiosyncratic Risk Under Alternative Portfolio Weighting Strategies: Recent Evidence from the UK Equity Market
International Journal of Economics and Finance; Vol. 4, No. 11; 2012
Chia Rui Ming Daryl and Lim Kai Jie Shawn
University of Warwick - Department of Statistics and University College London - Department of Economics
Date Posted: September 16, 2012
Last Revised: September 20, 2012
Accepted Paper Series
192 downloads

Incl. Electronic Paper The Risk Premium for Minority Banks Altruistic Portfolios in Underserved Communities

Date Posted: September 16, 2012
Last Revised: October 05, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Arrow-Debreu Equilibria for Rank-Dependent Utilities
Jianming Xia and Xun Yu Zhou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: September 15, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper The Demand Curves for Financial Assets and the Implied Cost of Capital in Segmented Markets
Haim Levy and Moshe Levy
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: September 14, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper Analyzing European SPACs
Elena Ignatyeva , Christian Rauch and Mark Wahrenburg
Goethe University Frankfurt , Goethe University Frankfurt and University of Frankfurt - Economics and Business Administration Area
Date Posted: September 13, 2012
Last Revised: April 16, 2013
Working Paper Series
130 downloads

Incl. Electronic Paper Robust Portfolio Optimization with Value-at-Risk Adjusted Sharpe Ratio
Geng Deng , Tim Dulaney , Craig J. McCann and Olivia Wang
Securities Litigation and Consulting Group , Securities Litigation and Consulting Group , Securities Litigation and Consulting Group and Securities Litigation & Consulting Group
Date Posted: September 13, 2012
Last Revised: December 26, 2012
Working Paper Series
133 downloads

Incl. Electronic Paper Come on Over: Analyst/Investor Days as a Disclosure Medium
Marcus Kirk and Stanimir Markov
University of Florida - Fisher School of Accounting and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: September 12, 2012
Last Revised: February 26, 2013
Working Paper Series
83 downloads

Incl. Electronic Paper Is Price Premium Risk the Key to Portfolio Management?
Bernard John Croxon Tyler
affiliation not provided to SSRN
Date Posted: September 12, 2012
Last Revised: October 01, 2012
Working Paper Series
120 downloads

Incl. Electronic Paper Dynamic Portfolio Execution and Information Relaxations
Martin Haugh and Chun Wang
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, 2012
Last Revised: October 27, 2012
Working Paper Series
131 downloads

Incl. Electronic Paper Efficient Markets and the Law: A Predictable Past and an Uncertain Future
Annual Review of Financial Economics, Volume 4, 2012, Forthcoming
Henry T.C. Hu
University of Texas at Austin - School of Law
Date Posted: September 10, 2012
Last Revised: September 16, 2012
Accepted Paper Series
334 downloads

Incl. Electronic Paper Principles for Drafting an Investment Policy with Illustrations
International Journal of Portfolio Analysis and Management, Vol. 1, No. 2, pp. 144-160, Forthcoming
A. G. (Tassos) Malliaris and Robert Gyorgy
Loyola University of Chicago - Department of Economics and Northern Trust Corporation
Date Posted: September 10, 2012
Accepted Paper Series
39 downloads

Incl. Fee Electronic Paper Market Sentiment: A Key Factor of Investors’ Imitative Behaviour
Accounting & Finance, Vol. 52, Issue 3, pp. 663-689, 2012
Natividad Blasco , Pilar Corredor and Sandra Ferreruela
University of Zaragoza - Department of Accounting and Finance , Public University of Navarre and University of Zaragoza - Department of Accounting and Finance
Date Posted: September 09, 2012
Accepted Paper Series

Incl. Electronic Paper What Makes the VIX Tick?
Warren Bailey , Lin Zheng and Yinggang Zhou
Cornell University , City University of New York, CUNY City College of New York - Department of Economics and Business and The Chinese University of Hong Kong
Date Posted: September 09, 2012
Working Paper Series
478 downloads

Incl. Electronic Paper Currency Depreciation Effects on ADR Returns: Evidence from Latin America
Journal of Economics and Finance, Vol. 36, No. 3, 2012
Omar A. Esqueda and Dave O. Jackson
Tarleton State University - Department of Accounting, Finance, & Economics and University of Texas-Pan American - College of Business Administration - Department of Economics & Finance
Date Posted: September 08, 2012
Accepted Paper Series
24 downloads

Incl. Electronic Paper Not Fooled by Randomness: Using Random Portfolios to Analyze Investment Funds
Roberto Andres Stein
University of Chile - School of Economics and Business
Date Posted: September 08, 2012
Working Paper Series
248 downloads

Incl. Electronic Paper Optimal Parameters to Pairs Trading
Kirill V. Temlyakov
affiliation not provided to SSRN
Date Posted: September 07, 2012
Working Paper Series
326 downloads

Incl. Electronic Paper The Destruction of a Safe Haven Asset?
Dirk G. Baur and Kristoffer J. Glover
University of Technology, Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: September 07, 2012
Working Paper Series
153 downloads

Incl. Electronic Paper When Analysts Talk, Do Institutional Investors Listen? Evidence from Target Price Changes
Shannon Lin and Hongping Tan
Dalhousie University and University of Waterloo
Date Posted: September 07, 2012
Last Revised: May 13, 2013
Working Paper Series
46 downloads


 

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