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JEL Code: G11
2,579,350 Total downloads
Showing Papers 621 - 670 of 7,222
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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
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
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
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
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
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
Index Option Returns and Generalized Entropy Bounds
Yan Liu
Duke University
Date Posted: September 21, 2012
Working Paper Series
36 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Optimal Parameters to Pairs Trading
Kirill V. Temlyakov
affiliation not provided to SSRN
Date Posted: September 07, 2012
Working Paper Series
326 downloads
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
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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