Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 563,031
Full Text Papers: 465,367
Authors: 261,188
Papers Received in
  Last 12 months:
64,073

Paper Downloads:
To date: 78,154,678
Last 12 months: 9,697,932
Last 30 days: 680,557

CiteReader:  What's this?
Papers with
  Resolved
  References:
262,813
Total References: 9,037,053
Papers with Cites: 242,351
Total Citation
  Links:
5,983,823
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,166,287


SSRN eLibrary Search Results
JEL Code: G12
6,694,853 Total downloads
Showing Papers 6,451 - 6,500 of 15,431
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Solving Models with Disappointment Aversion
Patrick Augustin and Roméo Tédongap
McGill University, Desautels Faculty of Management and Swedish House of Finance
Date Posted: August 29, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Asymmetry in Stock Returns: An Entropy Measure
Lei Jiang , Ke Wu and Guofu Zhou
Tsinghua University , Emory University - Department of Economics and Washington University in St. Louis - Olin School of Business
Date Posted: August 27, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper A Closed-Form Solution for Outperformance Options with Stochastic Correlation and Stochastic Volatility
Journal of Industrial and Management Optimization. Forthcoming
Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: August 26, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper The Impact of News Articles and Corporate Disclosure on Credit Risk Valuation
Feng-Tse Tsai , Hsin-Min Lu and Mao-Wei Hung
Asia University , National Taiwan University - Department of Information Management and National Taiwan University
Date Posted: August 26, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Social Screens and Systematic Boycott Risk
Hao Arthur Luo and Ronald J. Balvers
McMaster University and McMaster University - Michael G. DeGroote School of Business
Date Posted: August 26, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Tax News: Identifying Tax Expectations from Municipal Bonds with an Application to Household Consumption
Lorenz Kueng
Northwestern University - Kellogg School of Management
Date Posted: August 24, 2014
Working Paper Series
4 downloads

The Behavior of Foreign Investments in the Stock Exchange of Mauritius
The International Journal of Business and Finance Research, Forthcoming
Indranarain Ramlall
University of Mauritius
Date Posted: August 24, 2014
Accepted Paper Series

Incl. Electronic Paper Popularity versus Profitability: Evidence from Bollinger Bands
Jiali Fang , Ben Jacobsen and Yafeng Qin
Massey University - School of Economics and Finance , University of Edinburgh - Business School and Massey University
Date Posted: August 23, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Market Timing Around the World
Javier Vidal-García
Harvard University
Date Posted: August 23, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Returns to Active Management: The Case of Hedge Funds
FRB International Finance Discussion Paper No. 1112
Maziar Kazemi and Ergys Islamaj
Federal Reserve Board and Vassar College - Department of Economics
Date Posted: August 23, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Unspanned Macroeconomic Factors in the Yield Curve
FEDS Working Paper No. 2014-57
Laura Coroneo , Domenico Giannone and Michele Modugno
University of York (UK) - Department of Economics and Related Studies , LUISS Guido Carli University and Federal Reserve Board
Date Posted: August 23, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Can Cash Flow Expectations Explain Momentum and Reversal?
Zhongjin Lu
University of Georgia - Department of Banking and Finance
Date Posted: August 23, 2014
Working Paper Series
15 downloads

Impact of Italian Downgrades on the Stock Market
European Journal of Economics, Finance and Administrative Sciences, Issue 65, pp. 54-63 (2014)
Angelo Marinangeli
University of Rome II - Department of Economics and Finance
Date Posted: August 22, 2014
Working Paper Series

Incl. Electronic Paper Consumption-Based CAPM with Unbiased Disagreement
Lei Shi
University of Technology Sydney (UTS)
Date Posted: August 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Quantile Hedging in a Semi-Static Market with Model Uncertainty
Erhan Bayraktar and Gu Wang
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Date Posted: August 21, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Hedge Fund Seeding Via Fees-for-Seed Swaps Under Idiosyncratic Risk
Christian-Oliver Ewald and Hai Zhang
University of Glasgow and University of Glasgow - Adam Smith Business School
Date Posted: August 21, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Forecasting Bank Rescue Costs and Debt Sustainability
Nicolas Guerry , Stephen Kinsella and Colm McCarthy
University of Fribourg , University of Limerick and University College Dublin (UCD)
Date Posted: August 19, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
FEDS Working Paper No. 2014-58
Zhaogang Song and Dacheng Xiu
Federal Reserve Board and University of Chicago - Booth School of Business
Date Posted: August 19, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper R&D Expenditure Volatility and Stock Return: Earnings Management, Adjustment Costs or Overinvestment?
Grant Cullen , Dominic Gasbarro , Wenjuan Ruan and Erwei Xiang
Murdoch University , Murdoch University , Murdoch University and Murdoch University
Date Posted: August 19, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Higher Moment Exchange Rate Exposure of S&P500 Firms
Marcelo Bianconi and Zhe Cai
Tufts University - Department of Economics and Tufts University
Date Posted: August 19, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper A History of the Equity Risk Premium and its Estimation
Basil Copeland
Chesapeake Regulatory Consultants, Inc.
Date Posted: August 19, 2014
Working Paper Series
48 downloads

Incl. Electronic Paper Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse
Asaf Bernstein and Marc Weidenmier
Massachusetts Institute of Technology (MIT) and Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: August 18, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper An Empirical Investigation on CEOs' Option Incentives and Firms’ Risky Financing Policy: Evidence from Australian Public Companies
Chao Bian , Christopher Gan , Baiding Hu and Zhaohua Li
Lincoln University , Lincoln University (NZ) , Lincoln University (NZ) and Lincoln University (NZ) - Commerce
Date Posted: August 18, 2014
Last Revised: August 21, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Tail Coskewness and Momentum Effect in Equity Return
Yiqing Dai
University of Adelaide
Date Posted: August 18, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Time Will Tell: Information in the Timing of Scheduled Earnings News
Eric C. So
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 18, 2014
Last Revised: August 29, 2014
Working Paper Series
183 downloads

Incl. Electronic Paper Which Factors are Priced? An Application of the Fama French Three-Factor Model in Australia
Duc Hong Vo
Economic Regulation Authority
Date Posted: August 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Latent Price Impact
Luca Philippe Mertens
IMPA
Date Posted: August 17, 2014
Working Paper Series
93 downloads

Incl. Electronic Paper A Compound Multifractal Model for High-Frequency Asset Returns
Eric M. Aldrich , Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz , University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: August 17, 2014
Last Revised: August 20, 2014
Working Paper Series
99 downloads

Incl. Electronic Paper Seasonal Patterns in Momentum and Reversal in the U.S. Stock Market: The Consequences of Tax-Loss Sales and Window Dressing
David P. Brown
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: August 17, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Bond Option Pricing using the Vasicek Short Rate Model
Nicholas Burgess
Independent
Date Posted: August 16, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Leverage and Default in Binomial Economies: A Complete Characterization
Cowles Foundation Discussion Paper No. 1877RR
Ana Fostel and John Geanakoplos
George Washington University and Yale University - Cowles Foundation
Date Posted: August 16, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
Simona Boffelli , Jan Novotny and Giovanni Urga
University of Bergamo , City University London - Faculty of Finance and Cass Business School, Faculty of Finance, London
Date Posted: August 16, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Low Volatility of Roe Is a Proxy for Sustainability of Roe: Earnings Quality in Japan
Seiji Minami and Tetsuroh Wakatsuki
Resona Bank and Resona Bank
Date Posted: August 15, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Investor Sentiment and Price Discovery: Evidence from the Pricing Dynamics between the Futures and Spot Markets
Robin K. Chou , Chu Bin Lin and George H. K. Wang
National Chengchi University , National Chengchi University and George Mason University - Finance Area
Date Posted: August 15, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Short-Sale Constraints and Option Trading: Evidence from Reg SHO
Sheng‐Syan Chen , Yiwen Chen and Robin K. Chou
National Taiwan University , National Chengchi University and National Chengchi University
Date Posted: August 15, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper An Overview of the Vasicek Short Rate Model
Nicholas Burgess
Independent
Date Posted: August 15, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Managing Transaction Costs in a Dynamic Trading Strategy
James A. Sefton and Sylvain Champonnois
Imperial College London and UCSD Rady School of Management
Date Posted: August 14, 2014
Working Paper Series
16 downloads

Corporate Profit and Credit Spread Dynamics
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: August 14, 2014
Working Paper Series

Incl. Electronic Paper First-Time International Bond Issuance — New Opportunities and Emerging Risks
IMF Working Paper No. 14/127
Anastasia Guscina , Guilherme B.V. Pedras Sr. and Gabriel Presciuttini
International Monetary Fund (IMF) , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: August 14, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Analyst Interest as an Early Indicator of Firm Fundamental Changes and Stock Returns
Accounting Review, Forthcoming
Michael J. Jung , M.H. Franco Wong and Frank Zhang
New York University - Leonard N. Stern School of Business , INSEAD and Yale School of Management
Date Posted: August 14, 2014
Accepted Paper Series
62 downloads

Incl. Electronic Paper Romanian Government Bond Market
Theoretical and Applied Economics Volume XIX (2012), No. 12(577), pp. 73-98
Cornelia Pop , Maria-Andrada Georgescu and Iustin Pop
Babes-Bolyai University , National School of Political Studies and Public Administration (NSPSPA) and Babes-Bolyai University
Date Posted: August 13, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Testing Rebalancing Strategies for Stock-Bond Portfolios Across Different Asset Allocations
Hubert Dichtl , Wolfgang Drobetz and Martin Wambach
Alpha Portfolio Advisors , University of Hamburg and University of Hamburg
Date Posted: August 13, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Cross-Sectional and Intertemporal Forecast Dispersion, Risk, and Stock Returns
Dongcheol Kim and Haejung Na
Korea University Business School and Korea University
Date Posted: August 13, 2014
Working Paper Series
16 downloads

Investor Psychology and Security Under- and Overreactions - An Overview and Some Empirical Testing
Hans Lennard Sievers
Independent
Date Posted: August 13, 2014
Working Paper Series

Incl. Electronic Paper Nominal Rigidities and Asset Pricing
Michael Weber
University of Chicago - Finance
Date Posted: August 12, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Operating Performance Following Corporate Acquisitions: Does the Organisational Form of the Target Matter?
Syed Shams and Abeyratna Gunasekarage
Monash University and Monash University
Date Posted: August 12, 2014
Last Revised: August 28, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper How Do Momentum Strategies 'Score' Against Individual Investors in Taiwan, Hong Kong and Korea?
Anurag Narayan Banerjee and Chi-Hsiou Daniel Hung
Durham Business School and Adam Smith Business School
Date Posted: August 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Market Perception of Sovereign Credit Risk in the Euro Area During the Financial Crisis
ECB Working Paper No. 1710
Gonzalo Camba-Mendez and Dobromil Serwa
European Central Bank (ECB) and National Bank of Poland
Date Posted: August 12, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Improving Discovery of Intra-Sector Mispricing Through Pairs Trading Principles
Kartik Sinha
Independent
Date Posted: August 11, 2014
Last Revised: August 13, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Significant Foreign Exchange Exposure of Australian Domestic and International Firms
Mohamed Ariff and Alireza Zarei
Bond University and University Putra Malaysia - Faculty of Economics and Management
Date Posted: August 10, 2014
Working Paper Series
4 downloads


 

1 2 3 4 ... Last | Next >


 

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 7.203 seconds