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Abstracts: 586,696
Full Text Papers: 487,055
Authors: 271,595
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  Last 12 months:
63,288

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Last 12 months: 10,275,259
Last 30 days: 757,897

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  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: G10
1,807,664 Total downloads
Showing Papers 661 - 710 of 5,350
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1 2 3 4 ... 107 | Next >
   


Incl. Electronic Paper Equity Risk Factors and the Intertemporal CAPM
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics
Date Posted: January 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Does Asia Really Have Poorer Corporate Governance?: Evidence from International Variations in Transparency
David Lee, Kuo Chuen and Greg N. Gregoriou, , (eds), Handbook of Asian Finance and Sovereign Wealth Funds (Amsterdam: Elsevier). 2014
Raj Aggarwal and John W. Goodell
University of Akron - Department of Finance and University of Akron - Department of Finance, College of Business Administration
Date Posted: January 25, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Dark Trading and Intraday Market Quality
James Brugler
University of Cambridge
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Long-Run Equilibrium Relationships in the International Stock Market Factor Systems
Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 32, No. 1, 2014, pp. 101-109
Hyung-Suk Choi
Ewha Womans University
Date Posted: January 25, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Governance Transparency, Finance, and the Institutions of Capitalism: A Global Perspective
Raj Aggarwal and John W. Goodell
University of Akron - Department of Finance and University of Akron - Department of Finance, College of Business Administration
Date Posted: January 24, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Repeal of the Glass-Steagall Act and the Federal Reserve's Extraordinary Intervention During the Global Financial Crisis
Levy Economics Institute of Bard College Working Paper No. 829
Yeva Nersisyan
Franklin and Marshall College
Date Posted: January 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Overnight Returns and Firm-Specific Investor Sentiment
David Aboody , Omri Even-Tov , Reuven Lehavy and Brett Trueman
University of California, Los Angeles (UCLA) - Accounting Area , University of California, Los Angeles (UCLA) - Anderson School of Management , University of Michigan, Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: January 24, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Implicit Assumption and its Consequences with Expected Utility Maximization
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: January 23, 2015
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Origins of Stock Market Fluctuations
CEPR Discussion Paper No. DP10336
Daniel L. Greenwald , Martin Lettau and Sydney C. Ludvigson
New York University (NYU) , University of California - Haas School of Business and New York University - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Banking Integration and House Price Comovement
CEPR Discussion Paper No. DP10295
Augustin Landier , David Alexandre Sraer and David Thesmar
Toulouse School of Economics , University of California, Berkeley and HEC Paris (Groupe HEC) - Finance Department
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Stochastic Simulation Framework for the Limit Order Book Using Liquidity Motivated Agents
Efstathios Panayi and Gareth William Peters
University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Statistical Science
Date Posted: January 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Feed the Beast: Finance Capitalism and the Spread of Pension Privatisation in Europe
Marek Naczyk and Bruno Palier
Sciences Po Paris - Centre d’études européennes and Fondation Nationale des Sciences Politiques (FNSP)
Date Posted: January 19, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Trend Following and Macroeconomic Risk
Mark C. Hutchinson and John J. O'Brien
University College Cork and University College Cork (UCC) - Department of Accounting, Finance and Information Systems
Date Posted: January 18, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper A Forecast Evaluation of Expected Equity Return Measures
Bank of England Working Paper No. 520
Michael Chin and Christopher Polk
Bank of England and London School of Economics
Date Posted: January 17, 2015
Last Revised: January 21, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper Momentum Loses its Momentum: Implications for Market Efficiency
Midwest Finance Association 2012 Annual Meetings Paper
Debarati Bhattacharya , Raman Kumar and Gokhan Sonaer
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law , Virginia Polytechnic Institute & State University - Pamplin College of Business and Duquesne University
Date Posted: January 16, 2015
Working Paper Series
654 downloads

Incl. Electronic Paper The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore
ISER Discussion Paper No. 920
Dong Chen , Yanmin Gao , Mayank Kaul , Charles Ka Yui Leung and Desmond Tsang
Wuhan University - School of Economics and Management , City University of Hong Kong - College of Business , Citibank, N.A. - Risk Management , City University of Hong Kong and McGill University - Desautels Faculty of Management
Date Posted: January 16, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Cross-Sectional Asset Pricing with Individual Stocks: Betas versus Characteristics
Tarun Chordia , Amit Goyal and Jay A. Shanken
Emory University - Department of Finance , University of Lausanne and Emory University - Goizueta Business School
Date Posted: January 15, 2015
Working Paper Series
69 downloads

The Performance of Listed European Innovative Firms
Luisa Anderloni and Alessandra Tanda
University of Milan - DEAS and University of Milan
Date Posted: January 15, 2015
Working Paper Series

Incl. Electronic Paper Investment Banking Relationships and Analyst Affiliation Bias: The Impact of Global Settlement on Sanctioned and Non-Sanctioned Banks
Shane A. Corwin , Stephannie Larocque and Mike Stegemoller
University of Notre Dame - Mendoza College of Business , University of Notre Dame - Mendoza College of Business and Baylor University
Date Posted: January 14, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 14, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Do Distributional Characteristics of Corporate Bonds Predict Their Future Returns?
Georgetown McDonough School of Business Research Paper
Jennie Bai , Turan G. Bali and Quan Wen
Georgetown University - Department of Finance , Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Date Posted: January 14, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets
European Research Studies, Vol XVII, Issue (2), 2014 pp. 109-123
Apostolos G. Christopoulos , Spyros Papathanasiou , Petros Kalantonis , Andreas S. Chouliaras and Savvas Katsikidis
National and Kapodistrian University of Athens - Faculty of Economics , Hellenic Open University , Technological Educational Institute (TEI) of Piraeus , Luxembourg School of Finance and University of Cyprus
Date Posted: January 12, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Risk Premia and the VIX Term Structure
Travis L. Johnson
The University of Texas at Austin - Department of Finance
Date Posted: January 11, 2015
Working Paper Series
277 downloads

Incl. Electronic Paper Is Earnings Guidance Associated with Less Firm Innovation?
Shuping Chen , Kelly Huang and Brent Y. Lao
University of Texas at Austin - Red McCombs School of Business , Florida International University and Florida International University (FIU)
Date Posted: January 11, 2015
Working Paper Series
42 downloads

Governance, Conference Calls and CEO Compensation
Journal of Real Estate Finance and Economics, Vol. 50, No. 2, 2015
S. McKay Price , Jesus M. Salas and C. F. Sirmans
Lehigh University - Perella Department of Finance , Lehigh University and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: January 10, 2015
Accepted Paper Series

Incl. Electronic Paper Latency and Asset Prices
Andrei A. Kirilenko and Gui Lamacie
Massachusetts Institute of Technology (MIT) Sloan School of Management and BM&F BOVESPA
Date Posted: January 09, 2015
Last Revised: January 18, 2015
Working Paper Series
69 downloads

Incl. Electronic Paper Market Information and Price Clustering: Evidence from SEC Rule 201
Ryan L. Davis , Stephen Jurich , Brian S. Roseman and Ethan Watson
University of Mississippi , University of Mississippi , University of Mississippi and University of North Carolina (UNC) at Wilmington
Date Posted: January 09, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 09, 2015
Last Revised: January 10, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Fractal Structure of the Stock Markets of Leading Asian Countries
Journal of East Asian Economic Integration (JEAI), Vol. 18, No. 4 (December 2014) 367-394
Samet Gunay
Istanbul Arel University - Department of Banking and Finance
Date Posted: January 06, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Investment Horizon of Shareholders and Post-Earnings-Announcement Drift
Min Kyeong Kwon and Tong Suk Kim
Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: January 06, 2015
Last Revised: January 24, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper AIG Case Study Applied to the Efficient Capital Market Hypothesis and the Legal Theory of Finance
Alexandre Tim Gallopin
Independent
Date Posted: January 05, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Working Capital Management in Selected IT Companies
Prashant Dixit
Independent
Date Posted: January 04, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Hierarchical Causality in Financial Economics
Diane Wilcox and Tim Gebbie
University of the Witwatersrand, School of Computational and Applied Mathematics and University of the Witwatersrand, School of Computational and Applied Mathematics
Date Posted: January 02, 2015
Working Paper Series
49 downloads

Incl. Electronic Paper Advertising, Attention, and Financial Markets
Florens Focke , Stefan Ruenzi and Michael Ungeheuer
University of Mannheim - Department of International Finance , University of Mannheim - Department of International Finance and University of Mannheim - Department of International Finance
Date Posted: January 02, 2015
Working Paper Series
54 downloads

Incl. Electronic Paper Implied Volatility Smirk in Lévy Markets
Federico De Olivera , José Fajardo and Ernesto Mordecki
Universidad de la Republica , Getulio Vargas Foundation and Universidad de la Republica - Centro de Matematica
Date Posted: January 01, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper A Mathematical and Empirical Analysis of Rebalancing Alpha
Journal of Portfolio Management, Forthcoming
Edward E. Qian
PanAgora Asset Management
Date Posted: December 31, 2014
Accepted Paper Series
48 downloads

Incl. Electronic Paper The Liquidity of Dual-Listed Corporate Bonds. Empirical Evidence from Italian Markets
CONSOB Working Papers No. 79
Nadia Linciano , Francesco Fancello , Monica Gentile and Matteo Modena
Commissione Nazionale per le Societa e la Borsa (CONSOB) , CONSOB (Commissione Nazionale per le Società e la Borsa) , CONSOB (Commissione Nazionale per le Società e la Borsa) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: December 31, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper How Risk Managers Should Fix TEV and VaR Constraints in Asset Management
Luca Riccetti
Sapienza Università di Roma
Date Posted: December 26, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Testing the Martingale Hypothesis for Gross Returns
Oliver B. Linton and Ekaterina Smetanina
University of Cambridge and University of Cambridge
Date Posted: December 23, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper The Information Content of Options Prior to Changes to the S&P 500 Index
Yoni Navon
Monash University
Date Posted: December 22, 2014
Last Revised: December 23, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper The Information Content of Options Around Seasoned Equity Offerings
Yoni Navon
Monash University
Date Posted: December 22, 2014
Last Revised: December 23, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper The Joint Cross Section of Options and Bonds
Yoni Navon
Monash University
Date Posted: December 22, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Reputation and Exaggeration: Adverse Selection and Moral Hazard in the Mortgage Market
Brent W. Ambrose , James Neil Conklin and Jiro Yoshida
Pennsylvania State University , University of Georgia and University of California, Berkeley - Haas School of Business
Date Posted: December 21, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Behavioral Theory of Real Options
Hart E. Posen , Michael J. Leiblein and John S. Chen
University of Wisconsin-Madison , Ohio State University (OSU) - Department of Management & Human Resources and University of Florida
Date Posted: December 20, 2014
Working Paper Series
61 downloads

Incl. Electronic Paper MRO Bidding in the Presence of LTROs: An Empirical Analysis of the Pre-crisis Period
ECB Working Paper No. 1753
Edgar Vogel
Deutsche Bundesbank
Date Posted: December 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Shortfall Deviation Risk
Marcelo Brutti Righi and Paulo Sergio Ceretta
Federal University of Santa Maria and Universidade Federal de Santa Maria
Date Posted: December 19, 2014
Working Paper Series
41 downloads

Incl. Electronic Paper Buying versus Renting: The Net Present Value of Inflation and Housing Tenure Choices for Individual Consumers
Isaac T. Tabner
University of Stirling - Accounting and Finance Division
Date Posted: December 19, 2014
Working Paper Series
72 downloads

Incl. Electronic Paper Law and Structure of the Capital Markets?
INE PAN Working Paper No. 1404
Xian Gu and Oskar Kowalewski
Chinese Academy of Social Sciences (CASS) - Institute of World Economics & Politics and Institute of Economics of the Polish Academy of Sciences (INE PAN)
Date Posted: December 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Participation in Leveraged Loans: It's Not Just About Credit Risk
Christopher Whalen
Kroll Bond Rating Agency
Date Posted: December 18, 2014
Working Paper Series
27 downloads


 

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