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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 694,139
Full Text Papers: 583,394
Authors: 319,988
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  Last 12 months:
67,427

Paper Downloads:
To date: 103,365,754
Last 12 months: 13,120,383
Last 30 days: 1,026,300

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  Resolved
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307,802
Total References: 9,007,996
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5,804,245
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  Footnotes:
91,653
Total Footnotes: 8,994,130


SSRN eLibrary Search Results
JEL Code: G12
8,393,048 Total downloads
Showing Papers 6,651 - 6,700 of 18,214
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1 2 3 4 ... 365 | Next >
   

Incl. Electronic Paper Deflation and Stock Prices
Michael Clemens
BankInvest Group
Date Posted: September 27, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Pricing Dollar Strength Risk
Marcelo Bianconi and Marco Sammon
Tufts University - Department of Economics and Kellogg School of Management - Department of Finance
Date Posted: September 27, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Financial Stability and Interest-Rate Policy: A Quantitative Assessment of Costs and Benefits
IMF Working Paper No. 16/73
Andreas Pescatori and Stefan Laseen
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: September 27, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Macroeconomic Shock with the Highest Price of Risk
Bank of England Working Paper No. 616
Gabor Pinter
Bank of England
Date Posted: September 26, 2016
Working Paper Series
6 downloads

Incl. Fee Electronic Paper The Booms and Busts of Beta Arbitrage
CEPR Discussion Paper No. DP11531
Shiyang Huang, Dong Lou and Christopher Polk
The University of Hong Kong - School of Economics and Finance, London School of Economics & Political Science (LSE) and London School of Economics
Date Posted: September 26, 2016
Working Paper Series

Incl. Electronic Paper The Financialization of the Term Structure of Risk Premia in Commodity Markets
Edouard Jaeck
Université Paris Dauphine - Department of Finance
Date Posted: September 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Idiosyncratic Risk, Costly Arbitrage and Asymmetry: Evidence from Pairs Trading
Stephanie Sarah Riedinger
Catholic University of Eichstaett-Ingolstadt - Ingolstadt School of Management
Date Posted: September 26, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Liquidity-Risk-Premium Free Price Models of Government Bonds and Currency Forwards in Persistently Informed Markets
Aryo Sasongko, Cynthia Afriani, Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department, Universitas Indonesia, Graduate School of Management, Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: September 26, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Kurtosis as Peakedness: The Phoenix from the Ashes
Foundations for Scientific Investing, Sixth Edition, October 2016
Timothy Falcon Crack
University of Otago - Department of Accountancy and Finance
Date Posted: September 26, 2016
Last Revised: September 27, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Debt Collateralization, Capital Structure, and Maximal Leverage
Feixue Gong and Gregory Phelan
Massachusetts Institute of Technology (MIT) and Williams College
Date Posted: September 26, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Collateralized Borrowing and Increasing Risk
Economic Theory, Forthcoming
Gregory Phelan
Williams College
Date Posted: September 26, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Costs of Corporate Bond Issue in Coal Mining Companies
Contemporary Economics, Vol. 10, No. 2, pp. 99-112, 2016
Agata Sierpińska-Sawicz and Patrycja Barbara Bąk
Poznan University of Economics and AGH University of Science and Technology
Date Posted: September 25, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Impact of the Economic Crisis on House Prices in the Czech Republic Measured on Hedonic Price Index on Bank Data
The Narodowy Bank Polski Workshop: Recent Trends in the Real Estate Market And its Analysis, 2013
Martin Lux and Petr Sunega
Academy of Sciences of the Czech Republic - Institute of Sociology and Academy of Sciences of the Czech Republic
Date Posted: September 24, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Activating the Covered Bonds Market in Poland – The Need for Regulatory Improvements
The Narodowy Bank Polski Workshop: Recent Trends in the Real Estate Market and its Analysis, 2013
Agnieszka Tułodziecka and Agnieszka Nierodka
Independent and Independent
Date Posted: September 24, 2016
Working Paper Series
2 downloads

Dissecting Arbitrage Costs
F.Y. Eric C. Lam, Chishen Wei and Kuo-Chiang (John) Wei
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences, Nanyang Technological University (NTU) - Division of Banking & Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: September 24, 2016
Working Paper Series

Incl. Electronic Paper Housing Bubble and Government Regulation: Evidence from China
NBP Working Paper No. 243, Volume 2, Narodowy Bank Polski Workshop: Recent Trends in the Real Estate Market and Its Analysis (2015 Edition)
Jerry Cao, Bihong Huang and Rose Neng Lai
Singapore Management University - Lee Kong Chian School of Business, University of Macau - Department of Finance and Business Economics and University of Macau - Faculty of Business Administration
Date Posted: September 23, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Pricing and Liquidity in Decentralized Asset Markets
Semih Uslu
Johns Hopkins Carey Business School
Date Posted: September 22, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Market Liquidity and the U.S. Government Shutdown of 2013
Ryan T. Ball, Venky Nagar and Jordan Schoenfeld
The Stephen M. Ross School of Business at the University of Michigan, University of Michigan, Stephen M. Ross School of Business and University of Utah
Date Posted: September 22, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper W-MPS Risk Aversion and the Shadow CAPM: Theory and Empirical Evidence
Lin Huang, Chenghu Ma and Hiroyuki Nakata
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Fudan University - School of Management and University of Tokyo - Faculty of Economics
Date Posted: September 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Performance of Relative-Value Equity Strategies
Nicholas Anderson
University of Chicago Booth School of Business
Date Posted: September 21, 2016
Working Paper Series
54 downloads

Incl. Electronic Paper Market Power in the Portfolio: Product Market Competition and Mutual Fund Performance
Stefan Jaspersen
University of Cologne - Centre for Financial Research (CFR)
Date Posted: September 21, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods
SAFE Working Paper No. 144
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Date Posted: September 21, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Static vs Adapted Optimal Execution Strategies in Two Benchmark Trading Models
Damiano Brigo and Clément Piat
Imperial College London - Department of Mathematics and Imperial College London - Department of Mathematics
Date Posted: September 21, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Top Management Team Compensation and Innovative Efficiency
Justin Chircop, Lars Helge Hass and Skrålan Vergauwe
Lancaster University Management School, Lancaster University - Management School and Lancaster University - Management School
Date Posted: September 21, 2016
Working Paper Series
12 downloads

Value Investing within the Universe of S&P500 Equities
Gasper Smolic and Ales S. Berk
Independent and University of Ljubljana - Faculty of Economics
Date Posted: September 20, 2016
Working Paper Series

Incl. Electronic Paper Bounds for VIX Futures Given S&P 500 Smiles
Julien Guyon, Romain Menegaux and Marcel Nutz
Bloomberg L.P., Bloomberg L.P. and Columbia University
Date Posted: September 20, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper The Consequences of REIT Index Membership for Return Patterns
Andrey D. Pavlov, Eva Steiner and Susan M. Wachter
Simon Fraser University (SFU) - Finance Area, School of Hotel Administration, Cornell University and University of Pennsylvania - Wharton School, Department of Real Estate
Date Posted: September 20, 2016
Working Paper Series
87 downloads

Incl. Electronic Paper Local and Stochastic Volatility Under Stochastic Interest Rates Using Mixture Models and the Multidimensional Fractional FFT
Mark S. Joshi and Navin Ranasinghe
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: September 20, 2016
Working Paper Series
97 downloads

Incl. Electronic Paper Algorithmic Differentiation for Callable Exotics
Alexandre Antonov
Numerix
Date Posted: September 19, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Term Structure of Hedging Premia and Basis Arbitrages in Synthetic-Cash Credit Market
Tommaso Colozza
University of Florence - Department of Economics and Management
Date Posted: September 19, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper The ECB's Asset Purchase Programme: An Early Assessment
ECB Working Paper No. 1956
Philippe Andrade, Johannes H. Breckenfelder, Fiorella de Fiore, Peter Karadi and Oreste Tristani
Banque de France, European Central Bank (ECB) - Financial Research, European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) - Directorate General Research and European Central Bank (ECB)
Date Posted: September 19, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Do Rare Events Explain CDX Tranche Spreads?
Sang Byung Seo and Jessica A. Wachter
University of Houston - C.T. Bauer College of Business and University of Pennsylvania - Finance Department
Date Posted: September 19, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Intrinsic Value in Stock Return
Ben Jansen
Florida Atlantic University, Students
Date Posted: September 18, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Do Domestic Sentiment and the Spillover of U.S. Investor Sentiment Impact Mexican Stock Market Returns?
Daniel Perez-Liston, Daniel Huerta and Juan Gutierrez
University of Saint Thomas, Houston - Department of Economics and Finance, College of Charleston - Department of Economics & Finance and University of Texas - Rio Grande Valley
Date Posted: September 18, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Spoilt for Choice: Order Routing Decisions in Fragmented Equity Markets
SAFE Working Paper No. 143
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance, University of Mannheim - Finance Area, Goethe University Frankfurt Faculty of Economics and Business Administration and University of Mannheim - Finance Area
Date Posted: September 17, 2016
Last Revised: September 22, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper Internet Appendix: Optimal Factor Strategy in FX Markets
Thomas Andreas Maurer, Thuy Duong To and Ngoc-Khanh Tran
Washington University in Saint Louis - John M. Olin Business School, University of New South Wales, Sydney and Washington University in Saint Louis - John M. Olin Business School
Date Posted: September 17, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Amicus Curiae Brief in Gelboim v. Bank of America (Libor Manipulation Litigation) on Behalf of Financial Markets Law Professors in Support of Plaintiffs-Appellants
Jordan M. Barry, Brian J. Broughman, Eric C. Chaffee, Christoph Henkel, Robert C. Hockett, Michael P. Malloy, Peter Marchetti, Christopher K. Odinet, Charles R. P. Pouncy and Andrew Verstein
University of San Diego School of Law, Indiana University Maurer School of Law, University of Toledo - College of Law, Mississippi College - School of Law, Cornell University - Law School, University of the Pacific - McGeorge School of Law, Texas Southern University - Thurgood Marshall School of Law, Southern University Law Center, Florida International University College of Law and Wake Forest University School of Law
Date Posted: September 16, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Estimating Fundamental Sharpe Ratios: A Kalman Filter Approach
Hayette Gatfaoui
IESEG School of Management
Date Posted: September 15, 2016
Working Paper Series
79 downloads

Incl. Electronic Paper Game Changer? The Impact of the VW Emission Cheating Scandal on the Co-Integration of Large Automakers’ Securities
Paul A. Griffin and David H. Lont
University of California, Davis - Graduate School of Management and University of Otago - Department of Accountancy and Finance
Date Posted: September 15, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Deep Learning for Finance: Deep Portfolios
J.B. Heaton, Nick Polson and Jan Hendrik Witte
Bartlit Beck Herman Palenchar & Scott LLP, University of Chicago - Booth School of Business and University of Oxford - Mathematical Institute
Date Posted: September 14, 2016
Working Paper Series
276 downloads

Incl. Electronic Paper Pricing Recovery Risk via a Partial Information Transform
Albert Cohen
Michigan State University - Department of Mathematics
Date Posted: September 14, 2016
Last Revised: September 18, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Volatility Contagion Across the Equity Markets of Developed and Emerging Market Economies
ADBI Working Paper 590
Masazumi Hattori, Ilhyock Shim and Yoshi Sugihara
Hitotsubashi University, Bank for International Settlements (BIS) and Bank of Japan
Date Posted: September 13, 2016
Working Paper Series
29 downloads

Efficient and Exact Simulation of the Gaussian Affine Interest Rate Models
International Journal of Financial Engineering, Volume 03, Issue 02, June 2016
Vladimir Ostrovski
Talanx AG
Date Posted: September 12, 2016
Accepted Paper Series

Incl. Electronic Paper The Term Structure of Liquidity Provision
Sunil Wahal and Jennifer S. Conrad
Arizona State University (ASU) - Finance Department and University of North Carolina Kenan-Flagler Business School
Date Posted: September 11, 2016
Last Revised: September 15, 2016
Working Paper Series
60 downloads

Incl. Electronic Paper What Does Consistent Participation in 401(k) Plans Generate? Changes in 401(k) Plan Account Balances, 2010-2014
EBRI Issue Brief, Number 426 (September 8, 2016)
Jack VanDerhei, Sarah Holden, Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI), Investment Company Institute, Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: September 11, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Synthetic Shorting with ETFs
Frank Weikai Li and Qifei Zhu
Hong Kong University of Science and Technology - Department of Finance and University of Texas at Austin, Department of Finance
Date Posted: September 10, 2016
Working Paper Series
96 downloads

Incl. Electronic Paper Lie Symmetry Methods for Local Volatility Models
Mark Craddock and Martino Grasselli
University of Technology Sydney (UTS) and University of Padova - Department of Mathematics
Date Posted: September 10, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper The Accrual Anomaly and the Announcement Effect of Short Arbitrage
Quarterly Journal of Finance, (Forthcoming)
Michael J. Sullivan and Andrew (Jianzhong) Zhang
University of Nevada, Las Vegas - Department of Finance and University of Nevada, Las Vegas - Department of Finance
Date Posted: September 09, 2016
Accepted Paper Series
42 downloads

Incl. Electronic Paper Does Corporate Governance Matter? Evidence from the AGR Governance Rating
Swiss Finance Institute Research Paper No. 16-54
Alberto Plazzi and Walter N. Torous
USI-Lugano and Massachusetts Institute of Technology
Date Posted: September 09, 2016
Last Revised: September 21, 2016
Working Paper Series
41 downloads

Incl. Electronic Paper The Pricing of the Illiquidity Factor's Systematic Risk
Yakov Amihud and Joonki Noh
New York University - Stern School of Business and Case Western Reserve University - Department of Banking and Finance
Date Posted: September 09, 2016
Working Paper Series
53 downloads


 

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