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Abstracts: 669,264
Full Text Papers: 560,193
Authors: 308,497
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  Last 12 months:
66,233

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Last 12 months: 12,874,241
Last 30 days: 1,475,630

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302,605
Total References: 8,891,042
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91,683
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SSRN eLibrary Search Results
JEL Code: G12
8,111,417 Total downloads
Showing Papers 6,651 - 6,700 of 17,700
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1 2 3 4 ... 354 | Next >
   


Liquidity Effect on the Asset Price Forecasting
Journal of Nonlinear Systems and Applications (2012) 82-87
Huseyin Merdan and Hatice Cakmak
TOBB University of Economics and Technology and TOBB University of Economics and Technology
Date Posted: May 01, 2016
Accepted Paper Series

A Mathematical Model for Asset Pricing
Huseyin Merdan and Meltem Alisen
TOBB University of Economics and Technology and TOBB University of Economics and Technology
Date Posted: May 01, 2016
Working Paper Series

Incl. Electronic Paper Bifurcation Analysis of a Single-Group Asset Flow Model
Huseyin Merdan , Gunduz Caginalp and William Troy
TOBB University of Economics and Technology , University of Pittsburgh - Department of Mathematics and University of Pittsburgh
Date Posted: May 01, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Asset Prices in Production Economies with an Endogenous Extensive Margin
Jose Ignacio Lopez
HEC Paris - Economics & Decision Sciences
Date Posted: May 01, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Jump Activity Analysis for Affine Jump-Diffusion Models: Evidences from the Commodity Market
José Da Fonseca and Katja Ignatieva
Auckland University of Technology - Faculty of Business & Law and University of New South Wales - Australian School of Business
Date Posted: May 01, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Calibration and Backtesting of the Heston Model for Counterparty Credit Risk
Marco de Innocentis and Sergei Levendorskii
Credit Suisse Securities (Europe) Limited and Calico Science Consulting
Date Posted: May 01, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Moral Hazard in VC Finance: More Expensive than You Thought
Hans-Peter Burghof , Marie Lambert and Julius Tennert
University of Hohenheim , University of Liege - HEC Management School and University of Hohenheim
Date Posted: May 01, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Are Low-Frequency Macroeconomic Risks Priced in Asset Prices? A Critical Appraisal of Epstein-Zin Preferences
Georgios Xyngis
University of East Anglia (UEA)
Date Posted: May 01, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Relative Spread and Price Discovery
Eric M. Aldrich and Seung Lee
University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: April 30, 2016
Working Paper Series
49 downloads

Incl. Electronic Paper 401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2014
EBRI Issue Brief, Number 423 (April 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: April 30, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Non-Linearity in the Dividend Yield: A Comparison of the US and Japan
Andreas Humpe
University of St. Andrews
Date Posted: April 30, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Factor Investing with Smart Beta Indices
David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: April 29, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Using Out-Of-Sample Errors in Portfolio Optimization
Pedro Barroso
UNSW Australia Business School, School of Banking and Finance
Date Posted: April 29, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Momentum: An Economic View
Wilhelm Berghorn and Sascha Otto
Mandelbrot Quantitative Research UG and Independent
Date Posted: April 29, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Information, Stochastic Dominance and Bidding: The Case of Treasury Auctions
Patrick L. Leoni and Frederik Lundtofte
Kedge Business School and Lund University - Department of Economics
Date Posted: April 29, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Behavioral Model of Investor Sentiment in Limit Order Markets
Forthcoming in Quantitative Finance
Carl Chiarella , Xuezhong He , Lei Shi and Lijian Wei
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) , University of Technology Sydney (UTS) and Business School of Sun Yat-sen Univerisity
Date Posted: April 29, 2016
Accepted Paper Series
21 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
DIW Berlin Discussion Paper No. 1573
Guglielmo Maria Caporale and Alex Plastun
Brunel University - Centre for Empirical Finance and Sumy State Universtity
Date Posted: April 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper What is the Expected Return on a Stock?
Ian Martin and Christian Wagner
London School of Economics & Political Science (LSE) - Department of Finance and Copenhagen Business School
Date Posted: April 28, 2016
Working Paper Series
81 downloads

Incl. Electronic Paper Cesitli Yatirimci Gruplarinin Hisse Senedi Net Alim Islem Hacmi Ve Pazar Getirisi Arasindaki Etkilesim (Interaction between Equity Trading of Various Investor Types and Market Return)
Melis Gultekin and Mehmet Umutlu
Yasar University - Deparment of International Trade and Finance and Yasar University - Department of International Trade and Finance
Date Posted: April 26, 2016
Working Paper Series
3 downloads

Discrete Wavelet Transform-Based Prediction of Stock Index: A Study on National Stock Exchange Fifty Index
Journal of Financial Management and Analysis, Vol. 28(2), 2015
Dhanya Jothimani , Surendra S. Yadav and Ravi Shankar
Indian Institute of Technology (IIT), Delhi - Department of Management Studies , Indian Institute of Technology (IIT), Delhi - Department of Management Studies and Indian Institute of Technology (IIT), Delhi - Department of Management Studies
Date Posted: April 26, 2016
Accepted Paper Series

Incl. Electronic Paper Nonparametric Tail Risk, Stock Returns and the Macroeconomy
Caio Almeida , Kym Marcel Martins Ardison , René Garcia and Jose Vicente
Getulio Vargas Foundation , Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças , EDHEC Business School and Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: April 25, 2016
Last Revised: April 30, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Approximation to Default Swaptions in Reduced-Form Framework: Calibration and Comparison of Intensity Dynamics
Alexander Gyandzhuntsev
Imperial College London - Department of Mathematics
Date Posted: April 25, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Data-Driven Jump Detection Thresholds for Application in Jump Regressions
Economic Research Initiatives at Duke (ERID) Working Paper No. 213
Robert Davies and George Tauchen
Duke University, Department of Economics, Students and Duke University - Economics Group
Date Posted: April 25, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Affine Term Structure Pricing with Bond Supply as Factors
FRB Atlanta CQER Working Paper No. 2016-1
Fumio Hayashi
National Graduate Institute for Policy Studies
Date Posted: April 25, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Do Investors Buy Lotteries in China's Stock Market?
Yu Liang and Weiqiang Zhang
Tsinghua University - School of Economics & Management and Tsinghua University - School of Economics & Management
Date Posted: April 24, 2016
Working Paper Series
16 downloads

Weekday Variation in the Leverage Effect: A Puzzle
Finance Research Letters, Forthcoming
Geoffrey Peter Smith
Arizona State University (ASU) - W.P. Carey School of Business
Date Posted: April 23, 2016
Accepted Paper Series

Incl. Electronic Paper Commodity Prices and Inflation Expectations in Chile
Andres Ayala

Date Posted: April 23, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper The Predictive Power of Dividend Yields for Future Inflation: Money Illusion or Rational Causes?
Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: April 23, 2016
Last Revised: April 26, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Incremental Information Content of Innovations in Implied Idiosyncratic Volatility
Review of Financial Economics, Forthcoming
Cliff R. Moll and Stephen P. Huffman
University of Wisconsin - Oshkosh and University of Wisconsin Oshkosh
Date Posted: April 23, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Absolute Alpha with Moving Averages: A Consistent Trading Strategy
Yiqiao Yin
University of Rochester, Students
Date Posted: April 22, 2016
Last Revised: April 25, 2016
Working Paper Series
190 downloads

Incl. Electronic Paper Inferring the Financial Materiality of Corporate Sustainability News: A Textual Analysis of Soft Information
Andy Moniz
Erasmus University Rotterdam, Students
Date Posted: April 22, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Short-Selling Constraints and Stock-Valuation Pattern: A Regime-Event Analysis
Applied Economics, Forthcoming
Min Bai , Xiaoming Li and Yafeng Qin
Independent , Massey University - School of Economics and Finance (Albany) and Massey University - School of Economics and Finance (Albany)
Date Posted: April 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper A Global Macroeconomic Risk Explanation for Momentum and Value
Ilan Cooper , Andreea Mitrache and Richard Priestley
BI Norwegian Business School , Toulouse Business School and Norwegian Business School
Date Posted: April 22, 2016
Working Paper Series
58 downloads

Incl. Electronic Paper 한국 주식시장의 지속적 변동성과 거시경제적 관련성 분석 (The Long-Lived Volatility of Korean Stock Market and its Relation to Macroeconomic Conditions)
KDI Journal of Economic Policy 35(4) 63-94
Young Il Kim
Korea Development Institute (KDI)
Date Posted: April 22, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Multi-Curve Discounting
Bert-Jan Nauta
RBS
Date Posted: April 22, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks
FEDS Working Paper No. 2016-032
Alex C. Hsu , Erica X. N. Li and Francisco Palomino
Georgia Institute of Technology - Scheller College of Business , Cheung Kong Graduate School of Business and Board of Governors of the Federal Reserve System
Date Posted: April 22, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Pricing and Hedging of Guaranteed Minimum Benefits Under Regime-Switching and Stochastic Mortality
Katja Ignatieva , Andrew Song and Jonathan Ziveyi
University of New South Wales - Australian School of Business , UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: April 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Investment Under Uncertainty When Interest Rates Are at the Zero Lower Bound
George Dotsis
Athens University of Economics and Business - Department of Management Science and Technology
Date Posted: April 21, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Corporate Equity Ownership and Expected Stock Returns
Jinliang Li , Yi Tang and An Yan
Tsinghua University - School of Economics & Management , Fordham University - Gabelli School of Business and Fordham University - Gabelli School of Business
Date Posted: April 20, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Metodología Basada En La Calibración Por Mínima Entropía Para La Estimación De Curvas De Tasas En Mercados De Alta Complejidad (Minimum-Entropy Calibration of Term Structure Models in Low-Frequency Transaction Markets)
Columbia Business School Research Paper No. 16-30
Andres Ayala

Date Posted: April 20, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Pension Fund Asset Allocation in Low Interest Rate Environment
Netspar Discussion Paper No. 03/2016-017
Dennis Bams , Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance , Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht School of Business and Economics
Date Posted: April 20, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper An Agent-Based Model of Dynamics in Corporate Bond Trading
Bank of England Working Paper No. 592
Karen Braun-Munzinger , Zijun Liu and Arthur Turrell
Bank of England , Bank of England and Bank of England
Date Posted: April 20, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?
Jae H. Kim
La Trobe University
Date Posted: April 19, 2016
Last Revised: April 30, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper The Efficiency of Mutual Funds
Javier Vidal-García
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Date Posted: April 19, 2016
Last Revised: April 24, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets
CESifo Working Paper Series No. 5812
Martin G. Kocher , Konstantin E. Lucks and David Schindler
Ludwig Maximilian University of Munich - Faculty of Economics , Ludwig Maximilian University of Munich and Ludwig Maximilian University of Munich
Date Posted: April 18, 2016
Working Paper Series
9 downloads

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
CEPR Discussion Paper No. DP10947
Mikhail Chernov , Brett R. Dunn and Francis A. Longstaff
UCLA Anderson , University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Term Structures of Asset Prices and Returns
CEPR Discussion Paper No. DP11227
David K. Backus , Nina Boyarchenko and Mikhail Chernov
NYU Stern School of Business , Federal Reserve Bank of New York and UCLA Anderson
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Who Trades Against Mispricing?
CEPR Discussion Paper No. DP11156
Mariassunta Giannetti and Bige Kahraman
Stockholm School of Economics and
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Currency Premia and Global Imbalances
CEPR Discussion Paper No. DP11129
Pasquale Della Corte , Steven J. Riddiough and Lucio Sarno
Imperial College London , University of Melbourne and City University London - Sir John Cass Business School
Date Posted: April 18, 2016
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area
CEPR Discussion Paper No. DP11122
Roel M. W. J. Beetsma , Massimo Giuliodori , Frank de Jong and Jesper Hanson
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) , University of Amsterdam - Faculty of Economics & Econometrics (FEE) , Tilburg University and University of Amsterdam
Date Posted: April 18, 2016
Working Paper Series


 

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