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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G11
2,580,014 Total downloads
Showing Papers 681 - 730 of 7,223
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Incl. Electronic Paper Fund Analysis and Selection: An Approach Based on Distances and Similarities between Performance Measures
25th Australasian Finance and Banking Conference 2012
Hery Razafitombo
University of Metz - CEREFIGE
Date Posted: September 04, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper Portfolio Selection Using Fuzzy Analytic Hierarchy Process (FAHP)
European Business Research Conference 2012 Proceedings, August 2012
Zahra Lashgari and Kobra Safari II
Islamic Azad University (IAU) - Central Tehran Branch and Islamic Azad University (IAU) - Islamic Azad University Central Tehran Branch
Date Posted: September 04, 2012
Accepted Paper Series
90 downloads

Incl. Electronic Paper Social Identification and Investment Decisions
Rob Bauer and Paul Smeets
Maastricht University and Maastricht University
Date Posted: September 04, 2012
Last Revised: March 03, 2013
Working Paper Series
105 downloads

Incl. Electronic Paper A Bad State of Accruals: Does Inter-Temporal Variation Explain Accrual Premiums?
Midwest Finance Association 2013 Annual Meeting Paper
Doina Chichernea , Anthony Dewayne Holder and Alex Petkevich
The University of Toledo - Department of Finance , University of Toledo - Department of Accounting and The University of Toledo - Department of Finance
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper A Quick Introduction to Quantitative Models That Discard Estimation of Expected Returns for Portfolio Construction
Stefano Colucci
Symphonia Sgr
Date Posted: September 03, 2012
Last Revised: February 20, 2013
Working Paper Series
347 downloads

Incl. Electronic Paper Investment in Education and Strategic Asset Allocation
Midwest Finance Association 2013 Annual Meeting Paper
Joao Amaro de Matos and Bruno Funchal
Nova School of Business and Economics and FUCAPE Business School
Date Posted: September 03, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper On Models for Portfolio Selection with Short-Term Forecasting
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: September 03, 2012
Last Revised: January 07, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper On the Estimation of Systematic Downside Risk
Midwest Finance Association 2013 Annual Meeting Paper
Nikolaos T. Artavanis
Virginia Polytechnic Institute & State University - Pamplin College of Business
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
85 downloads

Incl. Electronic Paper Commodity Exchange-Traded Funds: Observations on Risk Exposure and Performance
John P. Plamondon and Carl F. Luft
DePaul University - Department of Finance and DePaul University - Department of Finance
Date Posted: September 02, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Our Benchmark is Better than Your Benchmark: The Case of the Municipal Bond Market
Haiwei Chen , Jim Estes and Daniel Jubinski
University of Texas, Pan American , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 02, 2012
Last Revised: November 03, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper What Drives Risky Investments Lower at Retirement?
Midwest Finance Association 2013 Annual Meeting Paper
Revansiddha Basavaraj Khanapure
University of Delaware - Department of Finance
Date Posted: September 02, 2012
Last Revised: January 21, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Testing Rebalancing Strategies for Stock-Bond Portfolios: What Is the Optimal Rebalancing Strategy?
Midwest Finance Association 2013 Annual Meeting Paper
Hubert Dichtl , Wolfgang Drobetz and Martin Wambach
Alpha Portfolio Advisors , University of Hamburg and University of Hamburg
Date Posted: September 01, 2012
Last Revised: January 21, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Active Asset Allocation Among a Large Set of Stocks: How Effective is the Parametric Rule?
Huacheng Zhang
Southwestern University of Finance and Economics
Date Posted: September 01, 2012
Last Revised: March 29, 2013
Working Paper Series
166 downloads

Incl. Electronic Paper Crisis Phenomena in the Process of Formation of a Market Portfolio
Vigen Babkenovich Minasyan
Russian Presidential Academy of National Economy and Public Administration
Date Posted: September 01, 2012
Last Revised: September 04, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Disappointment Events in Consumption Growth and the Cross-Section of Expected Stock Returns
Midwest Finance Association 2013 Annual Meeting Paper
Stefanos Delikouras
University of Michigan at Ann Arbor
Date Posted: September 01, 2012
Last Revised: March 12, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Do Style and Sector Indexes Carry Momentum?
The Journal of Investment Strategies, vol1(3), Summer 2012, 67-89.
Linda H. Chen , George J. Jiang and Xingnong Zhu
Washington State University , Washington State University and Ibbotson Associates
Date Posted: September 01, 2012
Last Revised: September 07, 2012
Accepted Paper Series
202 downloads

Incl. Electronic Paper Hedge Fund Activists: Do They Take Cues from Institutional Exit?
Nickolay Gantchev and Pab Jotikasthira
University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina Kenan-Flagler Business School
Date Posted: September 01, 2012
Last Revised: February 16, 2013
Working Paper Series
268 downloads

Incl. Electronic Paper Stocks with Extreme Past Returns: Lotteries or Insurance?
Alexander Barinov
University of Georgia - Terry College of Business
Date Posted: September 01, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper The Cost of Funding Flow Correlation
Roland Umlauft
Universitat Pompeu Fabra
Date Posted: September 01, 2012
Last Revised: February 14, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper The Impact of Financial Advisors on the Stock Portfolios of Retail Investors
Midwest Finance Association 2013 Annual Meeting Paper
Marc Kramer and Robert Lensink
University of Groningen - Faculty of Economics and Business - Department of Economics, Econometrics & Finance and University of Groningen - Department of Economics, Econometrics and Finance
Date Posted: September 01, 2012
Last Revised: January 22, 2013
Working Paper Series
84 downloads

Incl. Electronic Paper ESG-Persistence in Socially Responsible Mutual Funds
Maximilian Wimmer
University of Regensburg
Date Posted: August 30, 2012
Last Revised: September 20, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance
Bradford Case , Massimo Guidolin and Yildiray Yildirim
National Association of Real Estate Investment Trusts , Bocconi University - Department of Finance and Syracuse University - Whitman School of Management
Date Posted: August 30, 2012
Working Paper Series
175 downloads

The Credit Risk Premium: Should Investors Overweight Credit, When, and by How Much?
Journal of Investing, Vol. 20, No. 4, Winter 2011, DOI:10.3905/joi.2011.20.4.132
Bac Van Luu and Peiyi Yu
Norges Bank Investment Management and affiliation not provided to SSRN
Date Posted: August 30, 2012
Accepted Paper Series

Incl. Electronic Paper The Effects of Environmental Regulation on Corporate Performance: A Chinese Perspective
Midwest Finance Association 2013 Annual Meeting Paper
Vikash Ramiah , Jacopo Pichelli and Imad Moosa
RMIT University - School of Economics, Finance and Marketing , Politecnico di Milano and RMIT University
Date Posted: August 30, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Transaction-Based and Appraisal-Based Capitalization Rate Determinants
Swiss Finance Institute Research Paper No. 12-28
Alain Chaney and Martin Hoesli
Universitiy of Geneva and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: August 30, 2012
Working Paper Series
168 downloads

Incl. Electronic Paper Which Anomalies are More Popular? And Why?
Byoung-Hyoun Hwang and Baixiao Liu
Purdue University - Krannert School of Management and Florida State University
Date Posted: August 30, 2012
Last Revised: March 31, 2013
Working Paper Series
331 downloads

Asymmetric Correlation and Volatility Dynamics Among Stock, Bond, and Securitized Real Estate Markets
Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Jian Yang , Yinggang Zhou and Wai Kin Leung
University of Colorado Denver - The Business School , The Chinese University of Hong Kong and Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
Date Posted: August 29, 2012
Accepted Paper Series

Incl. Electronic Paper Effects Behind Words: Quantifying Qualitative Information in Corporate Announcements
Financial Management Association (FMA), European Conference 2011, Porto, Portugal
Michael Liebmann , Michael Hagenau , Matthias Häußler and Dirk Neumann
University of Freiburg (Germany) , University of Freiburg , University of Rostock and University of Freiburg (Germany) - University of Freiburg (Germany)
Date Posted: August 29, 2012
Working Paper Series
70 downloads

Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China
Financial Management, 2012
Shu Lin , Shu Tian and Eliza Wu
Nanjing University - Department of Accounting, School of Business , Fudan University - School of Management and University of Technology, Sydney - UTS Business School
Date Posted: August 29, 2012
Accepted Paper Series

Incl. Electronic Paper Momentum in Style Portfolios: Risk or Inefficiency?
Midwest Finance Association 2013 Annual Meeting Paper
Paul Docherty and H. Chan
University of Newcastle (Australia) and University of Melbourne - Department of Finance
Date Posted: August 29, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper The Impact of Greed and Experience on Investors’ Returns and Banks’ Margins: Evidence from Short-Term Exchange-Traded Retail Products
Oliver Entrop , Alexander Schober and Marco Wilkens
University of Passau , University of Augsburg and University of Augsburg
Date Posted: August 29, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper Deriving the Rent Versus Buy Decision in the Absence of Expected Home Price Appreciation or Risk Premia
Cristian Voicu and Michael Joseph Seiler
Investment Technology Group and Old Dominion University - Finance
Date Posted: August 28, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Do Fund Investors Know that Risk is Sometimes Not Priced?
25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Fabian Irek and Thorsten Lehnert
Luxembourg School of Finance and Universite du Luxembourg - Luxembourg School of Finance
Date Posted: August 28, 2012
Last Revised: March 12, 2013
Working Paper Series
105 downloads

Incl. Electronic Paper Modelling and Replicating Hedge Fund Returns
The University of Melbourne, Centre for Actuarial Studies, Research Paper Series No. 203
Wang Chun Wei
University of Sydney - Discipline of Finance
Date Posted: August 28, 2012
Last Revised: August 31, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Information Differential and Compensation of Active Fund Managers
Chekib Ezzili and Patrice Poncet
ESSEC Business School and ESSEC Business School
Date Posted: August 27, 2012
Working Paper Series
16 downloads

Exploring Diversification Benefits from Asia Pacific Equity Markets
Jones Odei Mensah and Gamini Premaratne
University of Brunei Darussalam and University of Brunei Darussalam - Universiti Brunei Darussalam
Date Posted: August 26, 2012
Working Paper Series

Incl. Electronic Paper On the Shape of Risk Aversion and Asset Allocation
29th International Conference of the French Finance Association (AFFI) 2012
Pierre Six
Rouen Business School
Date Posted: August 26, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Betas and Liquidity: Differences in Systematic Price Risk Due to Asymmetric Asset Liquidity and Correlated Funding Shocks
Roland Umlauft
Universitat Pompeu Fabra
Date Posted: August 25, 2012
Last Revised: February 25, 2013
Working Paper Series
56 downloads

Incl. Fee Electronic Paper Self‐Directed Pensions: Gender, Risk, and Portfolio Choices
The Scandinavian Journal of Economics, Vol. 114, Issue 3, pp. 705-728, 2012
Jenny Säve‐Söderbergh
affiliation not provided to SSRN
Date Posted: August 23, 2012
Accepted Paper Series

Incl. Electronic Paper Does Social Interaction Destablise Financial Markets?
Frederik König
Goethe University Frankfurt
Date Posted: August 23, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper High-Water Marks and Separation of Private Investments
Paolo Guasoni and Gu Wang
Boston University - Department of Mathematics and Statistics and Boston University - Department of Mathematics and Statistics
Date Posted: August 23, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Market Timing with Moving Averages
Midwest Finance Association 2013 Annual Meeting Paper
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: August 23, 2012
Last Revised: January 24, 2013
Working Paper Series
250 downloads

Incl. Electronic Paper Predictability in the Short and Long Legs of Carry Trades
25th Australasian Finance and Banking Conference 2012
Helen Lu and Ben Jacobsen
University of Otago and New Zealand Institute of Advanced Study
Date Posted: August 23, 2012
Last Revised: November 22, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data
Georges Dionne
HEC Montreal - Department of Finance
Date Posted: August 23, 2012
Last Revised: September 17, 2012
Working Paper Series
27 downloads

The PIIGS Stock Markets Before and After the 2008 Financial Crisis: A Dynamic Cointegration and Causality Analysis
International Journal of Banking, Accounting and Finance, Forthcoming
Andreas S. Chouliaras , Apostolos G. Christopoulos , Dimitris Kenourgios and Petros Kalantonis
Luxembourg School of Finance , University of Athens - Department of Economics , University of Athens - Faculty of Economics and Technological Educational Institute (TEI) of Piraeus
Date Posted: August 23, 2012
Accepted Paper Series

Incl. Electronic Paper Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements
Alex Frino , Tina Viljoen , George H. K. Wang , P. Joakim Westerholm and Hui Zheng
University of Sydney - Discipline of Finance , The University of Sydney Business School , George Mason University - Finance Area , The University of Sydney Business School and Discipline of Finance, The University of Sydney
Date Posted: August 22, 2012
Last Revised: November 02, 2012
Working Paper Series
176 downloads

Incl. Electronic Paper Residual Equity Momentum for Corporate Bonds
Daniel Haesen , Patrick Houweling and Jeroen van Zundert
Robeco Quantitative Strategies , Robeco Quantitative Strategies and Robeco Quantitative Strategies
Date Posted: August 22, 2012
Last Revised: August 28, 2012
Working Paper Series
223 downloads

Incl. Electronic Paper Value-at-Risk Forecasting Ability of Filtered Historical Simulation for Non-Normal GARCH Returns
Midwest Finance Association 2013 Annual Meeting Paper
Christopher J. Adcock , Nelson Areal and Benilde Oliveira
University of Sheffield - School of Management , University of Minho - School of Economics and Management and University of Minho - School of Economics and Management
Date Posted: August 22, 2012
Last Revised: January 22, 2013
Working Paper Series
76 downloads

Incl. Electronic Paper Does Firm-Level Information Still Predict Stock Returns? A Re-Examination of Market Anomalies
Samuel Xin Liang
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: August 21, 2012
Last Revised: February 20, 2013
Working Paper Series
103 downloads

Incl. Electronic Paper Hedge Funds and Stock Market Efficiency
Joni Kokkonen and Matti Suominen
Catolica-Lisbon School of Business and Economics and Aalto University, Department of Finance
Date Posted: August 21, 2012
Working Paper Series
61 downloads


 

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