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Full Text Papers: 393,459
Authors: 226,593
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Last 30 days: 1,087,336

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SSRN eLibrary Search Results
JEL Code: G1
12,971,791 Total downloads
Showing Papers 7,051 - 7,100 of 36,682
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Ponzi Schemes: A Critical Analysis
Surendranath Jory and Mark J. Perry
University of Michigan at Flint and University of Michigan at Flint
Date Posted: July 25, 2011
Working Paper Series

Incl. Electronic Paper Problems of Changing Volatility Models to Explain the Deviation in Return Probability Distribution of Liquid Investment Instruments
 Bohumil Stádník
University of Economics, Prague - Faculty of Finance
Date Posted: July 25, 2011
Last Revised: August 12, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Return Evaluation in FTSE100 to be Used Momentum Strategies
 Md Faisul Alam
University of Greenwich - Accounting and Finance
Date Posted: July 25, 2011
Working Paper Series
66 downloads

Incl. Electronic Paper Triggers and Targets: The Anatomy of Market Manipulation
 Shaun D. Ledgerwood
The Brattle Group
Date Posted: July 25, 2011
Last Revised: July 28, 2011
Working Paper Series
101 downloads

Incl. Electronic Paper Revamping Liquidity Measures: Improving Investability in Emerging and Frontier Market Indices and Their Related ETFs
The Journal of Index Investing, Vol. 2, No. 3, pp. 37-43, Winter 2011
 Andrew Clark
Lipper, A Thomson Reuters Company
Date Posted: July 24, 2011
Last Revised: February 14, 2012
Accepted Paper Series
64 downloads

Incl. Electronic Paper The Fundamental Theorem of Asset Pricing Without Probabilistic Prior Assumptions
 Frank Riedel
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: July 24, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper The 2007-2009 Global Demand Collapse: Rare Events and Policy Effectiveness
 Michael Donadelli and Guido Cazzavillan
LUISS Guido Carli University and Ca Foscari University of Venice - Department of Economics
Date Posted: July 23, 2011
Last Revised: January 17, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Using Neural Data to Test A Theory of Investor Behavior: An Application to Realization Utility
 Cary Frydman , Nicholas Barberis , Colin Camerer , Peter Bossaerts and Antonio Rangel
University of Southern California - Marshall School of Business , Yale School of Management , California Institute of Technology - Division of the Humanities and Social Sciences , California Institute of Technology and Stanford Graduate School of Business
Date Posted: July 23, 2011
Last Revised: November 16, 2012
Working Paper Series
268 downloads

Incl. Electronic Paper Cointegration and Priority Relationships Between Energy Stocks and Oil Prices
Journal of Current Research in Global Business, Vol. 14, No. 21, pp. 22-32, 2011
 Yongli Luo and Omar A. Esqueda
Wayland Baptist University, School of Business and Tarleton State University - Department of Accounting, Finance, & Economics
Date Posted: July 23, 2011
Accepted Paper Series
78 downloads

Incl. Electronic Paper Director Alpha: An Objective Measure of Director Contribution
 Waquar Ahmad , Jacqueline L. Garner and Adam S. Yore
Drexel University - Bennett S. LeBow College of Business , Mississippi State University - Department of Finance and Economics and Northern Illinois University - Department of Finance
Date Posted: July 23, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Endogenous Indeterminacy and Volatility of Asset Prices Under Ambiguity
Forthcoming,Theoretical Economics
 Michael Mandler
University of London, Royal Holloway College - Department of Economics
Date Posted: July 23, 2011
Last Revised: December 21, 2012
Working Paper Series
109 downloads

Incl. Electronic Paper From Smile Asymptotics to Market Risk Measures
 Stephan Sturm and Ronnie Sircar
WPI - Worcester Polytechnic Institute and Princeton University - Department of Operations Research and Financial Engineering
Date Posted: July 23, 2011
Last Revised: February 13, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Hamilton’s Menu Approach to Debt Resolution: Implications for Modern Sovereign Debt Relief
 William Miles
Wichita State University - Department of Economics
Date Posted: July 23, 2011
Working Paper Series
35 downloads

Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913
MPI Collective Goods Preprint, No. 2011/15
 Carsten Burhop , David Chambers and Brian R. Cheffins
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods , University of Cambridge - Judge Business School, Department of Finance & Accounting and University of Cambridge - Faculty of Law
Date Posted: July 23, 2011
Working Paper Series

Incl. Electronic Paper Limited Market Participation and Asset Prices in the Presence of Earnings Management
FRB International Finance Discussion Paper No. 1019
 Bo Sun
Board of Governors of the Federal Reserve System - Division of International Finance - International Banking and Finance Section
Date Posted: July 23, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper The Equity Risk Premium: Empirical Evidence from Emerging Markets
 Michael Donadelli and Lorenzo Prosperi
LUISS Guido Carli University and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: July 23, 2011
Working Paper Series
266 downloads

Incl. Electronic Paper What’s Not There: The Odd-Lot Bias in TAQ Data
Johnson School Research Paper Series No. 31-2011, Midwest Finance Association 2012 Annual Meetings Paper
 Maureen O'Hara , Chen Yao and Mao Ye
Cornell University - Samuel Curtis Johnson Graduate School of Management , University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Date Posted: July 23, 2011
Last Revised: September 16, 2011
Working Paper Series
625 downloads

Incl. Electronic Paper Time Horizon Trading and the Idiosyncratic Risk Puzzle
Midwest Finance Association 2012 Annual Meetings Paper
 Juliana Malagon , David Moreno and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration , Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: July 22, 2011
Last Revised: April 13, 2013
Working Paper Series
201 downloads

Incl. Electronic Paper Market Integrity, Market Efficiency, Market Accuracy
The Business Review, Cambridge, Vol. 17, No. 2, pp. 14-20, Summer 2011
 Donald Margotta
Northeastern University - Finance and Insurance Area
Date Posted: July 22, 2011
Accepted Paper Series
46 downloads

Incl. Electronic Paper Corporate Governance Reforms and Cross-Border Acquisitions
 E. Han Kim and Yao Lu
University of Michigan - Stephen M. Ross School of Business and University of Michigan - Stephen M. Ross School of Business
Date Posted: July 22, 2011
Working Paper Series
154 downloads

Incl. Electronic Paper Covariances, Characteristics, and General Equilibrium: A Critique
Fisher College of Business Working Paper No. 2011-03-015, Charles A. Dice Center Working Paper No. 2011-15
 Xiaoji Lin and Lu Zhang
Ohio State University (OSU) - Fisher College of Business and Ohio State University - Fisher College of Business
Date Posted: July 22, 2011
Last Revised: February 27, 2012
Working Paper Series
98 downloads

Incl. Electronic Paper Ex-Dividend Date Behaviour Without Taxes
Global Business and Technology Association International Conference Proceedings, July 11-15 2001
 Adil Oran and Derya Özkan
Middle East Technical University (METU) - Department of Business Administration and Middle East Technical University (METU)
Date Posted: July 22, 2011
Last Revised: November 23, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper On the Performance of the Tick Test
 Marcelo Perlin , Chris Brooks and Alfonso Dufour
Escola de Administração - UFRGS , University of Reading - ICMA Centre and University of Reading - Henley Business School, ICMA Centre
Date Posted: July 22, 2011
Last Revised: May 08, 2012
Working Paper Series
110 downloads

Incl. Electronic Paper Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks
Journal of Economics and Business, Vol. 5, No. 2, pp. 87-115, July 2011
 Rowland Bismark Pasaribu
Gunadarma University
Date Posted: July 22, 2011
Accepted Paper Series
96 downloads

Incl. Electronic Paper Portfolio Rebalancing in General Equilibrium
 Miles S. Kimball , Matthew D. Shapiro , Tyler Shumway and Jing Zhang
University of Michigan at Ann Arbor - Department of Economics , University of Michigan at Ann Arbor - Department of Economics , University of Michigan at Ann Arbor and University of Michigan at Ann Arbor
Date Posted: July 22, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper SEC Enforcement: Does Forthright Disclosure and Cooperation Really Matter?
Journal of Accounting and Economics, Forthcoming
 Rebecca Files
University of Texas at Dallas
Date Posted: July 22, 2011
Accepted Paper Series
120 downloads

Incl. Electronic Paper Size Matters: Optimal Calibration of Shrinkage Estimators for Portfolio Selection
 Victor DeMiguel , Alberto Martin-Utrera and Francisco J. Nogales
London Business School , Universidad Carlos III de Madrid - Department of Statistics and Econometrics and Universidad Carlos III de Madrid - Department of Statistics
Date Posted: July 21, 2011
Last Revised: April 22, 2013
Working Paper Series
310 downloads

Incl. Electronic Paper Do Gamblers Correctly Price Momentum in NBA Betting Markets?
Journal of Prediction Markets, Vol. 5, No. 1, pp. 31-50, 2011
 Jeremy Arkes
Naval Postgraduate School
Date Posted: July 21, 2011
Accepted Paper Series
60 downloads

Incl. Electronic Paper Drivers of Inflation-Linked Corporate Bond Spreads and the Inflation Swap/Bond Breakeven Difference
 Michael Ashton
Enduring Investments LLC
Date Posted: July 21, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Stability Analysis of Asset Flow Differential Equations
Applied Mathematics Letters, Vol. 24, pp. 471-477, 2011
 Ahmet Duran
University of Michigan at Ann Arbor
Date Posted: July 21, 2011
Accepted Paper Series
83 downloads

This is Your Portfolio on Winter: Seasonal Affective Disorder and Risk Aversion in Financial Decision Making
Social Psychological and Personality Science, Vol. 3, No. 2, pp. 193-199, Rotman School of Management Working Paper No. 1885665
 Lisa A. Kramer and J. Mark Weber
University of Toronto - Rotman School of Management and University of Waterloo
Date Posted: July 21, 2011
Last Revised: February 13, 2012
Accepted Paper Series

Incl. Electronic Paper Optimal Commodity and Cross-Currency Heding: The Case of Asean-5-Based Grain and Soft Commodity Traders
 Banyu Vidiapratama and Zaafri Ananto Husodo
Universitas Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 20, 2011
Last Revised: February 13, 2013
Working Paper Series
71 downloads

Incl. Fee Electronic Paper On the High-Frequency Dynamics of Hedge Fund Risk Exposures
CEPR Discussion Paper No. DP8479
 Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and University of Oxford - Said Business School
Date Posted: July 20, 2011
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Regime Changes and Financial Markets
CEPR Discussion Paper No. DP8480
 Andrew Ang and Allan G. Timmermann
Columbia Business School - Finance and Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: July 20, 2011
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Sources of Entropy in Representative Agent Models
CEPR Discussion Paper No. DP8488
 David K. Backus , Mikhail Chernov and Stanley E. Zin
NYU Stern School of Business , London School of Economics and Leonard N. Stern School of Business - Department of Economics
Date Posted: July 20, 2011
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System
CEPR Discussion Paper No. DP8453
 Alex Cukierman and Yehuda (Yud) Izhakian
Tel Aviv University - Eitan Berglas School of Economics and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: July 20, 2011
Working Paper Series
1 downloads

Incl. Fee Electronic Paper CDs Auctions
CEPR Discussion Paper No. DP8456
 Mikhail Chernov , Alexander S. Gorbenko and Igor Makarov
London School of Economics , London Business School and London Business School
Date Posted: July 20, 2011
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Fund Managers, Career Concerns, and Asset Price Volatility
CEPR Discussion Paper No. DP8454
 Veronica Guerrieri and Peter Kondor
University of Chicago - Booth School of Business and Central European University (CEU)
Date Posted: July 20, 2011
Working Paper Series
4 downloads

Incl. Fee Electronic Paper The More We Know on the Fundamental, the Less We Agree on the Price
CEPR Discussion Paper No. DP8455
 Peter Kondor
Central European University (CEU)
Date Posted: July 20, 2011
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Use of Banking Services in Emerging Markets - Household-Level Evidence
CEPR Discussion Paper No. DP8475
 Thorsten Beck and Martin Brown
Tilburg University - European Banking Center, CentER and University of St. Gallen, Swiss Institute of Banking and Finance
Date Posted: July 20, 2011
Working Paper Series
1 downloads

Incl. Electronic Paper Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System
Paolo Baffi Centre Research Paper No. 2011-104
 Alex Cukierman and Yehuda (Yud) Izhakian
Tel Aviv University - Eitan Berglas School of Economics and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: July 20, 2011
Working Paper Series
306 downloads

Incl. Electronic Paper Corporate Social Responsibility and Shareholder Value: The Environmental Consciousness of Investors
 Caroline Flammer
MIT Sloan School of Management
Date Posted: July 20, 2011
Working Paper Series
438 downloads

Incl. Electronic Paper Dispersion Trading
 Volker Vonhoff
University of Mannheim - Department of Business Administration and Finance
Date Posted: July 20, 2011
Working Paper Series
256 downloads

Incl. Electronic Paper Identification of Clusters of Investors from Their Real Trading Activity in a Financial Market
 Michele Tumminello , Fabrizio Lillo , Jyrki Piilo and Rosario N. Mantegna
Carnegie Mellon University - Department of Social and Decision Sciences , University of Palermo , University of Turku and Central European University
Date Posted: July 20, 2011
Last Revised: July 25, 2011
Working Paper Series
76 downloads

Multivariate Lévy Processes with Dependent Jump Intensity
Quantitative Finance, Forthcoming
 Roberto Marfè
Swiss Finance Institute
Date Posted: July 20, 2011
Accepted Paper Series

Incl. Electronic Paper Optimal Trend Following Trading Rules
 Min Dai , Qing Zhang and Qiji Jim Zhu
National University of Singapore (NUS) - Department of Mathematics , University of Georgia - Department of Mathematics and Western Michigan University
Date Posted: July 20, 2011
Working Paper Series
852 downloads

Incl. Electronic Paper Securitization and its Discontents
Risk Professional, August 2011
 Peter Went
GARP Research Center
Date Posted: July 20, 2011
Accepted Paper Series
175 downloads

Incl. Fee Electronic Paper Strategic Asset Allocation in Money Management
CEPR Discussion Paper No. DP8457
 Suleyman Basak and Dmitry Makarov
London Business School and New Economic School
Date Posted: July 20, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper The Effect of Bank Ownership Concentration on Capital Adequacy, Liquidity, and Capital Stability (Basel II and Basel III)
 Pichaphop Chalermchatvichien , Seksak Jumreornvong , Pornsit Jiraporn and Manohar Singh
Bank of Thailand , Department of Finance, Faculty of Commerce and Accountancy, Thammasat University, Bangkok, Thailand , Pennsylvania State University - SGPS; National Institute of Development Administration (NIDA), Bangkok, Thailand and Willamette University - Atkinson Graduate School of Management
Date Posted: July 19, 2011
Last Revised: January 11, 2013
Working Paper Series
166 downloads

Incl. Electronic Paper A Model for Regulatory Intervention in Irish Banking
National University of Ireland Department of Economics Working Paper No. 123
 K.P.V. O'Sullivan and Tom Kennedy
University of Limerick- Kemmy Business School and University of Limerick - Kemmy Business School
Date Posted: July 19, 2011
Accepted Paper Series
23 downloads


 

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