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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
Papers Received in
  Last 12 months:
68,998

Paper Downloads:
To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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  Resolved
  References:
238,027
Total References: 8,463,775
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Total Citation
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5,708,794
Papers with
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G11
2,574,568 Total downloads
Showing Papers 721 - 770 of 7,217
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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
74 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

Incl. Electronic Paper Higher-Moment Asset Pricing and Allocation in a Heterogeneous Market Equilibrium
25th Australasian Finance and Banking Conference 2012
Qunzi Zhang
Swiss Finance Institute
Date Posted: August 20, 2012
Last Revised: February 27, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Simple Derivation of the Capital Asset Pricing Model from the Capital Market Line
Chris Deeley
Charles Sturt University
Date Posted: August 20, 2012
Last Revised: August 21, 2012
Working Paper Series
246 downloads

Incl. Electronic Paper Life-Cycle Portfolio Allocation for Disappointment Averse Agents
Revansiddha Basavaraj Khanapure
University of Delaware - Department of Finance
Date Posted: August 20, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Should We Expect Superior Managers to Be Stars? (Dis)Incentive Effects of Fund Flows in Money Management
Juan M. Sotes-Paladino
The University of Melbourne - Department of Finance
Date Posted: August 20, 2012
Last Revised: November 20, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Smart Money in Malaysian Islamic and Conventional Equity Funds
Ainulashikin Marzuki and Andrew C. Worthington
Griffith University and Griffith University
Date Posted: August 20, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper The Common Touch: Is Making One’s Own Investment Decisions the Clincher?
25th Australasian Finance and Banking Conference 2012
Peter L. Swan and P. Joakim Westerholm
University of New South Wales (UNSW) and The University of Sydney Business School
Date Posted: August 20, 2012
Last Revised: May 08, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper The Informational Advantage of Local Investors: Evidence from Fund Managers’ Trades Around Credit Events
25th Australasian Finance and Banking Conference 2012
Natalie Oh , Jerry T. Parwada and Kian M. Tan
University of New South Wales (UNSW) , University of New South Wales (UNSW) - School of Banking and Finance and Australian School of Business at UNSW
Date Posted: August 19, 2012
Last Revised: April 03, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
25th Australasian Finance and Banking Conference 2012
David E. Allen , Michael McAleer , Robert J. Powell and Abhay Kumar-Singh
Edith Cowan University - School of Finance and Business Economics , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute , Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Date Posted: August 19, 2012
Working Paper Series
80 downloads

Incl. Electronic Paper Mean-Variance Investing
Columbia Business School Research Paper No. 12/49
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: August 19, 2012
Working Paper Series
1477 downloads

Incl. Electronic Paper Term Structure Information and Bond Strategies
Review of Quantitative Finance and Accounting, Forthcoming
Maria O. Gonzalez , Frank S. Skinner and Sam Agyei-Ampomah
University of Castilla-La Mancha , Brunel University and Surrey Business School
Date Posted: August 19, 2012
Accepted Paper Series
47 downloads

Alternative Beta: Catergorisation of Indices - Do All Roads Lead to Rome?
The Journal of Index Investing, Winter 2012, Vol. 3, No. 3, pp. 12-17
Daniel Leveau , Patrick Gander and Thomas Pfiffner
1741 Asset Management , Independent and 1741 Asset Management
Date Posted: August 17, 2012
Last Revised: January 22, 2013
Accepted Paper Series

Incl. Electronic Paper Competitive Valuation Effects of Australian IPOs
International Review of Financial Analysis, Forthcoming
Andrew McGilvery , Robert W. Faff and Shams Pathan
affiliation not provided to SSRN , University of Queensland and University of Queensland - Business School
Date Posted: August 17, 2012
Accepted Paper Series
72 downloads

Incl. Electronic Paper Analyst Forecasts and European Mutual Fund Trading
Journal of Banking and Finance (Forthcoming)
Alexander Franck and Alexander Gabriel Kerl
University of Giessen - Department of Financial Services and University of Giessen - Department of Financial Services
Date Posted: August 16, 2012
Last Revised: May 15, 2013
Accepted Paper Series
114 downloads

Incl. Electronic Paper Efficient Market Hypothesis: Limiti della Teoria Classica (Efficient Market Hypothesis: Limits of the Classical Theory)
Francesco Barbato
affiliation not provided to SSRN
Date Posted: August 16, 2012
Last Revised: August 17, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper An Alternative Proof to Markowitz's Model
Yaniv Zaks
Bar-Ilan University
Date Posted: August 14, 2012
Last Revised: December 31, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper From PAYG to Private Pensions: Income Gaps, Asset Allocation and Diversification Benefits
Ales S. Berk , Mitja Cok , Marko Kosak and Joze Sambt
University of Ljubljana - Faculty of Economics , University of Ljubljana - Faculty of Economics , affiliation not provided to SSRN and University of Ljubljana - Faculty of Economics
Date Posted: August 14, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper Individual Investors’ Portfolio Choice and Birthplace Bias
Ted Lindblom , Taylan Mavruk and Stefan Sjögren
Göteborg University - School of Business, Economics and Law , University of Gothenburg - Centre for Finance - School of Business, Economics and Law and University of Gothenburg - Centre for Finance - School of Business, Economics and Law
Date Posted: August 14, 2012
Last Revised: April 08, 2013
Working Paper Series
52 downloads

Incl. Electronic Paper Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors
Forthcoming, Economic Research Guardian
Darong Dai
Nanjing University - Department of Economics
Date Posted: August 14, 2012
Last Revised: April 11, 2013
Accepted Paper Series
301 downloads

Incl. Electronic Paper The Role of Sell-Side Analysts after Accusations of Managerial Misconduct
Jared N. Jennings
Washington University in St. Louis
Date Posted: August 12, 2012
Last Revised: February 25, 2013
Working Paper Series
66 downloads

Incl. Electronic Paper The Distinction between First-Order and Second-Order Ambiguity Aversion
Matthias Lang
Humboldt University of Berlin - Institute of Economic Theory
Date Posted: August 10, 2012
Last Revised: May 17, 2013
Working Paper Series
204 downloads

Incl. Electronic Paper Government Bonds and Their Investors: What are the Facts and Do They Matter?
IMF Working Paper No. 12/158
Jochen R. Andritzky
Universität St. Gallen
Date Posted: August 10, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Distinguishing 'To' and 'Through' with Target Date Style Indices
Peter Tsui , Frank Luo and Philip Murphy
S&P Dow Jones Indices , Standard & Poor's and Standard & Poor's
Date Posted: August 10, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Excess Comovement, Individual Investors, and Strategic Complementarity: Evidence from China's Bank Stocks
Jing Yao and Zijia Yuan
Institute for Financial Studies, School of Economics, Fudan University and affiliation not provided to SSRN
Date Posted: August 10, 2012
Last Revised: November 15, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Kiwisaver Member Behaviour: A Quantitative Analysis
25th Australasian Finance and Banking Conference 2012
Callum David Thomas and Claire D. Matthews
affiliation not provided to SSRN and Massey University - School of Economics & Finance
Date Posted: August 10, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper Market Timing with Moving Averages
25th Australasian Finance and Banking Conference 2012
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: August 10, 2012
Last Revised: November 09, 2012
Working Paper Series
680 downloads

Incl. Electronic Paper Quantitative Analysis of Modern Portfolio Theory for Diversification of Risk
Himanshu Yadav
National Law University
Date Posted: August 10, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Reconsidering Psychic Return in Art Investments
Economics Letters, Vol. 118, No. 2, 2013
Guido Candela , Massimiliano Castellani and Pierpaolo Pattitoni
University of Bologna - Department of Economics , University of Bologna - Department of Economics and University of Bologna - Department of Management
Date Posted: August 10, 2012
Last Revised: January 02, 2013
Accepted Paper Series
31 downloads

Incl. Electronic Paper International Capital Mobility and Financial Fragility - Part 4: Which Structural Policies Stabilise Capital Flows When Investors Suddenly Change Their Mind? Evidence from Bilateral Bank Data
OECD Working Paper, Vol. 44, No. 967, 2012
Rudiger Ahrend and Cyrille Schwellnus
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Organization for Economic Co-Operation and Development (OECD)
Date Posted: August 09, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper La rilevazione della tolleranza al rischio degli investitori attraverso il questionario (Assessing Investors' Risk Tolerance through a Questionnaire)
CONSOB Discussion Papers No. 4
Nadia Linciano and Paola Soccorso
Commissione Nazionale per le Societa e la Borsa (CONSOB) and Commissione Nazionale per le Societa e la Borsa (CONSOB)
Date Posted: August 09, 2012
Last Revised: January 29, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Breaking into the Blackbox: Trend Following, Stop Losses, and the Frequency of Trading: The Case of the S&P500
Steve Thomas , James Seaton , Andrew Clare and Peter N. Smith
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and University of York (UK) - Department of Economics and Related Studies
Date Posted: August 08, 2012
Working Paper Series
435 downloads

Incl. Electronic Paper Dynamics of the Co-Movement between Stock and Maritime Markets
International Review of Economics & Finance, Forthcoming
Oral Erdogan , Kenan Tata , Burhan Can Karahasan and Mehmet Hakan Sengoz
Istanbul Bilgi University Department of Business Administration , Turkon Holding , Okan University and Istanbul Bilgi University
Date Posted: August 08, 2012
Accepted Paper Series
55 downloads

Incl. Electronic Paper Swapping Headline for Core Inflation: An Asset Liability Management Approach
Southwestern Finance Association 2013 Annual Meeting Paper, Albuquerque NM, European Business Research Conference Proceedings, Rome 2012.
Nicolas Fulli-Lemaire and Ernesto Palidda
Amundi Asset Management and Calyon Bank - Credit Agricole Asset Management
Date Posted: August 08, 2012
Last Revised: March 07, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper A Real Accurate Formula for the Yield Elasticity of Bond Price
Michael Osborne
University of Sussex
Date Posted: August 06, 2012
Last Revised: September 03, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Features and Working of Leasing Industry in Sweden
Himanshu Yadav
National Law University
Date Posted: August 06, 2012
Working Paper Series
37 downloads

Rationalizing the Value Premium Under Economic Fundamentals in an Emerging Market
M. Eskandar Shah , Muhammed Shahid Ebrahim and Robert Hudson
affiliation not provided to SSRN , Bangor University - University of Wales System and Newcastle University
Date Posted: August 06, 2012
Working Paper Series

Choosing Among Alternative Long-Run Event-Study Techniques
Journal of Economic Surveys, Forthcoming
Dionysia Dionysiou
University of Stirling
Date Posted: August 05, 2012
Accepted Paper Series

Incl. Electronic Paper Dynamic Portfolio Choice with Stochastic Wage and Life Insurance
Xudong Zeng , Yuling Wang and James M. Carson
Shanghai University of Finance and Economics, School of Finance , affiliation not provided to SSRN and University of Georgia
Date Posted: August 04, 2012
Last Revised: October 26, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper The Contribution of Star Funds to Fund Families: An Empirical Analysis on the Korean Fund Market
Young K. Park and Hyo-Keun Joo
Sungkyunkwan University and affiliation not provided to SSRN
Date Posted: August 04, 2012
Working Paper Series
4 downloads

Incl. Electronic Paper Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust
John Cotter , Stuart A. Gabriel and Richard Roll
University College Dublin , University of California, Los Angeles - Anderson School of Management and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: August 02, 2012
Working Paper Series
10 downloads

Incl. Electronic Paper Do Individual Investors Learn from Their Mistakes?
Steffen Meyer , Maximilian Koestner and Andreas Hackethal
Goethe University Frankfurt - Department of Finance , Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Date Posted: August 02, 2012
Working Paper Series
702 downloads

Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market
Nikos C. Papapostolou , Nikos K. Nomikos , Panos K. Pouliasis and Ioannis Kyriakou
Cass Business School, City University London , City University London - Faculty of Finance , Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: August 02, 2012
Working Paper Series

Incl. Electronic Paper Did Feed-In Tariffs Work? An Econometric Assessment
Steffen Jenner
University of Tuebingen
Date Posted: August 01, 2012
Working Paper Series
118 downloads

Incl. Electronic Paper Portfolio Choice with Transaction Costs: A User's Guide
Boston U. School of Management Research Paper No. 2012-22
Paolo Guasoni and Johannes Muhle-Karbe
Boston University - Department of Mathematics and Statistics and ETH Zürich
Date Posted: August 01, 2012
Last Revised: August 21, 2012
Working Paper Series
181 downloads

Incl. Electronic Paper Behavioural Portfolio Selection: Asymptotics and Stability Along a Sequence of Models
Christian Reichlin
ETH Zurich
Date Posted: July 31, 2012
Working Paper Series
121 downloads

Incl. Electronic Paper Financial Education, Investor Protection and International Portfolio Diversification
Netspar Discussion Paper No. 04/2012-021
Maela Giofré
CeRP-CCA
Date Posted: July 31, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper International Evidence on the Equity Premium Puzzle and Time Discounting
Marc Oliver Rieger , Mei Wang and Thorsten Hens
University of Trier , WHU - Otto Beisheim School of Management and Department of Banking and Finance
Date Posted: July 31, 2012
Last Revised: May 13, 2013
Working Paper Series
101 downloads


 

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