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Abstracts: 603,859
Full Text Papers: 501,677
Authors: 279,510
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  Last 12 months:
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Last 12 months: 10,971,326
Last 30 days: 1,076,986

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94,530
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SSRN eLibrary Search Results
JEL Code: G1
16,067,333 Total downloads
Showing Papers 7,421 - 7,470 of 44,071
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1 2 3 4 ... 882 | Next >
   


Managing Risk with a Realized Copula Parameter
Computational Statistics & Data Analysis, 2014 (Forthcoming)
Matthias R. Fengler and Ostap Okhrin
University of St. Gallen - School of Economics and Political Science and Humboldt University of Berlin - School of Business and Economics
Date Posted: April 27, 2015
Accepted Paper Series

Incl. Electronic Paper Option Pricing and Hedging for Regime-Switching Geometric Brownian Motion Models
Bruno Remillard and Sylvain Rubenthaler
HEC Montreal and Université de Nice Sophia Antipolis
Date Posted: April 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Financial Fragmentation and Economic Growth in Europe
GSME Discussion Paper Series
Isabel Schnabel and Christian Seckinger
University of Mainz - Faculty of Law and Economics and University of Mainz - Gutenberg School of Economics and Management
Date Posted: April 27, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Application of the Heston's Stochastic Volatility Model on the Greek Stock Market
Dimosthenis Karaflos
Athens University of Economics and Business
Date Posted: April 26, 2015
Working Paper Series
2 downloads

The Effect of Risk Factor Disclosures on the Pricing of Credit Default Swaps
Tzu-Ting Chiu , Yuyan Guan and Jeong-Bon Kim
Norwegian School of Economics (NHH) - Department of Accounting, Auditing and Law , City University of Hong Kong - Department of Accountancy and City University of Hong Kong
Date Posted: April 26, 2015
Working Paper Series

Incl. Electronic Paper The Impact of Tax Rebates on Firm Value: Evidence from High-Tech Certificates Announcements in China
Estelle P. Dauchy and Yi Zhou
New Economic School (NES) and University of Melbourne - Department of Accounting and Business Information Systems
Date Posted: April 26, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Eficiencia Semifuerte Del Mercado Internacional Del Azúcar Entre Los Años 2001 Y 2011 (Semi-Strong Efficiency in the International Sugar Market During the Period 2001-2011)
Cuadernos de Economía, Vol. 33, No. 62, pp. 145-161, 2014,
Julio César Alonso and Andres mauricio Arcila Vasquez
Universidad Icesi - Economics & Management and Universidad Icesi
Date Posted: April 26, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Introducing Aggregate Return on Investment as a Solution to the Contradiction between Some PME Metrics and IRR
Dean Altshuler and Carlo Alberto Magni
Bard Consulting LLC and University of Modena and Reggio Emilia - Department of Economics
Date Posted: April 26, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Análisis Del Impacto De Los Cambios Del Control Corporativo Sobre El Valor De Las Empresas En América Latina (Analysis of the Impact of Changes Made in the Corporative Control of Company Value in Latin America)
Cuadernos de Economía, Vol. 33, No. 62, pp. 163-197, 2014,
Germán Horacio Cardona Vélez
Universidad Central
Date Posted: April 26, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Downside Variance Risk Premium
FEDS Working Paper No. 2015-020
Bruno Feunou , Mohammad R. Jahan-Parvar and Cedric Okou
Bank of Canada , Board of Governors of the Federal Reserve System (FRB) and University of Quebec at Montreal (UQAM)
Date Posted: April 26, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Capital and Funding
Claudio Albanese , Simone Caenazzo and Stefano Iabichino
Global Valuation , Global Valuation Ltd and Global Valuation Ltd.
Date Posted: April 26, 2015
Working Paper Series
5 downloads

Analysis of Selected Seasonality Effects in the Following Metal Markets: Gold, Silver, Platinum, Palladium and Copper
Krzysztof Borowski and Malgorzata Lukasik
Warsaw School of Economics and Independent
Date Posted: April 26, 2015
Working Paper Series

Incl. Electronic Paper Merger Means of Payment and Analyst's Forecast Bias Before Merger Announcement Date
Yiling Zhang
University of Texas at Arlington, College of Business Administration, Students
Date Posted: April 26, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Mutual Fund Intermediation, Equity Issues, and the Real Economy
Bill Yiqing Zu
University of Melbourne, Department of Finance, Students
Date Posted: April 26, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Learning and Price Dynamics in Durable Goods Markets
Francesco Palazzo and Min Zhang
Bank of Italy and London School of Economics & Political Science (LSE)
Date Posted: April 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Discount Rate (Risk-Free Rate and Market Risk Premium) Used for 41 Countries in 2015: A Survey
Pablo Fernandez , Alberto Ortiz Pizarro and Isabel Fernández Acín
University of Navarra - IESE Business School , University of Navarra, IESE Business School and University of Navarra
Date Posted: April 25, 2015
Working Paper Series
358 downloads

Incl. Electronic Paper The Time Contradiction in Asset Pricing and Asset Management
Arun Muralidhar
AlphaEngine Global Investment Solutions/George Washington Univ
Date Posted: April 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
Thomas Gilbert , Chiara Scotti , Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics , Board of Governors of the Federal Reserve System , Boston College and Board of Governors of the Federal Reserve System
Date Posted: April 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Ambiguity and Delegated Portfolio Management
Ye Li
Columbia Business School
Date Posted: April 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Fragile New Economy
Ye Li
Columbia Business School
Date Posted: April 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Bond Market Completeness Under Stochastic Strings with Distribution-Valued Strategies
Alberto Bueno-Guerrero , Manuel Moreno and Javier F. Navas
IES Francisco Ayala , University of Castilla-La Mancha and Universidad Pablo de Olavide
Date Posted: April 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Rewarding Risk-Taking or Managerial Skill? The Case of Private Equity Fund Managers
Axel Buchner and Niklas Wagner
University of Passau and Passau University
Date Posted: April 24, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Downside Risk, Capital Flexibility and Operating Leases
Jose M. Carabias
London School of Economics
Date Posted: April 24, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Equity Valuation Meets the Sigmoid Growth Equation: The Gordon Growth Model Revisited
Evelyn Madoroba and Jan Walters Kruger
University of South Africa - Graduate School of Business Leadership (SBL) and Unisa SBL
Date Posted: April 24, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
Juha Joenväärä and Robert Kosowski
University of Oulu and Imperial College Business School
Date Posted: April 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Post-Innovation CSR Performance and Firm Value
Dev R. Mishra
University of Saskatchewan - Edwards School of Business
Date Posted: April 24, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Effect of State Antitakeover Laws on Corporate Tax Avoidance
Xinghua Gao , Yonghong Jia and Chansog (Francis) Kim
Governors State University - College of Business and Public Administration , Governors State University - College of Business and Public Administration and State University of New York (SUNY) at Stony Brook, College of Business
Date Posted: April 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Investor Sophistication and Target-Date Fund Investing
Guillemette, M. A., Martin, T. K., Gibson, P. (2015). Investor Sophistication and Target-Date Fund Investing. Journal of Retirement, Forthcoming.
Michael A Guillemette , Terrance Kieron Martin Jr. and philip gibson
University of Missouri , University of Texas - Pan American - College of Business Administration - Department of Economics & Finance and Texas Tech University
Date Posted: April 24, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Spillover Risks in REITs and Other Asset Markets
Ming-Chu Chiang , Tien Foo Sing and I. Chun Tsai
Kun Shan University of Technology , National University of Singapore (NUS) - Department of Real Estate and Southern Taiwan University of Technology - Department of Finance
Date Posted: April 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Using Exchange Options in the Valuation of Convertible Preferred Shares
Vigen Babkenovich Minasyan and Alexander Tai
Russian Presidential Academy of National Economy and Public Administration and Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Date Posted: April 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper How Do Private Equity Investments Perform Compared to Public Equity?
Robert S. Harris , Tim Jenkinson and Steven N. Kaplan
University of Virginia (UVA) - Darden School of Business , University of Oxford - Said Business School and University of Chicago - Booth School of Business
Date Posted: April 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Backtest Overfitting Demonstration Tool: An Online Interface
David H. Bailey , Jonathan M. Borwein , Amir Salehipour , Marcos Lopez de Prado and Qiji Jim Zhu
Lawrence Berkeley National Laboratory , University of Newcastle (Australia) , University of Newcastle, Australia , Guggenheim Partners, LLC and Western Michigan University
Date Posted: April 23, 2015
Working Paper Series
59 downloads

Incl. Electronic Paper Why Risk Is So Hard to Measure
Jon Danielsson and Chen Zhou
London School of Economics - Systemic Risk Centre and De Nederlandsche Bank
Date Posted: April 23, 2015
Working Paper Series
79 downloads

Incl. Electronic Paper Order Flow Information and Spot Rate Dynamics
Martin D.D. Evans and Dagfinn Rime
Georgetown University - Department of Economics and BI Norwegian Business School
Date Posted: April 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Partiendo de un análisis del comportamiento de los mercados de valores: Es adecuado la implementación de las normas internacionales de información financiera en nuestro país? (Based on an Analysis About Behavior of Stock Markets: Is It Right the Implementation of the International Accounting Standard Boards in Our Country?)
Jennifer Lorena Gómez
National University of Colombia
Date Posted: April 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper In Search of Beta
Alan Gregory , Shan Hua and Rajesh Tharyan
University of Exeter - Xfi Centre , University of Exeter Business School - XFI Centre for Finance and Investment and University of Exeter Business School
Date Posted: April 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Credit Risk and Dividend Irrelevance
Dan Galai and Zvi Wiener
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: April 23, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Evidencia Internacional Sobre La Relación Entre La Regulación De Transferencias Y Los Beneficios Privados Del Control (International Evidence on the Relation Between Takeover Regulation and the Private Benefits of Control)
Patricia Jurfest and Julio Riutort
Pontifical Catholic University of Chile - School of Engineering and Universidad Adolfo Ibáñez
Date Posted: April 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Immunization and Hedging of Longevity Risk
UNSW Business School Research Paper No. 2015ACTL12
Changyu Estelle Liu and Michael Sherris
School of Risk & Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 23, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models
Dennis Philip and Yukun Shi
Durham University Business School and Middlesex University
Date Posted: April 22, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Do Acquirers Learn from the IPO Market?
Nihat Aktas , Jean-Gabriel Cousin , Ali Ozdakak and Junyao Zhang
WHU - Otto Beisheim School of Management , Université Lille Nord de France - SKEMA Business School , WHU - Otto Beisheim School of Management and Université Lille Nord de France - Skema Business School
Date Posted: April 22, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Hedge Fund Trading and Fundamental Value
Jonathan Rhinesmith
Harvard University
Date Posted: April 22, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Partial Privatization of Listed Chinese Companies: Revelations by Literature Survey and Analyses
Frank Fu Long and Yan He
Wuhan University and Indiana University Southeast - School of Business
Date Posted: April 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper What Are BLDRS?
Journal of Alternative Investments, 2007
Jay Dahya , Jack Clark Francis and Charlotte Hansen
Zicklin School of Business , Zicklin School of Business and Zicklin School of Business
Date Posted: April 22, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Innovations in Partitioning a Share of Stock
Journal of Applied Corporate Finance, Volume 13.1, Spring 2000
Jack Clark Francis and Rakesh Bali
Zicklin School of Business and Independent
Date Posted: April 22, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper XVA of a Derivative on an Underlying Modelled by a Default Jump Process with an Analysis of CVA Wrong Way Risk for Bond Forwards
Mark Lichtner and Christian P. Fries
Independent and LMU Munich, Department of Mathematics
Date Posted: April 22, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper A Note on Credit Spread Forwards
Markus Hertrich
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Date Posted: April 22, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Exchange Mergers and Electronic Trading
J. C. Francis, Arie Harel, and Giora Harpaz, Exchange Mergers and Electronic Trading, Journal of Trading, Winter 2008
Jack Clark Francis , Ariel Harel and Giora Harpaz
Zicklin School of Business , Independent and Independent
Date Posted: April 22, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Deactivating Active Share
Andrea Frazzini , Jacques Friedman and Lukasz Pomorski
AQR Capital Management, LLC , AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: April 22, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper The Impact of Risk Modeling on the Market Perception of Banks’ Estimated Fair Value Gains and Losses for Financial Instruments
Accounting, Organizations and Society, Forthcoming
Gauri Bhat and Stephen G. Ryan
Southern Methodist University (SMU) and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: April 21, 2015
Accepted Paper Series
10 downloads


 

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