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Abstracts: 684,131
Full Text Papers: 573,989
Authors: 315,003
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Last 30 days: 863,062

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SSRN eLibrary Search Results
JEL Code: G10
2,161,644 Total downloads
Showing Papers 761 - 810 of 6,121
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1 2 3 4 ... 123 | Next >
   

Incl. Electronic Paper Systematic Liquidity and Leverage
Bige Kahraman and Heather Tookes
University of Oxford - Said Business School and Yale University - Yale School of Management
Date Posted: July 25, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Initial Performances of IPOs in India: Evidence from 2010-14
Sweety and Disha Harshadbhai Mehta
L.J. Institute of Computer Applications - LJ Institute of Management Studies (LJIM) and L.J. Institute of Computer Applications - LJ Institute of Management Studies (LJIM)
Date Posted: July 25, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Adverse Selection in the Equity Loans Market
Peita Lin
QUT
Date Posted: July 25, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Where Has the Trend Gone? An Update on Momentum Returns in the U.S. Stock Market
Steven D. Dolvin and Bryan Foltice
Butler University and Butler University
Date Posted: July 23, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper PAC's - Principal Amortizing Converts - 0.90% Coupon, 150% Premium, 33-Year Callable Convertibles
M. A. Gumport
MG Holdings/SIP
Date Posted: July 23, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Risk and Return Profile Analysis of Selected Mutual Fund Product of Indian Mutual Fund Industry
Tanaya Bhattacharyya
Independent
Date Posted: July 22, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Supply of 'Safe' Assets and Fiscal Policy
CFS WP No. 532
ludger schuknecht
Bundesministerium der Finanzen
Date Posted: July 22, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Money is Smart: New Evidence from Investors’ Buys and Sells
KAIST College of Business Working Paper Series No. 2016-011
Yeonjeong Ha, Hyeongseok Kang, Tong Suk Kim and Heewoo Park
Pusan National University, Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Korea Advanced Institute of Science and Technology (KAIST) - College of Business
Date Posted: July 21, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper How Rigged Are Stock Markets? Evidence from Microsecond Timestamps
UC Berkeley Public Law Research Paper No. 2812123
Robert P. Bartlett III and Justin McCrary
University of California, Berkeley - School of Law and University of California, Berkeley
Date Posted: July 21, 2016
Last Revised: July 25, 2016
Working Paper Series
241 downloads

Incl. Electronic Paper Model Calibration with Neural Networks
Andres Hernandez
IBM - IBM Risk Analytics
Date Posted: July 21, 2016
Working Paper Series
41 downloads

Incl. Electronic Paper Tax-Loss Carry Forwards and Returns
Jack Favilukis, Ron Giammarino and Jose Pizarro
University of British Columbia (UBC) - Division of Finance, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
Date Posted: July 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Judge Not under an Unjust Standard: Why an Investment Adviser's Fiduciary Duty as to Fees under Section 36(B) of the Investment Company Act of 1940 Is Illusory and Unjust until an Adjudicated Case Illustrates a Breach of the Fiduciary Duty
Liberty University Law Review, Vol. 9, No. 3, Pp. 469, Summer 2015
Tory L. Lucas
Liberty University School of Law
Date Posted: July 21, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper Trends in Credit Market Arbitrage
FRB of NY Staff Report No. 784
Nina Boyarchenko, Pooja Gupta and Jacqueline Yen
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: July 20, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper International Transmission of Fama-French Factor Movements
Hyung-Suk Choi and Doojin Ryu
Ewha Womans University and Sungkyunkwan University
Date Posted: July 19, 2016
Working Paper Series
6 downloads

Is the Agreement a Simple Supply or Swap? A Post-BAPCPA Case of First Impression in the Fourth Circuit
28 AM. BANKR. INST. J. 30 (Apr. 2009)
Peter Marchetti
Texas Southern University - Thurgood Marshall School of Law
Date Posted: July 19, 2016
Accepted Paper Series

Incl. Electronic Paper Limitations of Quantitative Claims About Trading Strategy Evaluation
Michael Harris
Price Action Lab
Date Posted: July 16, 2016
Working Paper Series
166 downloads

Incl. Fee Electronic Paper Front‐Running Scalping Strategies and Market Manipulation: Why Does High‐Frequency Trading Need Stricter Regulation?
Financial Review, Vol. 51, Issue 3, pp. 363-402, 2016
Viktor Manahov
University of York
Date Posted: July 15, 2016
Accepted Paper Series

Incl. Electronic Paper An Illustration of How to Price Asset Swaps with Accrued Interest
Nicholas Burgess
Independent
Date Posted: July 14, 2016
Last Revised: July 19, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Volatility Estimation and Jump Testing via Realized Information Variation
Weiyi Liu and Mingjin Wang
Capital University of Economics and Business - School of Finance and Peking University - Guanghua School of Management
Date Posted: July 14, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Form 13F (Mis)Filings
Anne M. Anderson and Paul Brockman
Lehigh University and Lehigh University
Date Posted: July 14, 2016
Working Paper Series
64 downloads

The Activities of Buy-Side Analysts and the Determinants of Their Stock Recommendations
Journal of Accounting & Economics (JAE), Forthcoming
Lawrence D. Brown, Andrew C. Call, Michael B. Clement and Nathan Y. Sharp
Temple University - Department of Accounting, Arizona State University (ASU) - School of Accountancy, University of Texas at Austin - Department of Accounting and Texas A&M University - Department of Accounting
Date Posted: July 13, 2016
Accepted Paper Series

Neighborhood Effect on Stock Price Comovement
North American Journal of Economics and Finance, Vol. 35, Pp. 1-22, 2016
Mingsheng Li and Zhao Xin
Bowling Green State University - College of Business Administration and Independent
Date Posted: July 13, 2016
Accepted Paper Series

Incl. Electronic Paper Exchange Rate Risk Premium: An Analysis of Its Determinants for the Mexican Peso-USD
Banco de México, Working Papers, N° 2016-11,
Guillermo Benavides
Banco de Mexico
Date Posted: July 13, 2016
Working Paper Series
12 downloads

Are Momentum Strategies Feasible in Intraday-Trading? Empirical Results from the German Stock Market
Tim Alexander Herberger, Matthias Horn and Andreas Oehler
Bamberg University, Independent and Bamberg University
Date Posted: July 11, 2016
Working Paper Series

The Financial Impact of Lender-of-Last-Resort Borrowing from the Federal Reserve During the Financial Crisis
Journal of Financial Research, Vol. 39, No. 2, Pp. 179–206, 2016,
Benjamin M. Blau, Scott E. Hein and Ryan J. Whitby
Utah State University - Huntsman School of Business, Texas Tech University - Area of Finance and Utah State University - Huntsman School of Business
Date Posted: July 11, 2016
Accepted Paper Series

Incl. Electronic Paper Do High Frequency Traders Bring Fundamental Information into Prices?
Neil Bhattacharya, Bidisha Chakrabarty and Xu (Frank) Wang
Singapore Management University - School of Accountancy, Saint Louis University - John Cook School of Business and Saint Louis University
Date Posted: July 09, 2016
Working Paper Series
74 downloads

Incl. Electronic Paper How Effective are Trading Pauses? - Evidence from NASDAQ
Nikolaus Hautsch and Akos Horvath
University of Vienna - Department of Statistics and Operations Research and Vienna Graduate School of Finance
Date Posted: July 09, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Systemic Risk, Policies, and Data Needs
INFORMS Tutorials in Operations Research, Forthcoming
Agostino Capponi
Columbia University
Date Posted: July 08, 2016
Last Revised: July 21, 2016
Accepted Paper Series
39 downloads

Incl. Electronic Paper Credit Exposure in the Presence of Initial Margin
Leif B. G. Andersen, Michael Pykhtin and Alexander Sokol
Bank of America Merrill Lynch, Board of Governors of the Federal Reserve System and CompatibL
Date Posted: July 08, 2016
Last Revised: July 23, 2016
Working Paper Series
129 downloads

Incl. Electronic Paper The Beta Intervalling Effect During a Deep Economic Crisis - Evidence from Greece
International Journal of Business and Economic Sciences Applied Research 9(1)
Georgios Mantsios and Stylianos Xanthopoulos
University of the Aegean - Department of Statistics and Actuarial - Financial Mathematics and University of the Aegean - Department of Statistics and Actuarial - Financial Mathematics
Date Posted: July 08, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper How Investors Set Valuation Ratios Using a Micro-Founded Gordon Asset Pricing Model
Ronald A Blanken
Sci2Tech, Inc.
Date Posted: July 08, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper 'Brexit': A Case Study in the Relationship between Political and Financial Market Uncertainty
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: July 07, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Are Korean Industry-Sorted Portfolios Mean Reverting?
East Asian Economic Review Vol. 20, No. 2 (June 2016) 169-190
Seongman Moon
Chonbuk National University
Date Posted: July 06, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Capturing Initial Margin in Counterparty Risk Calculations
Lee Moran and Sascha Wilkens
BNP Paribas, London and BNP Paribas, London
Date Posted: July 06, 2016
Last Revised: July 16, 2016
Working Paper Series
68 downloads

Incl. Electronic Paper Instantaneous Portfolio Theory
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 06, 2016
Working Paper Series
41 downloads

Financial Threats and Opportunities for Polish Enterprises Stemming from Changes in the Global Economy – The Selected Issues (Zagrożenia finansowe i szanse dla polskich przedsiębiorstw wynikające ze zmian w światowej gospodarce i finansach – wybrane zagadnienia)
Vistula Scientific Quarterly/Kwartalnik Naukowy Uczelni Vistula, No. 1(47), Forthcoming
Mirosław Bojańczyk
Vistula University
Date Posted: July 03, 2016
Accepted Paper Series

Incl. Electronic Paper Long-Only Style Investing: Don't Just Mix, Integrate
Shaun Fitzgibbons, Jacques Friedman, Lukasz Pomorski and Laura Serban
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management
Date Posted: July 02, 2016
Last Revised: July 21, 2016
Working Paper Series
272 downloads

Incl. Electronic Paper Rating Reports: Do Investors Get the Text Message?
Gunter Löffler, Lars Norden and Alexander Rieber
University of Ulm - Department of Mathematics and Economics, Brazilian School of Public and Business Administration (EBAPE), Getulio Vargas Foundation (FGV) and University of Ulm - Department of Mathematics and Economics
Date Posted: July 01, 2016
Last Revised: July 04, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Determinants of Capital Structure: An Empirical Study of Companies from Selected Post-Transition Economies
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 34, No. 1, 2016, pp. 119-146,
Saso Arsov and Aleksandar Naumoski
Ss. Cyril and Methodius University - Institute of Economics and Ss. Cyril and Methodius University - Faculty of Economics
Date Posted: July 01, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Statistica Descriptivă a Seriilor De Timp Financiare (Descriptive Statistics of the Financial Time Series)
Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: June 30, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Properties of the Financial Break-Even Point in a Simple Investment Project as a Function of the Discount Rate
Journal of Economics and Financial Studies, Vol. 4 No. 2 (2016), pp 31-45
Domingo A. Tarzia
Univ. Austral, FCE, Mathematics Department & CONICET
Date Posted: June 29, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks
CAMA Working Paper No. 39/2016
Wensheng Kang, Ronald A. Ratti and Joaquin L. Vespignani
Kent State University - Department of Economics, University of Western Sydney - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Date Posted: June 28, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Market Volatility, Asymmetric Information and Real Estate Liquidity
Xin He, Zhenguo (Len) Lin and Yingchun Liu
Surrey International Institute, Dongbei University of Finance and Economics, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Date Posted: June 27, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Crix or Evaluating Blockchain Based Currencies
SFB 649 Discussion Paper 2016-021, Economic Risk, Berlin
Simon Trimborn and Wolfgang K. Härdle
Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: June 27, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper The Impact of Estimation Error on Latent Factor Model Forecasts of Portfolio Risk
Journal of Portfolio Management, Forthcoming
Stephen W. Bianchi, Lisa R. Goldberg and Allan C. Rosenberg
University of California, Berkeley, University of California, Berkeley and State Steet Global Exchange
Date Posted: June 26, 2016
Accepted Paper Series
40 downloads

Incl. Electronic Paper Bayesian Expectancy Invalidates Double-Blind Randomized Controlled Medical Trials
Gilles Chemla and Christopher A. Hennessy
Imperial College Business School and London Business School
Date Posted: June 25, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Identifying Broad and Narrow Financial Risk Factors with Convex Optimization
Alexander Shkolnik, Lisa R. Goldberg and Jeffrey R Bohn
Stanford University - Management Science & Engineering, University of California, Berkeley and University of California, Berkeley - Center for Risk Management Research
Date Posted: June 25, 2016
Working Paper Series
59 downloads

Incl. Electronic Paper Overreaction and the Cross-Section of Returns: International Evidence
Douglas W. Blackburn and Nusret Cakici
Fordham University - Schools of Business and Fordham University
Date Posted: June 25, 2016
Working Paper Series
74 downloads

Incl. Electronic Paper Downside Beta and Global Equity Returns
Georgetown McDonough School of Business Research Paper No. 2798580
Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Georgetown University - Robert Emmett McDonough School of Business, Sabanci University and Sabanci University
Date Posted: June 23, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper High-Frequency Trading in the Bund Futures Market
Bundesbank Discussion Paper No. 15/2016
Kathi Schlepper
Goethe University Frankfurt
Date Posted: June 21, 2016
Working Paper Series
73 downloads


 

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