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SSRN eLibrary Statistics:

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Abstracts: 603,955
Full Text Papers: 501,765
Authors: 279,551
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  Last 12 months:
63,474

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To date: 85,662,267
Last 12 months: 10,981,071
Last 30 days: 1,073,338

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285,482
Total References: 9,075,753
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6,036,513
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  Footnotes:
94,530
Total Footnotes: 9,183,771


SSRN eLibrary Search Results
JEL Code: G12
7,205,733 Total downloads
Showing Papers 801 - 850 of 16,295
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1 2 3 4 ... 326 | Next >
   


Incl. Electronic Paper Firm Characteristics, Cross-Sectional Regression Estimates, and Intertemporal Asset Pricing Tests
Chris Kirby
UNC Charlotte - Belk College of Business
Date Posted: April 27, 2015
Working Paper Series
2 downloads

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 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
19 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
10 downloads

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
4 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
3 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
750 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
14 downloads

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

Incl. Electronic Paper Fragile New Economy
Ye Li
Columbia Business School
Date Posted: April 25, 2015
Working Paper Series
2 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
7 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 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
12 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 Hedge Fund Trading and Fundamental Value
Jonathan Rhinesmith
Harvard University
Date Posted: April 22, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Decomposing Fundamental Indexation
Gregg S. Fisher , Ronnie Shah and Sheridan Titman
Gerstein Fisher , Gerstein Fisher and University of Texas at Austin - Department of Finance
Date Posted: April 21, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Is the Revolving Door of Washington a Back Door to Excess Corporate Returns?
Mehmet İhsan Canayaz , Jose Vicente Martinez and Han N. Ozsoylev
University of Oxford - Said Business School , University of Connecticut and Koc University - College of Administrative Sciences and Economics
Date Posted: April 21, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Global Excess Liquidity and Asset Prices in Emerging Markets: Evidence from the BRICS
Julien Moussavi
Amundi Asset Management
Date Posted: April 21, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Organization Capital, Labor Market Flexibility and Stock Returns Around the World
Woon Sau Leung , Khelifa Mazouz and Jie Chen
Cardiff University , Cardiff University and Cardiff Business School
Date Posted: April 21, 2015
Last Revised: April 25, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Relation between Bank Credit-Risk Management Procedures and Originate-to-Distribute Mortgage Quality During the Financial Crisis
Gauri Bhat
Southern Methodist University (SMU)
Date Posted: April 21, 2015
Working Paper Series
5 downloads

Stock Market Dispersion, the Business Cycle and Expected Factor Returns
Journal of Banking and Finance, Forthcoming
Timotheos Angelidis , Athanasios Sakkas and Nikolaos Tessaromatis
University of Peloponnese - Department of Economics , Athens University of Economics and Business - Department of Accounting and Finance and EDHEC Business School
Date Posted: April 20, 2015
Accepted Paper Series

Incl. Electronic Paper Why More Forward-Looking Accounting Standards Can Reduce Financial Reporting Quality
European Accounting Review, Forthcoming
Ralf Ewert and Alfred Wagenhofer
University of Graz - Institute of Accounting and Auditing and University of Graz
Date Posted: April 20, 2015
Accepted Paper Series
17 downloads

Incl. Electronic Paper Combine to Compete: Improving Fiscal Forecast Accuracy Over Time
UB Economics Working Papers E15/320
Laura Carabotta and Peter Claeys
University of Barcelona and Free University of Brussels (VUB) - Faculty of Economic, Social and Political Sciences
Date Posted: April 20, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Asset-Level Risk and Return in Real Estate Investments
Jacob S. Sagi
University of North Carolina Kenan-Flagler Business School
Date Posted: April 20, 2015
Working Paper Series
7 downloads

Incl. Fee Electronic Paper An Empirical Equilibrium Model of a Decentralized Asset Market
CEPR Discussion Paper No. DP10546
Alessandro Gavazza
London School of Economics & Political Science (LSE) - Department of Economics
Date Posted: April 20, 2015
Working Paper Series

Life Insurer Cost of Equity with Asymmetric Risk Factors
V. Bajtelsmit; S. Villupuram, and T. Wang, 2015. “Life Insurer Cost of Equity with Asymmetric Risk Factors”, The Financial Review,
Vickie L. Bajtelsmit , Sriram V. Villupuram and Tianyang Wang
Colorado State University, Fort Collins - Department of Finance & Real Estate , Arizona State University (ASU) - Finance Department and Colorado State University - Department of Finance & Real Estate
Date Posted: April 20, 2015
Accepted Paper Series

Incl. Electronic Paper Fact, Fiction, and Value Investing
Clifford S. Asness , Andrea Frazzini , Ronen Israel and Tobias J. Moskowitz
AQR Capital Management, LLC , AQR Capital Management, LLC , AQR Capital Management, LLC and University of Chicago - Booth School of Business
Date Posted: April 19, 2015
Working Paper Series
2102 downloads

An Analysis of Implied Volatility Jump Dynamics: Novel Functional Data Representation in Crude Oil Markets
North American Journal of Economics and Finance, Forthcoming
Fearghal Kearney , Finbarr Murphy and Mark Cummins
Queen's University Management School , University of Limerick - Kemmy Business School and Dublin City University Business School
Date Posted: April 19, 2015
Accepted Paper Series

Incl. Electronic Paper Dimension-Wise Decompositions and Their Efficient Parallelization
Electronic version of an article published in Recent Developments in Computational Finance, Interdisciplinary Mathematical Sciences, Volume 14, 2013, chapter 13, pages 445-472, DOI: 0.1142/9789814436434 0013(c) World Scientific Publishing Company
Philipp Schröder , Peter Schober and Gabriel Wittum
Goethe Center for Scientific Computing , Goethe University Frankfurt - Department of Finance and Goethe Center for Scientific Computing
Date Posted: April 19, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Uncovered Interest Rate Parity: A Relation to Global Trade Risk
Tamara Nunes and Andreea Piloiu
University of Lausanne and University of Lausanne, HEC, IBF
Date Posted: April 18, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Differences in Expectations and the Cross Section of Stock Returns
Panayiotis C. Andreou , Anastasios Kagkadis , Dennis Philip and Ruslan Tuneshev
Cyprus University of Technology , Lancaster University - Department of Accounting and Finance , Durham University Business School and Durham University Business School
Date Posted: April 17, 2015
Last Revised: April 18, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper How Smart are 'Smart Beta' ETFs? Analysis of Relative Performance and Factor Timing
Denys Glushkov
University of Pennsylvania - Wharton Research Data Services (WRDS)
Date Posted: April 17, 2015
Last Revised: April 23, 2015
Working Paper Series
182 downloads

Incl. Electronic Paper Public vs Private SMEs: A Comparison of Distress Hazard
Jairaj Gupta , Andros Gregoriou and Gbenga Ibikunle
University of Brighton , University of Brighton and University of Edinburgh
Date Posted: April 17, 2015
Last Revised: April 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Model-Free Methods in Valuation and Hedging of Derivative Securities
Mark Davis
Imperial College London
Date Posted: April 16, 2015
Working Paper Series
54 downloads

Incl. Electronic Paper The Logic and Practice of Yield Curve Construction
Emil Avsar
Barclays Investment Bank
Date Posted: April 16, 2015
Last Revised: April 21, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds
FRB of New York Staff Report No. 723
Tobias Adrian , Richard K. Crump and Erik Vogt
Federal Reserve Bank of New York , Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: April 14, 2015
Working Paper Series
76 downloads

Incl. Electronic Paper The Need for Efficient Investment: Fundamental Analysis and Technical Analysis
Wellington Garikai Bonga
Independent
Date Posted: April 13, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Low Risk Anomalies?
Paul Schneider , Christian Wagner and Josef Zechner
University of Lugano - Institute of Finance , Copenhagen Business School and Vienna University of Economics and Business
Date Posted: April 13, 2015
Working Paper Series
114 downloads

Incl. Fee Electronic Paper Bank Credit Tightening, Debt Market Frictions and Corporate Yield Spreads
CEPR Discussion Paper No. DP10537
Massimo Massa and Lei Zhang
INSEAD - Finance and Antai College of Economics and Management, Shanghai Jiao Tong University
Date Posted: April 13, 2015
Working Paper Series

Incl. Fee Electronic Paper Biased Shorts: Stock Market Implications of Short Sellers' Disposition Effect
CEPR Discussion Paper No. DP10535
Massimo Massa and Bastian von Beschwitz
INSEAD - Finance and Board of Governors of the Federal Reserve System (FRB)
Date Posted: April 13, 2015
Working Paper Series

Incl. Fee Electronic Paper First to 'Read' the News: News Analytics and Institutional Trading
CEPR Discussion Paper No. DP10534
Bastian von Beschwitz , Donald B. Keim and Massimo Massa
Board of Governors of the Federal Reserve System (FRB) , University of Pennsylvania - Wharton School and INSEAD - Finance
Date Posted: April 13, 2015
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Trust in the Monetary Authority
CEPR Discussion Paper No. DP10541
Dirk Bursian and Ester Faia
Goethe University Frankfurt and Goethe University Frankfurt
Date Posted: April 13, 2015
Working Paper Series

Incl. Electronic Paper Bond Pricing and CVA
Ilya I. Gikhman
Independent
Date Posted: April 12, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Aggregate Volatility Risk and the Cross-Section of Stock Returns: Australian Evidence
Van Anh (Vivian) Mai , Tze Chuan 'Chewie' Ang and Victor Fang
Deakin University - Faculty of Business and Law , Deakin University - Department of Finance and Deakin University
Date Posted: April 12, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper News-Based Macroeconomic Asset Pricing
Ben Matthies and Yukun Liu
Yale University, School of Management, Students and Yale University, Department of Economics, Students
Date Posted: April 12, 2015
Working Paper Series
163 downloads

Incl. Electronic Paper Dirac Processes and Default Risk
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: April 11, 2015
Last Revised: April 17, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper A Note on the Value of a Financially Unconstrained Firm
Unyong Pyo
Brock University
Date Posted: April 11, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
Marco Bianchetti , Sergei Kucherenko and Stefano Scoleri
Intesa Sanpaolo - Market Risk Management , Imperial College London - Faculty of Engineering and Iason Ltd.
Date Posted: April 11, 2015
Working Paper Series
88 downloads

Incl. Electronic Paper A Volatility Index and the Volatility Premium in Brazil
Eduardo Astorino , Fernando Chague , Bruno Cara Giovannetti and Marcos E Silva
University of Sao Paulo (USP) , University of Sao Paulo (USP) - Department of Economics , University of Sao Paulo (USP) - Department of Economics and University of Sao Paulo (USP) - Department of Economics)
Date Posted: April 11, 2015
Working Paper Series
25 downloads


 

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