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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 561,058
Full Text Papers: 463,587
Authors: 260,471
Papers Received in
  Last 12 months:
64,002

Paper Downloads:
To date: 77,927,020
Last 12 months: 9,683,756
Last 30 days: 661,519

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Papers with
  Resolved
  References:
262,270
Total References: 9,034,735
Papers with Cites: 242,003
Total Citation
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5,983,061
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,166,729


SSRN eLibrary Search Results
JEL Code: G12
6,680,793 Total downloads
Showing Papers 8,801 - 8,850 of 15,417
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Incl. Electronic Paper Forecasting Bank Rescue Costs and Debt Sustainability
Nicolas Guerry , Stephen Kinsella and Colm McCarthy
University of Fribourg , University of Limerick and University College Dublin (UCD)
Date Posted: August 19, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
FEDS Working Paper No. 2014-58
Zhaogang Song and Dacheng Xiu
Federal Reserve Board and University of Chicago - Booth School of Business
Date Posted: August 19, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper R&D Expenditure Volatility and Stock Return: Earnings Management, Adjustment Costs or Overinvestment?
Grant Cullen , Dominic Gasbarro , Wenjuan Ruan and Erwei Xiang
Murdoch University , Murdoch University , Murdoch University and Murdoch University
Date Posted: August 19, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Higher Moment Exchange Rate Exposure of S&P500 Firms
Marcelo Bianconi and Zhe Cai
Tufts University - Department of Economics and Tufts University
Date Posted: August 19, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A History of the Equity Risk Premium and its Estimation
Basil Copeland
Chesapeake Regulatory Consultants, Inc.
Date Posted: August 19, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse
Asaf Bernstein and Marc Weidenmier
Massachusetts Institute of Technology (MIT) and Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: August 18, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper An Empirical Investigation on CEO Option Incentives and Firms’ Risky Financing Policy: Evidence from Australian Public Companies
Chao Bian , Christopher Gan , Baiding Hu and Zhaohua Li
Lincoln University , Lincoln University (NZ) , Lincoln University (NZ) and Lincoln University (NZ) - Commerce
Date Posted: August 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Tail Coskewness and Momentum Effect in Equity Return
Yiqing Dai
University of Adelaide
Date Posted: August 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Time Will Tell: Information in the Timing of Scheduled Earnings News
Eric C. So
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 18, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Which Factors are Priced? An Application of the Fama French Three-Factor Model in Australia
Duc Hong Vo
Economic Regulation Authority
Date Posted: August 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Latent Price Impact
Luca Philippe Mertens
IMPA
Date Posted: August 17, 2014
Working Paper Series
77 downloads

Incl. Electronic Paper A Compound Multifractal Model for High-Frequency Asset Returns
Eric M. Aldrich , Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz , University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: August 17, 2014
Last Revised: August 20, 2014
Working Paper Series
72 downloads

Incl. Electronic Paper Seasonal Patterns in Momentum and Reversal in the U.S. Stock Market: The Consequences of Tax-Loss Sales and Window Dressing
David P. Brown
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: August 17, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Bond Option Pricing using the Vasicek Short Rate Model
Nicholas Burgess
Independent
Date Posted: August 16, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Leverage and Default in Binomial Economies: A Complete Characterization
Cowles Foundation Discussion Paper No. 1877RR
Ana Fostel and John Geanakoplos
George Washington University and Yale University - Cowles Foundation
Date Posted: August 16, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
Simona Boffelli , Jan Novotny and Giovanni Urga
University of Bergamo , City University London - Faculty of Finance and Cass Business School, Faculty of Finance, London
Date Posted: August 16, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Low Volatility of Roe Is a Proxy for Sustainability of Roe: Earnings Quality in Japan
Seiji Minami and Tetsuroh Wakatsuki
Resona Bank and Resona Bank
Date Posted: August 15, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Investor Sentiment and Price Discovery: Evidence from the Pricing Dynamics between the Futures and Spot Markets
Robin K. Chou , Chu Bin Lin and George H. K. Wang
National Chengchi University , National Chengchi University and George Mason University - Finance Area
Date Posted: August 15, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Short-Sale Constraints and Option Trading: Evidence from Reg SHO
Sheng‐Syan Chen , Yiwen Chen and Robin K. Chou
National Taiwan University , National Chengchi University and National Chengchi University
Date Posted: August 15, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper An Overview of the Vasicek Short Rate Model
Nicholas Burgess
Independent
Date Posted: August 15, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Managing Transaction Costs in a Dynamic Trading Strategy
James A. Sefton and Sylvain Champonnois
Imperial College London and UCSD Rady School of Management
Date Posted: August 14, 2014
Working Paper Series
9 downloads

Corporate Profit and Credit Spread Dynamics
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Date Posted: August 14, 2014
Working Paper Series

Incl. Electronic Paper First-Time International Bond Issuance — New Opportunities and Emerging Risks
IMF Working Paper No. 14/127
Anastasia Guscina , Guilherme B.V. Pedras Sr. and Gabriel Presciuttini
International Monetary Fund (IMF) , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: August 14, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Analyst Interest as an Early Indicator of Firm Fundamental Changes and Stock Returns
Accounting Review, Forthcoming
Michael J. Jung , M.H. Franco Wong and Frank Zhang
New York University - Leonard N. Stern School of Business , INSEAD and Yale School of Management
Date Posted: August 14, 2014
Accepted Paper Series
26 downloads

Incl. Electronic Paper Romanian Government Bond Market
Theoretical and Applied Economics Volume XIX (2012), No. 12(577), pp. 73-98
Cornelia Pop , Maria-Andrada Georgescu and Iustin Pop
Babes-Bolyai University , National School of Political Studies and Public Administration (NSPSPA) and Babes-Bolyai University
Date Posted: August 13, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Testing Rebalancing Strategies for Stock-Bond Portfolios Across Different Asset Allocations
Hubert Dichtl , Wolfgang Drobetz and Martin Wambach
Alpha Portfolio Advisors , University of Hamburg and University of Hamburg
Date Posted: August 13, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Cross-Sectional and Intertemporal Forecast Dispersion, Risk, and Stock Returns
Dongcheol Kim and Haejung Na
Korea University Business School and Korea University
Date Posted: August 13, 2014
Working Paper Series
7 downloads

Investor Psychology and Security Under- and Overreactions - An Overview and Some Empirical Testing
Hans Lennard Sievers
Independent
Date Posted: August 13, 2014
Working Paper Series

Incl. Electronic Paper Nominal Rigidities and Asset Pricing
Michael Weber
University of Chicago - Finance
Date Posted: August 12, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Operating Performance Following Corporate Acquisitions: Does the Organisational Form of the Target Matter?
Syed Shams and Abeyratna Gunasekarage
Monash University and Monash University
Date Posted: August 12, 2014
Last Revised: August 13, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper How Do Momentum Strategies 'Score' Against Individual Investors in Taiwan, Hong Kong and Korea?
Anurag Narayan Banerjee and Chi-Hsiou Daniel Hung
Durham Business School and Adam Smith Business School
Date Posted: August 12, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Market Perception of Sovereign Credit Risk in the Euro Area During the Financial Crisis
ECB Working Paper No. 1710
Gonzalo Camba-Mendez and Dobromil Serwa
European Central Bank (ECB) and National Bank of Poland
Date Posted: August 12, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Improving Discovery of Intra-Sector Mispricing Through Pairs Trading Principles
Kartikeya Sinha
Independent
Date Posted: August 11, 2014
Last Revised: August 13, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Significant Foreign Exchange Exposure of Australian Domestic and International Firms
Mohamed Ariff and Alireza Zarei
Bond University and University Putra Malaysia - Faculty of Economics and Management
Date Posted: August 10, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Director Dealings as an Investment Strategy
Nishal Moodley , Chris Muller and Mike Ward
University of Pretoria - Gordon Institute of Business Science , Independent and University of Pretoria - Gordon Institute of Business Science
Date Posted: August 09, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Super-Exponential Growth Expectations and the Global Financial Crisis
Swiss Finance Institute Research Paper No. 14-52
Matthias Leiss , Heinrich H. Nax and Didier Sornette
ETH Zurich , ETH Zurich and Swiss Finance Institute
Date Posted: August 08, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Leverage, Volatile Future Earnings Growth and Expected Stock Returns
Jamie Alcock , Eva Steiner and Kelvin Jui Keng Tan
The University of Sydney Business School , University of Cambridge - Department of Land Economy and University of Queensland - Business School
Date Posted: August 08, 2014
Last Revised: August 15, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper The Self Fulfilling Prophecy of Popular Asset Pricing Models
Jason C. Hsu and Bradford Cornell
Research Affiliates, LLC and California Institute of Technology
Date Posted: August 08, 2014
Working Paper Series
64 downloads

Incl. Electronic Paper Characterising the Asymmetric Dependence Premium
Jamie Alcock and Anthony Hatherley
The University of Sydney Business School and Citigroup, Inc. - Citigroup - Sydney
Date Posted: August 07, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Non-Separable Preferences, Stochastic Returns and Intertemporal Substitution in Consumption
Douglas Greenig
Independent
Date Posted: August 07, 2014
Working Paper Series
59 downloads

Incl. Electronic Paper Betting on 'Dumb Volatility' with 'Smart Beta'
Claude B. Erb
TR
Date Posted: August 06, 2014
Last Revised: August 14, 2014
Working Paper Series
685 downloads

Incl. Electronic Paper A Solution to the Closed-End Fund Puzzle Without Market Frictions and Arbitrage
Gabriel Frahm , Alexander Jonen and Rainer Schüssler
Helmut Schmidt University , Helmut Schmidt University and Helmut Schmidt University
Date Posted: August 06, 2014
Last Revised: August 15, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper La Volatilidad De La Tasa De Interés a Corto Plazo: Un Ejercicio Para La Economía Colombiana, 2001-2006 (Short Run Interest Rate Volatility: An Exercise for Colombian Economy, 2001-2006)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 08-06
Juan Carlos Botero-Ramírez and Andres Ramirez Hassan
Bancolombia and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: August 06, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Collateral Management: Processes, Tools and Metrics
Antonio Castagna
Iason Ltd.
Date Posted: August 06, 2014
Working Paper Series
41 downloads

Incl. Electronic Paper Portfolio Choice in the Presence of Estimation Error: A Pricing Model Filter Approach
Martin Lozano
Independent
Date Posted: August 06, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Bubbles and Trading Volume
Florin Bidian
Georgia State University - Risk Management & Insurance Department
Date Posted: August 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Overview of Professional Valuation in Russia at the Juncture of its 20th Year of History.
PVAI International Valuation Conference Madurai, India, August 16-18th 2013
Andrey Igorevich Artemenkov and Igor Lvovich Artemenkov
The Russian Society of Appraisers and State University of Management
Date Posted: August 05, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper How to Treat Interest Losses in Estimation of Credit Risk Spread
Ihor Voloshyn
Academy of Financial Management of Ministry of Finances of Ukraine
Date Posted: August 05, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Fed by the Fed: A New Bubble Grows on Wall St.
Oliver Dettmann
Wellershoff & Partners Ltd
Date Posted: August 05, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Short-Selling and Security Lending Under Market Segmentation
Tiandu Wang , Chenghu Ma and Qian Sun
The People's Bank of China (PBOC) - Shanghai Head Office , Fudan University - School of Management and Fudan University
Date Posted: August 04, 2014
Working Paper Series
9 downloads


 

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