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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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Papers with
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G11
2,574,588 Total downloads
Showing Papers 881 - 930 of 7,217
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Incl. Electronic Paper Public News Arrival and Cross-Asset Correlation Breakdown: Implications for Algorithmic Trading
Kin-Yip Ho , Wai-Man (Raymond) Liu and Jing Yu
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , School of Finance, Actuarial Studies & Applied Statistics, Australian National University and University of Western Australia - Department of Accounting and Finance
Date Posted: June 11, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper The Average-Internal-Rate-of-Return Approach for Investment Performance Measurement
 Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 10, 2012
Last Revised: January 29, 2013
Working Paper Series
84 downloads

Incl. Electronic Paper Share Issuance Effects in the Cross-Section of Stock Returns
 David P. Lancaster and Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Date Posted: June 10, 2012
Working Paper Series
83 downloads

Incl. Electronic Paper A Comprehensive Review on International Capital Asset Pricing Models
Science Series Data Report,4(8);4-19, 2012
 Masoumeh Naderi , Zahra Amirhosseni and Hamed Ahmadinia
Islamic Azad University (IAU) - Department of Accounting , Islamic Azad University (IAU) - Faculty of Management, Qods Branch and Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
Date Posted: June 09, 2012
Last Revised: August 18, 2012
Accepted Paper Series
29 downloads

Incl. Electronic Paper Does Past Performance Matter? S&P Persistence Scorecard
 Aye M. Soe and Frank Luo
Standard & Poor's and Standard & Poor's
Date Posted: June 09, 2012
Last Revised: June 12, 2012
Working Paper Series
219 downloads

Incl. Electronic Paper Interval and Fuzzy Average Internal Rate of Return for Investment Appraisal
 Maria Letizia Guerra , Carlo Alberto Magni and Luciano Stefanini
University of Bologna - Department of Mathematics for Economic and Social Sciences , University of Modena and Reggio Emilia - Department of Economics and University of Urbino Carlo Bo - Faculty of Economics
Date Posted: June 09, 2012
Last Revised: June 11, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper Rehabilitating the Role of Active Management for Pension Funds
 Michel Aglietta , Marie Briere , Rigot Sandra and Ombretta Signori
affiliation not provided to SSRN , Amundi Asset Management , French National Center for Scientific Research (CNRS) - Centre d'économie de l'Université de Paris Nord (CEPN) and AXA Investment Managers
Date Posted: June 09, 2012
Last Revised: June 27, 2012
Working Paper Series
98 downloads

Incl. Electronic Paper Optimal Premium Loadings and Optimal Management Rules in Non Life Pricing
 Nikolaos Georgiopoulos
affiliation not provided to SSRN
Date Posted: June 08, 2012
Working Paper Series
9 downloads

Incl. Electronic Paper Bond Price and Risk Dyamics
 Golaka C. Nath
Clearing Corporation of India
Date Posted: June 07, 2012
Last Revised: July 20, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper The Golden Dilemma
 Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: June 06, 2012
Last Revised: May 05, 2013
Working Paper Series
13433 downloads

A Case of Project Finance in the Water Industry (Un Caso di Project Finance Nel Settore Idrico)
Amministrazione & Finanza, Ipsoa, Milan, n.6, pp. 57-68, 2009
 Enzo Scannella
University of Palermo - Department of Economics, Business and Finance
Date Posted: June 06, 2012
Accepted Paper Series

Incl. Electronic Paper Do Wealthier Households Save More? The Impact of the Demographic Factor
DIW Berlin Discussion Paper No. 1211
 Ansgar Hubertus Belke , Christian Dreger and Richard R. Ochmann
University of Duisburg-Essen - Department of Economics , German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: June 06, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Minimax: Portfolio Choice Based on Pessimistic Decision Making
 Steffen Schaarschmidt and Peter Schanbacher
University of Konstanz - Department of Economics and University of Konstanz - Faculty of Economics and Statistics
Date Posted: June 06, 2012
Working Paper Series
725 downloads

Using Project Financing to Finance Public Works (Il Project Finance Nel Finanziamento Delle Opere Pubbliche)
Finanziamenti su misura, Ipsoa, Milan, n. 9, pp. 15-22, 2009
 Enzo Scannella
University of Palermo - Department of Economics, Business and Finance
Date Posted: June 06, 2012
Accepted Paper Series

Incl. Electronic Paper Empirical Comparison of Robust Portfolios' Investment Effects
 Bartosz Kaszuba
Wroclaw University of Economics
Date Posted: June 04, 2012
Last Revised: September 07, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper Information Immobility, Industry Concentration, and Institutional Investors’ Performance
CAMA Working Paper No. 24/2012
 Mark Fedenia , Sherrill Shaffer and Hilla Skiba
University of Wisconsin - Madison - Department of Finance, Investment and Banking , University of Wyoming and University of Wyoming - Department of Economics and Finance
Date Posted: June 04, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Equity and CDS Sector Indices: Dynamic Models and Risk Hedging
 Massimiliano Caporin
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: June 03, 2012
Working Paper Series
128 downloads

Incl. Electronic Paper Fairness and Risk-Sharing Across Generations
 Thomas Gilbert and Christopher M. Hrdlicka
University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Date Posted: June 02, 2012
Last Revised: May 05, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Reaching for Yield in the Bond Market
 Bo Becker and Victoria Ivashina
Harvard Business School and Harvard University
Date Posted: June 02, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Rethinking Capital Structure Arbitrage
 Davide Avino and Emese Lazar
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: June 02, 2012
Last Revised: November 25, 2012
Working Paper Series
113 downloads

Incl. Electronic Paper Drivers of Value Creation in a Secondary Buyout: The Acquisition of Brenntag by BC Partners
 Ann-Kristin Achleitner , Christian Figge and Eva Lutz
Technische Universität München - Center for Entrepreneurial and Financial Studies , Technische Universität München - Center for Entrepreneurial and Financial Studies and Technische Universität München - Center for Entrepreneurial and Financial Studies (CEFS)
Date Posted: June 01, 2012
Working Paper Series
176 downloads

Incl. Electronic Paper Alpha and Alpha Decay in Continuous Time
 Ming Guo and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Cheung Kong Graduate School of Business
Date Posted: May 31, 2012
Working Paper Series
68 downloads

Liability-Driven Investing (LDI) via Single Manager Hedge Funds: A Novel, Common-Sense Approach to LDI with Implications for Asset and Liability Modeling and Asset Allocation
 Sara Statman
Statman Advisors (Customised Hedge Fund Portfolios & Intra-Day Portfolio Management)
Date Posted: May 31, 2012
Working Paper Series

Incl. Electronic Paper Noise Traders and Cultural Factors: The Japanese Rokuyo Effect Evidence Implications For Investor Sentiment Induced Return Anomalies
 Edwin D. Maberly , Raylene M. Pierce and Takato Hiraki
Monash University , Deakin University and Tokyo University of Science - School of Management
Date Posted: May 31, 2012
Working Paper Series
44 downloads

Inflation Hedging with International Equities
 Maximilian G. Roedel
Technische Universität München (TUM) - Department of Financial Management and Capital Markets
Date Posted: May 30, 2012
Working Paper Series

Incl. Electronic Paper Innovation and Firm Performance: Evidence from the Capital Market
Journal of Modern Accounting and Auditing, 9(4), Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 30, 2012
Last Revised: November 22, 2012
Accepted Paper Series
48 downloads

Incl. Electronic Paper Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans?
 Aleksandar Andonov , Rob Bauer and Martijn Cremers
Maastricht University , Maastricht University and University of Notre Dame
Date Posted: May 29, 2012
Last Revised: May 16, 2013
Working Paper Series
1383 downloads

Incl. Electronic Paper Agency-Based Asset Pricing and the Beta Anomaly
 David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: May 29, 2012
Last Revised: December 20, 2012
Working Paper Series
251 downloads

Incl. Electronic Paper Exit of Last Resort? Empirical Evidence on the Returns and Drivers of Secondary Buyouts as Private Equity Exit Channel
 Ann-Kristin Achleitner , Oliver Bauer , Christian Figge and Eva Lutz
Technische Universität München - Center for Entrepreneurial and Financial Studies , Technische Universität München (TUM) , Technische Universität München - Center for Entrepreneurial and Financial Studies and Technische Universität München - Center for Entrepreneurial and Financial Studies (CEFS)
Date Posted: May 28, 2012
Working Paper Series
98 downloads

Incl. Electronic Paper Do Wealthier Households Save More? The Impact of the Demographic Factor
IZA Discussion Paper No. 6567
 Ansgar Hubertus Belke , Christian Dreger and Richard R. Ochmann
University of Duisburg-Essen - Department of Economics , German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: May 26, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints
 Andrea Scozzari , Fabio Tardella , Sandra Paterlini and Thiemo Krink
University of Rome Niccolo' Cusano , University of Rome I , EBS Universität für Wirtschaft und Recht and affiliation not provided to SSRN
Date Posted: May 26, 2012
Working Paper Series
55 downloads

Incl. Electronic Paper Most Admired Companies: Admirable Performance
Journal of Applied Finance and Banking, Forthcoming
 Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 26, 2012
Last Revised: August 02, 2012
Accepted Paper Series
38 downloads

Incl. Electronic Paper Investment Style in a Turbulent Decade
 Andrew Mason , Sam Agyei-Ampomah , Steve Thomas and Frank McGroarty
University of Surrey - Surrey Business School , Surrey Business School , City University London - Sir John Cass Business School and University of Southampton - School of Management
Date Posted: May 25, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Style Analysis for Diversified U.S. Equity Funds
Journal of Asset Management 13, 170-185 (June 2012) DOI:10.1057/jam.2012.6
 Andrew Mason , Frank McGroarty and Steve Thomas
University of Surrey - Surrey Business School , University of Southampton - School of Management and City University London - Sir John Cass Business School
Date Posted: May 25, 2012
Accepted Paper Series
37 downloads

Incl. Electronic Paper The Role of Correlation Dynamics in Sector Allocation
 Elena Kalotychou , Sotiris K. Staikouras and Zhao Gang
City University London - Cass Business School , City University - Cass Business School and City University London - Sir John Cass Business School
Date Posted: May 25, 2012
Last Revised: November 06, 2012
Working Paper Series
301 downloads

Incl. Electronic Paper Balanced Baskets: A New Approach to Trading and Hedging Risks
Journal of Investment Strategies (Risk Journals), Vol.1(4), Fall 2012
 David H. Bailey and Marcos Lopez de Prado
Lawrence Berkeley National Laboratory and Hess Energy Trading Company
Date Posted: May 24, 2012
Last Revised: September 08, 2012
Accepted Paper Series
1019 downloads

Incl. Electronic Paper Reaching for Yield in the Bond Market
Harvard Business School Finance Working Paper No. 12-103
 Bo Becker and Victoria Ivashina
Harvard Business School and Harvard University
Date Posted: May 24, 2012
Last Revised: March 28, 2013
Working Paper Series
422 downloads

Incl. Electronic Paper Persistent Profit and Portfolio Adjustment
 Arnat Leemakdej
Thammasat University - Faculty of Commerce and Accountancy
Date Posted: May 23, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Risk Classes for Structured Products: Mathematical Aspects and their Implications on Behavioral Investors
 Ji Cao and Marc Oliver Rieger
University of Trier and University of Trier
Date Posted: May 23, 2012
Working Paper Series
100 downloads

Incl. Electronic Paper Bank Earnings Management and Tail Risk during the Financial Crisis
 Lee J. Cohen , Marcia Millon Cornett , Alan J. Marcus and Hassan Tehranian
University of Georgia - Department of Finance , Bentley University - Department of Finance , Boston College - Department of Finance and Boston College - Department of Finance
Date Posted: May 22, 2012
Last Revised: November 11, 2012
Working Paper Series
167 downloads

Incl. Electronic Paper Introducing GIVI: The S&P Global Intrinsic Value Index
 Priscilla Luk , Xiaowei Kang and Frank Luo
affiliation not provided to SSRN , Standard & Poor's and Standard & Poor's
Date Posted: May 22, 2012
Working Paper Series
143 downloads

Incl. Electronic Paper The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight
Swiss Finance Institute Research Paper No. 12-22
 Martin Hoesli , Eva Liljeblom and Anders Löflund
University of Geneva - Graduate School of Business (HEC-Geneva) , Swedish School of Economics and Business Administration and Hanken School of Economics
Date Posted: May 22, 2012
Last Revised: December 18, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper Stochastic Dominance and Abnormal Stock Returns: Market Anomaly or Information Impasse?
 Ephraim Clark and Konstantinos Kassimatis
Middlesex University - SKEMA LSMRC Research Center and Athens University of Economics and Business - Department of Business Administration
Date Posted: May 21, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper How to Detect Stock Picking and Market Timing Without Knowledge of Portfolio Holdings: A Practical Guide
 Anders G. Ekholm
Hanken School of Economics
Date Posted: May 20, 2012
Working Paper Series
121 downloads

Incl. Electronic Paper The Indicators of Stock Market Macro Turning Points During Global Financial Crisis - Application to Dynamic Asset Allocation Investment Strategy Using Index and Exchange Traded Funds
 George Bijak
GB Capital
Date Posted: May 20, 2012
Working Paper Series
287 downloads

Incl. Electronic Paper Volatility Exchange-Traded Notes: Curse or Cure?
 Carol Alexander and Dimitris Korovilas
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: May 20, 2012
Working Paper Series
488 downloads

Incl. Fee Electronic Paper False Discoveries in UK Mutual Fund Performance
European Financial Management, Vol. 18, Issue 3, pp. 444-463, 2012
 Keith Cuthbertson , Dirk Nitzsche and Niall O' Sullivan M. O' Sullivan
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and University College Cork
Date Posted: May 19, 2012
Accepted Paper Series

Incl. Fee Electronic Paper Post‐Retirement Financial Strategies: Forecasts and Valuation
European Financial Management, Vol. 18, Issue 3, pp. 324-351, 2012
 William F. Sharpe
Stanford University - Graduate School of Business
Date Posted: May 19, 2012
Accepted Paper Series

Incl. Electronic Paper Institution, Internationalization and Innovation: Three Papers on Penetration of Emerging-Market Multinational Enterprises into Developed Markets
Ph.D. Thesis, Simon Fraser University, Vancouver, Canada, Spring 2012
 Victor Zitian Chen
University of North Carolina, Charlotte
Date Posted: May 19, 2012
Last Revised: June 11, 2012
Working Paper Series
92 downloads

Incl. Electronic Paper A Quantile Regression Approach to Equity Premium Prediction
 Loukia Meligkotsidou , Ekaterini Panopoulou , Ioannis D. Vrontos and Spyridon D. Vrontos
University of Athens , University of Piraeus - Department of Statistics and Insurance Science , Athens University of Economics and Business and Dep. of Statistics and Insurance Science, University of Piraeus
Date Posted: May 18, 2012
Working Paper Series
144 downloads


 

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