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SSRN eLibrary Statistics:

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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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  Last 12 months: 		68,942

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To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: G11
2,577,543 Total downloads
Showing Papers 901 - 950 of 7,220
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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
69 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
1409 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
72 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
122 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
288 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
491 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
145 downloads

Incl. Electronic Paper Does the Midpoint of Range Earnings Forecasts Represent Managers’ Expectations?
Review of Accounting Studies, Forthcoming
 Will Ciconte , Marcus Kirk and Jenny Wu Tucker
University of Florida - Fisher School of Accounting , University of Florida - Fisher School of Accounting and University of Florida - Warrington College of Business Administration
Date Posted: May 17, 2012
Last Revised: March 08, 2013
Accepted Paper Series
111 downloads

Incl. Electronic Paper Testing External Habits in an Asset Pricing Model
CAMA Working Papaer No. 20/2012
 Melisso Boschi , Stefano d'Addona and Aditya Goenka
University of Rome 3 , University of Rome 3 and affiliation not provided to SSRN
Date Posted: May 17, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Long-Term Versus Short-Term Contingencies in Asset Allocation
Tinbergen Institute Discussion Paper 12-053/2/DSF34
 Mahmoud Botshekan and Andre Lucas
VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: May 16, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Most Ethical Companies and Stock Performance: Empirical Evidence
Sum, V. (2012). Most ethical companies and stock performance: empirical evidence. International Research Journal of Applied Finance, 3(8), 1286-1292.
 Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 16, 2012
Last Revised: September 25, 2012
Accepted Paper Series
75 downloads

Incl. Electronic Paper Momentum and Aggregate Default Risk
Mays Business School Research Paper No. 2012-39
 Arvind Mahajan , Alex Petkevich and Ralitsa Petkova
Texas A&M University (TAMU) - Department of Finance , The University of Toledo - Department of Finance and Purdue University - Krannert School of Management
Date Posted: May 15, 2012
Working Paper Series
258 downloads

Incl. Electronic Paper Price as a Choice Under Nonstochastic Randomness in Finance
Banque de France Working Paper No. 381
 Yaroslav Ivanenko and Bertrand Munier
Banque de France and IAE Sorbonne's Business School
Date Posted: May 15, 2012
Last Revised: December 22, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Sources of Momentum in Bonds
Mays Business School Research Paper No. 2012-40
 Hwagyun Kim , Arvind Mahajan and Alex Petkevich
Texas A&M University - Mays Business School , Texas A&M University (TAMU) - Department of Finance and The University of Toledo - Department of Finance
Date Posted: May 15, 2012
Working Paper Series
226 downloads

Incl. Electronic Paper Turning an Asset-Liability Problem into an Investment Portfolio Problem
 Yaniv Zaks and Zinoviy Landsman
Bar-Ilan University and University of Haifa, Department of Statistics
Date Posted: May 15, 2012
Last Revised: June 18, 2012
Working Paper Series
119 downloads

Incl. Electronic Paper Modeling Dynamic Term Structure of Equity Premia with Regime Switching Economy
 Soohun Kim
Northwestern University, Kellogg School of Management, Department of Finance
Date Posted: May 14, 2012
Last Revised: May 29, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Regularity of Market Impact Models with Stochastic Price Impact
 Florian Klöck
University of Mannheim
Date Posted: May 14, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Fund Managers - Why the Best Might Be the Worst: On the Evolutionary Vigor of Risk-Seeking Behavior
Economics Discussion Paper No. 2012-20
 Björn-Christopher Witte
affiliation not provided to SSRN
Date Posted: May 13, 2012
Working Paper Series
15 downloads

The Behaviour of the Distributions of Stock Returns: An Analysis of the European Market Using the Pearson System of Continuous Probability Distributions
Applied Financial Economics, Vol. 22, No. 20, 2012
 Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”
Date Posted: May 13, 2012
Accepted Paper Series

Incl. Electronic Paper A Behavioural Analysis of Investor Diversification
 Ana-Maria Fuertes , Yaz Gulnur Muradoglu and Belma Ozturkkal
Cass Business School, City University London , Queen Mary University of London and Kadir Has University Istanbul, Turkey
Date Posted: May 11, 2012
Last Revised: June 29, 2012
Working Paper Series
144 downloads

Incl. Electronic Paper Employee Benefits and Stock Returns: A Look at Health Care Benefits
Accounting and Taxation, Forthcoming
 Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 11, 2012
Last Revised: August 05, 2012
Accepted Paper Series
21 downloads

Incl. Electronic Paper A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
Fisher College of Business Working Paper No. 2012-03-009, Charles A. Dice Center Working Paper No. 2012-9
 Turan G. Bali , Nusret Cakici and Fousseni Chabi-Yo
Georgetown University - Robert Emmett McDonough School of Business , Fordham University - Graduate School of Business and Ohio State University (OSU) - Fisher College of Business
Date Posted: May 10, 2012
Last Revised: May 01, 2013
Working Paper Series
71 downloads

Incl. Electronic Paper Do Hedge Funds Outperform Stocks and Bonds?
 Turan G. Bali , Stephen J. Brown and K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and CUNY Baruch College - Zicklin School of Business
Date Posted: May 10, 2012
Last Revised: December 20, 2012
Working Paper Series
213 downloads

Incl. Electronic Paper Liquidity Shocks and Stock Market Reactions
Georgetown McDonough School of Business Research Paper No. 2012-02
 Turan G. Bali , Lin Peng , Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , Baruch College/CUNY - Zicklin School of Business , CUNY Baruch College and Fordham University - School of Business
Date Posted: May 10, 2012
Last Revised: October 25, 2012
Working Paper Series
162 downloads


 

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