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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 567,927
Full Text Papers: 469,960
Authors: 263,245
Papers Received in
  Last 12 months:
63,561

Paper Downloads:
To date: 79,031,401
Last 12 months: 9,733,347
Last 30 days: 834,045

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  Resolved
  References:
264,783
Total References: 9,075,328
Papers with Cites: 244,951
Total Citation
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6,006,904
Papers with
  Resolved
  Footnotes:
93,780
Total Footnotes: 9,190,948


SSRN eLibrary Search Results
JEL Code: G1
15,069,022 Total downloads
Showing Papers 9,081 - 9,130 of 41,827
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Incl. Electronic Paper Extreme Returns in the European Financial Crisis
Andreas S. Chouliaras and Theoharry Grammatikos
Luxembourg School of Finance and Universite du Luxembourg - School of Finance
Date Posted: October 01, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Force-Majeure Events and Financial Market’s Behavior
Plastun, O., Plastun, V., 2013, "Force-Majeure Events And Financial Market’s Behavior", Socioekonomicke a humanitni studie. 2013. No 2, vol. 3. pp. 43-59,
Alex Plastun and Vyacheslav Plastun
National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: October 01, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper How Does the Market Variance Risk Premium Vary Over Time? Evidence from S&P 500 Variance Swap Investment Returns
Eirini Konstantinidi and George S. Skiadopoulos
University of Manchester - Manchester Business School and University of Piraeus
Date Posted: September 30, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper التلاعب في الأسواق المالية: صوره وآثاره (Manipulation of Financial Markets: Its Forms and Impacts)
Mohammad Al-Suhaibani
IMSIU
Date Posted: September 30, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Disaggregating Exit Success Rates into Ability and Risk Components
Oghenovo A. Obrimah
Babcock University
Date Posted: September 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Discount Rates, Market Frictions, and the Mystery of the Size Premium
Discussion Papers on Business and Economics, University of Southern Denmark, 15/2014
Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: September 30, 2014
Working Paper Series
1 downloads

The Financial Crisis and Corporate Debt Maturity
Víctor M. González
Universidad de Oviedo - Facultad de Economicas
Date Posted: September 30, 2014
Working Paper Series

Incl. Fee Electronic Paper A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
CEPR Discussion Paper No. DP10162
Christiane Baumeister and Lutz Kilian
Bank of Canada and University of Michigan at Ann Arbor - Department of Economics
Date Posted: September 30, 2014
Working Paper Series

Pre-Auction Inventory and Bidding Behavior—An Analysis of Canadian Treasury Auctions
CEPR Discussion Paper No. DP10112
Kristian Rydqvist
State University of New York at Binghamton - School of Management
Date Posted: September 30, 2014
Working Paper Series

Predicting Winners in Civil Wars
CEPR Discussion Paper No. DP10109
Stephen Haber , Kris James Mitchener , Kim Oosterlinck and Marc Weidenmier
Stanford University - Hoover Institution and Political Science , Santa Clara University - Leavey School of Business - Economics Department , Université Libre de Bruxelles - SBS-EM, CEB and Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: September 30, 2014
Working Paper Series

Incl. Electronic Paper Optimal Trading Rules Without Backtesting
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date Posted: September 29, 2014
Working Paper Series
41 downloads

Incl. Electronic Paper Peter’s Prayer: The Enduring Relevance of Nishmat
Hershey H. Friedman and Linda Weiser Friedman
Brooklyn College - Department of Finance and Business Management and Baruch College, CUNY - Zicklin School of Business
Date Posted: September 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Does Historical Volatility Term Structure Contain Valuable Information for Predicting Volatility and Index Futures?
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Dept. of Economics, Warsaw University , University of Warsaw , Warsaw University, Department of Economics and University of Warsaw - Faculty of Economic Sciences
Date Posted: September 29, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Dynamic Optimization of Futures Portfolio Strategies under Downside Risk Control
Rainer A. Schüssler
Helmut Schmidt University
Date Posted: September 29, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Forecasting Exchange Rates under Parameter and Model Uncertainty
Joscha Beckmann and Rainer A. Schüssler
University of Duisburg-Essen and Helmut Schmidt University
Date Posted: September 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Equity Premia Using Bayesian Dynamic Model Averaging
Joscha Beckmann and Rainer A. Schüssler
University of Duisburg-Essen and Helmut Schmidt University
Date Posted: September 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Volatility of Aggregate Volatility and Hedge Fund Returns
Vikas Agarwal , Yakup Eser Arisoy and Narayan Y. Naik
Georgia State University , Université Paris-Dauphine - DRM-CEREG and London Business School - Institute of Finance and Accounting
Date Posted: September 29, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper The Multi-Curve Potential Model
The Anh Nguyen and Frank Thomas Seifried
University of Kaiserslautern and University of Kaiserslautern
Date Posted: September 28, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Value of the Wildcard Option in Cash Settled American Index Options
Dennis Lasser and Joshua D. Spizman
State University of New York (SUNY) at Binghamton - School of Management and Loyola Marymount University - Department of Finance and Computer Information Systems
Date Posted: September 28, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Personal Ethics & the U.S. Financial Collapse of 2007-08
Lawrence J. Trautman
American University
Date Posted: September 28, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Retroactive Tax Legislation, Reported Earnings, and Investors' Responses to Earnings 'Surprises': Evidence from R&D Credit Extensions
Brian Bratten and David S. Hulse
University of Kentucky - Von Allmen School of Accountancy and University of Kentucky - Gatton College of Business and Economics
Date Posted: September 28, 2014
Last Revised: September 29, 2014
Working Paper Series
6 downloads

How Smooth Is the Stock Market Integration of CEE-3?
William Davidson Institute Working Paper No. 1079
Eduard Baumohl and Stefan Lyocsa
University of Economics in Bratislava - Faculty of Business Economics and University of Economics in Bratislava - Faculty of Business Economics
Date Posted: September 28, 2014
Working Paper Series

Incl. Electronic Paper From the Samuelson Volatility Effect to a Samuelson Correlation Effect: Evidence from Crude Oil Calendar Spread Options
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: September 27, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Extent and Cyclicality of Career Changes: Evidence for the U.K
IZA Discussion Paper No. 8430
Carlos Carrillo-Tudela , Bart Hobijn , Powen She and Ludo Visschers
University of Leicester , Federal Reserve Bank of New York - Domestic Research Function , University of Essex and Universidad Carlos III de Madrid - Department of Economics
Date Posted: September 27, 2014
Working Paper Series

Investor Relations, Earnings Quality, and Meeting Expectations
Marcus Kirk
University of Florida - Fisher School of Accounting
Date Posted: September 27, 2014
Working Paper Series

Incl. Electronic Paper Using Option Implied Volatilities to Predict Absolute Stock Returns - Evidence from Earnings Announcements and Annual Shareholders’ Meetings
Suresh Govindaraj , Wen Jin , Joshua Livnat and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick , Quantitative Management Associates (QMA) LLC , New York University and Rutgers Business School - Newark and New Brunswick
Date Posted: September 27, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper A Dynamic Extension of the Foster-Hart Measure of Riskiness
Institute of Mathematical Economics Working Paper No. 528
Tobias Hellmann and Frank Riedel
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Date Posted: September 27, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009
Mynhardt, R.H., Plastun, A., Makarenko, I., 2014 "Behavior of financial markets efficiency during the financial market crisis: 2007 - 2009" Corporate Ownership and Control, 2014, 11 (2 F) , pp. 531-546
Mynhardt H. R. , Alex Plastun and Inna Makarenko
University of South Africa , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: September 27, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Social Investment: New Investment Approaches for Addressing Social and Economic Challenges
OECD Science, Technology and Industry Policy Paper No. 15
Karen E. Wilson
Bruegel
Date Posted: September 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Overreaction Hypothesis: The Case of Ukrainian Stock Market
Mynhardt, R.H., Plastun, A. "The overreaction hypothesis: The case of Ukrainian stock market" Corporate Ownership and Control Volume 11, Issue 1 E, 2013, Pages 406-422
Mynhardt H. R. and Alex Plastun
University of South Africa and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: September 27, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Personality Distance and Economic Activity
Paweł Niszczota
Poznań University of Economics - Department of International Finance
Date Posted: September 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals
cege Discussion Papers No. 207
Claudia Keser and Andreas Markstädter
University of Goettingen (Gottingen) and University of Goettingen (Gottingen)
Date Posted: September 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Local Information Advantage, Investor Attention, and Stock Returns
Yuqin Huang and Tong Li
Central University of Finance and Economics (CUFE) and Peking University - HSBC School of Business
Date Posted: September 27, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper High-Resilience Limits of Block-Shaped Order Books
Jan Kallsen and Johannes Muhle-Karbe
Munich University of Technology and ETH Zürich
Date Posted: September 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk
CER-ETH – Center of Economic Research at ETH Zurich Working Paper 14/204,
Daniel Harenberg and Alexander Ludwig
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt - Research Center SAFE
Date Posted: September 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Liquidity Measures and Cost of Trading in an Illiquid Market.
Forthcoming in: Journal of Emerging Market Finance
Seth Armitage , Janusz Brzeszczynski and Anna Serdyuk
University of Edinburgh , Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom and University of Edinburgh
Date Posted: September 27, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Local Bias in Investor Attention: Evidence from China's Internet Stock Message Boards
Yuqin Huang , Huiyan Qiu and Zhiguo Wu
Central University of Finance and Economics (CUFE) , University of Hong Kong - Faculty of Business and Economics and China Securities Regulatory Commission
Date Posted: September 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Ambiguity, Liquidity, and Price Efficiency
Chun Xia and Tong Zhou
The University of Hong Kong and University of Hong Kong - Faculty of Business and Economics
Date Posted: September 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Liquidity Dynamics Around Jumps. The Evidence from the Warsaw Stock Exchange
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: September 27, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Note on Sorting Bias Correction in Regression-Based Mutual Fund Tournament Tests
Aymen Karoui and Iwan Meier
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and HEC Montreal - Department of Finance
Date Posted: September 26, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Impact of Macroeconomic Announcements on US Equity Prices: 2009-2013
Daniel Nadler and Anatoly B. Schmidt
Harvard University and Kensho Technologies
Date Posted: September 26, 2014
Last Revised: September 27, 2014
Working Paper Series
125 downloads

Incl. Electronic Paper Hedging Market Risk in Optimal Liquidation
Phillip Monin
Office of Financial Research
Date Posted: September 26, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Disclosure and the Cost of Capital: A Survey of the Theoretical Literature
Jeremy Bertomeu and Edwige Cheynel
CUNY Baruch College and Columbia Business School - Accounting, Business Law & Taxation
Date Posted: September 26, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Feynman Kac for Functional Jump Diffusions with an Application to Credit Value Adjustment
Eduard Kromer , Ludger Overbeck and Jasmin A.L. Röder
University of California, Berkeley , University of Giessen and University of Giessen
Date Posted: September 26, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Volatility Risk and Stock Return Predictability
Cesario Mateus and Worawuth Konsilp
University of Greenwich Business School and University of Greenwich - Business School
Date Posted: September 26, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Short-Term Risk and Adapting Covariance Models to Current Market Conditions
Anish R. Shah
Independent
Date Posted: September 26, 2014
Working Paper Series
53 downloads

Incl. Electronic Paper Price Discounts in Rights Issues: Why Do Managers Insist on What Investors Hate?
Jorge Farinha , Cesario Mateus and Nuno Soares
University of Porto - Faculdade de Economia do Porto , University of Greenwich Business School and Universidade do Porto
Date Posted: September 25, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Physical versus Synthetic Exchange Traded Funds. Which One Replicates Better?
Cesario Mateus and Yana Rahmani
University of Greenwich Business School and University of Greenwich - Business School
Date Posted: September 25, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper The Geography of Foreign Exchange Trading: Currencies and International Financial Centres
Dariusz Wojcik , Duncan MacDonald-Korth and Simon X. Zhao
University of Oxford, St. Peter's College , University of Oxford and University of Hong Kong - Department of Geography
Date Posted: September 25, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Information Transfer, Rent Extraction and Insider Trading ― Who Internalised the Private Information Externality?
Allan Hodgson , Suntharee Lhaopadchan and Sirimon Treepongkaruna
University of Queensland - Faculty of Business, Economics and Law , Kasetsart University - Faculty of Management Sciences and University of Western Australia
Date Posted: September 25, 2014
Working Paper Series
9 downloads


 

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