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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
Papers Received in
  Last 12 months:
68,898

Paper Downloads:
To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

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Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
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5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G11
2,575,187 Total downloads
Showing Papers 921 - 970 of 7,217
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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
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
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
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

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
257 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

Incl. Electronic Paper An Empirical Study to Find Out the Best Performing Equity Mutual Fund Portfolio During the Current Global Recession, Constructed from Selected Companies Listed on The National Stock Exchange of India Limited
Sakshi Goel
Western International University
Date Posted: May 09, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Stock Returns and Employee Turnover
Sum, V. & Chorlian, J. (2012). Stock returns and employee turnover. International Economics and Finance Journal, 7(2), 347-354.
Vichet Sum and Jack Chorlian
University of Maryland, Eastern Shore and affiliation not provided to SSRN
Date Posted: May 09, 2012
Last Revised: September 25, 2012
Accepted Paper Series
54 downloads

Incl. Electronic Paper The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: May 09, 2012
Last Revised: November 15, 2012
Working Paper Series
241 downloads

Incl. Electronic Paper The Sustainability of Mean-Variance and Mean-Tracking Error Efficient Portfolios
Kris Boudt , Jonathan Cornelissen and Christophe Croux
KU Leuven - Faculty of Business and Economics (FBE) , KU Leuven - Faculty of Business and Economics (FBE) and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: May 09, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper The Asymmetric Effects of Investor Sentiment
Chandler Lutz
Copenhagen Business School
Date Posted: May 08, 2012
Last Revised: November 19, 2012
Working Paper Series
112 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 07, 2012
Last Revised: December 20, 2012
Working Paper Series
130 downloads

Incl. Electronic Paper The GP-LP Conflict in Private Equity Funds Revisited: The Impact of Fund-Level Considerations on the Divestment Decision
Christian Figge , Oliver Bauer , Reiner Braun and Ann-Kristin Achleitner
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
Date Posted: May 06, 2012
Working Paper Series
123 downloads

Incl. Electronic Paper The Volatility Effect in Emerging Markets
David Blitz , Juan Pang and Pim van Vliet
Robeco Asset Management - Quantitative Strategies , Shell Asset Management Company and Robeco Asset Management - Quantitative Strategies
Date Posted: May 06, 2012
Last Revised: December 18, 2012
Working Paper Series
616 downloads

Incl. Electronic Paper Analyst Interest, Market Visibility, and Stock Returns
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: May 05, 2012
Working Paper Series
245 downloads

Incl. Electronic Paper Combining Mean-Reversion of Sales Growth and Low Valuation Multiples into Single Investment Strategy
World Review of Business Research, Vol. 2 , No. 2, pp. 32-44, March 2012
Jacek Welc
Wroclaw University of Economics
Date Posted: May 05, 2012
Accepted Paper Series
70 downloads

Incl. Electronic Paper Company-Size Effect on the Polish Stock Market
Global Review of Accounting and Finance, Vol. 3, No. 1, pp. 53-66, March 2012
Jacek Welc
Wroclaw University of Economics
Date Posted: May 05, 2012
Accepted Paper Series
41 downloads

Incl. Electronic Paper Time-Varying Performance of International Mutual Funds
Journal of Empirical Finance, Vol. 19, No. 3, 2012
Harry J. Turtle and Chengping Zhang
West Virginia University and George Fox University
Date Posted: May 04, 2012
Accepted Paper Series
42 downloads

Incl. Electronic Paper Dynamic Asset Allocation with Liabilities
Daniel Giamouridis , Athanasios Sakkas and Nikolaos Tessaromatis
Athens University of Economics and Business , Athens University of Economics and Business - Department of Accounting and Finance and EDHEC Business School and EDHEC Risk Institute
Date Posted: May 03, 2012
Last Revised: May 30, 2012
Working Paper Series
163 downloads

Incl. Electronic Paper Local Bias of Investor Attention: Evidence from China’s Internet Stock Message Boards
Zhiguo Wu and Huiyan Qiu
China Securities Regulatory Commission and University of Hong Kong - Faculty of Business and Economics
Date Posted: May 03, 2012
Working Paper Series
82 downloads

Incl. Electronic Paper Risk Attitudes and Private Business Equity
DIW Berlin Discussion Paper No. 1209
Frank M. Fossen
Free University of Berlin (FUB) - Department of Business and Economics
Date Posted: May 03, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper The Effect of Induced Mood on Prices in Asset Markets - Experimental Evidence
Yaron Lahav and Shireen Meer
Ben-Gurion University of the Negev and Exponent, Inc.
Date Posted: May 03, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Is Higher Variance Necessarily Bad for Investment?
Shlomo Yitzhaki and Peter J. Lambert
Hebrew University of Jerusalem and University of Oregon - Department of Economics
Date Posted: May 02, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Local Bias and Stock Market Conditions: Evidence from U.S. Mutual Funds
ECGI - Finance Working Paper No. 335/2012
Mariassunta Giannetti and Luc Laeven
Stockholm School of Economics and International Monetary Fund (IMF)
Date Posted: May 02, 2012
Last Revised: March 27, 2013
Working Paper Series
145 downloads

Incl. Electronic Paper The Performance of Banks around the Receipt and Repayment of TARP Funds: Over-Achievers versus Under-Achievers
Marcia Millon Cornett , Lei Li and Hassan Tehranian
Bentley University - Department of Finance , University of Kansas - School of Business and Boston College - Department of Finance
Date Posted: May 02, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Transition to Old Age (Superannuation) in a 3-D, Age Based, Dynamic, Serially Connected and Annually Recalculated Retirement Distribution Model
Larry R. Frank Sr. , John B. Mitchell and David M. Blanchett
Academy of Financial Services , Central Michigan University - Department of Finance and Law and affiliation not provided to SSRN
Date Posted: May 02, 2012
Last Revised: June 01, 2012
Working Paper Series
48 downloads

Diversified Risk Parity Strategies for Equity Portfolio Selection
Journal of Investing, Vol. 21, No. 3, 2012
Harald Lohre , Dr. Ulrich Neugebauer and Carsten Zimmer
Deka Investment GmbH , Deka Investment GmbH and Deka Investment Management GmbH
Date Posted: May 01, 2012
Last Revised: September 17, 2012
Accepted Paper Series

Incl. Electronic Paper Managers’ Selection: Survivors Always Look Better, Whether They Are Skilled or Not
Dominic Clermont
Clermont Alpha, Montreal, QC, Canada
Date Posted: April 30, 2012
Working Paper Series
52 downloads

A Unique 'T+1 Trading Rule' in China: Theory and Evidence
Journal of Banking and Finance, Vol. 36, No. 2, 2012
Ming Guo , Zhan Li and Zhiyong Tu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) , Arizona State University (ASU) - Economics Department and Peking University - HSBC School of Business
Date Posted: April 28, 2012
Last Revised: October 08, 2012
Accepted Paper Series


 

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