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Capital Markets: Market Efficiency eJournal
5,225,797 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 13,471
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Incl. Electronic Paper Chapter 1: Financial Behavior: An Overview
Financial Behavior Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 3-22. New York, NY: Oxford University Press, 2017.
H. Kent Baker, Greg Filbeck and Victor Ricciardi
American University - Kogod School of Business, Pennsylvania State University and Goucher College - Department of Business Management
Date Posted: May 28, 2017
Accepted Paper Series
17 downloads

Incl. Electronic Paper Accounting for Contingent Litigation Liabilities: What You Disclose Can Be Used Against You
Linda Allen
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance
Date Posted: May 28, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Performance Analysis of U.S. Defense Stocks in Relation to Federal Budgets and Military Conflicts in the Post-Cold War Era
Constantin Gurdgiev and Andrew Mulhair
Trinity College, Dublin and Trinity College (Dublin)
Date Posted: May 27, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Institutional Ownership and Time-Series Predictability of Stock Returns
Rüdiger Weber
Goethe University Frankfurt
Date Posted: May 27, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Seemingly Unrelated Stock Market Anomalies: Profitability, Distress, Lotteryness and Volatility
Turan G. Bali, Luca Del Viva, Neophytos Lambertides and Lenos Trigeorgis
Georgetown University - Robert Emmett McDonough School of Business, ESADE Business School, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration
Date Posted: May 27, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Forecasting GDP Growth with NIPA Aggregates
FRB of Cleveland Working Paper No. 17-08
Christian Garciga and Edward S. Knotek II
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: May 25, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Managerial Mood and Earnings Forecast Bias: Evidence from Sunshine Exposure
Chen Chen, Yangyang Chen, Edward J. Podolski and Madhu Veeraraghavan
Monash University - Department of Accounting, Hong Kong Polytechnic University - Faculty of Business, Deakin University and T.A. PAI Management Institute, Finance Area
Date Posted: May 25, 2017
Working Paper Series
10 downloads

Incl. Fee Electronic Paper Learning from Trades
The Economic Journal, Vol. 127, Issue 601, pp. 827-872, 2017
Eeva Mauring
University of Helsinki - Department of Economics
Date Posted: May 25, 2017
Accepted Paper Series

Incl. Electronic Paper Short-Term Forecasting of GDP via Evolutionary Algorithms Using Survey-Based Expectations
Oscar Claveria, Enric Monte and Salvador Torra
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA
Date Posted: May 25, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Better Financial Reporting: Meanings and Means
Shyam Sunder
Yale University - School of Management
Date Posted: May 25, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Long-Horizon Returns
Chicago Booth Research Paper No. 17-17
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Date Posted: May 24, 2017
Working Paper Series
47 downloads

Incl. Electronic Paper Patterns and Pricing of Idiosyncratic Volatility in French Stock Market
Zhentao Liu, Gilbert V. Nartea and Ji (George) Wu
Xiamen University, University of Waikato and Massey University - School of Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper The Predictability of Low Frequency Volatilities Measures: Evidence from Hong Kong Stock Markets
Christopher Gan, Gilbert V. Nartea and Ji (George) Wu
Lincoln University (NZ), University of Waikato and Massey University - School of Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Appetite for Information in Mandatory Profiling of Individual Investors
Anthony Bellofatto and Marie-Hélène Broihanne
Catholic University of Louvain (UCL) - Louvain Finance (LFIN) and Strasbourg University, LaRGE Research Center, EM Strasbourg Business School
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
CESifo Working Paper Series No. 6432
M. Hashem Pesaran and Takashi Yamagata
USC Dornsife Institute for New Economic Thinking and University of York - Department of Economics and Related Studies
Date Posted: May 24, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Up and Down: Forecast Revisions, Forecast Dispersion and Momentum
Yun Liao
University of Macau - Faculty of Business Administration
Date Posted: May 24, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Foreign Exchange Market Efficiency: Different Tales from Developed and Developing Markets during the Recent Financial Crisis
Ehab Abdel-Tawab Yamani
Jackson State University - Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Financial Intermediation in Private Equity: How Well Do Funds of Funds Perform?
NBER Working Paper No. w23428
Robert S. Harris, Tim Jenkinson, Steven N. Kaplan and Ruediger Stucke
University of Virginia - Darden School of Business, University of Oxford - Said Business School, University of Chicago - Booth School of Business and Warburg Pincus LLC
Date Posted: May 24, 2017
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Monetary Policy Through Production Networks: Evidence from the Stock Market
NBER Working Paper No. w23424
Ali K. Ozdagli and Michael Weber
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Finance
Date Posted: May 24, 2017
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls
NBER Working Paper No. w23425
Michał Dzieliński, Alexander F. Wagner and Richard J. Zeckhauser
Stockholm Business School, Stockholm University, University of Zurich - Department of Banking and Finance and Harvard University - Harvard Kennedy School (HKS)
Date Posted: May 24, 2017
Working Paper Series
2 downloads

On the Use of Intercepts as Performance Measures
Jim Musumeci
Bentley University - Department of Finance
Date Posted: May 24, 2017
Working Paper Series

Incl. Electronic Paper Performance, Persistence, and Pay: A New Perspective on CTAs
Ingomar Krohn, Alexander Mende, Michael Moore and Vikas Raman
University of Warwick - Finance Group, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and University of Warwick - Finance Group
Date Posted: May 23, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Automated Earnings Forecasts: Beat Analysts or Combine and Conquer?
Management Science, Forthcoming
Ryan T. Ball and Eric Ghysels
The Stephen M. Ross School of Business at the University of Michigan and University of North Carolina Kenan-Flagler Business School
Date Posted: May 23, 2017
Accepted Paper Series
22 downloads

Incl. Electronic Paper The Informational Content of Infinite Maturity Bonds
Oana Floroiu and Antoon Pelsser
Maastricht University and Maastricht University
Date Posted: May 23, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Determinants of Price Discovery in the VIX Futures Market
Journal of Empirical Finance, Forthcoming
Yu-Lun Chen and Wei-Che Tsai
Chung Yuan Christian University - Department of Finance and National Sun Yat-sen University - Department of Finance
Date Posted: May 23, 2017
Accepted Paper Series
39 downloads

Incl. Electronic Paper Returns Signal Momentum
Fotis Papailias, Jiadong Liu and Dimitrios D. Thomakos
quantf research, Queen's Management School and University of Peloponnese - School of Management and Economics
Date Posted: May 22, 2017
Working Paper Series
159 downloads

Incl. Electronic Paper Comparing Performance Sensitivity of Retail and Institutional Mutual Funds’ Investment Flows
Finance Research Letters, Forthcoming
Mieszko Mazur, Galla Salganik-Shoshan and Maxim Zagonov
Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG), Ben-Gurion University of the Negev and Toulouse Business School, Université de Toulouse
Date Posted: May 22, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper Business Cycle and Investment Flows of Retail and Institutional Mutual Funds
International Journal of Managerial Finance, Forthcoming
Galla Salganik-Shoshan
Ben-Gurion University of the Negev
Date Posted: May 22, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Inferring Conservatism from the Asymmetric Reporting of Accruals: A Conditional Heteroscedastic Modeling Approach
Albert Kwame Mensah
City University of Hong Kong (CityUHK)
Date Posted: May 22, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper The Impact of Time Horizon on the Effect of Diversification
Yonatan Berman and Ron Berman
Tel Aviv University and University of Pennsylvania - The Wharton School
Date Posted: May 22, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper Information Asymmetry and Trading in Dark Pools: Evidence From Earnings Announcement and Analyst Recommendation Revisions
Karthik Balakrishnan and Peeyush Taori
London Business School and London Business School
Date Posted: May 22, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper Oil Prices Implied Volatility or Direction: Which Matters More to Financial Markets?
Brice V. Dupoyet and Corey A. Shank
Florida International University - College of Business Administration - Finance and University of Texas - Rio Grande Valley, Robert C. Vackar College of Business & Entrepreneurship, Economics and Finance, Students
Date Posted: May 22, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Time Series Reversal of Financial Assets
Jiadong Liu and Fotis Papailias
Queen's Management School and quantf research
Date Posted: May 22, 2017
Working Paper Series
103 downloads

Incl. Electronic Paper The Impact of Investment Recommendations on Stock Return: Comparative Study between International and Emerging Markets
Osama Wagdi, Ahmed Amin, Amani Ayman, Marina Nagi, Mayar Osama and Mohamed Hosny
Modern University for Technology and Information (MTI), Modern University for Technology and Information (MTI), Students, Modern University for Technology and Information (MTI), Students, Modern University for Technology and Information (MTI), Students, Modern University for Technology and Information (MTI), Students and Modern University for Technology and Information (MTI), Students
Date Posted: May 22, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Shorting Fees, Private Information, and Equity Mispricing
Brian J. Henderson, Gergana Jostova and Alexander Philipov
George Washington University - Department of Finance, George Washington University - Department of Finance and George Mason University - Finance Area
Date Posted: May 20, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper The Information Content of the Term Structure of Risk-Neutral Skewness
Paul Borochin, Hao Chang and Yangru Wu
University of Connecticut - School of Business, Rutgers, The State University of New Jersey - Rutgers Business School and Rutgers University, Newark - School of Business - Department of Finance & Economics
Date Posted: May 20, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper On Forecasting
James White
Independent
Date Posted: May 20, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper The Reputational Effects of Analysts’ Stock Recommendations and Credit Ratings: Evidence from Operational Risk Announcements in the Financial Industry
Ahmed Barakat, Simon Ashby and Paul Fenn
University of Nottingham, Plymouth Business School and University of Nottingham
Date Posted: May 19, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper The Diminished Effect of Index Rebalances
Konstantina Kappou
University of Reading - ICMA Centre
Date Posted: May 19, 2017
Working Paper Series
54 downloads

Incl. Electronic Paper Survey of Quality Investing
Jason C. Hsu, Vitali Kalesnik and Engin Kose
Rayliant Global Advisors, Research Affiliates LLC and Research Affiliates, LLC
Date Posted: May 19, 2017
Working Paper Series
52 downloads

Incl. Electronic Paper Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data
Bastian von Beschwitz, Sandro Lunghi and Daniel Schmidt
Board of Governors of the Federal Reserve System, Inalytics Limited and HEC Paris - Finance Department
Date Posted: May 19, 2017
Last Revised: May 23, 2017
Working Paper Series
80 downloads

Incl. Electronic Paper The Micro-Price
Sasha Stoikov
Cornell Financial Engineering Manhattan
Date Posted: May 19, 2017
Last Revised: May 24, 2017
Working Paper Series
141 downloads

Incl. Electronic Paper David vs Goliath (You Against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs (Presentation Slides)
Ravi Kashyap
Gain Knowledge Group
Date Posted: May 18, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper Currency Target Zones as Mirrored Options
Sandro Claudio Lera, Matthias Leiss and Didier Sornette
ETH Zurich, ETH Zurich and Swiss Finance Institute
Date Posted: May 18, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper The Relevance of Tax Cash Flow and Tax Expense
Jeri K. Seidman and Bridget Stomberg
University of Virginia - McIntire School of Commerce and University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: May 18, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper A Note on the Dynamics of Hedge-Fund-Alpha Determinants
In D. Sornette et al. (Eds.), Market Risk and Financial Markets Modeling, DOI 10.1007/978-3-642-27931-7_10, © Springer-Verlag Berlin Heidelberg, pp. 73-97.,
Olga Kolokolova
University of Manchester - Manchester Business School
Date Posted: May 18, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper Predicting Sell-Side Analysts' Relative Earnings Forecast Accuracy When It Matters Most
Niklas Blümke, Dieter Hess and Alexander Stolz
University of Cologne, University of Cologne - Department of Corporate Finance and University of Cologne
Date Posted: May 17, 2017
Working Paper Series
49 downloads

Incl. Electronic Paper A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion
Renato Faccini, Eirini Konstantinidi, George S. Skiadopoulos and Sylvia Sarantopoulou-Chiourea
Queen Mary, University of London, University of Manchester - Manchester Business School, University of Piraeus and University of Piraeus
Date Posted: May 17, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper Financial Reporting for Pollution Reduction Programs
Yonca Ertimur, Jennifer Francis, Amanda Gonzales and Katherine Schipper
University of Colorado at Boulder - Department of Accounting, Duke University, University of Nebraska at Lincoln and Duke University - Fuqua School of Business
Date Posted: May 17, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper Why Do Accruals Predict Earnings?
Jonathan Lewellen and Robert J. Resutek
Dartmouth College - Tuck School of Business and University of Georgia - J.M. Tull School of Accounting
Date Posted: May 17, 2017
Working Paper Series
85 downloads


 

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