SSRN International Finance eJournal

1.

Understanding the Modern Monetary System

Number of pages: 45 Posted: 06 Aug 2011 Last Revised: 08 Jul 2015

Working Paper Series

Cullen O. Roche

Orcam Financial Group

Downloads 71,063

2.

International Financial Reporting Standards (IFRS): Pros and Cons for Investors

Accounting and Business Research, Forthcoming

Number of pages: 65 Posted: 13 Sep 2006

Accepted Paper Series

Ray Ball

University of Chicago - Accounting

Downloads 26,835

3.

Facts and Fantasies about Commodity Futures

Yale ICF Working Paper No. 04-20

Number of pages: 41 Posted: 29 Jun 2004

Working Paper Series

Gary B. Gorton and K. Geert Rouwenhorst

Yale School of Management and Yale School of Management - International Center for Finance

There are 3 versions of this paper

Downloads 26,596

4.

Luck Versus Skill in the Cross Section of Mutual Fund Returns

Tuck School of Business Working Paper No. 2009-56 , Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming

Number of pages: 43 Posted: 10 Mar 2009 Last Revised: 08 Feb 2010

Accepted Paper Series

Eugene F. Fama and Kenneth R. French

University of Chicago - Finance and Tuck School of Business at Dartmouth

Downloads 21,210

5.

The Worldwide Equity Premium: A Smaller Puzzle

Chapter 11 of R Mehra (Ed), Handbook of the Equity Risk Premium. Elsevier, 2008, pages 467–514, AFA 2008 New Orleans Meetings Paper; EFA 2006 Zurich Meetings Paper,

Number of pages: 41 Posted: 17 Mar 2006 Last Revised: 20 Mar 2016

Accepted Paper Series

Elroy Dimson, Paul Marsh and Mike Staunton

University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

Downloads 17,623

6.

Does Foreign Direct Investment Accelerate Economic Growth?

U of Minnesota Department of Finance Working Paper

Number of pages: 23 Posted: 23 Jun 2002

Working Paper Series

Maria V. Carkovic and Ross Levine

Institute for Business Innovation and UC Berkeley

Downloads 14,379

7.

Offshore Hedge Funds: Survival & Performance 1989-1995

Yale School of Management Working Paper No. F-52B

Number of pages: 38 Posted: 27 Feb 1997

Working Paper Series

William N. Goetzmann, Roger G. Ibbotson and Stephen J. Brown

Yale School of Management - International Center for Finance, Yale School of Management and New York University - Stern School of Business

There are 2 versions of this paper

Downloads 13,722

8.

Risk-Neutral Probabilities Explained

Number of pages: 27 Posted: 27 Apr 2009 Last Revised: 20 Oct 2010

Working Paper Series

Nicolas Gisiger

affiliation not provided to SSRN

Downloads 12,868

9.

Mandatory IFRS Reporting Around the World: Early Evidence on the Economic Consequences

ECGI - Finance Working Paper No. 198/2008, Chicago GSB Research Paper No. 12

Number of pages: 74 Posted: 25 Oct 2007 Last Revised: 20 Nov 2011

Working Paper Series

Holger Daske, Luzi Hail, Christian Leuz and Rodrigo S. Verdi

University of Mannheim - Accounting and Taxation, University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT)

There are 2 versions of this paper

Downloads 11,998

10.

Global Accounting Convergence and the Potential Adoption of IFRS by the United States: An Analysis of Economic and Policy Factors

Number of pages: 104 Posted: 11 Mar 2009

Working Paper Series

Luzi Hail, Christian Leuz and Peter D. Wysocki

University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business and Boston University Questrom School of Business

There are 2 versions of this paper

Downloads 11,618

11.

Does Corporate Governance Predict Firms' Market Values? Evidence from Korea

post-publication version, published in Journal of Law, Economics, and Organization, Vol. 22, No. 2, Fall 2006, ECGI - Finance Working Paper No. 86/2005, KDI School of Pub Policy & Management Paper No. 02-04, McCombs Research Paper Series No. 02-05, Stanford Law and Economics Olin Working Paper No. 237, U of Texas law, Law and Econ Research Paper No. 26

Number of pages: 66 Posted: 20 Jan 2005 Last Revised: 18 Jun 2013

Accepted Paper Series

Bernard S. Black, Hasung Jang and Woochan Kim

Northwestern University - Pritzker School of Law, Korea University - Department of Finance and Korea University Business School

There are 3 versions of this paper

Downloads 10,854

12.

International Accounting Standards and Accounting Quality

Stanford University Graduate School of Business Research Paper No. 1976

Number of pages: 55 Posted: 11 Apr 2005

Working Paper Series

Mary E. Barth, Wayne R. Landsman and Mark H. Lang

Stanford University - Graduate School of Business, University of North Carolina Kenan-Flagler Business School and University of North Carolina at Chapel Hill

Downloads 10,841

13.

Size, Value, and Momentum in International Stock Returns

Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2011-85, Chicago Booth Research Paper No. 11-10

Number of pages: 36 Posted: 05 Dec 2010 Last Revised: 23 Jun 2011

Working Paper Series

Eugene F. Fama and Kenneth R. French

University of Chicago - Finance and Tuck School of Business at Dartmouth

Downloads 10,796

14.

An Alternative Three-Factor Model

Number of pages: 32 Posted: 19 May 2010 Last Revised: 21 Jan 2014

Working Paper Series

Long Chen, Robert Novy-Marx and Lu Zhang

Cheung Kong Graduate School of Business, Simon Business School, University of Rochester and Ohio State University - Fisher College of Business

Downloads 9,768

15.

High-Frequency Trading

Number of pages: 86 Posted: 06 Jun 2011

Working Paper Series

Peter Gomber, Björn Arndt, Marco Lutat and Tim Uhle

Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Downloads 9,503

16.

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Number of pages: 42 Posted: 08 Aug 2012 Last Revised: 27 Aug 2015

Working Paper Series

Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas

City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School

There are 3 versions of this paper

Downloads 9,499

17.

The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle

Number of pages: 34 Posted: 15 Apr 1998 Last Revised: 31 Oct 2009

Working Paper Series

Ben Jacobsen and Sven Bouman

Tilburg University - TIAS School for Business and Society and Saemor Capital

There are 2 versions of this paper

Downloads 9,491

18.

Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers

Number of pages: 14 Posted: 26 Apr 2011

Working Paper Series

Pablo Fernandez, Javier Aguirreamalloa and Luis Corres Avendaño

University of Navarra - IESE Business School, IESE Business School and IESE

There are 2 versions of this paper

Downloads 9,065

19.

Country Risk: Determinants, Measures and Implications – The 2016 Edition

Number of pages: 103 Posted: 21 Jul 2016

Working Paper Series

Aswath Damodaran

New York University - Stern School of Business

Downloads 9,018

20.

The Evolution of Fintech: A New Post-Crisis Paradigm?

University of Hong Kong Faculty of Law Research Paper No. 2015/047, UNSW Law Research Paper No. 2016-62

Number of pages: 45 Posted: 20 Oct 2015 Last Revised: 07 Sep 2016

Accepted Paper Series

Douglas W. Arner, Janos Nathan Barberis and Ross P. Buckley

University of Hong Kong - Faculty of Law, The University of Hong Kong - Faculty of Law and University of New South Wales (UNSW) - Faculty of Law

Downloads 8,956

21.

What is the Riskfree Rate? A Search for the Basic Building Block

Number of pages: 33 Posted: 18 Dec 2008 Last Revised: 01 Jul 2009

Working Paper Series

Aswath Damodaran

New York University - Stern School of Business

Downloads 8,019

22.

The Volatility Effect: Lower Risk Without Lower Return

Journal of Portfolio Management, pp. 102-113, Fall 2007, ERIM Report Series Reference No. ERS-2007-044-F&A

Number of pages: 23 Posted: 17 Apr 2007

Accepted Paper Series

David Blitz and Pim van Vliet

Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies

Downloads 7,775

23.

A Multifractal Model of Asset Returns

Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper

Number of pages: 33 Posted: 21 Apr 1998

Working Paper Series

Benoit B. Mandelbrot, Adlai J. Fisher and Laurent E. Calvet

Yale University - International Center for Finance, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School - Department of Economics & Finance

Downloads 7,522

24.

Finiteness of Variance is Irrelevant in the Practice of Quantitative Finance

Complexity, Vol. 14, Issue 3, pp. 66–76, January/February 2009,

Number of pages: 12 Posted: 09 Jun 2008 Last Revised: 16 Nov 2012

Working Paper Series

Nassim Nicholas Taleb

NYU-Tandon School of Engineering

Downloads 7,267

25.

Russian Privatization and Corporate Governance: What Went Wrong?

As published in Stanford Law Review, Vol. 52, pp. 1731-1808, 2000.

Number of pages: 79 Posted: 22 Sep 1999

Accepted Paper Series

Bernard S. Black, Reinier Kraakman and Anna Tarassova

Northwestern University - Pritzker School of Law, Harvard Law School and University of Maryland - Center on Institutional Reform and the Informal Sector (IRIS)

Downloads 7,216

26.

Foreign Direct Investment In China: Effects On Growth And Economic Performance

Institute for International Economics Working Paper No. 01-03

Number of pages: 30 Posted: 15 Feb 2002

Working Paper Series

Edward M. Graham and Erika Wada

Institute for International Economics and Institute for International Economics

Downloads 7,158

27.

Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive

Max Planck Institute for Research on Collective Goods 2013/23, Rock Center for Corporate Governance at Stanford University Working Paper No. 161, Stanford University Graduate School of Business Research Paper No. 13-7

Number of pages: 77 Posted: 04 Nov 2013 Last Revised: 12 Jan 2016

Working Paper Series

Anat R. Admati, Peter M. DeMarzo, Martin F. Hellwig and Paul C. Pfleiderer

Stanford Graduate School of Business, Stanford Graduate School of Business, Max Planck Institute for Research on Collective Goods and Stanford Graduate School of Business

Downloads 7,118

28.

Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation

Charles A Dice Center Working Paper No. 2009-12 , Fisher College of Business Working Paper No. 2009-03-012

Number of pages: 38 Posted: 17 Jul 2009 Last Revised: 27 Sep 2010

Working Paper Series

Andrea Beltratti and René M. Stulz

Bocconi University - Department of Finance and Ohio State University (OSU) - Department of Finance

There are 2 versions of this paper

Downloads 7,091

29.

Preparing a Referee Report: Guidelines and Perspectives

Number of pages: 9 Posted: 11 Jan 2015 Last Revised: 21 Dec 2016

Working Paper Series

Jonathan Berk, Campbell R. Harvey and David A. Hirshleifer

Stanford Graduate School of Business, Duke University - Fuqua School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 7,013

30.

Finding Yield in a 2% World

Number of pages: 7 Posted: 04 Feb 2016

Working Paper Series

Meb Faber

Cambria Investment Management

Downloads 6,989

31.

Some New Evidence on Determinants of Foreign Direct Investment in Developing Countries

World Bank Policy Research Working Paper No. 1531

Number of pages: 48 Posted: 20 Apr 2016

Working Paper Series

Harinder Singh and Kwang W. Jun

Grand Valley State University and Independent

Downloads 6,961

32.

Striking Oil: Another Puzzle?

EFA 2005 Moscow Meetings Paper

Number of pages: 43 Posted: 14 Aug 2005

Working Paper Series

Gerben Driesprong, Ben Jacobsen and Benjamin Maat

Erasmus University Rotterdam - Rotterdam School of Management, Tilburg University - TIAS School for Business and Society and APG Asset Management

There are 3 versions of this paper

Downloads 6,885

33.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,

Number of pages: 17 Posted: 04 Oct 2011 Last Revised: 20 Mar 2016

Accepted Paper Series

David Chambers, Elroy Dimson and Antti Ilmanen

University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and AQR Capital Management

Downloads 6,839

34.

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

Journal of Banking and Finance 34, 2530-2548

Number of pages: 48 Posted: 30 Apr 2008 Last Revised: 19 Dec 2013

Accepted Paper Series

Ana-Maria Fuertes, Joëlle Miffre and Georgios Rallis

Cass Business School, City, University of London, EDHEC Business School and City University of London - Sir John Cass Business School

Downloads 6,734

35.

Differences and Similarities in Islamic and Conventional Banking

International Journal of Business and Social Sciences, Vol. 2, No. 2

Number of pages: 25 Posted: 21 Nov 2010 Last Revised: 28 Apr 2014

Accepted Paper Series

Muhammad Hanif

Bahria University - Accounting-Finance Department

Downloads 6,493

36.

Statistical Arbitrage in the U.S. Equities Market

Number of pages: 47 Posted: 30 Jun 2008 Last Revised: 05 Aug 2008

Working Paper Series

Marco Avellaneda and Jeong-Hyun Lee

New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences

Downloads 6,374

37.

Corporate Governance, Investor Protection and Performance in Emerging Markets

World Bank Policy Research Working Paper No. 2818

Number of pages: 40 Posted: 19 Mar 2002

Working Paper Series

Leora F. Klapper and Inessa Love

World Bank and World Bank - Development Economics Data Group (DECDG)

Downloads 6,355

38.

Common Risk Factors in Currency Markets

Review of Financial Studies ( 2011), 24(11), .

Number of pages: 74 Posted: 01 Jun 2008 Last Revised: 27 Aug 2012

Accepted Paper Series

Hanno N. Lustig, Nikolai L. Roussanov and Adrien Verdelhan

Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 6,246

39.

The Legal and Institutional Preconditions for Strong Securities Markets

UCLA Law Review, vol. 48, pp. 781-855, 2001, Stanford Law and Economics Olin Working Paper No. 179

Number of pages: 75 Posted: 06 Oct 1999 Last Revised: 27 Jan 2017

Accepted Paper Series

Bernard S. Black

Northwestern University - Pritzker School of Law

Downloads 6,106

40.

Measuring Loss Potential of Hedge Fund Strategies

Journal of Alternative Investments, Vol. 7, No. 1, pp. 7-31, Summer 2004

Number of pages: 25 Posted: 04 Jan 2005

Accepted Paper Series

Marcos Lopez de Prado and Achim Peijan

Guggenheim Partners, LLC and UBS Wealth Managment Research

Downloads 6,085

41.

Global Real Estate Markets: Cycles And Fundamentals

Yale ICF Working Paper No. 99-03

Number of pages: 23 Posted: 05 Apr 1999

Working Paper Series

Bradford Case, William N. Goetzmann and K. Geert Rouwenhorst

National Association of Real Estate Investment Trusts®, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

There are 2 versions of this paper