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Capital Markets: Asset Pricing & Valuation eJournal
7,284,291 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 21,672
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1 2 3 4 ... 434 | Next >
   

Incl. Electronic Paper Higher-Order Moments of Fundamentals: A Literature Review
Yuecheng Jia, Ivilina Popova and Betty J. Simkins
Oklahoma State University - Stillwater - Spears School of Business, Texas State University - San Marcos and Oklahoma State University - Stillwater - Department of Finance
Date Posted: March 28, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper The Cross Section of Returns on FX Options and Volatility
Jessica James and Ian W. Marsh
Risk Advisory Group and City University London - Sir John Cass Business School
Date Posted: March 28, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Investor Disagreement and Merger Outcomes
Sangwon Lee
University of Houston, Department of Finance, Students
Date Posted: March 28, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Foreign Exchange Liquidity in the Americas
BIS Paper No. 90
Susan McLaughlin and Bank for International Settlements
Federal Reserve Banks - Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 28, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Pre-IPO Cash Flow Volatility and Aftermarket Valuation
Justin S. Cox
University of Mississippi - Department of Finance
Date Posted: March 27, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper The Impacts of Interest Rate on Stock Market: Empirical Evidence from Dhaka Stock Exchange
South Asian Journal of Management Sciences, Vol. 4(1), pp. 21-30, (2010)
Gazi Salah Uddin and Md. Mahmudul Alam
Presidency University and Universiti Utara Malaysia
Date Posted: March 27, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries
International Journal of Business and Management (ISSN 1833-3850), Vol. 4(3), pp. 43-51, 2009
Md. Mahmudul Alam and Gazi Salah Uddin
Universiti Utara Malaysia and Presidency University
Date Posted: March 27, 2017
Accepted Paper Series
2 downloads

Herd Behavior and Asset Pricing in the Indian Stock Market
Yash Chauhan, Nehal Ahmad, Vaishali Aggarwal and Abhijeet Chandra
Delhi Technological University, Independent, GGS IP University and Indian Institute of Technology (IIT), Kharagpur - Vinod Gupta School of Management
Date Posted: March 27, 2017
Working Paper Series

Incl. Electronic Paper Dynamic Relationships between Dubai Oil Price, Shanghai and KOSPI Stock Markets
Journal of International Trade & Commerce, Vol.12, No.4, pp. 211-221, August 2016
Byung-Jin Yim and Seo-Young Lee
Yeungnam University and affiliation not provided to SSRN
Date Posted: March 27, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Relationships between Exchange Rates and Stock Prices: Empirical Investigation from Johannesburg Stock Exchange
Alam, M.M., Uddin, M.G.S., and Taufique, R. 2011. The Relationships between Exchange Rates and Stock Prices: Empirical Investigation from Johannesburg Stock Exchange, Inventi Rapid: Emerging Economics, Vol. 2011(3)
Md. Mahmudul Alam, Gazi Salah Uddin and Khan Md. Raziuddin Taufique
Universiti Utara Malaysia, Presidency University and Presidency University
Date Posted: March 27, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Conditional Equity Premium and Aggregate Investment: Is the Stock Market a Sideshow?
Hui Guo and Buhui Qiu
University of Cincinnati - Department of Finance - Real Estate and University of Sydney Business School
Date Posted: March 27, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper An Empirical Evidence of International Fisher Effect in Bangladesh with India and China: A Time-Series Approach
Alam, M.M., Alam, K.A., and Shuvo, A. 2011. An Empirical Evidence of International Fisher Effect in Bangladesh with India and China: A Time-Series Approach, Elixir Online Journal: Elixir Finance, Vol. 36, pp. 3078-3081.
Md. Mahmudul Alam, Kazi Ashraful Alam and Anisuzzaman Shuvo
Universiti Utara Malaysia, ASA University Bangladesh (ASAUB) and Independent
Date Posted: March 27, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper When Does the Peer Information Environment Matter?
Journal of Accounting & Economics (JAE), Forthcoming
Nemit Shroff, Rodrigo S. Verdi and Benjamin P. Yost
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 27, 2017
Accepted Paper Series
10 downloads

Incl. Fee Electronic Paper Bid-to-Cover and Yield Changes Around Public Debt Auctions in the Euro Area
CEPR Discussion Paper No. DP11932
Roel M. W. J. Beetsma, Frank de Jong, Massimo Giuliodori and Jesper Hanson
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Tilburg University, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and affiliation not provided to SSRN
Date Posted: March 27, 2017
Working Paper Series

Incl. Fee Electronic Paper Risk Aversion as a Perceptual Bias
CEPR Discussion Paper No. DP11929
Mel Win Khaw, Ziang Li and Michael Woodford
Columbia University, Columbia University and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Date Posted: March 27, 2017
Working Paper Series

Incl. Electronic Paper Elliptical Black-Litterman Portfolio Optimization
Andrzej Palczewski and Jan Palczewski
University of Warsaw - Faculty of Mathematics, Informatics, and Mechanics and University of Leeds - School of Mathematics
Date Posted: March 27, 2017
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Demand for Information and Asset Pricing
NBER Working Paper No. w23274
Azi Ben-Rephael, Bruce I. Carlin, Zhi Da and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance, University of California, Los Angeles (UCLA) - Anderson School of Management, University of Notre Dame - Mendoza College of Business and Indiana University - Kelley School of Business - Department of Finance
Date Posted: March 27, 2017
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Exchange Rate Policies at the Zero Lower Bound
NBER Working Paper No. w23266
Manuel Amador, Javier Bianchi, Luigi Bocola and Fabrizio Perri
Federal Reserve Banks - Federal Reserve Bank of Minneapolis, University of Wisconsin - Madison, University of Pennsylvania and Bocconi University - Department of Economics
Date Posted: March 27, 2017
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Exchange Rate Prediction Redux: New Models, New Data, New Currencies
NBER Working Paper No. w23267
Yin-Wong Cheung, Menzie David Chinn, Antonio Garcia Pascual and Yi Zhang
City University of Hong Kong - Department of Economics & Finance, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, affiliation not provided to SSRN and University of Wisconsin - Madison - Department of Economics
Date Posted: March 27, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Post-Apocalyptic: The Real Consequences of Activist Short-Selling
Yu Ting Forester Wong and Wuyang Zhao
University of Southern California - Leventhal School of Accounting and University of Toronto, Rotman School of Management, Accounting
Date Posted: March 26, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Asset Return & Camel Process: Beauty and the Beast
Zhenya Liu and Shixuan Wang
Renmin University of China and University of Birmingham, Department of Economics
Date Posted: March 26, 2017
Working Paper Series
20 downloads

Incl. Fee Electronic Paper Interest Rate Linkages between Offshore and Onshore Renminbi Markets
Australian Economic Papers, Vol. 55, Issue 4, pp. 434-450, 2016
Yongqi Feng and tianshu zhang
affiliation not provided to SSRN and Jilin University (JLU)
Date Posted: March 26, 2017
Accepted Paper Series

Incl. Electronic Paper No-arbitrage Private Market Equity Prices and Transaction Costs: Generalized IPCPL Theory and Private Market Empirical Tests
David H Goodman and Malcolm McLelland
Gosule, Butkus, & Jesson LLP and McLelland + Palazzi | Financial economics
Date Posted: March 25, 2017
Last Revised: March 27, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Note on Rationality
Forthcoming, Journal of Investing
Joseph Calandro Jr.
Fordham University - Gabelli Center for Global Security Analysis
Date Posted: March 25, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach
Economic Modelling, Forthcoming
Mehmet Balcilar, Elie Bouri, Rangan Gupta and David Roubaud
Eastern Mediterranean University, Université Saint Esprit de Kaslik (USEK), University of Pretoria - Department of Economics and Montpellier Business School
Date Posted: March 25, 2017
Accepted Paper Series
21 downloads

Incl. Electronic Paper Large Price Changes and Pervasive Non-Linearity in Financial Markets: Implications and Interpretations
Shima Amini, Robert Hudson, Jian Wang and Andrew Urquhart
University of Leeds, Hull University Business School (HUBS), University of Hull and Southampton Business School
Date Posted: March 24, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Rents, Technical Change, and Risk Premia
MIT Department of Economics Working Paper No. 17-05
Ricardo J. Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas
Massachusetts Institute of Technology (MIT) - Department of Economics, Harvard University - Department of Economics and University of California, Berkeley - Department of Economics
Date Posted: March 24, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Flow-Based Incentives, Transaction Costs, and Liquidity Premia
Jing Xu and Cheng Yan
School of Finance, Renmin University of China and Durham University - Department of Economics and Finance
Date Posted: March 24, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Du Tunindex au Tunindex-i: Structure et Performance (From Tunindex to Tunindex-i: Structure and Performance)
Amine Ben Amar, Makram Bellalah and Lamjed Jerfel
Université Paris Dauphine - LEDa-SDFi, Conservatoire des Arts et Metiers (CNAM) and ESTIM Université
Date Posted: March 24, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Pathetic Protection: The Elusive Benefits of Protective Puts
Roni Israelov
AQR Capital Management, LLC
Date Posted: March 23, 2017
Working Paper Series
87 downloads

Incl. Electronic Paper Subjective Cashflows and Discount Rates
Ricardo De la O and Sean Myers
Stanford University - Department of Economics and Stanford University
Date Posted: March 23, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Explaining Returns through Valuation
Erik Johannesson and James A. Ohlson
Columbia University - Columbia Business School and Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: March 23, 2017
Working Paper Series
49 downloads

Incl. Electronic Paper Analysts and Anomalies
Joseph Engelberg, R. David McLean and Jeffrey Pontiff
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance and Boston College - Department of Finance
Date Posted: March 23, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper The Taming of the Two - Simulation-Based Asset Pricing with Multi-Period Disasters and Two Consumption Goods
Jantje Soenksen
University of Tuebingen
Date Posted: March 23, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper What Are Reference Rates For?
IMF Working Paper No. 17/13
Divya Kirti
International Monetary Fund (IMF)
Date Posted: March 23, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Bubbles in a Secular Stagnation Economy
Jason Lu
University of Cambridge, Faculty of Economics, Students
Date Posted: March 23, 2017
Last Revised: March 25, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Exchange Traded Funds and the Volatility of the Underlying Assets in Nigeria
Journal of Accounting, Association of National Accountants of Nigeria 4(1) pg. 117 – 131.,
Abdul Adamu
Nasarawa State University Keffi - Nigeria
Date Posted: March 23, 2017
Last Revised: March 25, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Nominal Price Level and Noise Trading
Shima Amini and Charlie X. Cai
University of Leeds and University of Liverpool Management School
Date Posted: March 23, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper The Cross Section of Bank Value
Mark Egan, Stefan Lewellen and Aditya Sunderam
University of Minnesota Carlson School of Management, London Business School and Harvard University
Date Posted: March 23, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Taper Tantrums: QE, Its Aftermath and Emerging Market Capital Flows
Anusha Chari, Karlye Marissa Dilts Stedman and Christian T. Lundblad
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of North Carolina (UNC) at Chapel Hill, College of Arts and Sciences, Department of Economics and University of North Carolina Kenan-Flagler Business School
Date Posted: March 23, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Naive Risk Parity Portfolio with Fractal Estimation of Volatility
Ilia Drozdov and Sergey Kamenshchikov
Independent and Moscow State University
Date Posted: March 22, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Explaining Repo Specialness
Alfonso Dufour, Miriam Marra, Ivan Sangiorgi and Frank S. Skinner
ICMA Centre, Henley Business School, University of Reading, University of Reading - ICMA Centre, ICMA Centre, Henley Business School, University of Reading and Brunel University
Date Posted: March 22, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Effects of 'Large' Customers on Firm Value: The Case of Earnings Surprises
Lixin Huang and Jayant R. Kale
Georgia State University and Northeastern University
Date Posted: March 22, 2017
Last Revised: March 24, 2017
Working Paper Series
11 downloads

Funding, Collateral, and Hedging: Uncovering the Mechanics and the Subtleties of Funding Valuation Adjustments Using Modified Black-Scholes Models
Alexander Okhuese Victor
Independent
Date Posted: March 22, 2017
Working Paper Series

Incl. Electronic Paper Risk Aversion and the Response of the Macroeconomy to Volatility Shocks
Lorenzo Bretscher, Alex C. Hsu and Andrea Tamoni
London School of Economics & Political Science (LSE), Georgia Institute of Technology - Scheller College of Business and London School of Economics & Political Science (LSE)
Date Posted: March 22, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Do Leverage Decreasing Recapitalizations Reflect Market Timing Efforts?
Michael Kisser and Loreta Rapushi
Norwegian School of Economics (NHH) and Norwegian School of Economics (NHH)
Date Posted: March 22, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper On the Return-Volatility Relationship in the Bitcoin Market around the Price Crash of 2013
1. Bouri E., Azzi G., and Dyhrberg, A.H. (2017). On the Return-volatility Relationship in the Bitcoin Market around the Price Crash of 2013. Economics: The Open-Access, Open-Assessment E-Journal, 11 (2017-2): 1-16. doi/10.5018/economics-ejournal.ja.2017-2
Elie Bouri, Georges Azzi and Anne Haubo Dyhrberg
Université Saint Esprit de Kaslik (USEK), Université Saint Esprit de Kaslik (USEK) and University College Dublin (UCD)
Date Posted: March 22, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Measuring Global and Country-Specific Uncertainty
Journal of International Money and Finance, Forthcoming
Ezgi Ozturk and Xuguang Simon Sheng
International Monetary Fund (IMF) and American University
Date Posted: March 22, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Preferences of Omega Ratio for Risk Averters and Risk Seekers
Xu Guo and Wing-Keung Wong
Beijing Normal University (BNU) and Asia University, Department of Finance
Date Posted: March 22, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies
Shubhasis Dey and Aravind Sampath
Indian Institute of Management, Kozhikode, India and Indian Institute of Management (IIM), Kozhikode
Date Posted: March 22, 2017
Working Paper Series
8 downloads


 

1 2 3 4 ... 434 | Next >