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SSRN eLibrary Search Results
JEL Code: G12
8,692,349 Total downloads
Showing Papers 10,301 - 10,350 of 18,798
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1 2 3 4 ... 376 | Next >
   

Incl. Electronic Paper Why Responsible Investors Should Consider Islamic Criteria
Christian Gueckel
SEDCO Capital
Date Posted: February 17, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Asset Allocation with Time Series Momentum and Reversal
Xuezhong He, Kai Li and Youwei Li
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - Finance Discipline Group and Queen's University Belfast - School of Management
Date Posted: February 17, 2017
Last Revised: February 19, 2017
Working Paper Series

Incl. Electronic Paper Social Interaction, Stochastic Volatility, and Momentum
Xuezhong He, Kai Li and Lei Shi
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - Finance Discipline Group and University of Technology Sydney (UTS)
Date Posted: February 17, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Option Trading Leverage and Stock Returns
Zhenping Wang
Emory University, Goizueta Business School, Students
Date Posted: February 17, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Who Invests in Corporate Tax Avoiders?
Sonja O. Rego, Brian M. Williams and Ryan J. Wilson
Indiana University - Kelley School of Business - Department of Accounting, Indiana University - Kelley School of Business - Department of Accounting and University of Oregon - Lundquist College of Business
Date Posted: February 16, 2017
Working Paper Series
13 downloads

Consumption Strikes Back? Measuring Long-Run Risk
Journal of Political Economy, Vol. 116, No. 2, 2008
Lars Peter Hansen, John Heaton and Nan Li
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University, Antai College of Economics and Management
Date Posted: February 16, 2017
Accepted Paper Series

Incl. Electronic Paper Do Banks Price Independent Directors’ Attention?
Henry He Huang, Gerald J. Lobo, Chong Wang and Jian Zhou
Yeshiva University - Sy Syms School of Business, University of Houston - C.T. Bauer College of Business, University of Kentucky and University of Hawaii at Manoa
Date Posted: February 15, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Isolating the Disaster Risk Premium with Equity Options
Jaroslav Horvath
University of New Hampshire - Department of Economics
Date Posted: February 15, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy
Vighneswara Swamy
IBS-Hyderabad
Date Posted: February 15, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Testing for Stock Price Bubbles: A Review of Econometric Tools
The International Journal of Business and Finance Research, Vol. 10(4), p. 29-42, 2016
Bala Arshanapalli and William Bernard Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest
Date Posted: February 15, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper High Frequency Trading and Fragility
ECB Working Paper No. 2020
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: February 15, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations
Thomas Quistgaard Pedersen and Erik Christian Montes Schütte
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: February 14, 2017
Last Revised: February 15, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Multivariate FX Models with Jumps: Triangles, Quantos and Implied Correlation
Forthcoming, European Journal of Operational Research
Laura Ballotta, Griselda Deelstra and Grégory Rayée
Sir John Cass Business School - City, University of London, Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Date Posted: February 14, 2017
Accepted Paper Series
118 downloads

Incl. Electronic Paper Forecasting the Equity Risk Premium with Frequency-Decomposed Predictors
Bank of Finland Research Discussion Paper No. 1/2017
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Date Posted: February 14, 2017
Working Paper Series
50 downloads

Incl. Electronic Paper How Taxes and Required Returns Drove Commercial Real Estate Valuations Over the Past Four Decades
FRB of Dallas Working Paper No. 1703
John V. Duca, Patric H. Hendershott and David C. Ling
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Date Posted: February 14, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Pandemic Crises in Financial Systems: A Simulation-Model to Complement Stress-Testing Frameworks
Banque de France Working Paper No. 621
Julien Idier and Thibaut Piquard
Banque de France - Centre de Recherche and Banque de France
Date Posted: February 14, 2017
Working Paper Series
3 downloads

Privatization of State Enterprises: A Cost Benefit Decision Model Applied to Poland
S. I. Cohen
Erasmus University Rotterdam (EUR) - Department of Economics
Date Posted: February 14, 2017
Working Paper Series

Incl. Electronic Paper The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs
Journal of Real Estate Portfolio Management, Vol. 22, No. 1, 2016
Alexey Akimov, Elaine Hutson and Simon Stevenson
Lancaster University Management School, Monash University - Dept of Banking and Finance and University of Reading - Henley Business School
Date Posted: February 13, 2017
Accepted Paper Series
26 downloads

Incl. Electronic Paper Stock Liquidity Around Credit Risk Changes: Evidence from the Spanish Market
Pilar Abad-Romero, M. Dolores Robles Fernandez and Gare Cuervo
University of Vigo - Fundamentos da Analise Economica e Historia e Institucions Economicas, Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration and Independent
Date Posted: February 13, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
SAFE Working Paper No. 166
Monica Billio, Massimiliano Caporin, Roberto Calogero Panzica and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: February 13, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Haven on Earth? Dynamic Connections between Gold and Stock Markets in Turbulent Times
Juha-Pekka Junttila and Juhani Raatikainen
Jyväskylä University School of Business and Economics and University of Jyväskylä - School of Business and Economics
Date Posted: February 13, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper The Macro-Informational Role of Derivatives: Evidence from the Sovereign CDS Market
Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Rutgers University, Driehaus College of Business, DePaul University and International Monetary Fund
Date Posted: February 13, 2017
Last Revised: February 19, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper The Power of Equity Factor Diversification
Ulrich Carl
Finreon
Date Posted: February 13, 2017
Working Paper Series
47 downloads

Incl. Electronic Paper Understanding Rebalancing and Portfolio Reconstitution
Ulrich Carl
Finreon
Date Posted: February 13, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper Equity Factor Predictability
Ulrich Carl
Finreon
Date Posted: February 13, 2017
Working Paper Series
71 downloads

Incl. Electronic Paper The Limits of Arbitrage and Stock Mispricing: Evidence from Decomposing the Market to Book Ratio
Naji M. Al-Shammasi, Niranjan Tripathy and Margie Tieslau
King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC), University of North Texas and University of North Texas - Department of Economics
Date Posted: February 11, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Türkiye Hisse Senedi Piyasasında Likidite Ölçülerinin Karşılaştırılması Ve Likidite Volatilitesi Hisse Senedi Getirisi Arasındaki İlişki(Comparison of Liquidity Measures and The Relationship Between Volatility of Liquidity and Stock Returns in Turkish Stock Market)
YÖNETİM VE EKONOMİ Yıl:2015 Cilt:22 Sayı:1,
Cüneyt Akar
Bandirma Onyedi Eylul University
Date Posted: February 11, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Implied Cost of Capital: Placing Under the Microscope
Khoa T.A. Hoang and Robert W. Faff
UQ Business School and University of Queensland
Date Posted: February 11, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Estimating the Risk of Joint Defaults: An Application to Central Bank Collateralized Lending Operations
NBP Working Paper No. 181
Dariusz Gatarek and Juliusz Jablecki
Polish Academy of Sciences and National Bank of Poland
Date Posted: February 11, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper A Dynamic Equilibrium Model for U-Shaped Pricing Kernels
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: February 11, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper The Impact of Interest Rates on Firms’ Financing Policies
Sigitas Karpavicius and Fan Yu
The University of Adelaide and Macquarie University, Faculty of Business and Economics
Date Posted: February 10, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Decomposing the Value Premium: The Role of Intangible Information in the Chinese Stock Market
Kin-Yip Ho and Jiyoun An
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and Kyung Hee University
Date Posted: February 10, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Stochastic Efficiency Analysis using Relative Entropy and Empirical Likelihood
Thierry Post and Valerio Potì
Koc University - Graduate School of Business and University College Dublin
Date Posted: February 10, 2017
Working Paper Series
130 downloads

Incl. Electronic Paper Determining Risk Model Confidence Sets
Finance Research Letters, Forthcoming
Mark Cummins, Michael M. Dowling and Francesco Paolo Esposito
Dublin City University Business School, ESC Rennes School of Business and Dublin City University Business School
Date Posted: February 10, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Downside Risks and the Cross-Section of Asset Returns
Adam Farago and Roméo Tédongap
Göteborg University - Center For Finance and ESSEC Business School Paris-Singapore
Date Posted: February 10, 2017
Working Paper Series
67 downloads

Incl. Electronic Paper Rentabilidad De Los Fondos De Pensiones En España. 2001-2016 (Return of Pension Funds in Spain. 2001-2016)
Pablo Fernandez, Vitaly Pershin, Pablo Fernandez Acin and Isabel Fernández Acín
University of Navarra - IESE Business School, University of Navarra, IESE Business School, Independent and University of Navarra
Date Posted: February 10, 2017
Last Revised: February 13, 2017
Working Paper Series
134 downloads

Incl. Electronic Paper What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment Sizing
Victor Haghani and James White
Elm Partners and Independent
Date Posted: February 10, 2017
Last Revised: February 13, 2017
Working Paper Series
285 downloads

Incl. Electronic Paper On the Dynamics of Inflation-Stock Returns in India
Bhandari, A. & Bandi, K. J. Quant. Econ. (2017). doi:10.1007/s40953-017-0075-6
Avishek Bhandari and Bandi Kamaiah
University of Hyderabad and University of Hyderabad - School of Economics
Date Posted: February 09, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Bayesian Model Averaging, Ordinary Least Squares and the Price of Gold
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Date Posted: February 09, 2017
Working Paper Series
99 downloads

Incl. Electronic Paper FX Market Metrics: New Findings Based on CLS Bank Settlement Data
Joel Hasbrouck and Richard M. Levich
New York University (NYU) - Department of Finance and New York University - Stern School of Business
Date Posted: February 08, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper Liquid Alternative Mutual Funds versus Hedge Funds
Jonathan S. Hartley
University of Pennsylvania, The Wharton School, Students
Date Posted: February 08, 2017
Working Paper Series
81 downloads

Incl. Electronic Paper Betting Against Correlation: Testing Theories of the Low-Risk Effect
Clifford S. Asness, Andrea Frazzini, Niels Joachim Gormsen and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC, Copenhagen Business School and AQR Capital Management, LLC
Date Posted: February 08, 2017
Working Paper Series
1712 downloads

Incl. Electronic Paper Herding on Earnings News: The Role of Institutional Investors in Post-Earnings-Announcement Drift
Linda H. Chen, Wei Huang and George J. Jiang
Washington State University, College of Saint Benedict (CSB) and Saint John's University (SJU) and Washington State University
Date Posted: February 08, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper Consumption with Unhedgeable Interest Rate Risk
Gu Wang
Worcester Polytechnic Institute
Date Posted: February 08, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper The Effects of Board Gender Diversity on a Firm's Risk Strategies
Linda H. Chen, Jeffrey Gramlich and Kimberly A. Houser
Washington State University, Carson College of Business and Washington State University
Date Posted: February 08, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper The Swap Market Model with Local Stochastic Volatility
Kenjiro Oya
Nomura Holdings, Inc. (NHI) - Nomura Securities Co., Ltd.
Date Posted: February 08, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Continuous-Time General Equilibrium Asset Pricing Under Regime Switching
Seyoung Park
National University of Singapore (NUS) - Risk Management Institute
Date Posted: February 08, 2017
Last Revised: February 11, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Three Measures of Broker-Dealer Risk Appetite and the Cross-Section of Stock Returns
Anusar Farooqui
Indian Institute of Management---Udaipur
Date Posted: February 08, 2017
Last Revised: February 10, 2017
Working Paper Series
31 downloads

An Empirical Cross-Section Analysis of Stock Returns on the Chinese A-Share Stock Market
Investment Management and Financial Innovations, 10(1), 127-136.
Christopher Gan, Baiding Hu and Zhaohua Li
Lincoln University (NZ), Lincoln University (NZ) and Lincoln University (NZ) - Commerce
Date Posted: February 08, 2017
Accepted Paper Series

Incl. Electronic Paper Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy
Wenxin Du, Carolin E. Pflueger and Jesse Schreger
Federal Reserve Board, University of British Columbia (UBC) - Division of Finance and Harvard Business School
Date Posted: February 07, 2017
Working Paper Series
11 downloads


 

1 2 3 4 ... 376 | Next >