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SSRN eLibrary Search Results
JEL Code: G12
8,927,641 Total downloads
Showing Papers 1,121 - 1,170 of 19,155
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1 2 3 4 ... 384 | Next >
   

Incl. Electronic Paper The Use and Abuse of Dividend Discount Model: Evidence from Indian Stock Market
Sony Thomas
Indian Institute of Management (IIM), Kozhikode
Date Posted: May 29, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Out-of-Sample Performance of Mutual Fund Predictors
Christopher S. Jones and Haitao Mo
University of Southern California - Marshall School of Business - Finance and Business Economics Department and E. J. Ourso College of Business, Louisiana State University
Date Posted: May 28, 2017
Working Paper Series
19 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
5 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
16 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
41 downloads

Incl. Electronic Paper A Revised Approach to Cir Short-Term Interest Rates Model
Giuseppe Orlando, Rosa Maria Mininni and Michele Bufalo
University of Bari - Department of Economics and Mathematical Methods, Independent and La Sapienza University of Rome
Date Posted: May 27, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Dynamic Spillover Effects across Petroleum Spot and Futures Volatilities, Trading Volume and Open Interest
Georgios Magkonis and Dimitris A. Tsouknidis
University of Bradford and Cyprus University of Technology
Date Posted: May 26, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Do Individual Investors Ignore Transaction Costs?
Deniz Anginer, Celim Yildizhan and Xue Snow Han
World Bank Research, University of Georgia - C. Herman and Mary Virginia Terry College of Business and San Francisco State University
Date Posted: May 26, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Aspects of Macroeconomic Policy Combinations and Their Effects on Financial Markets
Economic Issues, Volume 19, No 1, Pages 95 - 118. (2014)
Muhammad Ali Nasir and Alaa M. Soliman
Leeds Beckett University and London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Date Posted: May 26, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper Pricing Catastrophe Bonds Based on a Left-Truncated Loss Index
Mario Giuricich and Krzysztof Burnecki
University of Cape Town - Faculty of Commerce and Hugo Steinhaus Center
Date Posted: May 25, 2017
Working Paper Series
7 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
16 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
16 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
15 downloads

Incl. Electronic Paper European Spreads at the Interest Rate Lower Bound
Laura Coroneo and Sergio Pastorello
University of York - Department of Economics and Related Studies and University of Bologna - Department of Economics
Date Posted: May 24, 2017
Last Revised: May 27, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper A Reconsideration of the Equity Premium Puzzle
Miguel Cantillo
Universidad de Costa Rica
Date Posted: May 24, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper How Should We Estimate Value-Relevance Models? Insights from European Data
British Accounting Review, Forthcoming
Enrico Onali, Gianluca Ginesti and Chrysovalantis Vasilakis
Aston University - Aston Business School, Department of Economics, Management, Institutions - University of Naples and Bangor Business School
Date Posted: May 24, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper The Dynamics of Heterogeneity and Asset Prices
Walter Farkas and Ciprian Necula
University of Zurich, Swiss Finance Institute (SFI) at Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: May 24, 2017
Working Paper Series
5 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 Portfolio Choice and Asset Pricing with Investor Entry and Exit
Yosef Bonaparte, George M. Korniotis and Alok Kumar
University of Colorado at Denver - Department of Finance, University of Miami and University of Miami - School of Business Administration
Date Posted: May 24, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Building Efficient Portfolios Sensitive to Market Volatility
Wei Liu, James W. Kolari and Jianhua Z. Huang
Texas A&M University - Department of Finance, Texas A&M University, Department of Finance and Texas A&M University
Date Posted: May 24, 2017
Last Revised: May 25, 2017
Working Paper Series
211 downloads

Incl. Electronic Paper The Impact of Market Structure on Ex-Dividend Day Stock Price Behavior
Financial Management, Forthcoming
Sandra Mortal, Shishir K. Paudel and Sabatino Silveri
University of Alabama - Culverhouse College of Commerce & Business Administration, Alabama A&M University - College of Business and Public Affairs and University of Memphis - Fogelman College of Business and Economics
Date Posted: May 24, 2017
Accepted Paper Series
9 downloads

Is It Liquidity or Quality That Matters in Foreign Exchange Market?
Ehab Abdel-Tawab Yamani
Jackson State University - Economics and Finance
Date Posted: May 24, 2017
Working Paper Series

Incl. Electronic Paper J-REIT Market Quality: Impact of High Frequency Trading and the Financial Crisis
Pawan Jain
University of Wyoming - College of Business - Department of Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
22 downloads

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 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 Does Price Limit Hit's Patterns Follow Stock Return Patterns?
Haitham Nobanee and Maryam Al Hajjar
Abu Dhabi University and Abu Dhabi University
Date Posted: May 22, 2017
Last Revised: May 24, 2017
Working Paper Series
25 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 Aggregate Expected Investment Growth and Stock Market Returns
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, University of Delaware and University of Minnesota
Date Posted: May 22, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Data Snooping in Equity Premium Prediction
Viktoria-Sophie Bartsch, Hubert Dichtl, Wolfgang Drobetz and Andreas Neuhierl
University of Hamburg, Alpha Portfolio Advisors, University of Hamburg and University of Notre Dame - Department of Finance
Date Posted: May 22, 2017
Working Paper Series
22 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. Fee Electronic Paper Belief Dispersion in the Stock Market
CEPR Discussion Paper No. DP12056
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Date Posted: May 22, 2017
Working Paper Series

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
17 downloads

Incl. Electronic Paper Take it to the Limit: The Debt Ceiling and Treasury Yields
FEDS Working Paper No. 2017-052
David B. Cashin, Erin E. Syron Ferris, Elizabeth Klee and Cailey Stevens
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: May 22, 2017
Working Paper Series
7 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
105 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
23 downloads

Incl. Electronic Paper Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns
Swiss Finance Institute Research Paper No. 17-15
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Date Posted: May 20, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Adjusting Option Pricing Models for Informative Starting Points
Hammad Siddiqi
University of Queensland
Date Posted: May 20, 2017
Last Revised: May 22, 2017
Working Paper Series
16 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
82 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
144 downloads

Incl. Electronic Paper Alternative Profitability Measures and Cross Section of Expected Stock Returns: International Evidence
Nusret Cakici, Sris Chatterjee and Yi Tang
Fordham University, Gabelli School of Business, Fordham University and Fordham University - Gabelli School of Business
Date Posted: May 18, 2017
Working Paper Series
57 downloads

Incl. Electronic Paper Seeking Price and Macroeconomic Stabilisation in the Euro Area: The Role of House Prices and Stock Prices
Imran Hussain Shah and Simón Sosvilla Rivero
University of Bath and Complutense University of Madrid
Date Posted: May 18, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Are Limit Hits Industry-Specific?
Nobanee, H. (2007). Are Limit Hits Industry Specific?. Applied Economics Letters (incorporating Applied Financial Economics Letters), 3(2), 115-119
Haitham Nobanee
Abu Dhabi University
Date Posted: May 18, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Internet Appendix for 'Belief Dispersion in the Stock Market'
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Date Posted: May 18, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Supply and Shorting in Speculative Markets
Marcel Nutz and Jose A. Scheinkman
Columbia University and Columbia University
Date Posted: May 18, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Long-Dated Swaption Volatility Approximation in the Forward-LIBOR Model
Jacques van Appel, Thomas A McWalter and Johan de Kock
University of Johannesburg, University of Cape Town (UCT) and Libfin, Liberty Life
Date Posted: May 17, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper High Frequency Trading and Fragility
IESE Business School Working Paper No. 1161-E
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: May 17, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper Testing for Convexity Relevance: An IFRS 9 Benchmark Cashflow Test Proposal
Luigi A. Cefis
Intesa SanPaolo SpA
Date Posted: May 17, 2017
Last Revised: May 24, 2017
Working Paper Series
60 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
52 downloads

Incl. Electronic Paper Conditional Violation of Weak-Form Market Efficiency: The Autoregressive Component of Stock Returns with Consideration to the Return Distribution
Ben Jansen
Florida Atlantic University
Date Posted: May 16, 2017
Working Paper Series
19 downloads


 

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