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SSRN eLibrary Search Results
JEL Code: G12
8,987,532 Total downloads
Showing Papers 1,181 - 1,230 of 19,274
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Incl. Electronic Paper About One Quadratic Model of Yield Term Structure
Medvedev G. A. About one quadratic model of yield term structure // Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. 2017. № 38. P. 24–29. (In Russian),
Gennady Medvedev
Belarusian State University
Date Posted: June 21, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Nelson-Siegel-Svensson Yields. Probability Properties and Estimation
Gennady Medvedev
Belarusian State University
Date Posted: June 21, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Time Variation of the Equity Term Structure
Niels Joachim Gormsen
Copenhagen Business School
Date Posted: June 21, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper Strategic Trade When Securitized Portfolio Values are Unknown
Louis R. Piccotti
SUNY at Albany - School of Business
Date Posted: June 21, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper On the Nelson-Siegel-Svensson No-Arbitrage Yield Curve Models
Tomsk State University Journal of Control and Computer Science. №3(32). P. 44–55.,
Gennady Medvedev
Belarusian State University
Date Posted: June 21, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Reverse Index Futures Split Effect on Liquidity and Market Dynamics
Athanasios Fassas and Nikolaos L. Hourvouliades
Hellenic Open University and American College of Thessaloniki
Date Posted: June 21, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Yield Curves in Two-Factor Vasiček Models
Probability Theory, Mathematical Statistics and Their Applications: The Collection of Scientific Papers, H́ Minsk: RIVSH, p. 136-141, 2014,
Gennady Medvedev
Belarusian State University
Date Posted: June 21, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Investor Attention and Sentiment: Risk or Anomaly?
Melk Bucher
University of St. Gallen - School of Finance
Date Posted: June 21, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 7. Another Temporal Variable for Maturities
Medvedev G. A. (2013). On term structure of yield rates. 7. Another temporal variable for maturities. Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. №4(25). P. 71–83. (In Russian),
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 6. The Three Factor Model
Tomsk State University Journal of Control and Computer Science. 2013. No. 3(24), P. 113 – 122.,
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
13 downloads

Incl. Electronic Paper Earnings Forecasts: The Case for Combining Analysts' Estimates with a Mechanical Model
Vitor G. Azevedo, Patrick Bielstein and Manuel Gerhart
Technische Universität München (TUM), Department of Financial Management and Capital Markets, Students, Technische Universität München (TUM) - Department of Financial Management and Capital Markets and Technische Universität München (TUM), Students
Date Posted: June 20, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
Sebastian Stöckl
University of Liechtenstein
Date Posted: June 20, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 3. The Duffie – Kan One-Factor Model
Tomsk State University Journal of Control and Computer Science. 2012. No. 3(20), P. 71 – 80.,
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
9 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 2. The Cox – Ingersoll – Ross Model
Tomsk State University Journal of Control and Computer Science. 2012. No. 2(19). pp. 102-111.
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
16 downloads

Incl. Electronic Paper Are Volatility Over Volume Liquidity Proxies Useful For Global Or US Research?
Kingsley Y. L. Fong, Craig W. Holden and Ondrej Tobek
University of New South Wales - School of Banking and Finance, Indiana University - Kelley School of Business - Department of Finance and University of Cambridge - Faculty of Economics
Date Posted: June 20, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Monetary Policy Through Production Networks: Evidence from the Stock Market
CESifo Working Paper Series No. 6486
Ali K. Ozdagli and Michael Weber
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Finance
Date Posted: June 19, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper US Sector Rotation with Five-Factor Fama-French Alphas
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, University of Greenwich Business School and City University London - Sir John Cass Business School
Date Posted: June 19, 2017
Working Paper Series
53 downloads

Incl. Electronic Paper Is Market Fear Persistent? A Long-Memory Analysis
DIW Berlin Discussion Paper No. 1670
Guglielmo Maria Caporale, Luis A. Gil-Alana and Oleksiy Plastun
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Date Posted: June 19, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper Credit Alpha and CO2 Reduction: A Portfolio Manager Perspective
Ulf Erlandsson
Independent
Date Posted: June 19, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Changes in Ownership Breadth and Anomaly Returns
Yangru Wu and Weike Xu
Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University
Date Posted: June 19, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper The Probability Density of the Processes of Short Interest Rates
Medvedev G. A. (2016)The probability density of the processes ofshortinterest rates.Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. –Tomsk State University Journal of Control and Computer Science.№3(36).P.35–48. (In Russian). ,
Gennady Medvedev
Belarusian State University
Date Posted: June 19, 2017
Accepted Paper Series
7 downloads

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: June 19, 2017
Last Revised: June 20, 2017
Working Paper Series

Are Investors Compensated for the Unit Shocks of Idiosyncratic Volatility
Haoxi Yang, Yuecheng Jia and Hongrui Feng
Nankai University, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Independent
Date Posted: June 19, 2017
Working Paper Series

Incl. Electronic Paper Growth Stocks Are More Risky: New Evidence on Cross–Sectional Stock Returns
Yuecheng Jia and Haoxi Yang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Nankai University
Date Posted: June 19, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper The Dark Side of Asset Redeployability: Future Stock Price Crashes
Yangyang Chen, Jeffrey Ng, Jeffrey Pittman and Walid Saffar
Hong Kong Polytechnic University - Faculty of Business, Hong Kong Polytechnic University - School of Accounting and Finance, Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: June 19, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Is It Ethical to Teach That Beta and CAPM Explain Something?
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 19, 2017
Working Paper Series
2145 downloads

Incl. Electronic Paper Contabilidad: Qué Dice y qué no Dice (Accounting: What It Is and What It Is Not)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 19, 2017
Working Paper Series
1314 downloads

Incl. Electronic Paper Inflation Despite Best Intentions - Rating Under Asymmetric Information
Christian Hilpert, Stefan Hirth and Alexander Szimayer
University of Hamburg, University of Aarhus and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: June 16, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Challenges and Prospects in Investing in the Indonesian Stock Market: A Focus on the Consumer Goods Sector
Journal of Global Business and Trade, Vol.12, No.2, pp.15-27
Arlene C. Gutierrez
University of the Philippines, Los Baños
Date Posted: June 16, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper International Synchronicity of Housing Prices
Revista de Análisis Económico, Vol. 31, Nº 2, pp. 115-134 (Octubre 2016),
Alejandro Jara and Nestor Romero
Bank for International Settlements (BIS) and University of Manchester - Alliance Manchester Business School
Date Posted: June 16, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Best Strategies for the Worst Crises
Michael Cook, Edward Hoyle, Matthew Sargaison, Dan Taylor and Otto Van Hemert
Man AHL, Man AHL, Man AHL, Numeric Investors and Man AHL
Date Posted: June 16, 2017
Working Paper Series
146 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
Guglielmo Maria Caporale and Alex Plastun (2017). Calendar anomalies in the Ukrainian stock market. Investment Management and Financial Innovations, 14(1), 104-114. doi:10.21511/imfi.14(1).2017.11
Guglielmo Maria Caporale and Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Date Posted: June 15, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper Stock Market Reactions to Presidential Social Media Usage: Evidence from Company-Specific Tweets
Qi Ge, Alexander Kurov and Marketa Halova Wolfe
Skidmore College - Department of Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Date Posted: June 15, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Systematic Risk and Microstructure Invariance
Yashar H. Barardehi, Dan Bernhardt and Thomas G. Ruchti
Ohio University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Economics and Carnegie Mellon University - Tepper School of Business
Date Posted: June 15, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Exploring Style Herding by Mutual Funds
Caterina Santi and Remco C. J. Zwinkels
Scuola Superiore Sant'Anna di Pisa and Vrije Universiteit Amsterdam
Date Posted: June 15, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper The Role of Inflation-Linked Bonds. Increasing, But Still Modest
CentER Discussion Paper Series No. 2017-027
Ed Westerhout and Ona Ciocyte
CPB Netherlands Bureau of Economic Policy Analysis and Independent
Date Posted: June 15, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Beating the Omega Clock: An Optimal Stopping Problem with Random Time-Horizon Under Spectrally Negative Lévy Models
The Annals of Applied Probability, Forthcoming
Neofytos Rodosthenous and Hongzhong Zhang
Queen Mary, University of London and Columbia University
Date Posted: June 14, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper Margin Requirements and Evolutionary Asset Pricing
Swiss Finance Institute Research Paper No. 17-20
Anastasiia Sokko and Klaus Reiner Schenk-Hoppé
University of Zurich, Department of Banking and Finance and University of Manchester - Department of Economics
Date Posted: June 14, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Psychopathic Traits of Corporate Leadership as Predictors of Future Stock Returns
Tomasz Piotr Wisniewski, Liafisu Sina Yekini and Ayman M. A. Omar
University of Leicester, Coventry University and Coventry University
Date Posted: June 13, 2017
Working Paper Series
165 downloads

Incl. Electronic Paper Multimarket High-Frequency Trading and Commonality in Liquidity
Olga Klein and Shiyun Song
University of Warwick - Warwick Business School and University of Warwick - Warwick Business School
Date Posted: June 13, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper Understanding the Behavior of Distressed Stocks
Yasser Boualam, Joao F. Gomes and Colin Ward
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, The Wharton School and University of Minnesota - Carlson School of Management
Date Posted: June 13, 2017
Last Revised: June 20, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper A Note on CDS Returns
Patrick Augustin and Fahad Saleh
McGill University, Desautels Faculty of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: June 13, 2017
Working Paper Series
43 downloads

Incl. Electronic Paper Measuring Style Efficiency
Jared Kizer
Buckingham Asset Management, LLC
Date Posted: June 13, 2017
Last Revised: June 14, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper The Impact of Changes in the Dow Jones Industrial Average List on Prices and Trading Volume
Yu, Geungu, Phillip Fuller and Patricia A. Freeman. “The Impact of Changes in the Dow Jones Industrial Average List on Prices and Trading Volume.” Southwestern Economic Review (Spring 2015):125-34.,
Geungu Yu, Phillip Fuller and Patricia A Freeman
Jackson State University, Jackson State University and Jackson State University
Date Posted: June 13, 2017
Accepted Paper Series
10 downloads

Incl. Fee Electronic Paper Empirical Evaluation of Overspecified Asset Pricing Models
CEPR Discussion Paper No. DP12085
Elena Manresa, Francisco Peñaranda and Enrique Sentana
Massachusetts Institute of Technology (MIT) - Sloan School of Management, CUNY Queens College and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: June 13, 2017
Working Paper Series
1 downloads

Dynamics of Size and Value Factors in Stock Returns: Evidence from India
Moinak Maiti
Pondicherry University (A Central University)
Date Posted: June 12, 2017
Working Paper Series

Incl. Electronic Paper Information and Liquidity of Over-the-Counter Securities: Evidence from Public Registration of Private Debt
Song Han, Alan Guoming Huang, Madhu Kalimipalli and Ke Wang
Federal Reserve Board - Division of Research and Statistics, University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University and Federal Reserve Board
Date Posted: June 12, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Information and Liquidity of Over-the-Counter Securities: Evidence from Public Registration of Private Debt
Song Han, Alan Guoming Huang, Madhu Kalimipalli and Ke Wang
Federal Reserve Board - Division of Research and Statistics, University of Waterloo, Lazaridis School of Business and Economics, Wilfrid Laurier University and Federal Reserve Board
Date Posted: June 12, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper P/E Ratios and Value Investor Attention
Jordan Moore
University of Rochester, Simon Business School, Students
Date Posted: June 12, 2017
Working Paper Series
62 downloads

Incl. Electronic Paper An Equilibrium Capital Asset Pricing Model in Markets with Trading Constraints and Price Bubbles
Robert A. Jarrow
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: June 12, 2017
Working Paper Series
12 downloads


 

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