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SSRN eLibrary Search Results
JEL Code: G12
8,913,256 Total downloads
Showing Papers 11,851 - 11,900 of 19,134
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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
1 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

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
4 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
16 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
10 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
8 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
7 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
Working Paper Series
18 downloads

Incl. Electronic Paper The Micro-Price
Sasha Stoikov
Cornell Financial Engineering Manhattan
Date Posted: May 19, 2017
Working Paper Series
61 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
34 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
6 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
4 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
7 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
23 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
8 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
23 downloads

Incl. Electronic Paper Testing for Convexity Relevance: An IFRS 9 Cashflow Benchmark Test Proposal
Luigi A. Cefis
Intesa SanPaolo SpA
Date Posted: May 17, 2017
Working Paper Series
50 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
34 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
12 downloads

Incl. Electronic Paper The Impact of Relative Seniority between Bank Debt and Deposit on Bank Credit Spreads under Stressful Conditions
James Chen
Research137 LLC
Date Posted: May 16, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper On the Centrality of Redemption: Linking the State and Credit Theories of Money Through a Financial Approach to Money
Levy Economics Institute, Working Papers Series No. 890
Eric Tymoigne
Lewis & Clark College
Date Posted: May 16, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Safe Assets
PIER Working Paper No. 17-008
Robert J. Barro, Jesús Fernández-Villaverde, Oren Levintal and Andrew Mollerus
Harvard University - Department of Economics, University of Pennsylvania - Department of Economics, Interdisciplinary Center (IDC) Herzliyah and Harvard University
Date Posted: May 16, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Bid-to-Cover and Yield Changes Around Public Debt Auctions in the Euro Area
ECB Working Paper No. 2056
Roel M. W. J. Beetsma, Massimo Giuliodori, Jesper Hanson and Frank de Jong
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
Date Posted: May 16, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Flow Effects of Central Bank Asset Purchases on Euro Area Sovereign Bond Yields: Evidence from a Natural Experiment
ECB Working Paper No. 2052
Roberto A. De Santis and Federic Holm-Hadulla
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Date Posted: May 16, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Underwriter Distress and Rollover Risk
Stine Louise Daetz, Jens Dick-Nielsen and Mads Stenbo Nielsen
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Date Posted: May 15, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Dynamics of the Expectation and Risk Premium in the OIS Term Structure
Suresh M. Sundaresan, Zhenyu Wang and Wei Yang
Columbia Business School - Finance and Economics, Indiana University, Kelley School of Business and Indiana University - Kelley School of Business - Department of Finance
Date Posted: May 15, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Expected Stock Returns
Ana Gonzalez-Urteaga, Belen Nieto and Gonzalo Rubio
Public University of Navarre, University of Alicante and Universidad CEU Cardenal Herrera
Date Posted: May 15, 2017
Working Paper Series
42 downloads

Incl. Electronic Paper Interactive Distraction: The Effect of Macroeconomic News on Market Reaction to Earnings News
Linda H. Chen, George J. Jiang and Xingnong Zhu
Washington State University, Washington State University and Ibbotson Associates
Date Posted: May 15, 2017
Last Revised: May 17, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper Corporate Bond Dealers' Inventory Risk and FOMC
Alessio Ruzza and Wojciech Zurowski
Swiss Finance Institute and University of Lugano, Swiss Finance Institute, Students
Date Posted: May 13, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Learning from the Joneses: Technical Uncertainty, Spillover, and Stock Returns
Kevin Tseng
University of Kansas School of Business
Date Posted: May 13, 2017
Working Paper Series
13 downloads

Mutual Funds in Greece: Case Study of Domestic Equity Mutual Funds During Financial Crisis
Managerial Finance Issue 7, Vol 43, Accepted - Forthcoming
Drosos Koutsokostas and Spyros Papathanasiou
Hellenic Open University and Hellenic Open University
Date Posted: May 12, 2017
Accepted Paper Series

Incl. Electronic Paper Mean-Swap Variance, Portfolio Theory and Prospect Asset Pricing
Victor Chow and Zhan Wang
West Virginia University and West Virginia University, College of Business & Economics, Department of Finance, Students
Date Posted: May 12, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Monetary Policy through Production Networks: Evidence from the Stock Market
Becker Friedman Institute for Research in Economics Working Paper No. 2017-07
Ali K. Ozdagli and Michael Weber
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Finance
Date Posted: May 12, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Negative Investment Returns in a Developing Market Context
Mike Ward, Chris Muller and Pravin Semnarayan
University of Pretoria - Gordon Institute of Business Science, Independent and University of Pretoria, Gordon Institute of Business Science
Date Posted: May 11, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper The Dynamics of Government Bond Yields in the Eurozone
Levy Economics Institute, Working Paper No. 889
Tanweer Akram and Anupam Das
Thrivent Financial and Mount Royal University
Date Posted: May 10, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper The Relation between Market Value, Past Performance and Extreme Returns of Common Stocks in the United States, 1926-2012
Werner F.M. DeBondt, Jungshik Hur, Glenn N. Pettengill and Vivek Singh
DePaul University - Driehaus Center for Behavioral Finance, Louisiana Tech University, Grand Valley State University and University of Michigan at Dearborn - College of Business
Date Posted: May 10, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper Stock Price Synchronicity and Material Sustainability Information
Harvard Business School Working Papers
Jyothika Grewal, Clarissa Hauptmann and George Serafeim
Harvard University, Harvard Business School, Students, Maastricht University - Department of Finance, Students and Harvard University - Harvard Business School
Date Posted: May 10, 2017
Last Revised: May 18, 2017
Working Paper Series
198 downloads

Incl. Electronic Paper Are REITs a Distinct Asset Class?
Jared Kizer and Sean Grover
Buckingham Asset Management, LLC and Buckingham Asset Management, LLC
Date Posted: May 10, 2017
Working Paper Series
56 downloads

Incl. Electronic Paper Social Capital and Idiosyncratic Return Volatility
Mostafa Monzur Hasan and Ahsan Habib
Curtin University and Massey University - School of Accountancy
Date Posted: May 10, 2017
Last Revised: May 11, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Europe's CoCos Provide a Lesson on Uncertainty
OFR WP 17-02
Katherine I Gleason, Steve Bright, Francis Martinez and Charles Taylor
Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research, Government of the United States of America - Office of Financial Research and Government of the United States of America - Office of Financial Research
Date Posted: May 09, 2017
Working Paper Series
45 downloads

Incl. Electronic Paper The Cash Conversion Cycle Spread
Baolian Wang
Gabelli School of Business - Fordham University
Date Posted: May 08, 2017
Working Paper Series
45 downloads

Incl. Electronic Paper Stock Loan Lotteries and Individual Investor Performance
Jordan Moore
University of Rochester, Simon Business School, Students
Date Posted: May 08, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Liquidity Transformation and Financial Stability: Evidence from the Cash Management of Open-End Italian Mutual Funds
Bank of Italy Temi di Discussione (Working Paper) No. 1113
Nicola Branzoli and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Date Posted: May 08, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Unspanned Stochastic Volatility in the Multi-Factor CIR Model
Swiss Finance Institute Research Paper No. 17-13
Damir Filipović, Martin Larsson and Francesco Statti
Ecole Polytechnique Fédérale de Lausanne, ETH Zurich - Department of Mathematics and Ecole Polytechnique Fédérale de Lausanne
Date Posted: May 08, 2017
Last Revised: May 20, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper The Decline in Asset Return Predictability and Macroeconomic Volatility
FEDS Working Paper No. 2017-050
Alex C. Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Date Posted: May 08, 2017
Working Paper Series
50 downloads

Incl. Electronic Paper Liquidity Discount Model and Spillover Effects
Douglas W. Blackburn and Ren-Raw Chen
Fordham University and Gabelli School of Business, Fordham University
Date Posted: May 05, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Global Investigation of Return Autocorrelation and Its Determinants
Pacific-Basin Finance Journal, Forthcoming
Pawan Jain and Wenjun Xue
University of Wyoming - College of Business - Department of Economics and Finance and Florida International University (FIU) - Department of Economics
Date Posted: May 05, 2017
Accepted Paper Series
39 downloads

Incl. Electronic Paper (A)Symmetric Information Bubbles: Experimental Evidence
Globalization and Monetary Policy Institute Working Paper No. 312
Yasushi Asako, Yukihiko Funaki, Kozo Ueda and Nobuyuki Uto
Waseda University, Waseda University, School of Political Science and Economics, Waseda University and Waseda University
Date Posted: May 05, 2017
Working Paper Series

Incl. Electronic Paper Compressing Over-the-Counter Markets
Marco D'Errico and Tarik Roukny
University of Zurich - Department of Banking and Finance and Massachusetts Institute of Technology (MIT)
Date Posted: May 04, 2017
Working Paper Series
19 downloads


 

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