Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 724,940
Full Text Papers: 610,293
Authors: 334,469
Papers Received in
  Last 12 months:
63,789

Paper Downloads:
To date: 110,573,936
Last 12 months: 13,537,183
Last 30 days: 1,245,946

CiteReader:  What's this?
Papers with
  Resolved
  References:
316,866
Total References: 9,134,094
Papers with Cites: 247,932
Total Citation
  Links:
5,974,042
Papers with
  Resolved
  Footnotes:
93,244
Total Footnotes: 9,029,811


SSRN eLibrary Search Results
JEL Code: G12
8,788,432 Total downloads
Showing Papers 12,401 - 12,450 of 18,945
Sort By
1 2 3 4 ... 379 | Next >
   

Incl. Electronic Paper Asset Pricing and Excess Returns Over the Market Return
Seung C. Ahn and Alex R. Horenstein
Arizona State University (ASU) - Economics Department and University of Miami - School of Business Administration - Department of Economics
Date Posted: March 29, 2017
Working Paper Series
1 downloads

Time-Varying Risk Premiums and Term Premiums in Commodity Futures
Journal of Alternative Investments, Vol. 19, No. 4, 2017
Denis B. Chaves
The Vanguard Group, Inc.
Date Posted: March 28, 2017
Accepted Paper Series

Incl. Electronic Paper Stock Return Prediction with Fully Flexible Models and Coefficients
Joseph P. Byrne and Rong Fu
Heriot-Watt University - Department of Accountancy, Economics and Finance and Heriot-Watt University - Department of Accountancy, Economics and Finance
Date Posted: March 28, 2017
Working Paper Series
35 downloads

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
34 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

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 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
13 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. Electronic Paper Trading Fast and Slow the Role of Deliberation in Experimental Financial Markets
Center for Relationship Banking and Economics (CERBE) Working Paper Series No. 7
Giovanni Ferri, Matteo Ploner and Matteo Rizzolli
LUMSA University, Università degli Studi di Trento and LUMSA University
Date Posted: March 27, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Global Portfolio Diversification for Long-Horizon Investors
Harvard Business School Finance Working Paper No. 17-085
Luis M. Viceira, Zixuan (Kevin) Wang and John Zhou
Harvard Business School - Finance Unit, Harvard Business School and Harvard University
Date Posted: March 27, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Implied Volatility Changes as Evidence of Stock Price Disequilibrium
Journal of Investing, Forthcoming
Dean Diavatopoulos and Andy Fodor
Seattle University and Ohio University
Date Posted: March 27, 2017
Accepted Paper Series
37 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
21 downloads

Incl. Electronic Paper Reversals in Global Market Integration and Funding Liquidity
FRB International Finance Discussion Paper No. 1202
Amir Akbari, Francesca Carrieri and Aytek Malkhozov
University of Ontario Instittute of Technology, McGill University - Desautels Faculty of Management and Board of Governors of the Federal Reserve System
Date Posted: March 26, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper International Illiquidity
FRB International Finance Discussion Paper No. 1201
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Copenhagen Business School
Date Posted: March 26, 2017
Working Paper Series
4 downloads

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 Mean-Variance Versus Naïve Diversification: The Role of Mispricing
Journal of International Financial Markets, Institutions and Money, Forthcoming
Cheng Yan and Huazhu Zhang
Durham University - Department of Economics and Finance and Nomura
Date Posted: March 25, 2017
Accepted Paper Series
27 downloads

Incl. Electronic Paper Evaluating the Size of the Bootstrap Method for Fund Performance Evaluation
Economics Letters, Forthcoming
Tingting Cheng and Cheng Yan
Monash University and Durham University - Department of Economics and Finance
Date Posted: March 25, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper Do Risk Disclosures Matter When it Counts? Evidence from the Swiss Franc Shock
Luzi Hail, Maximilian Muhn and David Oesch
University of Pennsylvania - The Wharton School, Humboldt University of Berlin and University of Zurich
Date Posted: March 25, 2017
Working Paper Series
50 downloads

Incl. Electronic Paper Earnings Announcement Promotions: A Yahoo Finance Field Experiment
Alastair Lawrence, James P. Ryans, Estelle Sun and Nikolay Laptev
University of California, Berkeley - Haas School of Business, London Business School, Boston University - Questrom School of Business and Yahoo! Research Labs
Date Posted: March 24, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper What Drives Q and Investment Fluctuations?
Ilan Cooper, Paulo F. Maio and Andreea Mitrache
BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and Toulouse Business School
Date Posted: March 24, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Commodity Option Implied Volatilities and the Expected Futures Returns
Lin Gao
Luxembourg School of Finance
Date Posted: March 24, 2017
Working Paper Series
74 downloads

Incl. Electronic Paper A Likelihood-Based Comparison of Macro Asset Pricing Models
FEDS Working Paper No. 2017-024
Andrew Y. Chen, Rebecca Wasyk and Fabian Winkler
Federal Reserve Board, Board of Governors of the Federal Reserve System and Federal Reserve Board
Date Posted: March 24, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Information in Financial Markets: Who Gets it First?
FEDS Working Paper No. 2017-023
Nathan Swem
Board of Governors of the Federal Reserve System
Date Posted: March 24, 2017
Working Paper Series
85 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
89 downloads

Incl. Electronic Paper Overestimated Effective Spreads: Implications for Investors
Björn Hagströmer
Stockholm University - Stockholm Business School
Date Posted: March 23, 2017
Working Paper Series
28 downloads

Incl. Electronic Paper The Role of Pre-Opening Mechanisms in Fragmented Markets
Selma Boussetta, Laurence Lescourret and Sophie Moinas
University of Toulouse 1, ESSEC Business School and IAE - Université de Toulouse 1 Capitole
Date Posted: March 23, 2017
Working Paper Series
11 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
51 downloads

Incl. Electronic Paper Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
Xing Han and Youwei Li
University of Otago - Department of Accountancy and Finance and Queen's University Belfast - School of Management
Date Posted: March 23, 2017
Working Paper Series
28 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
7 downloads

Incl. Electronic Paper Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios
Zhenya Liu, Weifeng Zhou, Shixuan Wang and Ruanmin Cao
Renmin University of China, University of Birmingham, University of Birmingham, Department of Economics and University of Birmingham - Department of Economics
Date Posted: March 23, 2017
Last Revised: March 29, 2017
Working Paper Series
15 downloads

The Internet as an Information Intermediary
Review of Accounting Studies, Forthcoming
Michael S. Drake, Jacob R. Thornock and Brady J. Twedt
Brigham Young University - Marriott School, Brigham Young University and Indiana University - Kelley School of Business - Department of Accounting
Date Posted: March 23, 2017
Accepted Paper Series

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 Measuring Interest Rate Risk Using a Duration Vector
Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: March 22, 2017
Working Paper Series
29 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 Bargaining, Mortgage Financing and Housing Prices
Journal of Real Estate Research, Forthcoming
Xun Bian, Zhenguo (Len) Lin and Yingchun Liu
Longwood University, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Date Posted: March 22, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper An Empirical Study on the Lead-Lag Relationship between Five-Year Chinese Government Spot Bonds and Futures Markets
Journal of International Trade & Commerce, Vol.13, No.1, pp.49-67
Rong-Yuan Qin and Ji-Hun Heo
Yunyang Teachers College and Yeungnam University
Date Posted: March 22, 2017
Accepted Paper Series
3 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

Incl. Electronic Paper VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets
Journal of Futures Markets, Forthcoming
Johan Bjursell, George H. K. Wang and Hui Zheng
Credit Suisse AG, George Mason University - Finance Area and Discipline of Finance, The University of Sydney
Date Posted: March 21, 2017
Accepted Paper Series
35 downloads

Incl. Electronic Paper Simple New Method to Predict Bear Markets (The Entropic Linkage between Equity and Bond Market Dynamics)
Edgar Parker Jr.
New York Life Insurance Company
Date Posted: March 20, 2017
Last Revised: March 23, 2017
Working Paper Series
95 downloads

Incl. Electronic Paper The Bond Benchmark Continues to Tip to Swaps
BIS Quarterly Review March 2017
Lawrence Kreicher, Robert N. McCauley and Philip D. Wooldridge
Dartmouth College, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: March 20, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension
Camilleri, S.J., 2015, The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension, International Journal of Financial Research, 6(2), 44-53.
Silvio John Camilleri
University of Malta - Department of Banking and Finance - FEMA
Date Posted: March 20, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Reactions of Equity and Credit Markets to Unconventional Monetary Policy - Are the Markets Buying It?
Richard Lennart Mertens
University of Bremen - Department of Business Administration
Date Posted: March 20, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Uncompelled Hypothetical Investors and Its Implications for Appraisal Practice
Peter C. Dawson
Independent
Date Posted: March 20, 2017
Last Revised: March 22, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper A Rational Asset Pricing Model for Premiums and Discounts on Closed-End Funds: The Bubble Theory
Robert A. Jarrow and Philip Protter
Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University
Date Posted: March 20, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
Stefano Colonnello, Giuliano Curatola and Alessandro Gioffré
Otto-von-Guericke Universität Magdeburg, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Date Posted: March 20, 2017
Last Revised: March 26, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper On Size Effects in Separate Accounts
Martin Rohleder, Hendrik Tentesch and Marco Wilkens
University of Augsburg, University of Augsburg - Department of Finance and Banking and University of Augsburg
Date Posted: March 18, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper Ten Important Ideas About Value Creation: Powerpoint Presentation
Bartley J. Madden
DePaul University - Center for Strategy, Execution and Valuation
Date Posted: March 18, 2017
Working Paper Series
170 downloads

Incl. Electronic Paper Rare Events and Long-Run Risks
Robert J. Barro and Tao Jin
Harvard University - Department of Economics and Tsinghua University - PBC School of Finance
Date Posted: March 18, 2017
Working Paper Series
34 downloads

Spatial Correlation in Expected Returns in Commercial Real Estate Markets and the Role of Core Markets
Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017
James D. Shilling and C. F. Sirmans
DePaul University and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: March 18, 2017
Accepted Paper Series


 

1 2 3 4 ... 379 | Next >