Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 741,896
Full Text Papers: 625,842
Authors: 343,835
Papers Received in
  Last 12 months:
64,578

Paper Downloads:
To date: 113,770,385
Last 12 months: 13,386,140
Last 30 days: 915,040

CiteReader:  What's this?
Papers with
  Resolved
  References:
320,264
Total References: 9,114,916
Papers with Cites: 248,323
Total Citation
  Links:
5,992,958
Papers with
  Resolved
  Footnotes:
93,260
Total Footnotes: 9,038,289


SSRN eLibrary Search Results
JEL Code: G13
2,614,454 Total downloads
Showing Papers 1,361 - 1,410 of 6,595
Sort By
1 2 3 4 ... 132 | Next >
   

Incl. Electronic Paper Futures Hedge Profit Measurement Error-Correction Model vs. Regression Approach Hedge Ratios, and Data Error Effects
Financial Management, Vol. 28, No. 4, Winter 1999
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Date Posted: June 24, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper The Determinants and the Effect of Soft Information 'Loss' in Bank Lending.
Gabriele Sampagnaro, Claudio Porzio and Vincenzo Verdoliva
University of Naples Parthenope, University of Naples Parthenope and Kingston University of London
Date Posted: June 22, 2017
Working Paper Series
6 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
Last Revised: June 23, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper An Approach to Enhanced Indexing
Andrei Bolshakov and Ludwig B. Chincarini
WEDGE Capital Management, LLP and University of San Francisco School of Management
Date Posted: June 21, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper High-Frequency Price Discovery of Gold
Joerg Picard
Grand Valley State University
Date Posted: June 21, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper Valuation of Carbon Emission Allowances and Related Derivatives Under a Closed Trading Phase
Mingyu Fang, Ken Seng Tan and Tony S. Wirjanto
Department of Statistics and Actuarial Science, University of Waterloo, University of Waterloo and Department of Statistics & Actuarial Science and School of Accounting & Finance, University of Waterloo,
Date Posted: June 19, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper The Present of Futures: Valuing Eurodollar-Futures Convexity Adjustments in a Multi-Curve World
Fabio Mercurio
Bloomberg L.P.
Date Posted: June 19, 2017
Working Paper Series
14 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
49 downloads

Incl. Electronic Paper Commodity Options in India – The Way Forward
Kiran Karande
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Date Posted: June 13, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Status of Research Relating to Commodity Transaction Tax in India
Velmurugan Palaniyappa Shanmugam and Perumalraja R
Pondicherry University - Department of Commerce and Pondicherry University - Department of Commerce, Students
Date Posted: June 12, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Locally Adapt Risks Minimizing
Siyabonga Goodwill Chule
Mathematical Sciences (MS) centre, the African Institute for MS
Date Posted: June 08, 2017
Last Revised: June 10, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper The Volatility-of-Volatility Term Structure
Nicole Branger, Hendrik Hülsbusch and Alexander Kraftschik
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: June 08, 2017
Last Revised: June 14, 2017
Working Paper Series
143 downloads

Incl. Electronic Paper Exploring the Role of the Realized Return Distribution in the Formation of the Implied Volatility Smile
Journal of Banking and Finance, Vol. 36, No. 4, 2012
George Chalamandaris and Leonidas Rompolis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: June 07, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Eurozone (Expected) Inflation: An Option's Eyes View
Banco de Espana Working Paper No. 1722
Ricardo Gimeno and Alfredo Ibañez
Banco de España and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Date Posted: June 07, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper The Mills Ratio and the Behavior of Redeemable Bond Prices in the Gaussian Structural Model of Corporate Default
Peter Spencer
University of York
Date Posted: June 07, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Option Implied Dividends
Jac Kragt
Tilburg University - Department of Finance
Date Posted: June 06, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Jump Variance Risk: Evidence from Option Valuation and Stock Returns
Hsuan-Ling Chang, Yen-Cheng Chang, Hung-Wen Cheng and Kevin Tseng
National Taiwan University, National Taiwan University - College of Management, Department of Financial Engineering and Actuarial Mathematics, Soochow University and University of Kansas School of Business
Date Posted: June 06, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper Dynamics of Market Anomalies and Measurement Errors of Risk-Free Interest Rates
HKIMR Working Paper No. 11/2017
C. H. Hui, Chi-Fai Lo and Chin-To Fung
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and The Chinese University of Hong Kong (CUHK)
Date Posted: June 06, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Smiles & Smirks: A Tale of Factors
Laura Ballotta and Grégory Rayée
Sir John Cass Business School - City, University of London and Université Libre de Bruxelles (ULB)
Date Posted: June 06, 2017
Working Paper Series
74 downloads

Incl. Electronic Paper Single Stock Futures Trading and Its Impact on Feedback Trading and Volatility: A Case Study of Pakistan
Forman Journal of Economic Studies, Vol. 9, 2013 (January – December) pp. 81-107,
Imran Riaz Malik, Attaullah Shah and Safiullah Khan
IQRA University, Islamabad Campus, Institute of Management Sciences and Kohat University of Science and Technology
Date Posted: June 05, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper Volatility Skews Implied by a Multi-Technology Bid Stack Model for Electricity Markets
Thomas Wottka
RWE Group - RWE Supply & Trading GmbH
Date Posted: June 05, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Investors’ Behavior and Futures Markets: A Dynamic CAPM Augmented GJR-GARCH Process Approach with Non-Normal Distribution
Pakistan Journal of Applied Economics, Vol. 24, No. 2, p. 121-142, Winter 2014
Imran Riaz Malik and Attaullah Shah
IQRA University, Islamabad Campus and Institute of Management Sciences
Date Posted: June 05, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Resumption of Single Stock Futures (SSFs) with Stringent Regulations and Their Impact on the Risk Characteristics of the Underlying Stocks
Business & Economic Review, Vol. 8, Issue 2, pp. 1-22, 2016
Imran Riaz Malik and Attaullah Shah
IQRA University, Islamabad Campus and Institute of Management Sciences
Date Posted: June 05, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper Macro Risks and the Term Structure of Interest Rates
FEDS Working Paper No. 2017-058
Geert Bekaert, Eric Engstrom and Andrey Ermolov
Columbia Business School - Finance and Economics, U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets and Gabelli School of Business, Fordham University
Date Posted: June 05, 2017
Working Paper Series
36 downloads

Incl. Electronic Paper Supercomputers
Electronic version of a book chapter forthcoming in High-Performance Computing in Finance: Problems, Methods, and Solutions, M.A.H. Dempster, J. Kanniainen, J. Keane, and E. Vynckier (Eds), Chapman and Hall/CRC, London, 2017. ISBN 9781482299663
Peter Schober
Goethe University Frankfurt - Department of Finance
Date Posted: June 05, 2017
Accepted Paper Series
20 downloads

Incl. Electronic Paper Pricing of American Options
Ilya I. Gikhman
Independent
Date Posted: June 04, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper Option Investor Rationality Revisited: The Role of Exercise Boundary Violations
Robert H. Battalio, Stephen Figlewski and Robert Neal
University of Notre Dame - Department of Finance, New York University - Stern School of Business and Indiana University - Kelley School of Business
Date Posted: June 03, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Pricing of Rainfall Derivatives Using Generalized Linear Modelling of Daily Rainfall Process
International Agricultural Risk, Finance and Insurance Conference (IARFIC) 2017 Paris meetings paper
Anand Shah
Tata Consultancy Services
Date Posted: June 02, 2017
Last Revised: June 16, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper The Tax Inversion Problem: A Hard Nut to Crack
Phillip Fuller and Henry Thomas
Jackson State University and Jackson State University - Accounting
Date Posted: June 02, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper An American Call IS Worth More Than a European Call: The Value of American Exercise When the Market Is Not Perfectly Liquid
Stephen Figlewski
New York University - Stern School of Business
Date Posted: June 01, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
FEDS Working Paper No. 2014-58
Zhaogang Song and Dacheng Xiu
Johns Hopkins University - Carey Business School and University of Chicago - Booth School of Business
Date Posted: May 31, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper The Information Content of Option-Implied Tail Risk on the Future Returns of the Underlying Asset
Yaw-Huei Wang and Kuang-Chieh Yen
National Taiwan University and National Taiwan University, Department of Finance, Students
Date Posted: May 31, 2017
Working Paper Series
43 downloads

Incl. Electronic Paper Generating Options-Implied Probability Densities to Understand Oil Market Events
FRB International Finance Discussion Paper No. 1122
Deepa Dhume Datta, Juan M. Londono and Landon Ross
Federal Reserve Board, Federal Reserve Board of Governors and Board of Governors of the Federal Reserve System
Date Posted: May 31, 2017
Working Paper Series
44 downloads

Incl. Electronic Paper Dynamic Index Tracking and Risk Exposure Control Using Derivatives
Tim Leung and Brian Ward
University of Washington - Department of Applied Math and Columbia University
Date Posted: May 30, 2017
Last Revised: June 09, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper Market Implications of Default Prediction
Hong Miao, Sanjay Ramchander, Patricia A Ryan and Tianyang Wang
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate
Date Posted: May 30, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing
Mario Giuricich and Krzysztof Burnecki
University of Cape Town (UCT), Faculty of Commerce, Graduate School of Business, Students and Hugo Steinhaus Center
Date Posted: May 30, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper The Leverage Effect and the Basket-Index Put Spread
Robert S. Goldstein and Fan Yang
University of Minnesota - Twin Cities and University of Connecticut
Date Posted: May 28, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
FIRN Research Paper
Mesias Alfeus, Martino Grasselli and Erik Schlogl
UTS Business School/Finance Discipline group, University of Padova - Department of Mathematics and University of Technology Sydney (UTS), UTS Business School, Finance Discipline Group
Date Posted: May 25, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Pricing Catastrophe Bonds Based on a Left-Truncated Loss Index
Mario Giuricich and Krzysztof Burnecki
University of Cape Town (UCT), Faculty of Commerce, Graduate School of Business, Students and Hugo Steinhaus Center
Date Posted: May 25, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper A Reconsideration of the Equity Premium Puzzle
Miguel Cantillo
Universidad de Costa Rica
Date Posted: May 24, 2017
Last Revised: May 30, 2017
Working Paper Series
18 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
47 downloads

Incl. Electronic Paper Adjusting Option Pricing Models for Informative Starting Points
Hammad Siddiqi
University of Queensland
Date Posted: May 20, 2017
Last Revised: June 05, 2017
Working Paper Series
22 downloads

Freight Derivatives Pricing for Decoupled Mean-Reverting Diffusion and Jumps
Ioannis Kyriakou, Panos K. Pouliasis, Nikos C. Papapostolou and Kostas D. Andriosopoulos
City University London - Sir John Cass Business School, Sir John Cass Business School, Cass Business School, City, University of London and ESCP Europe Business School
Date Posted: May 20, 2017
Working Paper Series

Incl. Electronic Paper Gaussian Quadrature Method for Pricing American and Exotic Options in a Jump-Diffusion Process
Pei-Shih Weng and Wei-Che Tsai
National Dong Hwa University and National Sun Yat-sen University - Department of Finance
Date Posted: May 18, 2017
Working Paper Series
18 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
14 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
80 downloads

Incl. Electronic Paper A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion
Renato Faccini, Eirini Konstantinidi, George S. Skiadopoulos and Sylvia Sarantopoulou-Chiourea
Queen Mary, University of London, University of Manchester - Manchester Business School, University of Piraeus and University of Piraeus
Date Posted: May 17, 2017
Working Paper Series
56 downloads

Incl. Electronic Paper Optimising Cross-Asset Carry
"Factor Investing", Elsevier & ISTE Press, 2017 (Forthcoming)
Nick Baltas
Imperial College Business School
Date Posted: May 17, 2017
Accepted Paper Series
249 downloads

Incl. Electronic Paper Multivariate Modeling and Analysis of Regional Ocean Freight Rates
Roar Adland, Fred Espen Benth and Steen Koekebakker
Norwegian School of Economics (NHH), University of Oslo and School of Business and Law at the University of Agder
Date Posted: May 16, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper Arbitrage and Its Physical Limits
Louis H. Ederington, Chitru S. Fernando, Kateryna V. Holland and Scott C. Linn
University of Oklahoma - Division of Finance, University of Oklahoma - Michael F. Price College of Business, Purdue University - Division of Finance and University of Oklahoma - Michael F. Price College of Business
Date Posted: May 15, 2017
Last Revised: May 17, 2017
Working Paper Series
83 downloads


 

1 2 3 4 ... 132 | Next >