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SSRN eLibrary Search Results
JEL Code: G12
9,003,016 Total downloads
Showing Papers 1,421 - 1,470 of 19,308
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1 2 3 4 ... 387 | Next >
   

Incl. Electronic Paper Heterogeneous Preferences, Constraints, and the Cyclicality of Leverage
Tyler Abbot
Sciences Po - Department of Economics
Date Posted: June 29, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Covering the World: Global Evidence on Covered Calls
Roni Israelov, Matthew Klein and Harsha Tummala
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: June 28, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Which Index Options Should You Sell?
Roni Israelov and Harsha Tummala
AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: June 28, 2017
Last Revised: June 29, 2017
Working Paper Series
8 downloads

Unbundling: No More Analysts at a Discount
Journa lof Portfolio Management, Vol. 1, No. 3, 1975
Robert Ferguson
AnswersToGo
Date Posted: June 28, 2017
Accepted Paper Series

Incl. Electronic Paper Millennials’ Support for Liberal Democracy is Failing. An Investor Perspective
Constantin Gurdgiev
Trinity College, Dublin
Date Posted: June 28, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper The Bond Pricing Implications of Rating-Based Capital Requirements
Scott Murray and Stanislava Nikolova
Georgia State University and University of Nebraska - Lincoln
Date Posted: June 28, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Disappointment Aversion and Income Risk: Implications for Portfolio Allocation
Revansiddha Basavaraj Khanapure
University of Delaware - Department of Finance
Date Posted: June 28, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper A Century of Evidence on Trend-Following Investing
Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: June 28, 2017
Working Paper Series
232 downloads

Incl. Electronic Paper Local Fluctuations of the Signed Traded Volumes and the Dependencies of Demands: A Copula Analysis
Shanshan Wang and Thomas Guhr
Faculty of Physics, University of Duisburg-Essen and University of Duisburg-Essen
Date Posted: June 28, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Functional Ross Recovery: An Operator Approach
Yannick Dillschneider and Raimond Maurer
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Finance Department
Date Posted: June 27, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper A Comment on Wu and Xia (2016) from a Macroeconomic Perspective
CAMA Working Paper No. 41/2017
Leo Krippner
Reserve Bank of New Zealand
Date Posted: June 27, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Estimating Beta When the CAPM Is True
"Estimating Beta When the CAPM is True", The Journal of Performance Measurement, Summer 1998, v2(4). 38-55
Robert Ferguson and Yusif Simaan
AnswersToGo and Fordham University - Graduate School of Business
Date Posted: June 27, 2017
Last Revised: June 28, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Importance of Being Special: Repo Markets During the Crisis
ECB Working Paper No. 2065
Stefano Corradin and Angela Maddaloni
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: June 27, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper CEO Turnover and Political Repositioning
Yosef Bonaparte
University of Colorado at Denver - Department of Finance
Date Posted: June 26, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper President Life Cycle and Stock Market Outcomes
Yosef Bonaparte
University of Colorado at Denver - Department of Finance
Date Posted: June 26, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Solving DSGE Models - When Local Approximations Fail
Nikolai Gräber and Malte Schumacher
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: June 26, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper On Yield Curves of the European Central Bank
Medvedev G. A.On yield curves of the european central bank. Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science.2017.No. 41. (InRussian), Forthcoming ,
Gennady Medvedev
Belarusian State University
Date Posted: June 26, 2017
Accepted Paper Series
10 downloads

Incl. Fee Electronic Paper Houses Across Time and Across Place
CEPR Discussion Paper No. DP12103
David Miles and James A. Sefton
Imperial College Business School and Imperial College London
Date Posted: June 26, 2017
Working Paper Series

Incl. Electronic Paper Modelling Stock Returns in India: Fama and French Revisited
Rajeev Kumar Upadhyay
Delhi University Enclave, Department of Commerce
Date Posted: June 23, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Brokers and Order Flow Leakage: Evidence from Fire Sales
Andrea Barbon, Marco Di Maggio, Francesco A. Franzoni and Augustin Landier
Università della Svizzera italiana (USI), Lugano, Harvard Business School, USI Lugano and Toulouse School of Economics
Date Posted: June 23, 2017
Last Revised: June 28, 2017
Working Paper Series
56 downloads

Incl. Electronic Paper The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment
Roman Frydman, Soren Johansen, Anders Rahbek and Morten Nyboe Tabor
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Date Posted: June 23, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Developments in Financial Institutions, Governance, Agency Costs, and Misconduct
Journal of International Financial Markets, Institutions and Money, Forthcoming
Douglas J. Cumming, Sofia Johan and Rejo Peter
York University - Schulich School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Date Posted: June 23, 2017
Accepted Paper Series
15 downloads

Incl. Electronic Paper How Aggregate Volatility-of-Volatility Affects Stock Returns
Review of Asset Pricing Studies, Forthcoming
Fabian Hollstein and Marcel Prokopczuk
Leibniz Universität Hannover - Faculty of Economics and Management and Leibniz Universität Hannover - Faculty of Economics and Management
Date Posted: June 23, 2017
Last Revised: June 26, 2017
Accepted Paper Series
58 downloads

Incl. Electronic Paper Reversal, Momentum and Intraday Returns
Haoyu Xu
Shanghai University of Finance and Economics
Date Posted: June 23, 2017
Working Paper Series
142 downloads

Incl. Electronic Paper Corporate Advertisements and the Investor Attention Effect: Evidence from Television Commercials
Hiroyuki Aman, Norihiro Kasuga and Hiroshi Moriyasu
Kwansei Gakuin University, Konan University and Nagasaki University
Date Posted: June 23, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper On Quadratic Models of Yield in Risk-Neutral World
Gennady Medvedev and Dmitriy A. Pavliv
Belarusian State University and Belarusian State University
Date Posted: June 22, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper The Longstaff – Schwartz Model of Yield Term Structure and its Expansion
Gennady Medvedev
Belarusian State University
Date Posted: June 22, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Polynomial Models of Yield Term Structure
Gennady Medvedev
Belarusian State University
Date Posted: June 22, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets
CAEPR Working Paper 2017-005
Robert A. Becker
Indiana University Bloomington - Department of Economics
Date Posted: June 22, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Credit Market Freezes
Efraim Benmelech and Nittai Bergman
Northwestern University - Kellogg School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 22, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 5. The Duffie – Kan Two Factor Model (Continuation).
Medvedev G. A. On term structure of yield rates. 5. The Duffie –Kan two factor model (continuation) Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. 2013. No.2(23), P. 64–74.(In Russian) ,
Gennady Medvedev
Belarusian State University
Date Posted: June 22, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 4. The Duffie – Kan Two Factor Model
Medvedev G. A. On term structure of yield rates. 4.The Duffie–Kan two factor model // Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. 2012. No.4(21), P.89–99.P. 64–74.(In Russian) ,
Gennady Medvedev
Belarusian State University
Date Posted: June 22, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper Optimism, Volatility and Decision-Making in Stock Markets
Francesco Rocciolo, Andrea Gheno and Chris Brooks
University of Rome III - Department of Business Studies, University of Rome III - Department of Business Studies and University of Reading - ICMA Centre
Date Posted: June 22, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper Decreasing Returns to Scale, Fund Flows, and Performance
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Date Posted: June 22, 2017
Last Revised: June 28, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Noisy Active Management
Robert F. Stambaugh
University of Pennsylvania - The Wharton School
Date Posted: June 22, 2017
Last Revised: June 25, 2017
Working Paper Series
20 downloads

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
8 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
10 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
52 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 25, 2017
Working Paper Series
10 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
7 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
12 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
11 downloads

Incl. Electronic Paper Investor Attention and Sentiment: Risk or Anomaly?
Melk Bucher
Columbia Business School
Date Posted: June 21, 2017
Working Paper Series
71 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
9 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
21 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
Last Revised: June 26, 2017
Working Paper Series
83 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
26 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
13 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
21 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
25 downloads


 

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