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SSRN eLibrary Search Results
JEL Code: G11
4,500,093 Total downloads
Showing Papers 3,801 - 3,850 of 11,287
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Incl. Electronic Paper Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
CESifo Working Paper Series No. 6432
M. Hashem Pesaran and Takashi Yamagata
USC Dornsife Institute for New Economic Thinking and University of York - Department of Economics and Related Studies
Date Posted: May 24, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Up and Down: Forecast Revisions, Forecast Dispersion and Momentum
Yun Liao
University of Macau - Faculty of Business Administration
Date Posted: May 24, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Building Efficient Portfolios Sensitive to Market Volatility
Wei Liu, James W. Kolari and Jianhua Z. Huang
Texas A&M University - Department of Finance, Texas A&M University, Department of Finance and Texas A&M University
Date Posted: May 24, 2017
Working Paper Series
196 downloads

Incl. Electronic Paper The Causal Effect of Local Product Market Shocks on Equity Holdings: Evidence from the Airline Industry
Daniel Bradley and Jared Williams
University of South Florida and University of South Florida
Date Posted: May 24, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper How Investment Performance Affects the Formation and Use of Beliefs
Daniel Grosshans, Ferdinand Langnickel and Stefan Zeisberger
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and Radboud University Nijmegen
Date Posted: May 24, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper J-REIT Market Quality: Impact of High Frequency Trading and the Financial Crisis
Pawan Jain
University of Wyoming - College of Business - Department of Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Performance, Persistence, and Pay: A New Perspective on CTAs
Ingomar Krohn, Alexander Mende, Michael Moore and Vikas Raman
University of Warwick - Finance Group, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and University of Warwick - Finance Group
Date Posted: May 23, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Does Price Limit Hit's Patterns Follow Stock Return Patterns?
Haitham Nobanee, Modar Abdullatif and Maryam Al Hajjar
Abu Dhabi University, Middle East University and Abu Dhabi University
Date Posted: May 22, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Returns Signal Momentum
Fotis Papailias, Jiadong Liu and Dimitrios D. Thomakos
quantf research, Queen's Management School and University of Peloponnese - School of Management and Economics
Date Posted: May 22, 2017
Working Paper Series
112 downloads

Incl. Electronic Paper Censored Fractional Response Model: Estimating Heterogeneous Relative Risk Aversion of European Households
Qizhou Xiong
Halle Institute for Economic Research
Date Posted: May 22, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Comparing Performance Sensitivity of Retail and Institutional Mutual Funds’ Investment Flows
Finance Research Letters, Forthcoming
Mieszko Mazur, Galla Salganik-Shoshan and Maxim Zagonov
Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG), Ben-Gurion University of the Negev and Toulouse Business School, Université de Toulouse
Date Posted: May 22, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Data Snooping in Equity Premium Prediction
Viktoria-Sophie Bartsch, Hubert Dichtl, Wolfgang Drobetz and Andreas Neuhierl
University of Hamburg, Alpha Portfolio Advisors, University of Hamburg and University of Notre Dame - Department of Finance
Date Posted: May 22, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Business Cycle and Investment Flows of Retail and Institutional Mutual Funds
International Journal of Managerial Finance, Forthcoming
Galla Salganik-Shoshan
Ben-Gurion University of the Negev
Date Posted: May 22, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
DIW Berlin Discussion Paper No. 1669
Guglielmo Maria Caporale and Kefei You
Brunel University - Centre for Empirical Finance and University of Greenwich
Date Posted: May 22, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper The Impact of Time Horizon on the Effect of Diversification
Yonatan Berman and Ron Berman
Tel Aviv University and University of Pennsylvania - The Wharton School
Date Posted: May 22, 2017
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Do Savings and Credit Institutions Reduce Vulnerability? New Evidence from Mexico
Review of Income and Wealth, Vol. 63, Issue 2, pp. 335-352, 2017
Robert Lensink, Servin Juarez Roselia and Marrit Van den Berg
University of Groningen - Department of Economics, Econometrics and Finance, Colegio de Postgraduados and Wageningen University - Development Economics
Date Posted: May 22, 2017
Accepted 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
74 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
21 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
11 downloads

Incl. Electronic Paper Local Currency Systemic Risk
Nicola Borri
LUISS Guido Carli University - Department of Economics
Date Posted: May 19, 2017
Last Revised: May 24, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
World Development, Volume 67, Pages 110–125, March 2015,
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: May 19, 2017
Accepted Paper Series
3 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
Last Revised: May 23, 2017
Working Paper Series
24 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
42 downloads

Incl. Electronic Paper Lifetime Investment and Consumption with Recursive Preferences and Small Transaction Costs
Yaroslav Melnyk, Johannes Muhle‐Karbe and Frank Thomas Seifried
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, University of Michigan at Ann Arbor and University of Trier
Date Posted: May 18, 2017
Working Paper Series
13 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
5 downloads

Incl. Electronic Paper Supplementary Appendix to: A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables
Kris Boudt, Dries Cornilly and Tim Verdonck
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel (VUB) and Department of Mathematics, KU Leuven
Date Posted: May 18, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Performance para los Fondos Mutuos de Renta Variable en el Mercado Peruano: 2008-2014 (Performance of Equity Funds in the Peruvian Markets: 2008-2014)
Documento de Trabajo Omega Beta Gamma No. 03-2016
Alfonso Ayala
Universidad Nacional Mayor de San Marcos
Date Posted: May 18, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Robust Bootstrap Densities for Dynamic Conditional Correlations: Implications for Portfolio Selection and Value-at-Risk
Carlos Trucíos, Luiz Koodi Hotta and Esther Ruiz
Sao Paulo School of Economics, FGV., University of Campinas (UNICAMP) - Department of Statistics and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: May 17, 2017
Working Paper Series
18 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
112 downloads

Incl. Electronic Paper Optimal Rényi Entropy Portfolios
Nathan Lassance and Frédéric D. Vrins
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Louvain School of Management, Université catholique de Louvain
Date Posted: May 16, 2017
Last Revised: May 19, 2017
Working Paper Series
42 downloads

Incl. Electronic Paper The Effect of Prior Choices on Expectations and Subsequent Portfolio Decisions
Camelia M. Kuhnen, Sarah Rudorf and Bernd Weber
University of North Carolina Kenan-Flagler Business School, University of Bern - Department of Psychology and University of Bonn
Date Posted: May 16, 2017
Working Paper Series
15 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
6 downloads

Incl. Electronic Paper An Assessment of Managerial Skill Based on Cross-Sectional Mutual Fund Performance
Ilhan Demiralp and Chitru S. Fernando
University of Oklahoma - Division of Finance and University of Oklahoma - Michael F. Price College of Business
Date Posted: May 15, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Effect of Monetary Policies on the Relationship between Advertising and Mutual Fund Flows
Ming-Hung Wu, Wei-Che Tsai and Miao-Ling Chen
National Sun Yat-sen University, Department of Finance, Students, National Sun Yat-sen University - Department of Finance and National Sun Yat-sen University - Department of Finance
Date Posted: May 15, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Dynamic Properties of the Bitcoin and the US Market
Stavros Stavroyiannis and Vassilios Babalos
Technological Educational Institute of Peloponnese - Department of Accounting and Finance and Department of Accounting & Finance, Technological Educational Institute of Peloponnese
Date Posted: May 13, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Democratizing Impact Investing: The Promise and Challenge of Social Impact Exchanges
Mario Laul and Karen Wendt
Responsible Investmentbanking Scientific Publishing and Eccoscience E.V. MBA
Date Posted: May 13, 2017
Working Paper Series
8 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 Investing for the Long Run
Dietmar Leisen and Eckhard Platen
University of Mainz - Department of Banking and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: May 11, 2017
Working Paper Series
66 downloads

Incl. Electronic Paper Decarbonizing Finance – Recent Developments and the Challenge Ahead
Karen Wendt
Eccoscience E.V. MBA
Date Posted: May 11, 2017
Working Paper Series
6 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
21 downloads

Incl. Electronic Paper Sparse Precision Matrices for Minimum Variance Portfolios
Gabriele Torri, Rosella Giacometti and Sandra Paterlini
University of Bergamo, University of Bergamo and EBS Universität für Wirtschaft und Recht
Date Posted: May 10, 2017
Working Paper Series
51 downloads

Incl. Electronic Paper An Empirical Analysis of the Dynamic Relation among Investment, Earnings and Dividends
Managerial Finance, Volume 40, Number 2, p. 118-136, 2014
Richard A. DeFusco, Lee M. Dunham and John M. Geppert
University of Nebraska at Lincoln - Department of Finance, Creighton University - College of Business Administration and University of Nebraska at Lincoln - Department of Finance
Date Posted: May 10, 2017
Accepted Paper Series
18 downloads

Incl. Electronic Paper An Analysis of the Impact of Securities Lending on the Performance of ETFs
Journal of Wealth Management, Volume 17, Number 4, p. 75-84, 2015
Lee M. Dunham and Thuy H. Simpson
Creighton University - College of Business Administration and University of Nebraska-Lincoln
Date Posted: May 10, 2017
Accepted Paper Series
20 downloads

Incl. Electronic Paper Securities Lending Activities in Mutual Funds and ETFs: Ethical Considerations
Journal of Business Ethics, Vol. 139, No. 1, 2016
Lee M. Dunham, Randy D. Jorgensen and Kenneth M. Washer
Creighton University - College of Business Administration, Creighton University and Texas A&M University - Department of Economics and Finance
Date Posted: May 10, 2017
Accepted Paper Series
16 downloads

Incl. Electronic Paper Factors vs. Sectors in Asset Allocation: Stronger Together?
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: May 10, 2017
Working Paper Series
147 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
58 downloads

Incl. Electronic Paper A Note on Receptiveness to Loss in Structured Investment
Maya Lazar, Amir Levkowitz, Amit Oren and Doron Sonsino
College of Management Academic Studies, College of Management Academic Studies, College of Management Academic Studies and College of Management Academic Studies (COMAS)
Date Posted: May 09, 2017
Working Paper Series
12 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
13 downloads

Incl. Electronic Paper The Components of Private Debt Performance
Margherita Giuzio, Andreas Gintschel and Sandra Paterlini
EBS Universität für Wirtschaft und Recht, Prime Capital AG and EBS Universität für Wirtschaft und Recht
Date Posted: May 06, 2017
Last Revised: May 24, 2017
Working Paper Series
34 downloads


 

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