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SSRN eLibrary Search Results
JEL Code: G12
8,914,838 Total downloads
Showing Papers 4,421 - 4,470 of 19,140
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1 2 3 4 ... 383 | Next >
   

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
11 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
48 downloads

Incl. Electronic Paper Aggregate Expected Investment Growth and Stock Market Returns
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, University of Delaware and University of Minnesota
Date Posted: May 22, 2017
Working Paper Series
7 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
3 downloads

Incl. Electronic Paper Information Asymmetry and Trading in Dark Pools: Evidence From Earnings Announcement and Analyst Recommendation Revisions
Karthik Balakrishnan and Peeyush Taori
London Business School and London Business School
Date Posted: May 22, 2017
Working Paper Series
10 downloads

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
10 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
1 downloads

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
10 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
19 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
11 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
10 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
68 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
35 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
7 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 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
24 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
51 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
35 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
22 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
5 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
15 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
45 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
33 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
16 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
19 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
10 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
35 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
199 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
57 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
16 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
46 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
49 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


 

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