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SSRN eLibrary Search Results
JEL Code: G11
4,399,165 Total downloads
Showing Papers 6,101 - 6,150 of 11,109
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1 2 3 4 ... 223 | Next >
   

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
10 downloads

Incl. Electronic Paper Hedge Fund Flows and Names Gravitas
Juha Joenväärä and Cristian Ioan Tiu
University of Oulu and University at Buffalo
Date Posted: March 23, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Multivariate Volatility Regulated Kelly: 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 and University of Birmingham - Department of Economics
Date Posted: March 23, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper The Effect of New Socially Responsible Investment Funds in Poland
Finanse, Rynki Finansowe, Ubezpieczenia nr 4/2016 (82), cz. 2
Pawel Jamroz
University of Bialystok - Faculty of Economics and Management
Date Posted: March 22, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper On the Return-Volatility Relationship in the Bitcoin Market around the Price Crash of 2013
1. Bouri E., Azzi G., and Dyhrberg, A.H. (2017). On the Return-volatility Relationship in the Bitcoin Market around the Price Crash of 2013. Economics: The Open-Access, Open-Assessment E-Journal, 11 (2017-2): 1-16. doi/10.5018/economics-ejournal.ja.2017-2
Elie Bouri, Georges Azzi and Anne Haubo Dyhrberg
Université Saint Esprit de Kaslik (USEK), Université Saint Esprit de Kaslik (USEK) and University College Dublin (UCD)
Date Posted: March 22, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper An Option Theory of Social Networks
Kim R. Sawyer and André Gygax
University of Melbourne - School of Historical and Philosophical Studies and University of Melbourne - Department of Finance
Date Posted: March 22, 2017
Working Paper Series
10 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
5 downloads

Incl. Electronic Paper Use of Leverage, Short Sales, and Options by Mutual Funds
Paul Calluzzo, Fabio Moneta and Selim Topaloglu
Queen's University - Smith School of Business, Queen's University - Smith School of Business and Queen's University - Smith School of Business
Date Posted: March 22, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Optimal Order Exposure in a Limit Order Market
Yuanyuan Chen, Duan Li and Xuefeng Gao
National University of Singapore (NUS) - Risk Management Institute, Chinese University of Hong Kong and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Date Posted: March 22, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Malliavin Calculus for Stochastic Strings with Applications To Barrier Options and Optimal Portfolios
Alberto Bueno-Guerrero, Manuel Moreno and Javier F. Navas
IES Francisco Ayala, University of Castilla-La Mancha and Universidad Pablo de Olavide
Date Posted: March 21, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper An Overview of Sovereign Wealth Funds’ (SWF) Investments in Central and Eastern Europe (CEE)
T. Kamiński (ed.), Political Players? Sovereign Wealth Fund's Investments in Central and Eastern Europe, Lodz University Press, 2017, pp.61-68,
Marcin Obroniecki
Ministry of Finance of Poland
Date Posted: March 20, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Political Significance of the Gulf Cooperation Countries’ Sovereign Wealth Funds’ Investments in Central and Eastern Europe
T. Kamiński (ed.), Political Players? Sovereign Wealth Fund's Investments in Central and Eastern Europe, Lodz University Press, 2017, pp. 111-125,
Marcin Obroniecki
Ministry of Finance of Poland
Date Posted: March 20, 2017
Accepted Paper Series
1 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
24 downloads

Incl. Electronic Paper Option-Based Benchmark Indices – A Review of Performance
Markus Natter
University of Augsburg
Date Posted: March 18, 2017
Last Revised: March 21, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Stuck on the Road: Traffic Congestion and Stock Returns
Serkan Imisiker and Bedri Kamil Onur Tas
TOBB University of Economics and Technology and TOBB University of Economics and Technology - Department of Economics
Date Posted: March 17, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Mis(Defining) Quality: Counting When It Cannot Be Counted
Baijnath Ramraika, CFA and Prashant Trivedi
Multi-Act EquiGlobe Limited and MAEG
Date Posted: March 16, 2017
Last Revised: March 22, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Cross-Sectional and Time-Series Momentum Returns and Market States
Muhammad A. Cheema, Gilbert V. Nartea and Yimei Man
University of Waikato, University of Waikato and University of Waikato
Date Posted: March 16, 2017
Working Paper Series
115 downloads

Incl. Electronic Paper Political Partisan Bias in Mutual Fund Portfolios
M. Babajide Wintoki and Yaoyi Xi
University of Kansas - School of Business and University of Kansas
Date Posted: March 16, 2017
Last Revised: March 19, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Investor Capabilities and Dynamic Exposure to Risk
Knut N. Kjaer
Independent
Date Posted: March 16, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Why Can't a Woman Invest More Like a Man? Gender Differences in Investment Behaviour
Sheila Ohlund
Independent
Date Posted: March 16, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Bubbles and Information in Continuous Double Auction and Call Market: An Experiment
Hiromine Sakurai and Eizo Akiyama
University of Tsukuba - Graduate School of Systems and Information Engineering and University of Tsukuba - Department of Social Systems and Management
Date Posted: March 16, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Financial Literacy, Financial Advice, and Financial Behavior
J Bus Econ (2017). DOI/s11573-017-0853-9
Oscar Anselm Stolper and Andreas Walter
University of Marburg | Institute of Accounting and Finance and University of Giessen - Department of Financial Services
Date Posted: March 16, 2017
Accepted Paper Series
17 downloads

Incl. Electronic Paper Life-Cycle Consumption, Investment, and Voluntary Retirement with Cointegration between the Stock and Labor Markets
Min Dai, Shan Huang and Seyoung Park
National University of Singapore (NUS) - Department of Mathematics, National University of Singapore (NUS) and National University of Singapore (NUS) - Risk Management Institute
Date Posted: March 16, 2017
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Picking Funds with Confidence
CEPR Discussion Paper No. DP11896
Niels Groenborg, Asger Lunde, Allan G. Timmermann and Russ Wermers
University of Aarhus, University of Aarhus - School of Economics and Management, University of California, San Diego (UCSD) - Department of Economics and University of Maryland - Robert H. Smith School of Business
Date Posted: March 16, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper The Role of Cointegration for Optimal Hedging with Heteroscedastic Error Term
Lukasz Gatarek and Soren Johansen
European Central Bank (ECB) - Directorate General Statistics and University of Copenhagen - Department of Economics
Date Posted: March 15, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Multi-Period Portfolio Optimization with Cone Constraints and Discrete Decisions
Ümit Sağlam and Hande Yurttan Benson
East Tennessee State University - Department of Management and Marketing and Drexel University
Date Posted: March 15, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Do Leveraged ETFs Induce Volatility on their Underlying Indices? The German Case
Ixart Miquel Flores
European Central Bank (ECB) - Economics - Monetary Policy
Date Posted: March 15, 2017
Working Paper Series
89 downloads

Incl. Electronic Paper Optional Service Problem between Two Insurance Companies with Investment
Yajie Wang, Ximin Rong, Hui Zhao and Danping Li
Tianjin University, Tianjin University, Tianjin University and University of Waterloo
Date Posted: March 15, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Ethnic and Racial Disparities in Saving Behavior
Mariela Dal Borgo
Bank of Mexico, Financial Stability Directorate
Date Posted: March 15, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Investor Sentiment Dynamics and the Cross-Section of Stock Returns
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Date Posted: March 14, 2017
Last Revised: March 21, 2017
Working Paper Series
71 downloads

Investment Fees, Net Returns, and Conflict of Interest in 401(K) Plans
Journal of Financial Research, Vol. 39, No. 1, 2016
Thomas William Doellman and Sabuhi H. Sardarli
Saint Louis University - John Cook School of Business and Kansas State University - Department of Finance
Date Posted: March 14, 2017
Accepted Paper Series

Incl. Electronic Paper Stock Returns and the Cross-Section of Investor Attention
Michael Ungeheuer
University of Mannheim - Department of International Finance
Date Posted: March 14, 2017
Working Paper Series
58 downloads

Incl. Electronic Paper Daily Winners and Losers
Alok Kumar, Stefan Ruenzi and Michael Ungeheuer
University of Miami - School of Business Administration, University of Mannheim - Department of International Finance and University of Mannheim - Department of International Finance
Date Posted: March 14, 2017
Working Paper Series
122 downloads

Incl. Electronic Paper Fundamental Indexation for Developed, Emerging, and Frontier Government Bond Markets
Journal of Asset Management, Forthcoming
Vanja Piljak and Laurentius (Laurens) Adrianus Petrus Swinkels
University of Vaasa - Department of Accounting and Finance and Erasmus University Rotterdam (EUR)
Date Posted: March 14, 2017
Accepted Paper Series
31 downloads

Incl. Electronic Paper There's No Place Like Home: Local Asset Concentration, Information Asymmetries and Commercial Real Estate Returns
David C. Ling, Andy Naranjo and Benjamin Scheick
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and Villanova University - Department of Finance
Date Posted: March 13, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Understanding Anomalies
Filip Bekjarovski
Amundi Asset Management
Date Posted: March 12, 2017
Last Revised: March 15, 2017
Working Paper Series
156 downloads

Incl. Electronic Paper Safe Withdrawal Rates: A Guide for Early Retirees
Ern EarlyRetirementNow
Independent
Date Posted: March 11, 2017
Working Paper Series
562 downloads

Incl. Electronic Paper Frontier Stock Markets: Local vs Global Factors
Gabelli School of Business, Fordham University Research Paper No. 2930491
Douglas W. Blackburn and Nusret Cakici
Fordham University and Fordham University
Date Posted: March 10, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Wisdom of the Institutional Crowd
Kevin Primicerio, Damien Challet and Stanislao Gualdi
CentraleSupélec, CentraleSupélec and CentraleSupélec
Date Posted: March 10, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Factor Investing and Asset Allocation: A Business Cycle Perspective
CFA Institute Research Foundation 2016-4
Vasant Naik, Mukundan Devarajan, Andrew Nowobilski, Sebastien Page and Niels Pedersen
Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), Pimco and Pimco
Date Posted: March 10, 2017
Accepted Paper Series
210 downloads

Incl. Electronic Paper NAV Inflation: Quarter-End Price Manipulation and Impact on Performance
Mark B. Shackleton, Jiali Yan and Chelsea Yaqiong Yao
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Lancaster University - Management School
Date Posted: March 10, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Flight-To-Dividends: The Role of Earnings in Periods of Capital Scarcity
Nicholas M. Guest, S.P. Kothari and Eric C. So
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 10, 2017
Working Paper Series
70 downloads

Incl. Electronic Paper Residual Momentum and Reversal Strategies Revisited
Joop Huij and Simon Lansdorp
Erasmus University - Rotterdam School of Management and Robeco Quantitative Strategies
Date Posted: March 09, 2017
Working Paper Series
100 downloads

Incl. Electronic Paper Contrarian Factor Timing is Deceptively Difficult
Journal of Portfolio Management, Forthcoming
Clifford S. Asness, Swati Chandra, Antti Ilmanen and Ronen Israel
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management and AQR Capital Management, LLC
Date Posted: March 09, 2017
Accepted Paper Series
1296 downloads

Incl. Electronic Paper The Role of Trading in Portfolio Performance Attribution
Henri Waelbroeck and Carla Gomes
Portware LLC and Portware LLC
Date Posted: March 09, 2017
Last Revised: March 16, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Worker Betas: Five Facts About Systematic Earnings Risk
FRB of Chicago Working Paper No. WP-2017-4
Fatih Guvenen, Sam Schulhofer-Wohl and Motohiro Yogo
University of Minnesota - Department of Economics, Federal Reserve Bank of Minneapolis and Princeton University - Department of Economics
Date Posted: March 09, 2017
Working Paper Series
11 downloads

A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
Benoit Carmichael, Gilles Koumou and Kevin Moran
Laval University, Laval University - Département d'Économique and Laval University - Department of Economics
Date Posted: March 08, 2017
Working Paper Series

Incl. Electronic Paper Portfolio Mathematics with General Linear and Quadratic Constraints
David L. Stowe
Ohio University - Department of Finance
Date Posted: March 08, 2017
Working Paper Series
128 downloads

Incl. Electronic Paper Noise Fit, Estimation Error and a Sharpe Information Criterion: Linear Case
Dirk Paulsen and Jakob Söhl
John Street Capital and Delft University of Technology - Delft Institute of Applied Mathematics (DIAM)
Date Posted: March 08, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper Financial Literacy Externalities
Sveriges Riksbank Working Paper Series No. 333, Riksbank Research Paper Series No. 157
Michael Haliassos, Thomas Jansson and Yigitcan Karabulut
Goethe University Frankfurt - House of Finance, Sveriges Riksbank - Research Division and Rotterdam School of Management, Erasmus University (RSM)
Date Posted: March 08, 2017
Last Revised: March 17, 2017
Working Paper Series
18 downloads


 

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