Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 741,701
Full Text Papers: 625,660
Authors: 343,740
Papers Received in
  Last 12 months:
64,565

Paper Downloads:
To date: 113,747,955
Last 12 months: 13,393,197
Last 30 days: 925,334

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: G11
4,547,274 Total downloads
Showing Papers 6,251 - 6,300 of 11,398
Sort By
1 2 3 4 ... 228 | Next >
   

Incl. Electronic Paper Is Index Trading Benign?
Shmuel Baruch and Xiaodi Zhang
University of Utah - Department of Finance and University of Central Florida
Date Posted: June 23, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Forecasting the Sign of U.S. Oil and Gas Industry Stock Index Excess Returns by Using Macroeconomic Variables
Jingzhen Liu and Alexander G. Kemp
University of Aberdeen and University of Aberdeen - Business School
Date Posted: June 23, 2017
Working Paper Series
11 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
Accepted Paper Series
13 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
40 downloads

Incl. Electronic Paper Trading Fractional Brownian Motion
Paolo Guasoni, Zsolt Nika and Miklos Rasonyi
Boston University - Department of Mathematics and Statistics, Peter Pazmany Catholic University and Hungarian Academy of Sciences (HAS) - Alfréd Rényi Institute of Mathematics
Date Posted: June 22, 2017
Working Paper Series
51 downloads

Incl. Electronic Paper Mispricing in the Odd Lots Market in Brazil
Henrique P. Ramos, Marcelo Perlin and Marcelo Brutti Righi
Federal University of Rio Grande do Sul (UFRGS/PPGA), Escola de Administração - UFRGS and Federal University of Rio Grande do Sul
Date Posted: June 22, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper A Guide to Survival of Momentum in UK Style Portfolios
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, University of Greenwich Business School and City University London - Sir John Cass Business School
Date Posted: June 22, 2017
Working Paper Series
15 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
13 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
Working Paper Series
15 downloads

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

Incl. Electronic Paper Information Choice within Disclosures, Mobile Devices, and Investor Judgments
Stephanie M. Grant
University of Washington
Date Posted: June 22, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper The Growing Problem of Horizontal Shareholding
Antitrust Chronicle, Vol.3, June 2017, Competition Policy International.
Einer Elhauge
Harvard Law School
Date Posted: June 21, 2017
Accepted Paper Series
151 downloads

Incl. Electronic Paper Banks' Search for Yield in the Low Interest Rate Environment: A Tale of Regulatory Adaptation
FRB of Boston Working Paper No. 17-3
J. Christina Wang
Federal Reserve Bank of Boston
Date Posted: June 21, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
CESifo Working Paper Series No. 6494
Guglielmo Maria Caporale and Kefei You
Brunel University London - Department of Economics and Finance and University of Greenwich
Date Posted: June 20, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper The Dynamic Relationship Among Oil Price, Gold Price and Stock Price in Vietnam
Anh Quoc Ho
Foreign Investment Agency, Ministry of Planning and Investment, Vietnam
Date Posted: June 20, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper US Sector Rotation with Five-Factor Fama-French Alphas
G Sarwar, Cesario Mateus and Natasa Todorovic
University of Greenwich - Business School, University of Greenwich Business School and City University London - Sir John Cass Business School
Date Posted: June 19, 2017
Working Paper Series
71 downloads

Incl. Electronic Paper Are Corporate Risk Managers Influenced by Prior Gains and Losses? Revisiting the Evidence
Andreas Hecht and Niklas Lampenius
University of Hohenheim and University of Hohenheim
Date Posted: June 19, 2017
Last Revised: June 22, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Equity Market Globalization and Portfolio Rebalancing
Bank of Korea WP 2017-17
Kyungkeun Kim and Dongwon Lee
Economic Research Institute, The Bank of Korea and University of California, Riverside (UCR)
Date Posted: June 19, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Can Hedge Funds Time the Market?
Michael W. Brandt, Federico Nucera and Giorgio Valente
Duke University - Fuqua School of Business, Luiss Guido Carli, Department of Economics and Finance and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: June 19, 2017
Working Paper Series
153 downloads

Incl. Electronic Paper Optimal Holdings of Active, Passive and Smart Beta Strategies
Edmund Bellord, Joshua Livnat, Dan Porter and Martin B. Tarlie
Quantitative Management Associates (QMA) LLC, New York University, Quantitative Management Associates, LLC and Quantitative Management Associates (QMA) LLC
Date Posted: June 19, 2017
Last Revised: June 21, 2017
Working Paper Series
75 downloads

Incl. Fee Electronic Paper Financial Literacy Externalities
CEPR Discussion Paper No. DP12100
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: June 19, 2017
Working Paper Series

Incl. Electronic Paper Evaluating Hedge Fund Performance
Hedge Funds: Structure, Strategies, and Performance, H. Kent Baker and Greg Filbeck (eds.), Oxford University Press
David M. Smith
State University of New York at Albany - School of Business
Date Posted: June 19, 2017
Working Paper Series
12 downloads

Are Investors Compensated for the Unit Shocks of Idiosyncratic Volatility
Haoxi Yang, Yuecheng Jia and Hongrui Feng
Nankai University, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Independent
Date Posted: June 19, 2017
Working Paper Series

Incl. Electronic Paper Growth Stocks Are More Risky: New Evidence on Cross–Sectional Stock Returns
Yuecheng Jia and Haoxi Yang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Nankai University
Date Posted: June 19, 2017
Working Paper Series
33 downloads

The Role of Consumer Confidence as a Leading Indicator on Stock Returns: A Markov Switching Approach
Ayben Koy and Murat Akkaya
Istanbul Commerce University and T:C. İstanbul Arel University
Date Posted: June 16, 2017
Working Paper Series

Incl. Electronic Paper Challenges and Prospects in Investing in the Indonesian Stock Market: A Focus on the Consumer Goods Sector
Journal of Global Business and Trade, Vol.12, No.2, pp.15-27
Arlene C. Gutierrez
University of the Philippines, Los Baños
Date Posted: June 16, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Best Strategies for the Worst Crises
Michael Cook, Edward Hoyle, Matthew Sargaison, Dan Taylor and Otto Van Hemert
Man AHL, Man AHL, Man AHL, Numeric Investors and Man AHL
Date Posted: June 16, 2017
Working Paper Series
155 downloads

Incl. Electronic Paper Do Individuals Use Credit Cards Rationally?
Stephen J. Brown, Chris Veld and Yulia V. Veld-Merkoulova
New York University - Stern School of Business, Monash University and Monash University - Department of Finance
Date Posted: June 16, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Financial Clusters, Industry Groups, and Stock Return Correlations
Andy Fodor, Randy D. Jorgensen and John D. Stowe
Ohio University, Creighton University and Ohio University
Date Posted: June 15, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information
Sühan Altay, Katia Colaneri and Zehra Eksi
Vienna University of Technology - Financial and Actuarial Mathematics Research Group, University of Perugia, Department of Economics and Vienna University of Economics and Business, Institute for Statistics and Mathematics
Date Posted: June 15, 2017
Working Paper Series
36 downloads

Incl. Electronic Paper Competition and Cooperation in Mutual Fund Families
Richard B. Evans, Melissa Porras Prado and Rafael Zambrana
University of Virginia - Darden School of Business, Nova School of Business and Economics and Nova School of Business and Economics
Date Posted: June 15, 2017
Last Revised: June 19, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Beta Dispersion and Market-Timing
Laura-Chloé Kuntz
University of Goettingen
Date Posted: June 14, 2017
Last Revised: June 23, 2017
Working Paper Series
163 downloads

Incl. Electronic Paper Margin Requirements and Evolutionary Asset Pricing
Swiss Finance Institute Research Paper No. 17-20
Anastasiia Sokko and Klaus Reiner Schenk-Hoppé
University of Zurich, Department of Banking and Finance and University of Manchester - Department of Economics
Date Posted: June 14, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Pricing Asian Options with Stochastic Convenience Yield and Jumps
Christian-Oliver Ewald, Yuexiang Wu and Aihua Zhang
University of Glasgow, University of Glasgow - Adam Smith Business School and University of Leicester - Department of Mathematics
Date Posted: June 13, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Multimarket High-Frequency Trading and Commonality in Liquidity
Olga Klein and Shiyun Song
University of Warwick - Warwick Business School and University of Warwick - Warwick Business School
Date Posted: June 13, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper Environmental Hazards and Mortgage Credit Risk: Evidence from Texas Pipeline Incidents
Minhong Xu and Yilan Xu
University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics and University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics
Date Posted: June 13, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Understanding the Behavior of Distressed Stocks
Yasser Boualam, Joao F. Gomes and Colin Ward
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, The Wharton School and University of Minnesota - Carlson School of Management
Date Posted: June 13, 2017
Last Revised: June 20, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper Knowing Me, Knowing You? Similarity to the CEO and Fund Managers' Investment Decisions
Stefan Jaspersen and Peter Limbach
University of Cologne - Centre for Financial Research (CFR) and University of Cologne and Centre for Financial Research (CFR)
Date Posted: June 13, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper Measuring Style Efficiency
Jared Kizer
Buckingham Asset Management, LLC
Date Posted: June 13, 2017
Last Revised: June 14, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper The Impact of Changes in the Dow Jones Industrial Average List on Prices and Trading Volume
Yu, Geungu, Phillip Fuller and Patricia A. Freeman. “The Impact of Changes in the Dow Jones Industrial Average List on Prices and Trading Volume.” Southwestern Economic Review (Spring 2015):125-34.,
Geungu Yu, Phillip Fuller and Patricia A Freeman
Jackson State University, Jackson State University and Jackson State University
Date Posted: June 13, 2017
Accepted Paper Series
13 downloads

Incl. Electronic Paper Financial Statement Quality: First Evidence from the Georgian Stock Exchange
Financial Statement Quality: First Evidence from the Georgian Stock Exchange, Shaker Verlag; ISBN-13: 978-3844036244
Erekle Pirveli
MIT Sloan
Date Posted: June 13, 2017
Last Revised: June 18, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper An Equilibrium Capital Asset Pricing Model in Markets with Trading Constraints and Price Bubbles
Robert A. Jarrow
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: June 12, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles
Robert A. Jarrow
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: June 12, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper The Best of All Possible Worlds: Unraveling Target Price Optimism Using Analysts’ Scenario-Based Valuations
Review of Accounting Studies, Forthcoming
Peter R. Joos and Joseph D. Piotroski
INSEAD and Stanford Graduate School of Business
Date Posted: June 10, 2017
Accepted Paper Series
31 downloads

Incl. Electronic Paper Industry Competition, Credit Spreads, and Levered Equity Returns
Alexandre Corhay
University of Toronto - Rotman School of Management
Date Posted: June 08, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper Capital Asset Pricing Model
Palgrave Encyclopedia of Strategic Management, Eds. Mie Augier, David J. Teece, ISBN 978-1-137-49190-9, Palgrave Macmillan UK, 2016
Rajeev R. Bhattacharya
Georgetown University
Date Posted: June 08, 2017
Accepted Paper Series
78 downloads

Incl. Electronic Paper FTSE/JSE Top 40 Index Long-Term Returns
Antonie Kotze
Financial Chaos Theory
Date Posted: June 08, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Local News and the Change in Local Portfolios
Taylan Mavruk
University of Gothenburg - Centre for Finance - School of Business, Economics and Law
Date Posted: June 06, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Risk-Neutral Skewness and Stock Outperformance
Konstantinos Gkionis, Alexandros Kostakis, George S. Skiadopoulos and Przemyslaw Stan Stilger
Queen Mary University of London, School of Economics and Finance, University of Manchester - Manchester Business School, University of Piraeus and University of Manchester - Manchester Business School
Date Posted: June 06, 2017
Working Paper Series
65 downloads

Incl. Electronic Paper Double Bonus? Implicit Incentives for Money Managers with Explicit Incentives
Vincent Gregoire and Juan M. Sotes-Paladino
University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Date Posted: June 06, 2017
Working Paper Series
17 downloads


 

1 2 3 4 ... 228 | Next >