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JEL Code: G11
4,409,500 Total downloads
Showing Papers 6,251 - 6,300 of 11,127
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Time-Varying Risk Premiums and Term Premiums in Commodity Futures
Journal of Alternative Investments, Vol. 19, No. 4, 2017
Denis B. Chaves
The Vanguard Group, Inc.
Date Posted: March 28, 2017
Accepted Paper Series

Incl. Electronic Paper Stock Return Prediction with Fully Flexible Models and Coefficients
Joseph P. Byrne and Rong Fu
Heriot-Watt University - Department of Accountancy, Economics and Finance and Heriot-Watt University - Department of Accountancy, Economics and Finance
Date Posted: March 28, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper Income Risk in Energy Efficient Office Buildings.
Nikodem Szumilo and Franz Fuerst
University of Cambridge - Department of Land Economy and University of Cambridge - Department of Land Economy
Date Posted: March 28, 2017
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Bid-to-Cover and Yield Changes Around Public Debt Auctions in the Euro Area
CEPR Discussion Paper No. DP11932
Roel M. W. J. Beetsma, Frank de Jong, Massimo Giuliodori and Jesper Hanson
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Tilburg University, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and affiliation not provided to SSRN
Date Posted: March 27, 2017
Working Paper Series

Incl. Electronic Paper Elliptical Black-Litterman Portfolio Optimization
Andrzej Palczewski and Jan Palczewski
University of Warsaw - Faculty of Mathematics, Informatics, and Mechanics and University of Leeds - School of Mathematics
Date Posted: March 27, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Implied Volatility Changes as Evidence of Stock Price Disequilibrium
Journal of Investing, Forthcoming
Dean Diavatopoulos and Andy Fodor
Seattle University and Ohio University
Date Posted: March 27, 2017
Accepted Paper Series
37 downloads

Incl. Fee Electronic Paper Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences
The Scandinavian Journal of Economics, Vol. 119, Issue 2, pp. 457-483, 2017
Guy Kaplanski and Haim Levy
Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 26, 2017
Accepted Paper Series

Incl. Electronic Paper International Illiquidity
FRB International Finance Discussion Paper No. 1201
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter
Board of Governors of the Federal Reserve System, London School of Economics & Political Science (LSE) - Department of Finance, London School of Economics and Political Science and Copenhagen Business School
Date Posted: March 26, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Mean-Variance Versus Naïve Diversification: The Role of Mispricing
Journal of International Financial Markets, Institutions and Money, Forthcoming
Cheng Yan and Huazhu Zhang
Durham University - Department of Economics and Finance and Nomura
Date Posted: March 25, 2017
Accepted Paper Series
27 downloads

Incl. Electronic Paper Evaluating the Size of the Bootstrap Method for Fund Performance Evaluation
Economics Letters, Forthcoming
Tingting Cheng and Cheng Yan
Monash University and Durham University - Department of Economics and Finance
Date Posted: March 25, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper Flow-Based Incentives, Transaction Costs, and Liquidity Premia
Jing Xu and Cheng Yan
School of Finance, Renmin University of China and Durham University - Department of Economics and Finance
Date Posted: March 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Information in Financial Markets: Who Gets it First?
FEDS Working Paper No. 2017-023
Nathan Swem
Board of Governors of the Federal Reserve System
Date Posted: March 24, 2017
Working Paper Series
70 downloads

Incl. Electronic Paper A Sharpe Ratio Neutral Prior for Bayesian Portfolio Selection
Roman Andreas Croessmann
Ludwig Maximilian University of Munich - Institute for Finance & Banking
Date Posted: March 24, 2017
Last Revised: March 29, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Social Media as an Asset Management Strategy
Piotr Wiśniewski and Dan Ophir
Warsaw School of Economics - Corporate Finance Unit, Institute of Finance, College of Management and Finance and Ariel University
Date Posted: March 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Pathetic Protection: The Elusive Benefits of Protective Puts
Roni Israelov
AQR Capital Management, LLC
Date Posted: March 23, 2017
Working Paper Series
89 downloads

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
26 downloads

Incl. Electronic Paper Hedge Fund Flows and Name Gravitas
Juha Joenväärä and Cristian Ioan Tiu
University of Oulu and University at Buffalo
Date Posted: March 23, 2017
Last Revised: March 25, 2017
Working Paper Series
1109 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
4 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
5 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
16 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
8 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
29 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
29 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
34 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
5 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
26 downloads

Incl. Electronic Paper Option-Based Benchmark Indices – A Review of Performance and (In)appropriate Measures
Markus Natter
University of Augsburg
Date Posted: March 18, 2017
Last Revised: March 24, 2017
Working Paper Series
21 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
25 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
8 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
Last Revised: March 24, 2017
Working Paper Series
161 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
31 downloads

Incl. Electronic Paper Investor Capabilities and Dynamic Exposure to Risk
Knut N. Kjaer
Independent
Date Posted: March 16, 2017
Working Paper Series
20 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
11 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
10 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
24 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
18 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
30 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
102 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
7 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
78 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
75 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
137 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
33 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
11 downloads

Incl. Electronic Paper Understanding Anomalies
Filip Bekjarovski
Amundi Asset Management
Date Posted: March 12, 2017
Last Revised: March 27, 2017
Working Paper Series
183 downloads


 

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