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SSRN eLibrary Search Results
JEL Code: G12
8,712,992 Total downloads
Showing Papers 8,801 - 8,850 of 18,821
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1 2 3 4 ... 377 | Next >
   

Incl. Electronic Paper Does it Pay to Be Green?
Andreas Karpf and Antoine Mandel
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne
Date Posted: February 27, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Ranking and Salience
Baolian Wang
Gabelli School of Business - Fordham University
Date Posted: February 27, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Volatility and Value-at-Risk Forecasting: Does Wavelet De-Noising Help?
Abdel Al Rababa'A, Dimos S Kambouroudis and David G. McMillan
University of Stirling - Department of Accounting and Finance, University of Stirling - Department of Accounting and Finance and University of Stirling
Date Posted: February 27, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Stock Return Predictability: The Role of Inflation and Threshold Dynamics
David G. McMillan
University of Stirling
Date Posted: February 27, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Informative Starting Points and Asset-Return Puzzles
Hammad Siddiqi
University of Queensland
Date Posted: February 24, 2017
Last Revised: February 26, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Forecasting the Term Structure of Volatility of Crude Oil Price Changes
Economics Letters, Vol. 141, April 2016
Ercan Balaban and Shan Lu
University of Aberdeen and University of Aberdeen
Date Posted: February 24, 2017
Last Revised: February 26, 2017
Accepted Paper Series
6 downloads

Brexit: Short-Term Stock Price Effects and the Impact of Firm-Level Internationalization
Finance Research Letters, 2017
Andreas Oehler, Matthias Horn and Stefan Wendt
Bamberg University, Independent and School of Business, Reykjavik University
Date Posted: February 24, 2017
Accepted Paper Series

Incl. Electronic Paper Out-of-Town Home Buyers and City Welfare
Jack Favilukis and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance and New York University Stern School of Business, Department of Finance
Date Posted: February 24, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Commonality in Liquidity: The Culture Channel
Narjess Boubakri, Mohsen Saad and Anis Samet
American University of Sharjah - School of Business and Management, American University of Sharjah and American University of Sharjah - School of Business and Management
Date Posted: February 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper The Pricing of Spatial Linkages in Companies’ Underlying Assets
Bing Zhu and Stanimira Milcheva
University of Cambridge - Faculty of Economics and University of Reading - Henley Business School
Date Posted: February 24, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper The Distributional Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions
Robert A. Jarrow and Sujan Lamichhane
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Department of Economics
Date Posted: February 24, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Multiples for Valuation Estimates of Companies in the Technology Sector of Emerging Markets
Oleg Nikolayevich Salmanov, Natalia Vladimirovna Babina, Svetlana Viktorovna Bashirova and Marina Viktorovna Samoshkina
The Finance and Technology Academy, The Finance and Technology Academy, The Finance and Technology Academy and The Finance and Technology Academy
Date Posted: February 24, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Non-Banks and Lending Standards in Mortgage Markets. The Spillovers from Liquidity Regulation
Pedro Gete and Michael Reher
Georgetown University and Harvard University
Date Posted: February 23, 2017
Last Revised: February 27, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Conic Asset Pricing and the Costs of Price Fluctuations
Dilip B. Madan and Wim Schoutens
University of Maryland - Robert H. Smith School of Business and KU Leuven - Department of Mathematics
Date Posted: February 23, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper The Volatility of Bitcoin
Andrew Urquhart
Southampton Business School
Date Posted: February 22, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Minimal Variance Hedging in Multi-Curve Interest Rate Modeling
Markus Hess
Université Libre de Bruxelles (ULB)
Date Posted: February 22, 2017
Last Revised: February 27, 2017
Working Paper Series
11 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: February 22, 2017
Last Revised: February 24, 2017
Working Paper Series
10 downloads

Intra-Market Correlations in the Bond Markets: Extending Empirical Regularities from the Equity Markets
Robert S. Goldberg and Ehud I. Ronn
Adelphi University and University of Texas at Austin - Department of Finance
Date Posted: February 22, 2017
Working Paper Series

Incl. Electronic Paper Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability
Cowles Foundation Discussion Paper No. 2076
Ana Fostel, John Geanakoplos and Gregory Phelan
University of Virginia, Yale University - Cowles Foundation and Williams College
Date Posted: February 22, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Stability of Radner Equilibria with Respect to Small Frictions
Martin Herdegen and Johannes Muhle-Karbe
University of Warwick - Department of Statistics and University of Michigan at Ann Arbor
Date Posted: February 21, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market
Kathi Schlepper, Heiko Hofer, Ryan Riordan and Andreas Schrimpf
Deutsche Bundesbank, Deutsche Bundesbank, Queen's School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 21, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Stock Merger Activity and Industry Performance
Bo Meng and Anand M. Vijh
University of Iowa - Henry B. Tippie College of Business and University of Iowa - Department of Finance
Date Posted: February 21, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper A Market Neutral Statistical Arbitrage Trading Model
Erik Larsson, Lars W Larsson and Johan Åberg
Independent, Kidbrooke Advisory and Independent
Date Posted: February 21, 2017
Working Paper Series
148 downloads

Incl. Electronic Paper Overseas Unspanned Factors and Domestic Bond Returns
Bank of England Working Paper No. 618
Andrew Meldrum, Marek Raczko and Peter Spencer
Independent, Bank of England and University of York
Date Posted: February 21, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Inter-Firm Relationships and Asset Prices
FEDS Working Paper No. 2017-014
Carlos Ramírez
Board of Governors of the Federal Reserve System
Date Posted: February 21, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper The Anatomy of Financial Vulnerabilities and Crises
FRB International Finance Discussion Paper No. 1191
Seung Jung Lee, Kelly E. Posenau and Viktors Stebunovs
Board of Governors of the Federal Reserve System, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve System
Date Posted: February 20, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Why Responsible Investors Should Consider Islamic Criteria
Christian Gueckel
SEDCO Capital
Date Posted: February 17, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Asset Allocation with Time Series Momentum and Reversal
Xuezhong He, Kai Li and Youwei Li
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - Finance Discipline Group and Queen's University Belfast - School of Management
Date Posted: February 17, 2017
Last Revised: February 19, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Social Interaction, Stochastic Volatility, and Momentum
Xuezhong He, Kai Li and Lei Shi
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - Finance Discipline Group and University of Technology Sydney (UTS)
Date Posted: February 17, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper Option Trading Leverage and Stock Returns
Zhenping Wang
Emory University, Goizueta Business School, Students
Date Posted: February 17, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper Who Invests in Corporate Tax Avoiders?
Sonja O. Rego, Brian M. Williams and Ryan J. Wilson
Indiana University - Kelley School of Business - Department of Accounting, Indiana University - Kelley School of Business - Department of Accounting and University of Oregon - Lundquist College of Business
Date Posted: February 16, 2017
Working Paper Series
43 downloads

Consumption Strikes Back? Measuring Long-Run Risk
Journal of Political Economy, Vol. 116, No. 2, 2008
Lars Peter Hansen, John Heaton and Nan Li
University of Chicago - Department of Economics, University of Chicago - Finance and Shanghai Jiao Tong University, Antai College of Economics and Management
Date Posted: February 16, 2017
Accepted Paper Series

Incl. Electronic Paper Do Banks Price Independent Directors’ Attention?
Henry He Huang, Gerald J. Lobo, Chong Wang and Jian Zhou
Yeshiva University - Sy Syms School of Business, University of Houston - C.T. Bauer College of Business, University of Kentucky and University of Hawaii at Manoa
Date Posted: February 15, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Isolating the Disaster Risk Premium with Equity Options
Jaroslav Horvath
University of New Hampshire - Department of Economics
Date Posted: February 15, 2017
Working Paper Series
38 downloads

Incl. Electronic Paper Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy
Vighneswara Swamy
IBS-Hyderabad
Date Posted: February 15, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Testing for Stock Price Bubbles: A Review of Econometric Tools
The International Journal of Business and Finance Research, Vol. 10(4), p. 29-42, 2016
Bala Arshanapalli and William Bernard Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest
Date Posted: February 15, 2017
Accepted Paper Series
20 downloads

Incl. Electronic Paper High Frequency Trading and Fragility
ECB Working Paper No. 2020
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: February 15, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations
Thomas Quistgaard Pedersen and Erik Christian Montes Schütte
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: February 14, 2017
Last Revised: February 15, 2017
Working Paper Series
28 downloads

Incl. Electronic Paper Multivariate FX Models with Jumps: Triangles, Quantos and Implied Correlation
Forthcoming, European Journal of Operational Research
Laura Ballotta, Griselda Deelstra and Grégory Rayée
Sir John Cass Business School - City, University of London, Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Date Posted: February 14, 2017
Accepted Paper Series
158 downloads

Incl. Electronic Paper Forecasting the Equity Risk Premium with Frequency-Decomposed Predictors
Bank of Finland Research Discussion Paper No. 1/2017
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Date Posted: February 14, 2017
Working Paper Series
61 downloads

Incl. Electronic Paper How Taxes and Required Returns Drove Commercial Real Estate Valuations Over the Past Four Decades
FRB of Dallas Working Paper No. 1703
John V. Duca, Patric H. Hendershott and David C. Ling
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Date Posted: February 14, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Pandemic Crises in Financial Systems: A Simulation-Model to Complement Stress-Testing Frameworks
Banque de France Working Paper No. 621
Julien Idier and Thibaut Piquard
Banque de France - Centre de Recherche and Banque de France
Date Posted: February 14, 2017
Working Paper Series
4 downloads

Privatization of State Enterprises: A Cost Benefit Decision Model Applied to Poland
S. I. Cohen
Erasmus University Rotterdam (EUR) - Department of Economics
Date Posted: February 14, 2017
Working Paper Series

Incl. Electronic Paper The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs
Journal of Real Estate Portfolio Management, Vol. 22, No. 1, 2016
Alexey Akimov, Elaine Hutson and Simon Stevenson
Lancaster University Management School, Monash University - Dept of Banking and Finance and University of Reading - Henley Business School
Date Posted: February 13, 2017
Accepted Paper Series
36 downloads

Incl. Electronic Paper Stock Liquidity Around Credit Risk Changes: Evidence from the Spanish Market
Pilar Abad-Romero, M. Dolores Robles Fernandez and Gare Cuervo
University of Vigo - Fundamentos da Analise Economica e Historia e Institucions Economicas, Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration and Independent
Date Posted: February 13, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
SAFE Working Paper No. 166
Monica Billio, Massimiliano Caporin, Roberto Calogero Panzica and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: February 13, 2017
Working Paper Series
46 downloads

Incl. Electronic Paper Haven on Earth? Dynamic Connections between Gold and Stock Markets in Turbulent Times
Juha-Pekka Junttila and Juhani Raatikainen
Jyväskylä University School of Business and Economics and University of Jyväskylä - School of Business and Economics
Date Posted: February 13, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper The Macro-Informational Role of Derivatives: Evidence from the Sovereign CDS Market
Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Rutgers University, Driehaus College of Business, DePaul University and International Monetary Fund
Date Posted: February 13, 2017
Last Revised: February 19, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper The Power of Equity Factor Diversification
Ulrich Carl
Finreon
Date Posted: February 13, 2017
Working Paper Series
68 downloads

Incl. Electronic Paper Understanding Rebalancing and Portfolio Reconstitution
Ulrich Carl
Finreon
Date Posted: February 13, 2017
Working Paper Series
47 downloads


 

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