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SSRN eLibrary Search Results
JEL Code: G12
8,771,772 Total downloads
Showing Papers 891 - 940 of 18,912
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1 2 3 4 ... 379 | Next >
   

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

The Internet as an Information Intermediary
Review of Accounting Studies, Forthcoming
Michael S. Drake, Jacob R. Thornock and Brady J. Twedt
Brigham Young University - Marriott School, Brigham Young University and Indiana University - Kelley School of Business - Department of Accounting
Date Posted: March 23, 2017
Accepted Paper Series

Incl. Electronic Paper Nominal Price Level and Noise Trading
Shima Amini and Charlie X. Cai
University of Leeds and University of Liverpool Management School
Date Posted: March 23, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Measuring Interest Rate Risk Using a Duration Vector
Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: March 22, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Explaining Repo Specialness
Alfonso Dufour, Miriam Marra, Ivan Sangiorgi and Frank S. Skinner
ICMA Centre, Henley Business School, University of Reading, University of Reading - ICMA Centre, ICMA Centre, Henley Business School, University of Reading and Brunel University
Date Posted: March 22, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Bargaining, Mortgage Financing and Housing Prices
Journal of Real Estate Research, Forthcoming
Xun Bian, Zhenguo (Len) Lin and Yingchun Liu
Longwood University, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Date Posted: March 22, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper An Empirical Study on the Lead-Lag Relationship between Five-Year Chinese Government Spot Bonds and Futures Markets
Journal of International Trade & Commerce, Vol.13, No.1, pp.49-67
Rong-Yuan Qin and Ji-Hun Heo
Yunyang Teachers College and Yeungnam University
Date Posted: March 22, 2017
Accepted Paper Series
3 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
3 downloads

Incl. Electronic Paper VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets
Journal of Futures Markets, Forthcoming
Johan Bjursell, George H. K. Wang and Hui Zheng
Credit Suisse AG, George Mason University - Finance Area and Discipline of Finance, The University of Sydney
Date Posted: March 21, 2017
Accepted Paper Series
26 downloads

Incl. Electronic Paper Simple New Method to Predict Bear Markets (the Entropic Linkage between Equity and Bond Market Dynamics)
Edgar Parker Jr.
New York Life Insurance Company
Date Posted: March 20, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper The Bond Benchmark Continues to Tip to Swaps
BIS Quarterly Review March 2017
Lawrence Kreicher, Robert N. McCauley and Philip D. Wooldridge
Dartmouth College, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: March 20, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension
Camilleri, S.J., 2015, The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension, International Journal of Financial Research, 6(2), 44-53.
Silvio John Camilleri
University of Malta - Department of Banking and Finance - FEMA
Date Posted: March 20, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Reactions of Equity and Credit Markets to Unconventional Monetary Policy - Are the Markets Buying It?
Richard Lennart Mertens
University of Bremen - Department of Business Administration
Date Posted: March 20, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Uncompelled Hypothetical Investors and Its Implications for Appraisal Practice
Peter C. Dawson
Independent
Date Posted: March 20, 2017
Last Revised: March 22, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper A Rational Asset Pricing Model for Premiums and Discounts on Closed-End Funds: The Bubble Theory
Robert A. Jarrow and Philip Protter
Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University
Date Posted: March 20, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
Stefano Colonnello, Giuliano Curatola and Alessandro Gioffré
Otto-von-Guericke Universität Magdeburg, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Date Posted: March 20, 2017
Working Paper Series
10 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
22 downloads

Incl. Electronic Paper Ten Important Ideas About Value Creation: Powerpoint Presentation
Bartley J. Madden
DePaul University - Center for Strategy, Execution and Valuation
Date Posted: March 18, 2017
Working Paper Series
117 downloads

Incl. Electronic Paper Rare Events and Long-Run Risks
Robert J. Barro and Tao Jin
Harvard University - Department of Economics and Tsinghua University - PBC School of Finance
Date Posted: March 18, 2017
Working Paper Series
18 downloads

Spatial Correlation in Expected Returns in Commercial Real Estate Markets and the Role of Core Markets
Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017
James D. Shilling and C. F. Sirmans
DePaul University and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: March 18, 2017
Accepted Paper Series

Incl. Electronic Paper Insider Investment Horizon
Ferhat Akbas, Chao Jiang and Paul D. Koch
University of Kansas, University of South Carolina - Department of Finance and University of Kansas - Finance Area
Date Posted: March 17, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Rentabilidad De Los Fondos De Inversión En España, 2001-2016 (Return of Mutual Funds in Spain, 2001-2016)
Pablo Fernandez, Vitaly Pershin, Pablo Fernandez Acin and Isabel Fernández Acín
University of Navarra - IESE Business School, University of Navarra, IESE Business School, Independent and University of Navarra
Date Posted: March 17, 2017
Working Paper Series
770 downloads

Incl. Electronic Paper 176 Errores en Valoraciones de Empresas (176 Errors in Company Valuations)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: March 17, 2017
Working Paper Series
53 downloads

Incl. Electronic Paper Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECB's Expanded Asset Purchase Program
De Nederlandsche Bank Working Paper No. 548
Ryan van Lamoen, Simona Mattheussens and Martijn Dröes
De Nederlandsche Bank, De Nederlandsche Bank and University of Amsterdam
Date Posted: March 17, 2017
Working Paper Series
12 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
16 downloads

Incl. Electronic Paper Time-Varying Predictability of Consumption Growth, Macro-Uncertainty, and Risk Premiums
Pedro Barroso, Martijn Boons and Paul Karehnke
UNSW Australia Business School, School of Banking and Finance, New University of Lisbon - Nova School of Business and Economics and UNSW Australia Business School, School of Banking and Finance
Date Posted: March 17, 2017
Working Paper Series
23 downloads

A Parsimonious Risk Factor Model for Global Commodity Future Market
Zhenya Liu and Weiqing Tang
Renmin University of China and University of Birmingham, Department of Economics, Students
Date Posted: March 16, 2017
Working Paper Series

Incl. Electronic Paper Another Look at Value and Momentum: Volatility Spillovers
Klaus Grobys and Sami Vähämaa
University of Vaasa and University of Vaasa
Date Posted: March 16, 2017
Working Paper Series
54 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 Functional Analysis of Cross-Sectional Return on Chinese a Shares
Zhenya Liu, Yuqian Zhao, Ruanmin Cao and Lajos Horváth
Renmin University of China, University of Birmingham - Department of Economics, University of Birmingham - Department of Economics and University of Utah - Department of Mathematics
Date Posted: March 16, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Show Me the Money: The Monetary Policy Risk Premium
FRB of Boston Working Paper No. 16-27
Ali K. Ozdagli and Mihail Velikov
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Richmond
Date Posted: March 16, 2017
Working Paper Series
38 downloads

Incl. Electronic Paper Using the Single Crossing Property to Test for Presence of Two Agents in Stock Markets: A Research Note
Oghenovo A. Obrimah
Babcock University
Date Posted: March 15, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper The More We Know About Fundamentals, the Less We Agree on Price: Evidence from Earnings Announcements
Lindsey A. Gallo
University of Michigan - Stephen M. Ross School of Business
Date Posted: March 15, 2017
Working Paper Series
42 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
87 downloads

Incl. Electronic Paper Dynamic Quantile Models of Rational Behavior
Luciano I. de Castro and Antonio F Galvao
Tippie College of Business and University of Iowa
Date Posted: March 15, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Securitization and Liquidity When Asset Owners Possess Private Information
Qi Li
University of Chicago - Department of Economics
Date Posted: March 15, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Creditor Rights, Claims Enforcement, and Bond Performance in Merger and Aqcuisitions
CentER Discussion paper Series No. 2017-012
Luc Renneboog, Peter G. Szilagyi and Cara Vansteenkiste
Tilburg University - Department of Finance, CEU Business School - Central European University and Tilburg University - Department of Finance, Students
Date Posted: March 14, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Swap Valuation with Dual Curves - Approximations
Thomas Coleman
University of Chicago - Irving B. Harris Graduate School of Public Policy Studies
Date Posted: March 14, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper Nowhere to Go but Up: A Study of Listed Real Estate Sensitivity to Changes in Interest Rates
Alexey Akimov and Simon Stevenson
Lancaster University Management School and University of Reading - Henley Business School
Date Posted: March 14, 2017
Working Paper Series
14 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
70 downloads

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
56 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 Aggregate Supply and Demand Shocks and Asset Prices
Ray Ball, Gil Sadka and Ayung Tseng
University of Chicago - Accounting, University of Texas at Dallas and Indiana University
Date Posted: March 13, 2017
Working Paper Series
44 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 Policy Uncertainty and Corporate Credit Spreads
Somayeh (Mahsa) Kaviani, Lawrence Kryzanowski, Hosein Maleki and Pavel G. Savor
Temple University, Fox School of Business, Concordia University, Quebec - John Molson School of Business, Temple University, Fox School of Business and Temple University - Fox School of Business
Date Posted: March 11, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Carbon Risk
Maximilian Görgen, Andrea Jacob, Martin Nerlinger, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Date Posted: March 10, 2017
Working Paper Series
38 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
38 downloads

Incl. Electronic Paper The (Adaptive) Lasso in the Zoo - Firm Characteristic Selection in the Cross-Section of Expected Returns
Marcial Messmer and Francesco Audrino
University of St. Gallen and University of St. Gallen
Date Posted: March 10, 2017
Working Paper Series
55 downloads


 

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