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SSRN eLibrary Search Results
JEL Code: G12
8,997,807 Total downloads
Showing Papers 9,401 - 9,450 of 19,299
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Incl. Electronic Paper Functional Ross Recovery: An Operator Approach
Yannick Dillschneider and Raimond Maurer
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Finance Department
Date Posted: June 27, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper A Comment on Wu and Xia (2016) from a Macroeconomic Perspective
CAMA Working Paper No. 41/2017
Leo Krippner
Reserve Bank of New Zealand
Date Posted: June 27, 2017
Working Paper Series
2 downloads

Estimating Beta When the CAPM Is True
"Estimating Beta When the CAPM is True", The Journal of Performance Measurement, Summer 1998, v2(4). 38-55
Robert Ferguson and Yusif Simaan
AnswersToGo and Fordham University - Graduate School of Business
Date Posted: June 27, 2017
Accepted Paper Series

Incl. Electronic Paper The Importance of Being Special: Repo Markets During the Crisis
ECB Working Paper No. 2065
Stefano Corradin and Angela Maddaloni
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: June 27, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper CEO Turnover and Political Repositioning
Yosef Bonaparte
University of Colorado at Denver - Department of Finance
Date Posted: June 26, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper President Life Cycle and Stock Market Outcomes
Yosef Bonaparte
University of Colorado at Denver - Department of Finance
Date Posted: June 26, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Solving DSGE Models - When Local Approximations Fail
Nikolai Gräber and Malte Schumacher
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: June 26, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper On Yield Curves of the European Central Bank
Medvedev G. A.On yield curves of the european central bank. Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science.2017.No. 41. (InRussian), Forthcoming ,
Gennady Medvedev
Belarusian State University
Date Posted: June 26, 2017
Accepted Paper Series
7 downloads

Incl. Fee Electronic Paper Houses Across Time and Across Place
CEPR Discussion Paper No. DP12103
David Miles and James A. Sefton
Imperial College Business School and Imperial College London
Date Posted: June 26, 2017
Working Paper Series

Incl. Electronic Paper Modelling Stock Returns in India: Fama and French Revisited
Rajeev Kumar Upadhyay
Delhi University Enclave, Department of Commerce
Date Posted: June 23, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Brokers and Order Flow Leakage: Evidence from Fire Sales
Andrea Barbon, Marco Di Maggio, Francesco A. Franzoni and Augustin Landier
Università della Svizzera italiana (USI), Lugano, Harvard Business School, USI Lugano and Toulouse School of Economics
Date Posted: June 23, 2017
Working Paper Series
45 downloads

Incl. Electronic Paper The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment
Roman Frydman, Soren Johansen, Anders Rahbek and Morten Nyboe Tabor
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Date Posted: June 23, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Developments in Financial Institutions, Governance, Agency Costs, and Misconduct
Journal of International Financial Markets, Institutions and Money, Forthcoming
Douglas J. Cumming, Sofia Johan and Rejo Peter
York University - Schulich School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Date Posted: June 23, 2017
Accepted 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
Last Revised: June 26, 2017
Accepted Paper Series
51 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
129 downloads

Incl. Electronic Paper Corporate Advertisements and the Investor Attention Effect: Evidence from Television Commercials
Hiroyuki Aman, Norihiro Kasuga and Hiroshi Moriyasu
Kwansei Gakuin University, Konan University and Nagasaki University
Date Posted: June 23, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper On Quadratic Models of Yield in Risk-Neutral World
Gennady Medvedev and Dmitriy A. Pavliv
Belarusian State University and Belarusian State University
Date Posted: June 22, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper The Longstaff – Schwartz Model of Yield Term Structure and its Expansion
Gennady Medvedev
Belarusian State University
Date Posted: June 22, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Polynomial Models of Yield Term Structure
Gennady Medvedev
Belarusian State University
Date Posted: June 22, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets
CAEPR Working Paper 2017-005
Robert A. Becker
Indiana University Bloomington - Department of Economics
Date Posted: June 22, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Credit Market Freezes
Efraim Benmelech and Nittai Bergman
Northwestern University - Kellogg School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 22, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 5. The Duffie – Kan Two Factor Model (Continuation).
Medvedev G. A. On term structure of yield rates. 5. The Duffie –Kan two factor model (continuation) Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. 2013. No.2(23), P. 64–74.(In Russian) ,
Gennady Medvedev
Belarusian State University
Date Posted: June 22, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 4. The Duffie – Kan Two Factor Model
Medvedev G. A. On term structure of yield rates. 4.The Duffie–Kan two factor model // Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. 2012. No.4(21), P.89–99.P. 64–74.(In Russian) ,
Gennady Medvedev
Belarusian State University
Date Posted: June 22, 2017
Accepted Paper Series
10 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
26 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
19 downloads

Incl. Electronic Paper Noisy Active Management
Robert F. Stambaugh
University of Pennsylvania - The Wharton School
Date Posted: June 22, 2017
Last Revised: June 25, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper About One Quadratic Model of Yield Term Structure
Medvedev G. A. About one quadratic model of yield term structure // Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. 2017. № 38. P. 24–29. (In Russian),
Gennady Medvedev
Belarusian State University
Date Posted: June 21, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Nelson-Siegel-Svensson Yields. Probability Properties and Estimation
Gennady Medvedev
Belarusian State University
Date Posted: June 21, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Time Variation of the Equity Term Structure
Niels Joachim Gormsen
Copenhagen Business School
Date Posted: June 21, 2017
Working Paper Series
48 downloads

Incl. Electronic Paper Strategic Trade when Securitized Portfolio Values are Unknown
Louis R. Piccotti
SUNY at Albany - School of Business
Date Posted: June 21, 2017
Last Revised: June 25, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper On the Nelson-Siegel-Svensson No-Arbitrage Yield Curve Models
Tomsk State University Journal of Control and Computer Science. №3(32). P. 44–55.,
Gennady Medvedev
Belarusian State University
Date Posted: June 21, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper A Reverse Index Futures Split Effect on Liquidity and Market Dynamics
Athanasios Fassas and Nikolaos L. Hourvouliades
Hellenic Open University and American College of Thessaloniki
Date Posted: June 21, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Yield Curves in Two-Factor Vasiček Models
Probability Theory, Mathematical Statistics and Their Applications: The Collection of Scientific Papers, H́ Minsk: RIVSH, p. 136-141, 2014,
Gennady Medvedev
Belarusian State University
Date Posted: June 21, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Investor Attention and Sentiment: Risk or Anomaly?
Melk Bucher
Columbia Business School
Date Posted: June 21, 2017
Working Paper Series
54 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 7. Another Temporal Variable for Maturities
Medvedev G. A. (2013). On term structure of yield rates. 7. Another temporal variable for maturities. Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. – Tomsk State University Journal of Control and Computer Science. №4(25). P. 71–83. (In Russian),
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
9 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 6. The Three Factor Model
Tomsk State University Journal of Control and Computer Science. 2013. No. 3(24), P. 113 – 122.,
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
21 downloads

Incl. Electronic Paper Earnings Forecasts: The Case for Combining Analysts' Estimates with a Mechanical Model
Vitor G. Azevedo, Patrick Bielstein and Manuel Gerhart
Technische Universität München (TUM), Department of Financial Management and Capital Markets, Students, Technische Universität München (TUM), Department of Financial Management and Capital Markets and Technische Universität München (TUM), Students
Date Posted: June 20, 2017
Last Revised: June 26, 2017
Working Paper Series
74 downloads

Incl. Electronic Paper Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
Sebastian Stöckl
University of Liechtenstein
Date Posted: June 20, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 3. The Duffie – Kan One-Factor Model
Tomsk State University Journal of Control and Computer Science. 2012. No. 3(20), P. 71 – 80.,
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
13 downloads

Incl. Electronic Paper On Term Structure of Yield Rates. 2. The Cox – Ingersoll – Ross Model
Tomsk State University Journal of Control and Computer Science. 2012. No. 2(19). pp. 102-111.
Gennady Medvedev
Belarusian State University
Date Posted: June 20, 2017
Accepted Paper Series
21 downloads

Incl. Electronic Paper Are Volatility Over Volume Liquidity Proxies Useful For Global Or US Research?
Kingsley Y. L. Fong, Craig W. Holden and Ondrej Tobek
University of New South Wales - School of Banking and Finance, Indiana University - Kelley School of Business - Department of Finance and University of Cambridge - Faculty of Economics
Date Posted: June 20, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Monetary Policy Through Production Networks: Evidence from the Stock Market
CESifo Working Paper Series No. 6486
Ali K. Ozdagli and Michael Weber
Federal Reserve Banks - Federal Reserve Bank of Boston and University of Chicago - Finance
Date Posted: June 19, 2017
Working Paper Series
8 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
84 downloads

Incl. Electronic Paper Is Market Fear Persistent? A Long-Memory Analysis
DIW Berlin Discussion Paper No. 1670
Guglielmo Maria Caporale, Luis A. Gil-Alana and Oleksiy Plastun
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
Date Posted: June 19, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper Credit Alpha and CO2 Reduction: A Portfolio Manager Perspective
Ulf Erlandsson
Independent
Date Posted: June 19, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Changes in Ownership Breadth and Anomaly Returns
Yangru Wu and Weike Xu
Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University
Date Posted: June 19, 2017
Working Paper Series
36 downloads

Incl. Electronic Paper The Probability Density of the Processes of Short Interest Rates
Medvedev G. A. (2016)The probability density of the processes ofshortinterest rates.Vestnik Tomskogo gosudarstvennogo universiteta. Informatika i vychislitel’naya tekhnika. –Tomsk State University Journal of Control and Computer Science.№3(36).P.35–48. (In Russian). ,
Gennady Medvedev
Belarusian State University
Date Posted: June 19, 2017
Accepted Paper Series
10 downloads

Decomposing the Value Premium: The Role of Intangible Information in the Chinese Stock Market
Kin-Yip Ho and Jiyoun An
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and Kyung Hee University
Date Posted: June 19, 2017
Last Revised: June 20, 2017
Working Paper Series

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
40 downloads


 

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