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SSRN eLibrary Search Results
JEL Code: G1
19,880,531 Total downloads
Showing Papers 9,641 - 9,690 of 52,071
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Incl. Electronic Paper A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
FIRN Research Paper Forthcoming
Mesias Alfeus, Martino Grasselli and Erik Schlogl
UTS Business School/Finance Discipline group, University of Padova - Department of Mathematics and University of Technology Sydney (UTS), UTS Business School, Finance Discipline Group
Date Posted: May 25, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Disentangling the Relationship between Liquidity and Returns in Latin America
Documento CEDE No. 2017-32
Joseph J. French and Rodrigo Taborda
University of Northern Colorado and School of Management
Date Posted: May 25, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Pricing Catastrophe Bonds Based on a Left-Truncated Loss Index
Mario Giuricich and Krzysztof Burnecki
Faculty of Commerce and Hugo Steinhaus Center
Date Posted: May 25, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Do Investors See Value in Ethically Sound CEO Apologies? Investigating Stock Market Reaction to CEO Apologies
Journal of Business Ethics, Forthcoming
Daryl Koehn and Maria L. Goranova
DePaul University and University of Wisconsin - Milwaukee
Date Posted: May 25, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper High-Frequency Trading Strategies
Michael A. Goldstein, Amy Kwan and Richard Philip
Babson College - Finance Division, University of Sydney Business School and University of Sydney Business School
Date Posted: May 25, 2017
Working Paper Series
92 downloads

Incl. Electronic Paper Machine-Learning Models for Predicting Drug Approvals and Clinical-Phase Transitions
Andrew W. Lo, Kien Wei Siah and Chi Heem Wong
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)
Date Posted: May 25, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Portfolio Rho-presentativity
Tristan Froidure, Khalid Jalalzai and Yves Choueifaty
TOBAM, Independent and TOBAM
Date Posted: May 25, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Online Appendix for 'Ambiguity Aversion and Household Portfolio Choice Puzzles: Empirical Evidence'
Stephen G. Dimmock, Roy Kouwenberg, Olivia S. Mitchell and Kim Peijnenburg
Nanyang Technological University - Division of Finance, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Pennsylvania - The Wharton School and Netspar
Date Posted: May 25, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Better Financial Reporting: Meanings and Means
Shyam Sunder
Yale University - School of Management
Date Posted: May 25, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper How Does Risk Flow in the Credit Default Swap Market?
ECB Working Paper No. 2041
Marco D'Errico, Stefano Battiston, Tuomas A. Peltonen and Martin Scheicher
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: May 24, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Patterns and Pricing of Idiosyncratic Volatility in French Stock Market
Zhentao Liu, Gilbert V. Nartea and Ji (George) Wu
Xiamen University, University of Waikato and Massey University - School of Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper The Predictability of Low Frequency Volatilities Measures: Evidence from Hong Kong Stock Markets
Christopher Gan, Gilbert V. Nartea and Ji (George) Wu
Lincoln University (NZ), University of Waikato and Massey University - School of Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Appetite for Information in Mandatory Profiling of Individual Investors
Anthony Bellofatto and Marie-Hélène Broihanne
Catholic University of Louvain (UCL) - Louvain Finance (LFIN) and Strasbourg University, LaRGE Research Center, EM Strasbourg Business School
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper A Highly Efficient Regression Estimator for Skewed And/Or Heavy-Tailed Distributed Errors
European Stability Mechanism Working Paper No. 19
Lorenzo Ricci, Vincenzo Verardi and Catherine Vermandele
Université Libre de Bruxelles (ULB), FUNDP - University of Namur. CRED and Université Libre de Bruxelles (ULB)
Date Posted: May 24, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Do Foreign Stocks Substitute for International Diversification?
ESADE Business School Research Paper, Forthcoming
Vicente J. Bermejo, José Manuel Campa and Rodolfo G. Campos
ESADE Business School, University of Navarra - Madrid Campus - IESE Business School and Banco de España
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper UK Infrastructure Investment and Finance from a European and Global Perspective
Inderst Advisory Discussion Paper, Forthcoming
Georg Inderst
Inderst Advisory
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Lending Implications of U.S. Bank Stress Tests: Costs or Benefits?
Viral V. Acharya, Allen N. Berger and Raluca A. Roman
New York University - Leonard N. Stern School of Business, University of South Carolina - Darla Moore School of Business and Federal Reserve Bank of Kansas City
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
CESifo Working Paper Series No. 6432
M. Hashem Pesaran and Takashi Yamagata
USC Dornsife Institute for New Economic Thinking and University of York - Department of Economics and Related Studies
Date Posted: May 24, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper European Spreads at the Interest Rate Lower Bound
Laura Coroneo and Sergio Pastorello
University of York - Department of Economics and Related Studies and University of Bologna - Department of Economics
Date Posted: May 24, 2017
Last Revised: May 25, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper A Reconsideration of the Equity Premium Puzzle
Miguel Cantillo
Universidad de Costa Rica
Date Posted: May 24, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper How Should We Estimate Value-Relevance Models? Insights from European Data
British Accounting Review, Forthcoming
Enrico Onali, Gianluca Ginesti and Chrysovalantis Vasilakis
Aston University - Aston Business School, Department of Economics, Management, Institutions - University of Naples and Bangor Business School
Date Posted: May 24, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Dynamics of Heterogeneity and Asset Prices
Walter Farkas and Ciprian Necula
University of Zurich, Swiss Finance Institute (SFI) at Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: May 24, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Up and Down: Forecast Revisions, Forecast Dispersion and Momentum
Yun Liao
University of Macau - Faculty of Business Administration
Date Posted: May 24, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper The Renminbi Central Parity: An Empirical Investigation
BOFIT Discussion Paper No. 7/2017
Yin-Wong Cheung, C. H. Hui and Andrew Tsang
City University of Hong Kong - Department of Economics & Finance, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Date Posted: May 24, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Portfolio Choice and Asset Pricing with Investor Entry and Exit
Yosef Bonaparte, George M. Korniotis and Alok Kumar
University of Colorado at Denver - Department of Finance, University of Miami and University of Miami - School of Business Administration
Date Posted: May 24, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Building Efficient Portfolios Sensitive to Market Volatility
Wei Liu, James W. Kolari and Jianhua Z. Huang
Texas A&M University - Department of Finance, Texas A&M University, Department of Finance and Texas A&M University
Date Posted: May 24, 2017
Last Revised: May 25, 2017
Working Paper Series
205 downloads

Incl. Electronic Paper The Impact of Market Structure on Ex-Dividend Day Stock Price Behavior
Financial Management, Forthcoming
Sandra Mortal, Shishir K. Paudel and Sabatino Silveri
University of Alabama - Culverhouse College of Commerce & Business Administration, Alabama A&M University - College of Business and Public Affairs and University of Memphis - Fogelman College of Business and Economics
Date Posted: May 24, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Causal Effect of Local Product Market Shocks on Equity Holdings: Evidence from the Airline Industry
Daniel Bradley and Jared Williams
University of South Florida and University of South Florida
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Foreign Exchange Market Efficiency: Different Tales from Developed and Developing Markets during the Recent Financial Crisis
Ehab Abdel-Tawab Yamani
Jackson State University - Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
6 downloads

Is It Liquidity or Quality That Matters in Foreign Exchange Market?
Ehab Abdel-Tawab Yamani
Jackson State University - Economics and Finance
Date Posted: May 24, 2017
Working Paper Series

Incl. Electronic Paper The Impact of the New Real Estate Sector on REITs: An Event Study
Phillip Fuller, Ehab Abdel-Tawab Yamani and Geungu Yu
Jackson State University, Jackson State University - Economics and Finance and Jackson State University
Date Posted: May 24, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper How Investment Performance Affects the Formation and Use of Beliefs
Daniel Grosshans, Ferdinand Langnickel and Stefan Zeisberger
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and Radboud University Nijmegen
Date Posted: May 24, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper J-REIT Market Quality: Impact of High Frequency Trading and the Financial Crisis
Pawan Jain
University of Wyoming - College of Business - Department of Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Research of the Causalities US Stock Market Returns and G-7 Countries’ Stock Market Volatilities from Pre-Crisis to Post-Crisis of 2008
Advances in Management & Applied Economics, 7(4), 2017, 33-42
Ihsan Erdem Kayral and Semra Karacaer
The Scientific and Technological Research Council of Turkey (TUBITAK) and Hacettepe University
Date Posted: May 24, 2017
Accepted Paper Series
10 downloads

On the Use of Intercepts as Performance Measures
Jim Musumeci
Bentley University - Department of Finance
Date Posted: May 24, 2017
Working Paper Series

Incl. Electronic Paper Monnet's Error or Intergovernmental Triumph: Examining the Formation of the European Banking Union
Pat M. Beck II
American University of Phnom Penh (AUPP)
Date Posted: May 23, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Performance, Persistence, and Pay: A New Perspective on CTAs
Ingomar Krohn, Alexander Mende, Michael Moore and Vikas Raman
University of Warwick - Finance Group, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and University of Warwick - Finance Group
Date Posted: May 23, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper International Financial Regulation and the Basel Accord: How the Impact of a Soft Law Whisper Results in Compliance Throughout the Globe
Anumeet Toor
University of Windsor - Faculty of Law, Students
Date Posted: May 23, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper The Informational Content of Infinite Maturity Bonds
Oana Floroiu and Antoon Pelsser
Maastricht University and Maastricht University
Date Posted: May 23, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Determinants of Price Discovery in the VIX Futures Market
Journal of Empirical Finance, Forthcoming
Yu-Lun Chen and Wei-Che Tsai
Chung Yuan Christian University - Department of Finance and National Sun Yat-sen University - Department of Finance
Date Posted: May 23, 2017
Accepted Paper Series
37 downloads

Incl. Electronic Paper Long Run Growth of Financial Technology
Maryam Farboodi and Laura Veldkamp
Princeton University - Bendheim Center for Finance and New York University - Stern School of Business
Date Posted: May 23, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Co-Movements and Systematic Risk of Asian Securitized Real Estate Markets: A Wavelet Analysis
Kim Hiang Liow, Xiaoxiao Zhou, Li Qiang and Yuting Huang
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Real Estate
Date Posted: May 22, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Does Price Limit Hit's Patterns Follow Stock Return Patterns?
Haitham Nobanee and Maryam Al Hajjar
Abu Dhabi University and Abu Dhabi University
Date Posted: May 22, 2017
Last Revised: May 24, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Returns Signal Momentum
Fotis Papailias, Jiadong Liu and Dimitrios D. Thomakos
quantf research, Queen's Management School and University of Peloponnese - School of Management and Economics
Date Posted: May 22, 2017
Working Paper Series
134 downloads

Incl. Electronic Paper Censored Fractional Response Model: Estimating Heterogeneous Relative Risk Aversion of European Households
Qizhou Xiong
Halle Institute for Economic Research
Date Posted: May 22, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Aggregate Expected Investment Growth and Stock Market Returns
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, University of Delaware and University of Minnesota
Date Posted: May 22, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Comparing Performance Sensitivity of Retail and Institutional Mutual Funds’ Investment Flows
Finance Research Letters, Forthcoming
Mieszko Mazur, Galla Salganik-Shoshan and Maxim Zagonov
Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG), Ben-Gurion University of the Negev and Toulouse Business School, Université de Toulouse
Date Posted: May 22, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Data Snooping in Equity Premium Prediction
Viktoria-Sophie Bartsch, Hubert Dichtl, Wolfgang Drobetz and Andreas Neuhierl
University of Hamburg, Alpha Portfolio Advisors, University of Hamburg and University of Notre Dame - Department of Finance
Date Posted: May 22, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Business Cycle and Investment Flows of Retail and Institutional Mutual Funds
International Journal of Managerial Finance, Forthcoming
Galla Salganik-Shoshan
Ben-Gurion University of the Negev
Date Posted: May 22, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
DIW Berlin Discussion Paper No. 1669
Guglielmo Maria Caporale and Kefei You
Brunel University - Centre for Empirical Finance and University of Greenwich
Date Posted: May 22, 2017
Working Paper Series
2 downloads


 

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