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Keywords
A Structural Study of Fixed Income Securities with Intraday Data
Open
Rajeev R. Bhattacharya
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230300
0
3
0
2022/09/26
2022/09/26
Fixed Income Securities; Market Efficiency; Intraday Data Event Studies; Earnings Announcements; Key Developments; Endogeneity; Simultaneity; Missing/Unavailable Data; Proxy Variables; Instrumental Variables.
Why Women Earn Lower Real Estate Returns
Open
Anastasia Girshina Laurent Bach Paolo Sodini
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230268
1
1
0
2022/09/26
Gender gap real estate returns
The Passive-Ownership Share Is Double What You Think It Is
Open
Alex Chinco Marco Sammon
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230245
0
0
0
2022/09/26
2022/09/26
Passive ownership Index funds Reconstitution day Pre-positioned trades Information-based asset-pricing models
Influencer Detection meets Network AutoRegression – Influential Regions in the Bitcoin Blockchain
Open
Simon Trimborn Hanqiu Peng Ying Chen
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230241
0
1
0
2022/09/26
2022/09/26
Bitcoin Blockchain Network Dynamics Two-Layer sparsity
Econometrics Analysis of Impact of International Trade on Economic Growth in Rwanda an (1990-2017)
Open
Etienne Nzabirinda
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230240
0
0
0
2022/09/26
2020/03/16
Economic Growth Trade Openness Export Import International Trade VECM
Quantitative Easing Inflation and Federal Reserve Complicity
Open
Thomas Joseph Webster
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230214
0
0
0
2022/09/26
2022/07/26
Dickey-Fuller unit root test; Engle-Granger cointegration test; Johansen cointegration test quantitative easing CPI.
Do the Voting Rights of Federal Reserve Bank Presidents Matter?
Open
Vyacheslav Fos Nancy R. Xu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230206
0
4
0
2022/09/26
2022/09/26
Federal Reserve System monetary policy FOMC voting rights Reserve Bank presidents
Command-Line Cartographic Data Processing for Geophysical Plotting of Rwanda Using GMT and R Scripts
Open
Polina Lemenkova
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230205
1
0
2022/09/26
2022/09/26
Geophysics shell script cartography GMT R language Africa
Examining Qes Bang for the Buck: Does Quantitative Easing Reduce Credit and Liquidity Risks and Stimulate Real Economic Activity?
Open
Lior Cohen
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4230204
0
0
0
2022/09/26
2022/06/04
quantitative easing (QE)corporate bonds CSPP corporate credit risk liquidity risk
Market Effects of Central Bank Credit Markets Support Programs in Europe
Open
Yuriy Kitsul Oleg Sokolinskiy Jonathan H. Wright
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228409
0
0
0
2022/09/25
CDS Central banks Credit derivatives Credit programs Debt issuance Uncertainty
Comprehensive Reassessment of Economic Uncertainty and Corporate Investment
Open
Kiryoung Lee Yoontae Jeon
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228404
5
41
0
2022/09/25
2022/09/25
2022/09/24
Economic uncertainty index Economic Policy Uncertainty Monetary Policy Uncertainty Corporate Investment
Dividend Taxes and Investment Efficiency: Evidence from the 2003 U.S. Personal Taxation Reform
Open
J.B. (Jong-Bom) Chay Byung-Uk Chong Hyun Joong Im
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228399
135
897
1
2022/09/25
2022/09/25
2022/05/05
Dividend Taxation Investment Efficiency Financial Constraints Free Cash Flows
Market Power in Wholesale Funding: A Structural Perspective from the Triparty Repo Market
Open
Amy Huber
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228333
22
82
0
2022/09/25
2022/09/25
2022/09/23
Triparty repo market power portfolio allocation funding spreads intermediary asset pricing
Using Meta-Learning in Automatic Demand Forecasts with a Large Number of Products
Open
Luis Gutierrez Marcel Goic
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228329
0
1
0
2022/09/25
2022/07/16
Forecasting Meta-Learning Time Series Retailing.
Basel III Credit-to-GDP Gaps and the Origins of Their Unreliability: Introducing Historical Reliability Bands
Open
Josefine Quast
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228305
26
150
0
2022/09/25
2022/09/25
2022/07/31
Countercyclical capital buffers detrending stochastic trends real-time analysis
Quantitative Easing Federal Reserve Complicity and Modern Monetary Theory
Open
Thomas Joseph Webster
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228291
32
250
0
2022/09/25
2022/09/25
2022/08/13
Granger causality inflation quantitative easing vector autoregression modern monetary theory.
Real Consequences of Foreign Exchange Derivatives Hedging
Open
Hyeyoon Jung
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228276
130
1240
0
2022/09/23
2022/09/25
Real effects Macroprudential policy International finance Derivatives hedging FX risk management
Does Russian Election Interference Damage Support for U.S. Alliances? The Case of Japan
Open
Benjamin E. Goldsmith Yusaku Horiuchi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228578
0
0
0
2022/09/24
2021/09/24
alliance soft power electoral meddling trust Trump Russia Japan
A Probabilistic Solution to High-Dimensional Continuous-Time Macro-Finance Models
Open
Ji Huang
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228577
0
0
0
2022/09/24
2022/05/29
probabilistic solution macro-finance FBSDE deep learning Malliavin derivative
Measuring Firm Complexity
Open
Tim Loughran Bill McDonald
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228575
0
0
0
2022/09/24
Firm complexity; textual analysis; Form 10-K; machine learning; lasso regression.
Reducing power peaks in railway traffic flow subject to random effects
Open
Alessio Trivella Francesco Corman
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228523
1
2
0
2022/09/24
2022/09/24
Railway traffic dynamics stochastic processes traffic flow theory power peaks automated train operations.
The Volcker Rule and the Hedge Fund Liquidity Circle
Open
Michael Bowe Olga Kolokolova Lijie Yu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228517
0
0
0
2022/09/24
2019/11/13
Volcker Rule Hedge funds Liquidity risk Liquidity provision Fund flows
Subjective Extremeness: Contrast Effects in the Perception of Stock Returns
Open
Constantinos Antoniou Junyang Guo Neil Stewart
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228472
0
0
0
2022/09/24
2021/03/15
contrast effects salience stock trading
Value Innovation by Creating Blue Oceans
Open
Thomas Hammer
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228460
0
0
0
2022/09/24
2022/09/24
Blue Ocean Innovation Value Innovation
Patent Pool Formation as a Social Dilemma
Open
Takaaki Abe Emiko Fukuda Shigeo Muto
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4228457
0
1
0
2022/09/24
2022/09/24
patent pool patent thicket voluntary formation social dilemma
Aggregate Versus Sectoral Shocks: A Missing Link In India’s Macroeconomic Story
Open
Saurabh Sharma
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227842
12
35
0
2022/09/23
2022/09/23
2022/09/16
Aggregate fluctuations Sectoral interaction Business cycle Comovement Indian economy
Boosting the Equity Momentum Factor in Credit
Open
Hendrik Kaufmann Philip Messow Jonas Vogt
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227837
0
2065
3
2022/09/23
2022/09/23
2021/10/15
Cross-Sectional Asset Pricing Market Anomalies Momentum Machine Learning Boosting
Localized Information Acquisition
Open
Stephan Hollander Robin Litjens
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227836
260
1381
2
2022/09/23
2022/09/23
2022/09/23
information acquisition geography earnings days asset pricing
Corporate Social Responsibility and SEO announcement effects around the world
Open
Torbjörn Müller
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227833
0
0
0
2022/09/23
2022/09/01
Corporate Social Responsibility Corporate Finance Seasoned Equity Offerings
Corporate Bond Price Reversals
Open
Alexey Ivashchenko
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227832
0
0
0
2022/09/23
2022/09/22
corporate bonds trading volume reversal informed trading dealer inventory
Short-term and Long-term Strategies for Dealing with Financial Risk Exposures
Open
Marcelo Henriques-de-Brito Ph.D. CFP
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227074
2
2
0
2022/09/22
2022/04/25
Option Strategies Derivatives Diversification Asset Allocation Financial Portfolio Rebalancing Portfolio Management Risk Return Financial Analysis Risk Management
Peer Information in Loan Pricing
Open
Yangming Bao
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227073
0
0
0
2022/09/22
2019/08/20
Peer information; Loan pricing; Bank lending; Information asymmetry
Long-Only Value Investing: Does Size Matter?
Open
Jack Vogel
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227067
0
0
0
2022/09/22
2022/04/07
Value investing size investing value anomaly
Who creates and who bears flow externalities in mutual funds?
Open
Daniel Fricke Stephan Jank Hannes Wilke
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227047
1
2
0
2022/09/22
2022/09/22
asset management; mutual funds; externalities; contagion; performance.
Forecast Targeting and Financial Stability: Evidence from the European Central Bank and Bank of England
Open
Claudia Curi Lucia Milena Murgia
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227029
0
0
0
2022/09/22
Central bank Financial Stability Forecast Targeting Monetary Policy Taylor Rule Tri-mandate.
Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach
Open
Federico DAmario Milos Ciganovic
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227022
1
2
0
2022/09/22
2022/09/22
Cryptocurrencies Time series analysis Sentiment analysis Natural Language Processing
Synthetic Leverage and Fund Risk-Taking
Open
Daniel Fricke
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227014
0
0
0
2022/09/22
2021/02/25
leverage risk-taking derivatives securities lending mutual funds
COVID-19 Pandemic Corporate Investment and the Real Option Value
Open
Chao Yan Ziyi Zhang Yi Feng
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227006
5
12
0
2022/09/22
2022/09/22
COVID-19; Corporate Investment; Real Option Value; Put Options
100-Years of Dollar Factor
Open
Juliána Javorská Daniela Hanicova
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227001
2
1
0
2022/09/22
2022/09/22
dollar dollar factor currency data history
What We Know About the Low-Risk Anomaly – A Literature Review
Open
Joshua Traut
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4226984
0
0
0
2022/09/22
2022/07/06
Factor Investing Asset Pricing Style Investing Low-Risk Defensive Equity
Sum of Successive Partitions of Binomial Coefficient
Open
Chinnaraji Annamalai
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4226966
1
1
0
2022/09/22
2022/09/22
computation combinatorics binomial coefficient partition method
Scalar and Vector Space of Combinatorial Geometric Series
Open
Chinnaraji Annamalai
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4225265
1
1
0
2022/09/21
2022/09/21
combinatorics binomial coefficient scalar vector space
Domain Engineering for Applied Monocular Reconstruction of Parametric Faces
Open
SIPIJ Journal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4225263
0
1
0
2022/09/21
2022/09/21
Face Reconstruction Parametric Models Domain Decomposition Domain Adaptation
Systemic Risk Allocation for Systems with a Small Number of Banks
Open
Xiao Qin Chen Zhou Günter Coenen Juan Luis Vega-croissier Michael Woodford Michael Woodford Bennett T. Mccallum Edward Nelson Joao Miguel Sousa Andrea Zaghini Eric M. Leeper Jennifer E. Roush Eric M. Leeper Jennifer E. Roush Claus Brand Nuno Cassola
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4225211
744
0
2022/09/21
2022/09/21
2013/05/22
Systemic risk allocation marginal expected shortfall systemically important financial institutions extreme value theory
Systemic Risk Allocation Using the Asymptotic Marginal Expected Shortfall
Open
Xiao Qin Chen Zhou
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4225208
42
0
2022/09/21
2022/09/21
2022/08/13
Asymptotic marginal expected shortfall; Systemically important financial institutions; Multivariate extreme value theory
Digesting Three-Factor Model by XGBoost and SHAP
Open
Weige Huang
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4225190
111
403
1
2022/09/21
2022/09/21
2021/01/24
Asset Pricing Factor Model Machine Learning SHAP XGBoost
Insider Networks
Open
Selman Erol Michael Lee
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4225180
135
1312
0
2022/09/21
2022/09/21
2018/05/21
Network Formation Insider Trading Regulatory Ambiguity Endogenous Intermediation
CDS market structure and bond spreads
Open
Andrada Bilan Yalin Gündüz
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4224377
0
0
0
2022/09/20
2022/09/20
Credit default swaps dealer markets bonds markets credit risk Depository Trust and Clearing Corporation (DTCC)
To Play a Better Role as FMI and Safeguard Financial Stability
Open
Shuang Liu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4224358
0
0
0
2022/09/20
2022/09/20
China Bond Market Financial Market Infrastructure
To Improve FMI Services and Support the Development of Asset Management Innovations
Open
Yinan Liu Yufei Liu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4224355
0
0
0
2022/09/20
2022/09/20
Asset management FMI services high-quality development
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