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Marzena J. Rostek Nathan Yoder
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111638
425
2150
1
2022/05/16
2022/05/20
2022/05/16
Multilateral Matching Externalities Matching with Contracts Stability
Transient Impact From the Nash Equilibrium of a Permanent Market Impact Game
Open
Francesco Cordoni Fabrizio Lillo
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111582
5
42
0
2022/05/20
2022/05/01
Optimal Execution Market Impact Transient Impact Model Market microstructure Game theory
Exchange-Traded Funds and Real Investment
Open
Constantinos Antoniou Frank Weikai Li Xuewen Liu Avanidhar Subrahmanyam Chengzhu Sun
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111574
728
3954
0
2022/05/16
2022/05/20
2020/01/01
ETFs Real Efficiency Informational Efficiency Managerial Learning
Dangerous Tangents: An Application of Γ-Convergence to the Control of Dynamical Systems
Open
Rosario Maggistro Paolo Pellizzari Elena Sartori Marco Tolotti
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111567
17
101
0
2022/05/16
2022/05/20
2022/05/16
Dynamical Systems Finite Population Dynamics Γ-convergence Saddle-node Bifurcations Social Interaction
Intra-Firm Knowledge Sharing in the Investment Research Industry
Open
Artur Hugon An-Ping Lin Stanimir Markov
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111545
333
2503
0
2022/05/16
2022/05/20
2022/05/16
Knowledge Sharing Equity Analysts Debt Analysts
Contest Divisioning
Open
Philip Brookins Paan Jindapon
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111541
41
188
0
2022/05/16
2022/05/20
2021/05/01
contest design divisioning cost heterogeneity risk attitude heterogeneity
Keeping Promises? Mutual Funds’ Investment Objectives and Impact of Carbon Risk Disclosures
Open
John R. Nofsinger Abhishek Varma
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105615
76
788
0
2022/05/10
2022/05/19
2021/09/04
Disclosures Environmental Sustainability Carbon Risk Fossil Fuels Mutual Funds Socially Responsible Investing ESG UN PRI Principles for Responsible Investing.
Group Goal Difficulty and Shirking: The Moderating Role of Group Identity
Open
Chaoping Li Andrea Drake
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105572
8
50
0
2022/05/10
2022/05/19
2022/05/10
Shirking Task Difficulty Group Identity Mixed Incentives
Low Market-Beta or CAPM-Beta Anomaly? A Stricter Standard for Explaining the Low Market-Beta Anomaly
Open
Laite Guo
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105568
4
15
0
2022/05/12
2022/05/19
2022/03/01
Beta Anomaly; factor model; omitted factors; asset pricing; investment
Momentum Turning Points
Open
Christian L. Goulding Campbell R. Harvey Michele Mazzoleni
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105556
5308
14991
26
2022/05/10
2022/05/19
2022/05/05
time-series momentum volatility timing market timing asset pricing trend following turning points momentum speed mean reversion behavioral finance
In Vogue Again: The Re-Rise of SPACs in the IPO market
Open
Maria Lucia Passador
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105555
711
2233
2
2022/05/18
2022/05/19
2021/04/04
SPACs blank check companies IPO market private equity business combination
On The Radon--Nikodym Spectral Approach With Optimal Clustering
Open
Vladislav Malyshkin
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105518
64
2548
3
2022/05/10
2022/05/19
2019/05/31
We value your privacy: Behavior-based pricing under endogenous privacy
Open
Friederike Heiny Tianchi Li Michel Tolksdorf
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105512
180
1183
12
2022/05/10
2022/05/19
2022/05/10
behavior-based pricing privacy laboratory experiment
Zero-Knowledge Proofs of Stock-Picking Skill
Open
Alex Chinco
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105508
54
169
0
2022/05/10
2022/05/19
2022/05/10
Zero-Knowledge Proofs FinTech Active Management
The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market
Open
Muhammad Usman Danish Ahmed Siddiqui
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105484
161
679
0
2022/05/10
2022/05/19
2019/05/31
Exchange Rate Interest rate Foreign direct & portfolio investment Stock market return Oil Prices Co-integration Stationarity GARCH
Selective Carbon Taxation in Production Networks: Evidence from Mexico
Open
Mattis Bös Kasper Vrolijk
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098815
82
457
0
2022/05/02
2022/05/18
2021/11/03
Carbon Pricing Macroeconomic Development Input-Output Linkages
When the Markets Get CO.V.I.D.: COntagion Viruses and Information Diffusion
Open
Maria Jose Arteaga-Garavito Mariano (Max) Massimiliano Croce Paolo Farroni Isabella Wolfskeil
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098813
658
3829
20
2022/05/02
2022/05/18
2020/03/23
Contagion Announcements Information Asset Prices
Beyond Econometrics: A Roadmap Towards Financial Machine Learning
Open
Marcos Lopez de Prado
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098811
4680
13267
105
2022/05/03
2022/05/18
2019/09/19
machine learning artificial intelligence econometrics financial economics
Cross-Border Investments in Private Firms: The Benefits of Comparability for Foreign Investors
Open
Kristian D. Allee Tami Dinh Arthur Stenzel
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098783
28
91
0
2022/05/18
2022/04/30
accounting comparability private firms real effects cross-border investment
Optimal Trend-Following in a Markov Switching Model
Open
Valeriy Zakamulin Javier Giner
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4092437
43
93
0
2022/05/17
2022/04/25
Markov switching model bull-bear markets optimal trend-following moving averages
The Odd One Out? The Impact of Property Uniqueness on Selling Time and Selling Price
Open
Lily Shen Thomas M. Springer
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4092436
5
51
1
2022/05/17
2022/04/22
Natural Language Processing Unsupervised Machine Learning Soft In- formation Time on the Market Property Descriptions
Slums and Pandemics
Open
Luiz Brotherhood Tiago Cavalcanti Daniel Da Mata Cezar Santos
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4086680
441
1991
73
2022/04/19
2022/05/16
2020/08/02
COVID-19 Slums Health Social Distancing Public Policies
Aging and Public Financing Costs: Evidence from U.S. Municipal Bond Markets
Open
Alexander W. Butler Hanyi (Livia) Yi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080409
451
1934
3
2022/05/10
2022/05/15
2019/01/13
Local Public Finance Municipal Bonds Demographics Aging
Local Government Implicit Debt and the Pricing of LGFV Bonds
Open
Laura Xiaolei Liu Yuanzhen Lyu Fan Yu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080395
704
2599
1
2022/04/11
2022/05/15
2021/12/31
local government implicit debt; implicit government guarantee; credit spread; local government implicit debt ratios
Market Conditions Firm Investments and Strategic Use of Pension Discount Rates
Open
Liping Chu Michael A. Goldstein Xin Li Tong Yu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080389
95
671
0
2022/04/27
2022/05/15
2020/06/15
Pension discount rate; Low interest rate; Pension liabilities; Earnings management
Style Timing around the World
Open
Javier Vidal-García Marta Vidal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080353
40
117
0
2022/04/12
2022/05/15
2022/04/08
Mutual Funds; Flows; Portfolio Management; Fund Performance
Momentum and Short-Term Reversals: Theory and Evidence
Open
Narasimhan Jegadeesh Jiang Luo Avanidhar Subrahmanyam Sheridan Titman
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080302
293
747
5
2022/05/09
2022/05/15
2022/03/29
momentum reversals noise traders liquidity GameStop
The Cross-Section of Extrapolative Belief and the High-Volume Premium
Open
Huaixin Wang
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080285
30
123
0
2022/05/13
2022/05/15
2022/03/31
Extrapolation Trading volume Anomaly Mispricing
Market Integration and Asset Prices: Evidence from the Inclusion of China A-Shares in MSCI Global Indices
Open
Bo Li Qian Sun
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4074309
17
128
0
2022/05/14
2022/03/21
MSCI index effect risk-sharing market integration externality effect
Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion
Open
David A. Hirshleifer Chong Huang Siew Hong Teoh
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4074303
348
2618
2
2022/04/04
2022/05/14
2022/04/03
Ambiguity aversion information asymmetry index design index investing CAPM
Purifying Political Ecology: How Anti-Corruption Campaign Affects Capital Structure Decisions?
Open
Kai Wu Jiming Liu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067819
9
77
0
2022/04/25
2022/05/13
2022/04/14
anti-corruption campaign capital structure adjustment political connection
Corruption and Within-Country Stereotypes
Open
Paolo Buonanno Marcello Puca Patrizia Sbriglia
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067812
62
498
2
2022/03/28
2022/05/13
2022/02/18
Corruption Institutions Social Capital Diversity
Scelte di Portafoglio: Approccio Media-Varianza e CAPM (Mean-Variance Portfolio Choice and CAPM)
Open
Maria-Augusta Miceli
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067744
505
1128
0
2022/03/28
2022/05/13
2022/03/27
portafoglio portfolio asset pricing mean-variance media-varianza CAPM efficient frontier
Credit Derivative Theory & Practice – A Credit Primer & Review of the Impact of ISDA Standardization on Credit Default Swap Pricing & Credit Model Calibration
Open
Nicholas Burgess
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067736
990
3239
9
2022/03/28
2022/05/13
2018/11/05
Credit Derivatives Credit Default Swaps Credit Index Credit Event Credit Tightening Credit Widening Survival Probability Default Probability Hazard Rate Loss Given Default (LGD) Recovery Rate ISDA Standardization Credit Spread Par Spread Risky Annuity Risky Discount Factor
Timing in Dynamic Matching Markets: Theory and Evidence
Open
Erdem Yenerdag
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067702
4
47
0
2022/05/13
2022/03/27
Matching incomplete information stability unraveling experiments
Guilty by Political Association: The Impact of Political Scandals on Connected Firms
Open
April M. Knill Baixiao Liu John J. McConnell Cayman Seagraves
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067690
82
521
5
2022/05/09
2022/05/13
2020/04/01
Political Scandal Political Connection Spillover Firm Valuation
A Panel Bounds Testing Procedure
Open
Georgios Bertsatos Plutarchos Sakellaris Mike Tsionas
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064916
11
62
0
2022/05/12
2022/03/23
Bounds Testing Procedure Conditional Quantile Regressions Fixed Effects Panel Co-integration
Option Price Implied Information and REIT Returns
Open
Jie Cao Bing Han Linjia Song Xintong Zhan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064915
218
896
0
2022/03/23
2022/05/12
2022/03/23
informed trading in options; stock return predictability; real estate investment trusts
Just Imagine Financial Planning Software That Does This
Open
Larry R. Frank Sr
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064898
26
101
0
2022/03/25
2022/05/12
2022/03/01
Financial Markets Probabilities Statistical Methods Financial Services Personal Economics Software Programming
The Streaming Games: Analyzing the Revenue Models of Online Media Firms
Open
Anurag Garg Vashkar Ghosh Soohyun Cho Arunava Banerjee Shubho Bandyopadhyay
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064875
136
0
2022/05/12
2022/03/23
Streaming media Two-dimensional competition Online advertisement Revenue models Consumer heterogeneity
The Role of a Green Factor in Stock Prices. When Fama & French Go Green
Open
Ricardo Gimeno Clara I. Gonzalez
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064848
89
252
0
2022/05/12
2022/03/23
climate change carbon footprint factor model asset pricing disclosure
Do Sustainability Ratings Matter? Evidence from Private Wealth Investment Flows
Open
Amir Amel-Zadeh Rik Lustermans Mary Pieterse-Bloem
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064843
637
3057
2
2022/03/23
2022/05/12
2022/03/23
ESG ratings sustainable investing retail investors private wealth asset allocation investment flows
Bourgeois Energy Transition
Open
Nicolas Boccard
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064169
8
139
0
2022/03/23
2022/05/11
2022/03/22
Ecology; Environment; Election; Manifesto; Energy Transition; Kuznets
The Choice of Peers for Relative Performance Evaluation in Executive Compensation
Open
John M. Bizjak Swaminathan L. Kalpathy Zhichuan Frank Li Brian Young
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064165
700
3203
0
2022/03/23
2022/05/11
2022/03/22
executive compensation relative performance RPE peer groups compensation benchmarking performance measures CEO pay corporate governance
Anomaly or Possible Risk Factor? Simple-To-Use Tests
Open
Benjamin Holcblat Abraham Lioui Michael Weber
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064159
287
744
2
2022/04/29
2022/05/11
2022/04/29
Cross-section of Returns Factor Pricing Strong SSD Abnormal returns Market frictions
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect
Open
Zhengyang Jiang Arvind Krishnamurthy Hanno N. Lustig Jialu Sun
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064155
249
828
0
2022/03/23
2022/05/11
2021/05/24
Safe assets exchange rates convenience yield incomplete markets
When Good Balance Goes Bad: a Discussion of Common Pitfalls When Using Entropy Balancing
Open
Jeff L. McMullin Bryce Schonberger
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064138
513
1235
0
2022/03/23
2022/05/11
2021/11/15
entropy balancing matching causal inference covariate balance audit fees
Blockchain Adoption and Optimal Reinsurance Design
Open
Hamed Amini Romain Deguest Engin Iyidogan Andreea Minca
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064126
204
909
5
2022/03/23
2022/05/11
2021/08/30
Blockchain Nash Equilibrium Insurance-Reinsurance Technology Adoption FinTech
Initial Margin Requirements and Market Efficiency
Open
Ferhat Akbas Lezgin Ay Paul D. Koch
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064119
84
532
1
2022/03/23
2022/05/11
2022/03/22
market efficiency leverage constraints margin requirements limits to arbitrage post-earnings announcement drift PEAD
Hedge Fund Liquidity Management: Insights for Fund Performance
Open
George O. Aragon A. Tolga Ergun Giulio Girardi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064107
174
1004
0
2022/03/23
2022/05/11
2022/03/22
Liquidity buffer hedge funds fund performance cash borrowing
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