Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G19
166,278 Total downloads
Showing Papers 1 - 50 of 665
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Long and Short-Term Dynamics of the S&P500 Option-Implied Distribution
Yi Ling Michelle-Joy Low
The University of Melbourne
Date Posted: May 20, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Forecasting Real Estate Prices
Handbook of Economic Forecasting: Vol II, G. Elliott and A. Timmermann, eds., Elsevier, 2012
Eric Ghysels , Alberto Plazzi , Walter N. Torous and Rossen I. Valkanov
University of North Carolina (UNC) at Chapel Hill - Department of Economics , University of Lugano - Institute of Finance , University of California, Los Angeles (UCLA) - Finance Area and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: April 21, 2013
Accepted Paper Series
99 downloads

Incl. Electronic Paper Do Markets Anticipate Capital Structure Decisions? Feedback Effects in Equity Liquidity
Journal of Corporate Finance, Forthcoming
Christian Andres , Douglas Cumming , Timur Karabiber and Denis Schweizer
WHU - Otto Beisheim School of Management , York University - Schulich School of Business , WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: April 18, 2013
Accepted Paper Series
39 downloads

Incl. Electronic Paper The Influence of Stock Specific Factors on the Sentiment of Equity Investors: Evidence from Indian Stock Market
Proceedings of the 20th ASBBS Annual Conference, Volume 20, No 1, p. 688, February, 2013
Ebenezer Bennet and Murugesan Selvam
All Nations University College and Bharathidasan University - Department of Commerce and Financial Studies
Date Posted: April 16, 2013
Accepted Paper Series
12 downloads

Incl. Electronic Paper Impact of the Foreign Exchange Rates Fluctuations on Returns and Volatility of the Bucharest Stock Exchange
Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: April 15, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Reactions to Shocks of the Romanian Companies Stock Prices
Ramona Dumitriu and Razvan Stefanescu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: April 13, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper A Dynamic Limit Order Market with Fast and Slow Traders
ECB Working Paper No. 1526
Peter Hoffmann
European Central Bank (ECB) - Directorate General Research
Date Posted: April 10, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Month-of-the-Year Effects on Romanian Capital Market before and after the Adhesion to European Union
Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: April 07, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Short-Term Influence of the Oil Price on Stock Prices from the Bucharest Stock Exchange
Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: April 07, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Common Risk Factors of Infrastructure Firms
Semir Ben Ammar and Martin Eling
University of St. Gallen and University of St. Gallen
Date Posted: April 03, 2013
Working Paper Series
82 downloads

Risk Measures under a Stochastic Volatility Model with a Mixture-of-Normal Error Distribution
Dinghai Xu and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 02, 2013
Working Paper Series

Stochastic Conditional Duration Model with a Mixture-of-Normal Error Distribution: Theoretical Properties and Monte-Carlo Results
Dinghai Xu , John Knight and Tony S. Wirjanto
Independent , University of Western Ontario - Department of Economics and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 02, 2013
Working Paper Series

A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review
Tony S. Wirjanto and Dinghai Xu
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: April 02, 2013
Working Paper Series

Incl. Electronic Paper Financial Risk, Innovation and Alternative Pathways to Decarbonising the Energy System in 2050
Ivan Diaz-Rainey and Daniel J. Tulloch
Department of Accountancy and Finance, University of Otago, New Zealand and University of Otago - Department of Accountancy and Finance
Date Posted: March 25, 2013
Last Revised: April 19, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper High Frequency Quoting: Short-Term Volatility in Bids and Offers
Joel Hasbrouck
New York University (NYU) - Department of Finance
Date Posted: March 24, 2013
Last Revised: May 03, 2013
Working Paper Series
102 downloads

Incl. Electronic Paper The U.S. Securities Fraud Class Action: An Unlikely Export to the European Union
37 Brooklyn Journal of International Law 1075
Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: February 26, 2013
Accepted Paper Series
31 downloads

Incl. Electronic Paper Impact Investing for Small, Place-Based Fiduciaries: The Research Study Initiated by the United Way of the Bay Area
Federal Reserve Bank of San Francisco Working Paper No. 2012-05
Lauryn Agnew
Seal Cove Financial
Date Posted: February 25, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Measuring the Bid-Ask Spread: A Note on the Potential Downward Bias of the Thompson-Waller Estimator
Yoichi Otsubo
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: February 20, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper An Empirical Study of Mutual Funds Performance in China
Dawei Chen , Christopher Gan and Baiding Hu
Lincoln University (NZ) - Dept. of Accounting, Finance & Property Studies , Lincoln University (NZ) and Lincoln University (NZ)
Date Posted: February 18, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Going Underground – The Not so New Way to Bank?
George Gilligan
University of New South Wales
Date Posted: February 07, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Cancellation Latency: The Good, the Bad, and the Ugly
Pawan Jain and Steven J. Jordan
University of Memphis and affiliation not provided to SSRN
Date Posted: February 06, 2013
Working Paper Series
106 downloads

Incl. Electronic Paper Can Group Discussion Mitigate Recency Bias on Stock Investment Decision Making?
Dedhy Sulistiawan
University of Surabaya
Date Posted: January 31, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Managerial Ability and Informed Insider Trading
Gabby Wang
Kelley School of Business, Indiana University
Date Posted: January 27, 2013
Working Paper Series
121 downloads

Incl. Electronic Paper Short-Term Stock Price Reversals May Be Reversed
International Journal of Economic Sciences and Applied Research, 5 (3): 129-146, December 2012
Andrey Kudryavtsev
Max Stern Academic College of Emek Yezreel, Economics and Management Department
Date Posted: January 23, 2013
Accepted Paper Series
47 downloads

Incl. Electronic Paper Informed Trading, Institutional Trading, and Spread
Journal of Economics and Finance, Forthcoming
Malay K. Dey and B. (Radha) Radhakrishna
Cornell University and Independent
Date Posted: January 20, 2013
Accepted Paper Series
14 downloads

Incl. Electronic Paper The Impact of Cognitive Style to Recency Effect in Stock Investment: An Experimental Study
Liza Alvia and Dedhy Sulistiawan
University of Lampung and University of Surabaya
Date Posted: January 17, 2013
Last Revised: January 21, 2013
Working Paper Series
58 downloads

Incl. Electronic Paper Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns
2013 Adam Smith Asset Pricing Conference , 2013 China International Conference in Finance
Harjoat Singh Bhamra and Kyung Hwan Shim
University of British Columbia (UBC) - Sauder School of Business and University of New South Wales (UNSW)
Date Posted: January 12, 2013
Last Revised: April 01, 2013
Working Paper Series
59 downloads

Incl. Electronic Paper The Non-Linear Market Impact of Large Trades: Evidence from Buy-Side Order Flow
Nataliya Bershova and Dmitry Rakhlin
AllianceBernstein LP and AllianceBernstein LP
Date Posted: January 08, 2013
Last Revised: January 12, 2013
Working Paper Series
184 downloads

Incl. Electronic Paper The Examination of Recency and Knowledge Effect in Investment Decision Making: An Experimental Study
Indonesian Journal of Accounting Research, Vol. 13 No. 1, p. 45-58, 2010
Liza Alvia and Dedhy Sulistiawan
University of Lampung and University of Surabaya
Date Posted: January 08, 2013
Last Revised: January 09, 2013
Accepted Paper Series
45 downloads

Incl. Electronic Paper Are Short-Sellers Different?
Florian Bardong , Söhnke M. Bartram and Pradeep K. Yadav
BlackRock , Warwick Business School - Department of Finance and University of Oklahoma - Division of Finance
Date Posted: December 30, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Impact of the Global Crisis on the Financial Linkages between the Stock Market and the Foreign Exchange Market from Romania
The Annals of “Dunarea de Jos” University of Galati, No. 2, 2009,
Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: December 21, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper Investigation About the Presence of the Day-of-the-Week Effect in the Bucharest Stock Exchange
Razvan Stefanescu , Ramona Dumitriu and Costel Nistor
University Dunarea de Jos Galati , University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: December 11, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper Are Stock Recommendations Useful?
1741 Asset Management Research Note Series 4/2012
Ireneus Stanislawek
1741 Asset Management AG
Date Posted: December 01, 2012
Working Paper Series
102 downloads

Incl. Electronic Paper Financial Globalization and Financial Development in Latin America
Cuadernos de Economía, Vol. 31, No. 57, Special Issue, 2012,
Edgar Demetrio Tovar García
University of Barcelona
Date Posted: November 28, 2012
Accepted Paper Series
16 downloads

Incl. Electronic Paper Conviction in Equity Investing
Mike Sebastian
Hewitt EnnisKnupp
Date Posted: November 17, 2012
Working Paper Series
149 downloads

Incl. Electronic Paper Dynamic Leverage as a Generalization of Traditional Value-at-Risk Measures and its Use in Portfolio Construction
Mikhail Smirnov
Columbia University
Date Posted: November 11, 2012
Last Revised: November 18, 2012
Working Paper Series
182 downloads

Incl. Electronic Paper High-Frequency Trading Synchronizes Prices in Financial Markets
Austin Gerig
University of Oxford - Said Business School
Date Posted: November 10, 2012
Working Paper Series
119 downloads

Incl. Electronic Paper Drained by DRIPS: The Hidden Cost of Buying on the Dividend Pay Date
Henk Berkman and Paul D. Koch
University of Auckland - Faculty of Business & Economics and University of Kansas - Finance Area
Date Posted: November 07, 2012
Working Paper Series
154 downloads

Incl. Electronic Paper The Hotelling Valuation Principle: Evidence from the Six Super Majors
Guillaume Dimitris Galanos Sr.
affiliation not provided to SSRN
Date Posted: October 31, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Private Information, Subjective Valuation and Target Price Accuracy
Stefano Bonini and Alexander Gabriel Kerl
Bocconi University - Department of Finance and University of Giessen - Department of Financial Services
Date Posted: October 30, 2012
Last Revised: March 20, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper The Significance of Socioeconomic Factors on Personal Loan Decision (A Study of Consumer Banking in Local Private Banks in Pakistan)
Rehan Azam , Muhammad Danish and Suleman Akbar
Iqra University , affiliation not provided to SSRN and IQRA University
Date Posted: October 29, 2012
Last Revised: November 02, 2012
Working Paper Series
61 downloads

Incl. Electronic Paper Prolonged Holiday Effects on Romanian Capital Market before and After the Adhesion to EU
Razvan Stefanescu , Ramona Dumitriu and Costel Nistor
University Dunarea de Jos Galati , University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: October 23, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Analysis of the Dynamic Relation between the Currency Rates and the Interest Rates from Romania and Euro Area Before and During the Financial Crisis
Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress International Scientific Conference, Szeged, November 19-21, 2009 (July 14, 2010), pp. 563-578
Razvan Stefanescu , Ramona Dumitriu and Costel Nistor
University Dunarea de Jos Galati , University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: October 06, 2012
Accepted Paper Series
7 downloads

Incl. Electronic Paper Changes in the Monthly Effects from the Romanian Foreign Exchange Market
Ramona Dumitriu , Costel Nistor and Razvan Stefanescu
University Dunarea de Jos Galati , University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: October 06, 2012
Last Revised: October 12, 2012
Working Paper Series
4 downloads

Incl. Electronic Paper Multivariate Volatility Models: An Application to IBOVESPA and Dow Jones Industrial
Cuadernos de Economía, Vol. 31, No. 56, pp. 301-320, 2012 ,
Jorge Alberto Achcar , Edilberto Cepeda-Cuervo and Milton Barossi-Filho
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 06, 2012
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Citizen Shareholder: Modernizing the Agency Paradigm to Reflect How and Why a Majority of Americans Invest in the Market
Seattle University Law Review, Vol. 35, p. 1299, 2012, Georgia State University College of Law, Legal Studies Research Paper No. 2012-21
Anne M. Tucker
Georgia State University College of Law
Date Posted: October 03, 2012
Accepted Paper Series
34 downloads

Incl. Electronic Paper Statistical Arbitrage and Robust Tests for Cointegration
Midwest Finance Association 2013 Annual Meeting Paper
Thomas A. Hanson and Joshua R. Hall
Kent State University - Department of Finance and Kent State University - College of Business Administration
Date Posted: October 01, 2012
Working Paper Series
67 downloads

An Internet Connected Financial Calculator
Journal of Accounting and Finance, Forthcoming
Yuxing Yan
Hofstra University
Date Posted: September 29, 2012
Accepted Paper Series

Incl. Electronic Paper Analysis of within – Month Effects on the Bucharest Stock Exchange
Ramona Dumitriu , Razvan Stefanescu and Costel Nistor
University Dunarea de Jos Galati , University Dunarea de Jos Galati and University Dunarea De Jos Galati
Date Posted: September 26, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Turn - of - the - Month Effect on the Bucharest Stock Exchange
Razvan Stefanescu and Ramona Dumitriu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: September 26, 2012
Working Paper Series
12 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo2 in 5.016 seconds