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SSRN eLibrary Statistics:

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Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
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Last 12 months: 11,179,656
Last 30 days: 1,087,338

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SSRN eLibrary Search Results
JEL Code: G1
12,970,822 Total downloads
Showing Papers 10,021 - 10,070 of 36,683
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Fails to Deliver: The Price Impact of Naked Short Sales
Elizabeth Stone
Stanford University
Date Posted: September 28, 2010
Working Paper Series

Incl. Electronic Paper Firm Value and Cross-Listings: The Impact of Stock Market Prestige
FRB of New York Staff Report No. 474
Nicola Cetorelli and Stavros Peristiani
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: September 28, 2010
Working Paper Series
112 downloads

Incl. Electronic Paper Incentive Compatibility and Differentiability: New Results and Classic Applications
PIER Working Paper No. 10-32
George J. Mailath and Ernst-Ludwig von Thadden
University of Pennsylvania - Department of Economics and Universitaet Mannheim
Date Posted: September 28, 2010
Last Revised: September 12, 2012
Working Paper Series
131 downloads

Incl. Electronic Paper Is There Price Discovery in Equity Options?
Dmitriy Muravyev , Neil D. Pearson and John Paul Broussard
Boston College , University of Illinois at Urbana-Champaign - Department of Finance and Rutgers School of Business - Camden
Date Posted: September 28, 2010
Last Revised: September 01, 2012
Working Paper Series
487 downloads

Incl. Electronic Paper Performance Evaluation of Mutual Funds in Indonesia
Werner Ria Murhadi
Universitas Surabaya
Date Posted: September 28, 2010
Working Paper Series
123 downloads

Incl. Electronic Paper Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty
Swiss Finance Institute Research Paper No. 10-41
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 28, 2010
Working Paper Series
128 downloads

Incl. Electronic Paper Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining
FCN Working Paper No. 11/2010
Joachim Lang and Reinhard Madlener
RWTH Aachen University and RWTH Aachen University
Date Posted: September 28, 2010
Working Paper Series
76 downloads

Incl. Electronic Paper Relationship Between Interest Rate and Corporate Bond Yield
Bulletin of Moscow University, Series Number 6 'Economy', No. 1, p. 61-77, 2011
Magomet Yandiev
Moscow State University - Economic Department
Date Posted: September 28, 2010
Last Revised: July 08, 2011
Working Paper Series
228 downloads

Incl. Electronic Paper The Absolute Returns of Hedge Funds
Deniz Kebabci and Bolong Cao
San Francisco State University and Ohio University
Date Posted: September 28, 2010
Working Paper Series
259 downloads

The Impact of Mandatory IFRS Adoption on Equity Valuation of Accounting Numbers for Security Investors in the EU
European Accounting Review, Forthcoming
Joseph Aharony , Ran Barniv and Haim Falk
Tel Aviv University - Faculty of Management , Kent State University - Department of Accounting and The Technion, Israel Institute of Technology
Date Posted: September 28, 2010
Accepted Paper Series

Time-Varying Global and Local Sources of Market and Currency Risks in Russian Stock Market
International Review of Economics & Finance, Vol. 19, No. 4, 2010
Kashif Saleem and Mika Vaihekoski
Lappeenranta University of Technology - School of Business (LSB) and Turku School of Economics - Department of Accounting and Finance
Date Posted: September 28, 2010
Accepted Paper Series

Incl. Electronic Paper A Model of Momentum
Charles A. Dice Center Working Paper No. 2010-17, Fisher College of Business Working Paper No. 2010-03-17
Laura Xiaolei Liu and Lu Zhang
Hong Kong University of Science & Technology and Ohio State University - Fisher College of Business
Date Posted: September 27, 2010
Last Revised: June 17, 2011
Working Paper Series
250 downloads

Incl. Electronic Paper Is More Memory in Evolutionary Selection (De)Stabilizing?
Macroeconomic Dynamics, Forthcoming, University of Amsterdam CeNDEF Working Paper, No. 7, 2009
C. H. Hommes , Tatiana Kiseleva , Yuri Kuznetsov and Miroslav Verbic
University of Amsterdam , University of Amsterdam , University of Utrecht and University of Ljubljana - Faculty of Economics
Date Posted: September 27, 2010
Accepted Paper Series
35 downloads

Staff Cost Does Not Necessarily Reduce Bank Profits: The Role of Entrepreneurship - An Empirical Analysis with Panel Data (1997-2008)
Miltiades N. Georgiou
Independent
Date Posted: September 27, 2010
Working Paper Series

Incl. Electronic Paper Value at Risk and Hedge Fund Return - Does High Risk Bring High Return?
Tao Jing and Hongxiang Zhao
Simon Fraser University (SFU) - Segal Graduate School of Business and Simon Fraser University (SFU) - Segal Graduate School of Business
Date Posted: September 27, 2010
Last Revised: September 28, 2010
Working Paper Series
232 downloads

Incl. Electronic Paper Asset Allocation Over the Life Cycle: How Much Do Taxes Matter?
Journal of Economic Dynamics and Control, Forthcoming
Holger Kraft , Marcel Fischer and Claus Munk
Goethe University Frankfurt , Copenhagen Business School and Copenhagen Business School
Date Posted: September 26, 2010
Last Revised: May 17, 2013
Accepted Paper Series
166 downloads

Incl. Electronic Paper An Intuitive Understanding of the Black-Scholes Formulas
Jing Chen
University of Northern British Columbia - School of Business
Date Posted: September 25, 2010
Working Paper Series
414 downloads

Incl. Electronic Paper IRA Balances and Contributions: An Overview of the EBRI IRA Database™
EBRI Issue Brief, No. 346, September 2010
Craig Copeland
Employee Benefit Research Institute (EBRI)
Date Posted: September 25, 2010
Accepted Paper Series
24 downloads

Incl. Electronic Paper Modeling of Interest Rate Term Structures Under Collateralization and its Implications
Masaaki Fujii , Yasufumi Shimada and Akihiko Takahashi
University of Tokyo - Faculty of Economics , Shinsei Bank, Ltd and University of Tokyo - Graduate School of Economics
Date Posted: September 25, 2010
Working Paper Series
483 downloads

Incl. Electronic Paper Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
CIRANO - Scientific Publications No. 2010s-38
J. V. K. Rombouts and Lars Stentoft
HEC Montreal and HEC Montréal - Department of Finance
Date Posted: September 25, 2010
Last Revised: November 15, 2010
Working Paper Series
44 downloads

Incl. Electronic Paper A New Look at Minimum Variance Investing
Bernd Scherer
EDHEC Business School - Department of Economics & Finance
Date Posted: September 24, 2010
Working Paper Series
1594 downloads

Incl. Electronic Paper Game-Theoretical, Strategic Forward Contracting in the Electricity Market
IFN Working Paper No. 756
Par Holmberg
Research Institute of Industrial Economics (IFN)
Date Posted: September 24, 2010
Last Revised: November 23, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper On the Properties of Regression Tests of Asset Return Predictability
Carlos Velasco and Seongman Moon
Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
Date Posted: September 24, 2010
Last Revised: March 15, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Switching Varma Term Structure Models - Extended Version
Banque de France Working Paper No. 191
Alain Monfort and Fulvio Pegoraro
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Date Posted: September 24, 2010
Working Paper Series
16 downloads

The Chicken or the Egg? A Note on the Dynamic Interrelation between Government Bond Spreads and Credit Default Swaps
Finance Research Letters, Vol. 8, 2011
Manthos D. Delis and Nikolaos Mylonidis
University of Surrey - Surrey Business School and affiliation not provided to SSRN
Date Posted: September 24, 2010
Last Revised: July 30, 2012
Accepted Paper Series

Incl. Electronic Paper The Euro-Dividend: Public Debt and Interest Rates in the Monetary Union
Quaderni - Working Papers DSE No. 695
Luigi Marattin and Simone Salotti
University of Bologna - Department of Economics and Oxford Brookes University
Date Posted: September 24, 2010
Working Paper Series
45 downloads

Incl. Electronic Paper The Valuation of N-Phased Investment Projects Under Jump-Diffusion Processes
Quaderni Working Papers DSE No. 697
Rainer Andergassen and Luigi Sereno
University of Bologna - Department of Economics and University of Pisa - Facolta' di Economia
Date Posted: September 24, 2010
Working Paper Series
22 downloads

Incl. Electronic Paper Review of Dynamic Allocation Strategies: Utility Maximization, Option Replication, Insurance, Drawdown Control, Convex/Concave Management
Attilio Meucci
SYMMYS
Date Posted: September 23, 2010
Last Revised: February 12, 2013
Working Paper Series
2435 downloads

Incl. Electronic Paper A Network-Based Analysis of Over-the-Counter Markets
AFA 2012 Chicago Meetings Paper
Michael Gofman
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: September 23, 2010
Last Revised: August 16, 2011
Working Paper Series
146 downloads

Incl. Electronic Paper Asymmetric Extreme Tails and Prospective Utility of Momentum Returns
Economics Letters, Forthcoming
Russell B. Gregory-Allen , Helen Lu and Philip A. Stork
Massey University - Department of Commerce , University of Otago and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: September 23, 2010
Last Revised: May 07, 2012
Accepted Paper Series
78 downloads

Incl. Electronic Paper Convexity in the Oil-CDS Relationship and Synthetic Option Creation
Peter Kadish
affiliation not provided to SSRN
Date Posted: September 23, 2010
Last Revised: November 13, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Developing a National Framework for Introducing REITs in China – A Lengthy Process
Roxanne Andrieux
Grenoble Graduate School of Management
Date Posted: September 23, 2010
Working Paper Series
154 downloads

Incl. Electronic Paper Easy Credit or Credit Shift: Evidence from Banks’ Balance Sheet from 1975 to 2010
Jianbo Tian
SUNY at Albany - Department of Economics
Date Posted: September 23, 2010
Last Revised: October 21, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper Intertemporal Risk and the Cross Section of Expected Stock Returns
Scott Cederburg
University of Arizona - Department of Finance
Date Posted: September 23, 2010
Last Revised: March 15, 2011
Working Paper Series
150 downloads

Incl. Electronic Paper Introducing Financial Frictions and Unemployment into a Small Open Economy Model
Federal Reserve Bank of Atlanta CQER Working Paper No. 10-04
Lawrence J. Christiano , Mathias Trabandt and Karl Walentin
Northwestern University , Federal Reserve Board and Sveriges Riksbank
Date Posted: September 23, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: A Solution for Long-Only Portfolios
William Thornton Shaw
University College London
Date Posted: September 23, 2010
Working Paper Series
441 downloads

Incl. Electronic Paper On the Performance of Asymptotic Locally Risk Minimizing Hedges in the Heston Stochastic Volatility Model
Sai Hung Marten Ting and Christian-Oliver Ewald
University of Sydney and University of Glasgow
Date Posted: September 23, 2010
Last Revised: September 28, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper Systemic Risk Measures: The Simpler the Better?
Maria Rodriguez Moreno and Juan Ignacio Peña
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: September 23, 2010
Last Revised: March 24, 2012
Working Paper Series
417 downloads

Incl. Electronic Paper What Determines Euro Area Bank CDS Spreads?
National Bank of Belgium Working Paper No. 190
Jan Annaert , Marc J. K. de Ceuster , Patrick Van Roy and Cristina Vespro
Antwerp Management School , University of Antwerp - Faculty of Applied Economics - City Campus , National Bank of Belgium and affiliation not provided to SSRN
Date Posted: September 23, 2010
Last Revised: September 27, 2010
Accepted Paper Series
229 downloads

Incl. Electronic Paper Are South East Asia Countries Capital Markets Characterized by Nonlinear Structures? An Investigation from Indonesia, Philippine and Singapore Capital Market Indices
Indonesian Capital Market Review (ICMR), Vol. I, No. 1, January 2009
Bambang Hermanto
Universitas Indonesia - Graduate School of Management
Date Posted: September 22, 2010
Last Revised: February 22, 2013
Accepted Paper Series
82 downloads

Incl. Electronic Paper Asset Pricing: Herding vs. Individual Social Interaction
Frederik König
Goethe University Frankfurt
Date Posted: September 22, 2010
Working Paper Series
126 downloads

Incl. Electronic Paper Differential Income Taxation and Household Asset Allocation
DIW Berlin Discussion Paper No. 1058
Richard R. Ochmann
German Institute for Economic Research (DIW Berlin)
Date Posted: September 22, 2010
Working Paper Series
26 downloads

Incl. Electronic Paper Empirical Limitations on High Frequency Trading Profitability
Michael Kearns , Alex Kulesza and Yuriy Nevmyvaka
University of Pennsylvania , University of Pennsylvania and University of Pennsylvania
Date Posted: September 22, 2010
Working Paper Series
2540 downloads

Incl. Electronic Paper Forecasting Interest Rates with Futures Contracts Using Macroeconomic and Financial Variables
Banque de France Working Paper No. 193
Jerome Coffinet
Banque de France
Date Posted: September 22, 2010
Working Paper Series
60 downloads

Incl. Electronic Paper Individuals’ Uncertainty about Future Social Security Benefits and Portfolio Choice
RAND Working Paper Series WR- 782
Adeline Delavande and Susann Rohwedder
New University of Lisbon - Faculdade de Economia and The RAND Corporation
Date Posted: September 22, 2010
Working Paper Series
33 downloads

Incl. Electronic Paper Mutual Fund Risk and Market Share Adjusted Fund Flows
Matthew I. Spiegel and Hong Zhang
Yale University - Yale School of Management, International Center for Finance and INSEAD - Finance
Date Posted: September 22, 2010
Last Revised: September 28, 2010
Working Paper Series
270 downloads

Incl. Electronic Paper Principal Component Analysis of the UK Term Structure & Its Application to Immunisation Strategies
Sadeeptha S. Jayathilaka
Keele University
Date Posted: September 22, 2010
Working Paper Series
80 downloads

Incl. Electronic Paper The Four Benchmarks of Sovereign Wealth Funds
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: September 22, 2010
Working Paper Series
532 downloads

Incl. Electronic Paper Why Do Pro Forma and Street Earnings Not Reflect Changes in GAAP? Evidence from SFAS 123R
Review of Accounting Studies, Forthcoming, Rock Center for Corporate Governance at Stanford University Working Paper No. 88
Mary E. Barth , Ian D. Gow and Daniel J. Taylor
Stanford University - Graduate School of Business , Harvard Business School and University of Pennsylvania - The Wharton School
Date Posted: September 22, 2010
Last Revised: October 12, 2012
Accepted Paper Series
359 downloads

Incl. Electronic Paper A Time-Varying Threshold Star Model of Unemployment and the Natural Rate
Federal Reserve Bank of St. Louis Working Paper No. 2010-029A
Michael Dueker , Michael Owyang and Martin Sola
Russell Investments , Federal Reserve Bank of St. Louis - Research Division and Universidad Torcuato Di Tella
Date Posted: September 21, 2010
Last Revised: September 29, 2010
Working Paper Series
51 downloads


 

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