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SSRN eLibrary Statistics:
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489,423
Full Text Papers:
398,298
Authors:
228,729
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69,626
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66,741,858
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5,733,423
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JEL Code: G12
5,857,214 Total downloads
Showing Papers 10,101 - 10,150 of 13,874
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Static Arbitrage Bounds on Basket Option Prices
Mathematics arXiv Working Paper No. math.OC/0302243
Alexandre d'Aspremont
and
Laurent El Ghaoui
Princeton University - Department of Operations Research and Financial Engineering
and
University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS)
Date Posted: July 12, 2004
Working Paper Series
179 downloads
Market Reaction to Voluntary Announcements of Audit Committee Appointments: The Effect of Financial Expertise
Journal of Accounting and Public Policy, Forthcoming
Wallace N. Davidson III ,
Biao Xie
and
Weihong Xu
Southern Illinois University at Carbondale - Department of Finance
,
Southern Illinois University at Carbondale - Department of Finance
and
State University of New York (SUNY) - Accounting & Law
Date Posted: July 08, 2004
Accepted Paper Series
A Best Choice Among Asset Pricing Models? The Conditional Capital Asset Pricing Model in Australia
Accounting and Finance, Vol. 44, No. 2, pp. 139-162, July 2004
Nick Durack
,
Robert B. Durand and
Ross Maller
Goldman Sachs Australia Pty Ltd.
,
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking
and
Australian National University (ANU) - School of Finance and Applied Statistics
Date Posted: July 08, 2004
Accepted Paper Series
24 downloads
Accounting Based Valuation Models: What Have We Learned?
Accounting and Finance, Vol. 44, No. 2, pp. 223-255, July 2004
Gordon D. Richardson and
Surjit Tinaikar
University of Toronto - Rotman School of Management
and
University of Florida
Date Posted: July 08, 2004
Accepted Paper Series
29 downloads
International Momentum Strategies
Journal of Finance, Vol. 53, No. 1, pp. 267-284, February 1998
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Date Posted: July 08, 2004
Accepted Paper Series
The Conservatism Principle and the Asymmetric Timeliness of Earnings: An Event-Based Approach
University of Minnesota Working Paper
Pervin K. Shroff ,
Ramgopal Venkataraman
and
Suning Zhang
University of Minnesota - Twin Cities - Carlson School of Management
,
Southern Methodist University
and
George Mason University
Date Posted: July 08, 2004
Working Paper Series
1083 downloads
Two Essays on General Equilibrium Foundation of Finance
Thomas Siwik
Deloitte & Touche GmbH
Date Posted: July 08, 2004
Working Paper Series
252 downloads
Conditional Skewness of Aggregate Market Returns
Anchada Charoenrook
and
Hazem Daouk
Vanderbilt University - Owen Graduate School of Management
and
Cornell University - School of Applied Economics and Management
Date Posted: July 07, 2004
Working Paper Series
347 downloads
Overreaction to Stock Market News and Misevaluation of Stock Prices by Unsophisticated Investors: Evidence from the Option Market
Allen M. Poteshman and
Reza S. Mahani
University of Illinois at Urbana-Champaign - Department of Finance
and
Georgia State University - Department of Finance
Date Posted: July 07, 2004
Working Paper Series
345 downloads
Why Do Managers Explain Their Earnings Forecasts?
Stephen P. Baginski ,
John M. Hassell and
Michael D. Kimbrough
University of Georgia - J.M. Tull School of Accounting
,
Indiana University, Indianapolis - Kelley School of Business
and
University of Maryland - Robert H. Smith School of Business
Date Posted: July 07, 2004
Working Paper Series
40 downloads
Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach
CEPR Discussion Paper No. 4422
Francisco Penaranda
and
Enrique Sentana
London School of Economics & Political Science (LSE) - Financial Markets Group
and
Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: July 06, 2004
Working Paper Series
12 downloads
Closed Form Expressions for the Uncertainty from Linear Detrending, and the Pricing of Weather Derivatives
Stephen Jewson
and
Jeremy Penzer
Risk Management Solutions
and
London School of Economics
Date Posted: July 06, 2004
Working Paper Series
272 downloads
Earnings Quality, Insider Trading, and Cost of Capital
14th Annual Conference on Financial Economics and Accounting (FEA)
David Aboody ,
John S. Hughes and
Jing Liu
University of California, Los Angeles (UCLA) - Accounting Area
,
University of California at Los Angeles
and
The Cheung Kong Graduate School of Business
Date Posted: July 06, 2004
Working Paper Series
1682 downloads
Ground Rental Rates and Ratchet Clauses
Accounting and Finance, Vol. 44, No. 2, pp. 187-202, July 2004
Martin Lally and
John Randal
Victoria University of Wellington
and
Victoria University of Wellington - School of Economics & Finance
Date Posted: July 06, 2004
Accepted Paper Series
30 downloads
Valuing Loss Firms
MIT Sloan Working Paper No. 4491-04
Peter R. Joos
and
George A. Plesko
Morgan Stanley
and
University of Connecticut School of Business
Date Posted: July 06, 2004
Working Paper Series
1047 downloads
Dynamic Programming and Mean-Variance Hedging in Discrete Time
Cass Business School Research Paper
Ales Cerny
Cass Business School
Date Posted: July 05, 2004
Working Paper Series
845 downloads
Non-linear Predictability of Value and Growth Stocks and Economic Activity
Journal of Business Finance & Accounting, Vol. 31, No. 3-4, pp. 439-474, April 2004
Angela J. Black and
David G. McMillan
University of Aberdeen - Business School
and
University of Stirling
Date Posted: July 04, 2004
Accepted Paper Series
21 downloads
Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi-Sector Managed Funds
Journal of Business Finance & Accounting, Vol. 31, No. 3-4, pp. 539-578, April 2004
Kathryn A. Holmes
and
Robert W. Faff
Monash University
and
University of Queensland
Date Posted: July 04, 2004
Accepted Paper Series
16 downloads
Analysis of Value Creation in M&A Operations
Marco Vulpiani
Università degli Studi - L'Aquila
Date Posted: July 03, 2004
Working Paper Series
563 downloads
Incomplete Information, Trading Costs and Cross-Autocorrelations in Stock Returns
Economic Notes, Vol. 33, No. 1, pp. 145-181, February 2004
Tarun Chordia and
Bhaskaran Swaminathan
Emory University - Department of Finance
and
LSV Asset Management
Date Posted: July 03, 2004
Accepted Paper Series
35 downloads
What Determines Residual Income?
Accounting Review, January 2005
Qiang Cheng
Singapore Management University
Date Posted: July 02, 2004
Accepted Paper Series
Conditioning Information, Out-of-Sample Validation, and the Cross-Section of Stock Returns
EFA 2004 Maastricht Meetings Paper No. 3184
Kevin Q. Wang
University of Toronto - Joseph L. Rotman School of Management
Date Posted: July 02, 2004
Working Paper Series
259 downloads
The Effect of Earnings Management on the Value Relevance of Accounting Information
Journal of Business Finance & Accounting, Vol. 31, No. 3-4, pp. 297-332, April 2004
Christine I. Wiedman and
Carol A. Marquardt
University of Waterloo
and
CUNY – Baruch College
Date Posted: July 02, 2004
Accepted Paper Series
35 downloads
The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk
FRB International Finance Discussion Paper No. 808
Sergey Chernenko
,
Krista Schwarz and
Jonathan H. Wright
Ohio State University (OSU) - Department of Finance
,
University of Pennsylvania - Finance Department
and
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: July 02, 2004
Working Paper Series
673 downloads
The Theory of Good-Deal Pricing in Financial Markets
FORC Preprint, No. 98/90, Cass Business School Research Paper
Ales Cerny and
Stewart D. Hodges
Cass Business School
and
University of Warwick - Financial Options Research Centre (FORC)
Date Posted: July 02, 2004
Accepted Paper Series
537 downloads
The Present Value of Pacific Basin Stock Markets: A Domestic and External Factor Model
Edith Cowan U. Accounting Finance and Economics Working Paper No. 2004.1
David E. Allen ,
Lee Lim
and
Trent Winduss
Edith Cowan University - School of Finance and Business Economics
,
Edith Cowan University - School of Finance and Business Economics
and
Rothschild Australia
Date Posted: July 01, 2004
Working Paper Series
188 downloads
Human Capital, Business Cycles and Asset Pricing
Min Wei
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Date Posted: July 01, 2004
Working Paper Series
343 downloads
Stochastic Skew in Currency Options
EFA 2004 Maastricht Meetings Paper No. 1426
Liuren Wu and
Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business
and
New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: June 30, 2004
Working Paper Series
1355 downloads
Individual Stock-Option Prices and Credit Spreads
Yale ICF Working Paper No. 04-14; EFA 2004 Maastricht Meetings Paper No. 5147
Martijn Cremers ,
Joost Driessen ,
Pascal J. Maenhout and
David Weinbaum
University of Notre Dame
,
Tilburg University - Department of Finance
,
INSEAD - Finance
and
Syracuse University
Date Posted: June 30, 2004
Working Paper Series
1987 downloads
A Quantile Regression Analysis of the Cross Section of Stock Market Returns
Michelle L. Barnes
and
Anthony (Tony) W. Hughes
Federal Reserve Bank of Boston
and
University of Adelaide
Date Posted: June 30, 2004
Last Revised: September 22, 2010
Working Paper Series
139 downloads
Decomposing European Bond and Equity Volatility
Charlotte Christiansen
Aarhus University - CREATES
Date Posted: June 30, 2004
Working Paper Series
196 downloads
Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds
Tom Arild Fearnley
Central Bank of Norway
Date Posted: June 30, 2004
Working Paper Series
271 downloads
Liquidity Premium and a Two-factor Model
EFA 2004 Maastricht Meetings Paper No. 2678
Weimin Liu
Nottingham University Business School
Date Posted: June 30, 2004
Working Paper Series
991 downloads
Moment Explosions in Stochastic Volatility Models
Leif B. G. Andersen and
Vladimir Piterbarg
Bank of America Merrill Lynch
and
Barclays Capital
Date Posted: June 29, 2004
Working Paper Series
3563 downloads
The Risk of Optimal, Continuously Rebalanced Hedging Strategies and It's Efficient Evaluation via Fourier Transform
Cass Business School Research Paper
Ales Cerny
Cass Business School
Date Posted: June 29, 2004
Working Paper Series
345 downloads
'Dumb and Dumber' Explanations for Exchange Rate Dynamics
Journal of Applied Economics, Vol. 4, No. 2, pp. 187-216, November 2001
S. Brock Blomberg
Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: June 29, 2004
Accepted Paper Series
Introduction to Fast Fourier Transform in Finance
Cass Business School Research Paper
Ales Cerny
Cass Business School
Date Posted: June 29, 2004
Working Paper Series
2785 downloads
Shareholder Value Creation of Microsoft and GE
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 29, 2004
Working Paper Series
1782 downloads
The Impact of CEO Turnover on Equity Volatility
Journal of Business, Forthcoming
Matthew J. Clayton ,
Jay C. Hartzell and
Joshua V. Rosenberg
University of Virginia (UVA) - McIntire School of Commerce
,
University of Texas at Austin - Department of Finance
and
Federal Reserve Bank of New York
Date Posted: June 29, 2004
Accepted Paper Series
Term Structure of Interest Rates in India
Indian Economic Review, Vol. 38, No. 1, Jan-June 2003
Gangadhar Darbha
,
Sudipta Dutta Roy
and
Vardhana Pawaskar
National Stock Exchange of India
,
National Stock Exchange of India
and
National Stock Exchange of India
Date Posted: June 28, 2004
Accepted Paper Series
Credit Risk in a Network Economy
FAME Working Paper No. 106
Henri O. Schellhorn
and
Didier Cossin
affiliation not provided to SSRN
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: June 28, 2004
Working Paper Series
232 downloads
Heterogeneous Beliefs, Speculation, and the Equity Premium
Journal of Finance, January 2008, EFA 2004 Maastricht Meetings Paper No. 3125, AFA 2005 Philadelphia Meetings
Alexander David
University of Calgary - Haskayne School of Business
Date Posted: June 28, 2004
Last Revised: November 26, 2008
Working Paper Series
679 downloads
Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio
Thierry Post and
P.J.P.M. Versijp
Koc University - Graduate School of Business
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: June 28, 2004
Working Paper Series
488 downloads
The Integration of Securitized Real Estate and Financial Assets
FAME Working Paper No. 111
Severine Cauchie
and
Martin Hoesli
University of Geneva - Graduate School of Business (HEC-Geneva)
and
University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: June 28, 2004
Working Paper Series
225 downloads
Using Earnings Announcement Returns as Evidence of Mispricing: The Importance of Information Flow
Dennis J. Chambers ,
Ross Jennings and
Robert B. Thompson
Kennesaw State University
,
University of Texas at Austin - Department of Accounting
and
American University
Date Posted: June 23, 2004
Working Paper Series
339 downloads
Introduction to Weather Derivative Pricing
Stephen Jewson
Risk Management Solutions
Date Posted: June 23, 2004
Working Paper Series
2044 downloads
Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance
AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 2005; EFMA 2004 Basel Meetings Paper
Yigal Newman
and
Michael Rierson
affiliation not provided to SSRN
and
Barclays - Barclays Global Investors (BGI)
Date Posted: June 23, 2004
Working Paper Series
266 downloads
Option Valuation with Conditional Skewness
EFA 2004 Maastricht Meetings Paper No. 2964
Peter Christoffersen ,
Steven L. Heston and
Kris Jacobs
University of Toronto - Rotman School of Management
,
University of Maryland - Department of Finance
and
University of Houston - C.T. Bauer College of Business
Date Posted: June 23, 2004
Working Paper Series
536 downloads
Factoring Information Into Returns
EFA 2004 Maastricht Meetings Paper No. 4118
David Easley ,
Soeren Hvidkjaer and
Maureen O'Hara
Cornell University - Department of Economics
,
Copenhagen Business School
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: June 23, 2004
Working Paper Series
1808 downloads
Improved Inference in Regression with Overlapping Observations
Mark Britten-Jones ,
Anthony Neuberger and
Ingmar Nolte
London Business School - Institute of Finance and Accounting
,
University of Warwick - Warwick Business School
and
Warwick Business School - Finance Group - Financial Econometrics Research Centre
Date Posted: June 23, 2004
Last Revised: November 16, 2011
Working Paper Series
808 downloads
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