Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,242
Full Text Papers:
398,123
Authors:
228,655
Papers Received in Last 12 months:
69,587
Paper Downloads:
To date:
66,708,528
Last 12 months:
11,224,159
Last 30 days:
834,566
CiteReader: What's this?
Papers with Resolved References:
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation Links:
5,733,423
Papers with Resolved Footnotes:
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: G12
5,856,528 Total downloads
Showing Papers 10,351 - 10,400 of 13,874
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
A Simple Methodology to Estimate the Prospective Equity Premium
Nigel J. Barradale
Copenhagen Business School
Date Posted: March 30, 2004
Working Paper Series
199 downloads
Agency Costs of Overvalued Equity
ECGI - Finance Working Paper No. 39/2004, Harvard Business School NOM Working Paper No. 04-26, Financial Management, Vol. 34, No. 1, Spring 2005
Michael C. Jensen
Harvard Business School
Date Posted: March 29, 2004
Last Revised: May 06, 2009
Accepted Paper Series
7320 downloads
Accrual Reliability, Earnings Persistence and Stock Prices
Journal of Accounting & Economics, Vol. 39, No. 3, September 2005
Richard G. Sloan and
A. Irem Tuna
University of California at Berkeley - Haas School of Business
and
London Business School
Date Posted: March 28, 2004
Accepted Paper Series
5147 downloads
Do Cash Distributions Justify Share Prices?
EFA 2006 Zurich Meetings Paper
Claudio F. Loderer and
Lukas Roth
University of Berne - Institute for Financial Management
and
University of Alberta - Department of Finance and Statistical Analysis
Date Posted: March 26, 2004
Last Revised: January 27, 2013
Working Paper Series
298 downloads
Costly Information, Diversification and International Mutual Fund Performance
Pacific-Basin Finance Journal, Vol. 11, pp. 463-482, 2003
Stefan Engstrom
Stockholm School of Economics, Department of Finance
Date Posted: March 26, 2004
Accepted Paper Series
Bank Risk Strategies and Cyclical Variation in Bank Stock Returns
Ghent University Economics & Business Working Paper
Lieven Baele
,
Rudi Vander Vennet and
Astrid Van Landschoot
Tilburg University - Department of Finance
,
Ghent University - Department of Financial Economics
and
European Commission - Chief Economist Team (DG Competition)
Date Posted: March 25, 2004
Working Paper Series
348 downloads
What is the Link Between Margin Loans and Stock Market Bubbles?
University of Muenster, Department of Banking No. 03-01
Markus Ricke
University of Muenster - Faculty of Economics
Date Posted: March 25, 2004
Working Paper Series
252 downloads
The Impact of the Argentine Default on Volatility Co-Movements in Emerging Bond Markets
Giulio Cifarelli
and
Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche
and
IntesaSanpaolo
Date Posted: March 25, 2004
Working Paper Series
152 downloads
Pricing of First Touch Digitals under Normal Inverse Gaussian Processes
Oleg E. Kudryavtsev
and
Sergei Levendorskii
Russian Customs Academy Rostov Branch - Department of Informatics
and
University of Leicester - Department of Mathematics
Date Posted: March 25, 2004
Working Paper Series
188 downloads
Asset Prices with Heterogenous Beliefs
CEPR Discussion Paper No. 4256
Suleyman Basak
London Business School
Date Posted: March 24, 2004
Working Paper Series
20 downloads
The Monetary Origins of Asymmetric Information in International Equity Markets
Simon Business School Working Paper No. FR 04-14
Clara Vega
and
Gregory H. Bauer
Board of Governors of the Federal Reserve System
and
Bank of Canada
Date Posted: March 24, 2004
Working Paper Series
119 downloads
What Role Taxes and Regulation? A Second Look at Open Market Share Buyback Activity in the UK
Journal of Business Finance & Accounting, Vol. 31, No. 1-2, pp. 257-292, January 2004
Dennis R. Oswald
and
Steven Young
University of Michigan - Ross School of Business
and
Lancaster University - Department of Accounting and Finance
Date Posted: March 23, 2004
Accepted Paper Series
22 downloads
Interim Reporting Frequency and Financial Analysts' Expenditures
Journal of Business Finance & Accounting, Vol. 31, No. 1-2, pp. 167-198, January 2004
Kenton K. Yee
Mellon Capital Management
Date Posted: March 23, 2004
Accepted Paper Series
27 downloads
CAPM, Higher Co-moment and Factor Models of UK Stock Returns
Blackwell Publishing, Journal of Business Finance & Accounting, Vol. 31, No. 1 & 2, January, 2004
Chi-Hsiou Daniel Hung ,
Mark B. Shackleton and
Xinzhong Xu
Adam Smith Business School
,
Lancaster University - Department of Accounting and Finance
and
Peking University - Guang Hua School of Management
Date Posted: March 23, 2004
Accepted Paper Series
19 downloads
The American Put and European Options Near Expiry, Under Levy Processes
Sergei Levendorskii
University of Leicester - Department of Mathematics
Date Posted: March 23, 2004
Working Paper Series
196 downloads
Pseudo-Diffusions and Quadratic Term Structure Models
Sergei Levendorskii
University of Leicester - Department of Mathematics
Date Posted: March 23, 2004
Working Paper Series
171 downloads
A Simple Approach to the Theory of Asset Prices
Riccardo Cesari and
Carlo D'Adda
University of Bologna - Department of Mathematics for Economic and Social Sciences
and
University of Bologna
Date Posted: March 23, 2004
Working Paper Series
228 downloads
Stock Price Clustering on Option Expiration Dates
AFA 2005 Philadelphia Meetings
Sophie X. Ni ,
Neil D. Pearson and
Allen M. Poteshman
Hong Kong University of Science and Technology
,
University of Illinois at Urbana-Champaign - Department of Finance
and
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 22, 2004
Working Paper Series
3537 downloads
Investment Strategies, Fund Performance and Portfolio Characteristics
SSE/EFI Working Paper Series No. 554
Stefan Engstrom
Stockholm School of Economics, Department of Finance
Date Posted: March 22, 2004
Working Paper Series
514 downloads
The Price of Gold: A Global Required Yield Theory
Christophe Faugère and
Julian Van Erlach
BEM
and
Nexxus Wealth Technologies, Inc.
Date Posted: March 22, 2004
Working Paper Series
1961 downloads
Testing for Negative Expected Market Return Premia
Venkat Eleswarapu and
Rex Thompson
Trilogy Global Advisors
and
Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: March 19, 2004
Working Paper Series
149 downloads
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-term Policies
Economic Theory, Vol. 24, pp. 503-530, 2004
Anna Pavlova and
Suleyman Basak
London Business School
and
London Business School
Date Posted: March 19, 2004
Accepted Paper Series
Universal Bad News Principle and Pricing of Options on Dividend-Paying Assets
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: March 19, 2004
Working Paper Series
123 downloads
The Valuation of Domestic and Foreign Earnings and the Impact of Investor Sophistication
Jeffrey L. Callen ,
Ole-Kristian Hope and
Dan Segal
University of Toronto - Rotman School of Management
,
University of Toronto - Rotman School of Management
and
Interdisciplinary Center (IDC) Herzliyah
Date Posted: March 18, 2004
Working Paper Series
384 downloads
Cross-Country Comovement of Momentum Returns
Andy Naranjo and
R. Burt Porter
University of Florida - Warrington College of Business Administration
and
Iowa State University
Date Posted: March 18, 2004
Working Paper Series
358 downloads
Corporate Credit Risk Changes: Common Factors and Firm-Level Fundamentals
AFA 2005 Philadelphia Meetings
Doron Avramov ,
Gergana Jostova and
Alexander Philipov
Hebrew University of Jerusalem
,
George Washington University - Department of Finance
and
George Mason University - Finance Area
Date Posted: March 17, 2004
Working Paper Series
1501 downloads
The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets
William Davidson Institute Working Paper No. 656
Bernd Hayo and
Ali M. Kutan
University of Marburg - Faculty of Economics and Business Administration
and
Southern Illinois University at Edwardsville
Date Posted: March 16, 2004
Working Paper Series
319 downloads
Analysis of Performance Persistence in Spanish Short-Term Fixed Interest Investment Funds (1994-2002)
European Review of Economics and Finance, Vol. 2, No. 3, pp. 61-75
Luis Ferruz
,
José Luis Sarto Sr.
and
María Vargas Magallón
University of Zaragoza - Faculty of Business and Economics
,
University of Zaragoza - Faculty of Business and Economics
and
University of Zaragoza
Date Posted: March 16, 2004
Accepted Paper Series
186 downloads
Stock Price Response to News of Securities Fraud Litigation: An Analysis of Sequential and Conditional Information
Abacus, Vol. 40, No. 1, pp. 21-48, February 2004
Paul A. Griffin ,
Joseph Grundfest and
Michael A. Perino
University of California, Davis - Graduate School of Management
,
Stanford University Law School
and
St. John's University School of Law
Date Posted: March 15, 2004
Accepted Paper Series
37 downloads
Benchmarking the Returns to Venture
Susan E. Woodward
and
Robert E. Hall
Sand Hill Econometrics
and
Stanford University - The Hoover Institution on War, Revolution and Peace
Date Posted: March 15, 2004
Working Paper Series
396 downloads
Size and Value Anomalies under Regime Shifts
FRB of St. Louis Working Paper No. 2005-007B
Massimo Guidolin and
Allan G. Timmermann
Bocconi University - Department of Finance
and
University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 15, 2004
Working Paper Series
618 downloads
The Wealth Effects of Tracking Stock Restructurings
Journal of Financial Research, Forthcoming
Anand M. Vijh and
Matthew T. Billett
University of Iowa - Department of Finance
and
Indiana University - Kelley School of Business
Date Posted: March 14, 2004
Accepted Paper Series
The Pricing of Equity Carve-Outs During the 1990s
Journal of Financial Research, Forthcoming
Karen M. Hogan
and
Gerard T. Olson
St. Joseph's University
and
Villanova University - School of Business
Date Posted: March 14, 2004
Accepted Paper Series
Size and Book to Market Effects and the Fama French Three Factor Asset Pricing Model: Evidence from the Australian Stockmarket
Accounting and Finance, Vol. 44, pp. 27-44, March 2004
Clive Gaunt
University of Queensland - Business School
Date Posted: March 10, 2004
Accepted Paper Series
31 downloads
The Effect of Potential Environmental Liabilities on Earnings Response Coefficients
Journal of Accounting, Auditing and Finance, Forthcoming
Benjamin B. Bae
and
Heibatollah Sami
Virginia Commonwealth University
and
Lehigh University
Date Posted: March 10, 2004
Accepted Paper Series
Investment without Risk: An Empirical Investigation of IPO Underpricing in China
Royal Institute of International Affairs, China Project Report No. 4
Ti Liu
Shanghai Stock Exchange
Date Posted: March 09, 2004
Working Paper Series
1156 downloads
Are Share Price Levels Informative? Evidence from the Ownership, Pricing, Turnover and Performance of IPO Firms
Journal of Financial Markets, Vol. 7, No. 4, pp. 377-403, October 2004
Chitru S. Fernando ,
Srinivasan Krishnamurthy and
Paul A. Spindt
University of Oklahoma - Michael F. Price College of Business
,
NC State University
and
Tulane University - A.B. Freeman School of Business
Date Posted: March 08, 2004
Accepted Paper Series
Monitoring and Controlling Bank Risk: Does Risky Debt Help?
AFA 2004 San Diego Meetings; FRB of Cleveland Working Paper No. 0301
C. N. V. Krishnan ,
Peter H. Ritchken
and
James B. Thomson
Case Western Reserve University - Department of Banking & Finance
,
Case Western Reserve University - Department of Banking & Finance
and
University of Akron
Date Posted: March 08, 2004
Accepted Paper Series
499 downloads
Why Do Share Price Levels Matter? Investor Clienteles, Monitoring and Firm Performance
Chitru S. Fernando ,
Vladimir A. Gatchev
and
Paul A. Spindt
University of Oklahoma - Michael F. Price College of Business
,
University of Central Florida - Department of Finance
and
Tulane University - A.B. Freeman School of Business
Date Posted: March 08, 2004
Last Revised: September 19, 2011
Working Paper Series
304 downloads
Is the Currency Risk Priced in Equity Markets?
Queen Mary, University of London Economics Working Paper No. 511
Francesco Giurda
and
Elias Tzavalis
ABN AMRO Bank N.V.
and
University of London - Queen Mary - Department of Economics
Date Posted: March 07, 2004
Working Paper Series
242 downloads
Underwriter Short Covering in the IPO Aftermarket: A Clinical Study
Journal of Corporate Finance, Vol. 10, pp. 575-594, 2004
Raymond P.H. Fishe and
Ekkehart Boehmer
University of Richmond - E. Claiborne Robins School of Business
and
EDHEC Business School
Date Posted: March 07, 2004
Accepted Paper Series
Perpetual Put-Like and Call-Like American Options under Levy Processes, and Incremental Capital Expansion
Svetlana Boyarchenko and
Sergei Levendorskii
University of Texas at Austin - Department of Economics
and
University of Leicester - Department of Mathematics
Date Posted: March 06, 2004
Working Paper Series
174 downloads
Earnings Informativeness and Strategic Disclosure: An Empirical Examination of 'Pro Forma' Earnings
Accounting Review, July 2004
Barbara A. Lougee and
Carol A. Marquardt
University of San Diego - School of Business Administration
and
CUNY – Baruch College
Date Posted: March 05, 2004
Accepted Paper Series
Beyond GAAP
Regulation, Vol. 26, No. 3, Fall 2003
Peter J. Wallison and
Robert E. Litan
American Enterprise Institute (AEI)
and
Ewing Marion Kauffman Foundation
Date Posted: March 02, 2004
Accepted Paper Series
206 downloads
How Do Analysts Use Their Earnings Forecasts in Generating Stock Recommendations?
Accounting Review, Vol. 79, No. 1, pp. 25-50, January 2004
Mark Thomas Bradshaw
Boston College
Date Posted: March 02, 2004
Accepted Paper Series
Bivariate Normal Mixture Spread Option Valuation
ISMA Centre Discussion Papers in Finance No. DP2003-15
Carol Alexander and
Andrew Scourse
University of Reading - ICMA Centre
and
ABN AMRO
Date Posted: March 01, 2004
Working Paper Series
940 downloads
Liquidity Trap Prevention and Escape: A Simple Proposition
Junning Cai
University of Hawaii at Manoa - Department of Economics
Date Posted: February 29, 2004
Working Paper Series
64 downloads
Housing Prices, Bank Lending, and Monetary Policy
De Nederlandsche Bank Research Series Supervision Paper No. 31
Ralph De Haas and
Irene de Greef
European Bank for Reconstruction and Development
and
De Nederlandsche Bank
Date Posted: February 29, 2004
Working Paper Series
317 downloads
On the Instability of Betas: The Case of Spain
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 29, 2004
Last Revised: February 04, 2013
Working Paper Series
2396 downloads
The ABCs of Mutual Funds: A Natural Experiment on Fund Flows and Performance
AFA 2005 Philadelphia Meetings
Vikram K. Nanda ,
Z. Jay Wang and
Lu Zheng
Georgia Institute of Technology - College of Management
,
affiliation not provided to SSRN
and
University of California, Irvine - Paul Merage School of Business
Date Posted: February 29, 2004
Working Paper Series
670 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 4.422 seconds