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SSRN eLibrary Statistics:

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Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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  Last 12 months: 		68,973

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Last 12 months: 11,172,224
Last 30 days: 1,065,087

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: G15
1,806,222 Total downloads
Showing Papers 1,041 - 1,090 of 6,315
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Incl. Electronic Paper Time-Varying Risk and Risk Premiums in Frontier Markets
Galin Todorov and Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics and Florida International University (FIU) - Department of Economics
Date Posted: October 22, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Using Adaptation and Optimization Techniques in Neural Networks to Predict Stock Market Exchange
 Nikitas Goumatianos
affiliation not provided to SSRN
Date Posted: October 22, 2011
Working Paper Series
95 downloads

Institutional, Macroeconomic and Firm-Specific Determinants of Capital Structure: The African Evidence
Management Research Review, 2013, Volume 36, No. 10
 Tesfaye Taddese Lemma and Minga Negash
University of Limpopo and Metropolitan State University of Denver - Department of Accounting
Date Posted: October 20, 2011
Last Revised: December 25, 2012
Accepted Paper Series

Debt Maturity Choice of a Firm: Evidence from African Countries
Journal of Business and Policy Research, Volume 7, Issue No.2
 Tesfaye Taddese Lemma and Minga Negash
University of Limpopo and Metropolitan State University of Denver - Department of Accounting
Date Posted: October 20, 2011
Last Revised: December 17, 2012
Accepted Paper Series

Loss Aversion, Asymmetric Market Comovements, and the Home Bias
Journal of International Money and Finance, Vol. 29, No. 7, 2010
 Carlos Carvalho and Kevin Amonlirdviman
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) and Boston Consulting Group
Date Posted: October 20, 2011
Accepted Paper Series

Incl. Electronic Paper The Power of Weather
De Nederlandsche Bank Working Paper No. 236
 Christian Huurman , Francesco Ravazzolo and Chen Zhou
Financial Engineering Associates , Norges Bank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: October 20, 2011
Working Paper Series
8 downloads

Empirical Examination of the Impact of Terrorist Attacks - New York, Madrid, London - On Sectoral Stock Returns: Cross Stock Market Study
Journal of Financial Management and Analysis, Vol. 24, No. 1, January-June 2011
George Emmanuel Iatridis , Apostolos Stagiannis , Christos Kallias and Apostolos M. Mastronikolos
University of Thessaly - Department of Economics , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 19, 2011
Accepted Paper Series

Incl. Electronic Paper The Predictability of Aggregate Japanese Stock Returns: Implications of Dividend Yield
International Review of Economics and Finance, Forthcoming
 Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Accepted Paper Series
63 downloads

Incl. Electronic Paper The Size and Composition of Government Debt in the Euro Area
ECB Occasional Paper No. 132
 Dagmar Hartwig Lojsch , Marta Rodríguez Vives and Michal Slavik
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Date Posted: October 19, 2011
Working Paper Series
209 downloads

Incl. Electronic Paper Volatility Strategies for Global and Country Specific European Investors
 Marie Briere , Jean-David Fermanian , Hassan Malongo and Ombretta Signori
Amundi Asset Management , CREST , Amundi Asset Management and AXA Investment Managers
Date Posted: October 19, 2011
Last Revised: October 27, 2011
Working Paper Series
176 downloads

Incl. Electronic Paper Do Investors Care About Credit Ratings? An Analysis Through the Cycle
 Giuliano Iannotta , Giacomo Nocera and Andrea Resti
Università Cattolica , Audencia Nantes School of Management and Bocconi University - Department of Finance
Date Posted: October 17, 2011
Last Revised: October 22, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Sovereign Defaults: The Price of Haircuts
CESifo Working Paper Series No. 3604
 Juan J. Cruces and Christoph Trebesch
Universidad Torcuato Di Tella - School of Business and University of Munich and CESIfo
Date Posted: October 14, 2011
Working Paper Series
279 downloads

Incl. Electronic Paper Does Institutional Ownership Matter for International Stock Return Comovement?
Paris December 2011 Finance Meeting EUROFIDAI - AFFI, AFA 2013 San Diego Meetings Paper
 José Faias , Miguel A. Ferreira , Pedro Santa-Clara and Pedro P. Matos
Catholic University of Portugal (UCP) , Nova School of Business and Economics , Nova School of Business and Economics and University of Virginia - Darden School of Business
Date Posted: October 13, 2011
Last Revised: December 16, 2012
Working Paper Series
136 downloads

Incl. Electronic Paper Are Cross-Listed Firms Superior Targets? Evidence from Short- and Long-Run Performance of US Bidders
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Siham Meknassi and Jean-Claude Cosset
HEC Montreal and HEC Montreal
Date Posted: October 13, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Equity Risk Premia and the Pricing of Foreign Exchange Risk
Journal of International Economics, Vol. 33, Nos. 3-4, 1992
 Robert A. Korajczyk and Claude Viallet
Northwestern University - Kellogg School of Management and INSEAD
Date Posted: October 13, 2011
Accepted Paper Series
27 downloads

Incl. Electronic Paper Frontier Market Transaction Costs and Diversfication
 Ben R. Marshall and Nhut H. Nguyen
Massey University - Department of Economics and Finance and The University of Auckland
Date Posted: October 13, 2011
Last Revised: October 08, 2012
Working Paper Series
170 downloads

Incl. Electronic Paper Outsourcing in the International Mutual Fund Industry: An Equilibrium View
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Oleg Chuprinin , Massimo Massa and David Schumacher
University of New South Wales (UNSW) , INSEAD - Finance and INSEAD - Finance
Date Posted: October 13, 2011
Last Revised: November 25, 2011
Working Paper Series
53 downloads

The Alternative Three-Factor Model: An Alternative Beyond U.S. Markets?
European Financial Management, Forthcoming
 Christian Walkshäusl and Sebastian Lobe
University of Regensburg - Center of Finance and University of Regensburg
Date Posted: October 13, 2011
Accepted Paper Series

Incl. Electronic Paper Which Firms are Responsible for Characteristic Anomalies? A Statistical Leverage Analysis
 Kevin Aretz and Marc Aretz
Manchester Business School and RWTH Aachen University
Date Posted: October 13, 2011
Working Paper Series
188 downloads

Incl. Electronic Paper Large Capital Infusions, Investor Reactions, and the Return and Risk Performance of Financial Institutions Over the Business Cycle and Recent Financial Crisis
FRB of Philadelphia Working Paper No. 11-46
 Elyas Elyasiani , Loretta J. Mester and Michael S. Pagano
Temple University - Department of Finance , Federal Reserve Bank of Philadelphia and Villanova University - Villanova School of Business
Date Posted: October 12, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper The Impact of Government Ownership on Bank Risk Profile and Lending Behaviour
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
 Giacomo Nocera , Giuliano Iannotta and Andrea Sironi
Audencia Nantes School of Management , Università Cattolica and Bocconi University - Department of Finance
Date Posted: October 12, 2011
Working Paper Series
117 downloads

Incl. Electronic Paper Transfer of Financial Risk in Emerging Eastern European Stock Markets: A Sectoral Perspective
BOFIT Discussion Paper No. 24/2011
 Elena Fedorova
Lappeenranta University of Technology, School of Business
Date Posted: October 12, 2011
Working Paper Series
24 downloads

Incl. Fee Electronic Paper How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data
Financial Review, Vol. 46, Issue 4, pp. 723-747, 2011
 Mohamed Zouaoui , Geneviève Nouyrigat and Francisca Beer
University of Burgundy , affiliation not provided to SSRN and California State University, San Bernardino
Date Posted: October 08, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper (R)Evolution of Asset Allocation
 Fabian Dori , Frank Haeusler and David Stefanovits
1741 Asset Management Ltd. , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 08, 2011
Last Revised: February 11, 2012
Working Paper Series
411 downloads

Incl. Electronic Paper Data-Intensive Regulation of Financial Services: The Path to More Resilient Regulatory Analytics
Quarterly Journal of Central Banking, 2011
 Constantin Gurdgiev and Keith Saxton
Trinity College, Dublin and affiliation not provided to SSRN
Date Posted: October 08, 2011
Accepted Paper Series
64 downloads

Incl. Electronic Paper Equity Premia Around the World
 Elroy Dimson , Paul Marsh and Mike Staunton
London Business School , London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Date Posted: October 08, 2011
Last Revised: September 10, 2012
Working Paper Series
2209 downloads

Incl. Electronic Paper The Evaluation of Euro Investment Grade Corporate Bonds - A Sectoral Analysis
 Klaus-Michael Menz
Bergische Universität Wuppertal
Date Posted: October 07, 2011
Last Revised: December 31, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Rethinking Regulation: International Banks in Asian Emerging Market
PSL Quarterly Review, Vol. 64, No. 258, pp. 249-266, 2011
 C. P. Chandrasekhar
affiliation not provided to SSRN
Date Posted: October 04, 2011
Accepted Paper Series
30 downloads

Semivariance Decomposition of Country-Level Returns
International Review of Economics & Finance, Vol. 20, No. 4, 2011
 Steven L. Beach
Radford University - Department of Accounting, Finance & Business Law
Date Posted: October 04, 2011
Accepted Paper Series

Incl. Electronic Paper The Norway Model
 David Chambers , Elroy Dimson and Antti S. Ilmanen
University of Cambridge - Judge Business School, Department of Finance & Accounting , London Business School and AQR Capital Management (Europe) LLP
Date Posted: October 04, 2011
Last Revised: September 11, 2012
Working Paper Series
4383 downloads

Incl. Electronic Paper Foreign Stocks Holding: The Role of Information
 Fernanda Nechio
Federal Reserve Bank of San Francisco
Date Posted: October 03, 2011
Last Revised: January 04, 2012
Working Paper Series
12 downloads

Globalization and Convergence of International Equity Markets
 Ekaterina Dorodnykh
University of Rome II
Date Posted: October 03, 2011
Working Paper Series

Incl. Electronic Paper Investors’ Reaction to Sharp Price Changes in GCC Markets
Midwest Finance Association 2012 Annual Meetings Paper
 Rasoul Rezvanian , Rima Turk Ariss and Seyed M. Mehdian
Northeastern Illinois University , Lebanese American University and University of Michigan at Flint
Date Posted: October 03, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Mutual Fund Herding in Taiwan
 Tony Chieh-tse Hou , Phillip J. McKnight and Charlie Weir
National Dong Hwa University , University of Wisconsin - Milwaukee and Robert Gordon University - Aberdeen Business School
Date Posted: October 03, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper The Behaviour of Small Cap vs. Large Cap Stocks in Recessions and Recoveries: Empirical Evidence for the United States and Canada
North American Journal of Economics and Finance, Vol. 21, pp. 332-346, 2010
 Lorne N. Switzer
Concordia University, Quebec - Department of Finance
Date Posted: October 03, 2011
Accepted Paper Series
354 downloads

Incl. Electronic Paper The Determinants of Extreme Commodity Prices
Midwest Finance Association 2012 Annual Meetings Paper
 Karlygash Kuralbayeva and Samuel W. Malone
University of Oxford and University of the Andes
Date Posted: October 03, 2011
Last Revised: October 31, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper Volume-Volatility Interactions between Exchange Traded Derivatives and OTC Derivatives
Review of Futures Markets, Vol. 16, pp. 171-196, 2007
Lorne N. Switzer and Haibo Fan
Concordia University, Quebec - Department of Finance and Concordia University, Quebec
Date Posted: October 03, 2011
Accepted Paper Series
79 downloads

Incl. Electronic Paper Cross-Border Takeovers and Efficiency of Acquired Banks in Transition Economies: An Observational Study on Ukraine
 Muzaffar Olimjonovich Ahunov , Leo Van Hove and Marc Jegers
Free University Brussels (VUB) , Free University of Brussels (VUB) and Free University of Brussels (VUB) - Micro-Economics for Profit and Non Profit Sector (MICE)
Date Posted: October 01, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Information Immobility, Industry Concentration, and Institutional Investors’ Performance
Midwest Finance Association 2012 Annual Meetings Paper
 Mark Fedenia , Sherrill Shaffer and Hilla Skiba
University of Wisconsin - Madison - Department of Finance, Investment and Banking , University of Wyoming and University of Wyoming - Department of Economics and Finance
Date Posted: October 01, 2011
Last Revised: March 11, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Is Momentum an Echo?
 Amit Goyal and Sunil Wahal
University of Lausanne and Arizona State University (ASU) - Finance Department
Date Posted: October 01, 2011
Last Revised: April 27, 2013
Working Paper Series
396 downloads

Incl. Electronic Paper Foreign Exchange Market Structure, Players and Evolution
Norges Bank Working Paper No. 2011/10
 Michael R. King , Carol L. Osler and Dagfinn Rime
University of Western Ontario - Richard Ivey School of Business , Brandeis University - International Business School and Central Bank of Norway
Date Posted: September 30, 2011
Working Paper Series
314 downloads

Incl. Electronic Paper A New European System of Financial Supervision and Crisis Management
Asia-Pacific Journal for EU Studies, Vol. 9, No. 1, pp. 39-56, Summer 2011
 Diogo de Sousa e Alvim
School of Law - University of Edinburgh
Date Posted: September 29, 2011
Last Revised: November 30, 2011
Accepted Paper Series
99 downloads

Incl. Electronic Paper Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis
 Sergio Mayordomo , Juan Ignacio Peña and Maria Rodriguez Moreno
University of Navarra - School of Economics and Business Administration , Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: September 29, 2011
Last Revised: October 22, 2012
Working Paper Series
124 downloads

Incl. Electronic Paper The Pricing of Forward Contracts for Foreign Exchange
Journal of Political Economy, Vol. 93, No. 2, 1985
 Robert A. Korajczyk
Northwestern University - Kellogg School of Management
Date Posted: September 29, 2011
Accepted Paper Series
99 downloads

Incl. Electronic Paper Default Probability Estimation in Small Samples - With an Application to Sovereign Bonds
Discussion Papers in Statistics and Econometrics, University of Cologne, No. 05/2011
 Walter Orth
University of Cologne - Department of Statistics and Econometrics
Date Posted: September 28, 2011
Last Revised: February 09, 2012
Working Paper Series
87 downloads

The Settlement between the SEC and Goldman Sachs of July 2010 and the Following Misplaced Proposal of Imposing a Fiduciary Duty on Broker-Dealers
 Michele Cea
Fordham University School of Law
Date Posted: September 28, 2011
Working Paper Series

Incl. Electronic Paper Financial and Risk Analysis of Swiss Banks and Insurance Companies
 Yingbin Xiao
International Monetary Fund (IMF)
Date Posted: September 27, 2011
Working Paper Series
119 downloads

Incl. Electronic Paper Modeling Covered Interest Parity Deviations - A Structural VAR Approach
 Vadhindran K. Rao
Metropolitan State University
Date Posted: September 27, 2011
Last Revised: September 26, 2012
Working Paper Series
61 downloads

Incl. Electronic Paper Banking Efficiency in Asia-Pacific Countries
 Sazali Abidin , Enkhzaya Erdenebileg and Azilawati Banchit
University of Waikato - Department of Finance , University of Waikato - Management School and University of Waikato - Management School
Date Posted: September 24, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper Causality and Contagion in Peripheral EMU Public Debt Markets: A Dynamic Approach
Research Institute of Applied Economics Working Paper 2011/16
 Marta Gómez-Puig and Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense University of Madrid
Date Posted: September 24, 2011
Working Paper Series
74 downloads


 

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