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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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Last 12 months: 11,189,330
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SSRN eLibrary Search Results
JEL Code: G1
12,995,189 Total downloads
Showing Papers 10,741 - 10,790 of 36,710
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Empirical Performance of Alternative Option Pricing Models
Zhiwu Chen , Charles Cao and Gurdip Bakshi
Yale University - International Center for Finance , Pennsylvania State University and University of Maryland - Robert H. Smith School of Business
Date Posted: March 06, 1997
Working Paper Series

Empirical Performance of Alternative Option Pricing Models
J. OF FINANCE
Zhiwu Chen , Charles Cao and Gurdip Bakshi
Yale University - International Center for Finance , Pennsylvania State University and University of Maryland - Robert H. Smith School of Business
Date Posted: April 30, 1997
Accepted Paper Series

Empirical Performance of Levy Option Pricing Models
Ming Ji and Fernando Zapatero
affiliation not provided to SSRN and University of Southern California - Marshall School of Business
Date Posted: September 12, 2008
Last Revised: September 21, 2008
Working Paper Series

Incl. Electronic Paper Empirical Performance of Models for Valuation and Risk-Management of Barrier Options
Cathrine Jessen and Rolf Poulsen
Copenhagen Business School - Department of Finance and University of Copenhagen - Department of Statistics and Operations Research
Date Posted: February 17, 2009
Working Paper Series
253 downloads

Incl. Electronic Paper Empirical Performance of Option Pricing Models Based on Time-Changed Lévy Processes
Achim Dahlbokum
University of Cologne
Date Posted: September 11, 2010
Last Revised: October 15, 2010
Working Paper Series
257 downloads

Incl. Electronic Paper Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market
ESSEC Department of Finance Working Paper
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: May 20, 2003
Working Paper Series
335 downloads

Empirical Pricing Kernels
Journal of Financial Economics, Vol. 64, No. 3, 2002
Joshua V. Rosenberg and Robert F. Engle
Federal Reserve Bank of New York and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: June 02, 2003
Accepted Paper Series

Incl. Electronic Paper Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
EFMA 2002 London Meetings
Andreas Graflund
Lund University - Department of Economics
Date Posted: May 28, 2002
Working Paper Series
183 downloads

Empirical Properties of Straddle Returns
Journal of Derivatives, Vol. 17, No. 1, 2009
Wan Ni Lai
Euromed Management
Date Posted: October 05, 2012
Accepted Paper Series

Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999
Journal of Alternative Investments
Jack Clark Francis and Roger G. Ibbotson
Bernard Baruch College and Yale School of Management
Date Posted: October 16, 2001
Accepted Paper Series

Incl. Electronic Paper Empirical Studies of Corporate Law
HANDBOOK OF LAW AND ECONOMICS, A. Mitchell Polinsky and Steven Shavell, Forthcoming, Yale ICF Working Paper No. 05-16, ECGI - Law Working Paper No. 44/2005
Sanjai Bhagat and Roberta Romano
University of Colorado at Boulder - Department of Finance and Yale Law School
Date Posted: May 27, 2005
Accepted Paper Series
1908 downloads

Incl. Electronic Paper Empirical Study of the Effect of Including Skewness and Kurtosis in Black Scholes Option Pricing Formula on S&P CNX Nifty Index Options
Rritu Saurabha and Manvendra Tiwari
Indian Institute of Management (IIM), Lucknow and Indian Institute of Management (IIM), Lucknow
Date Posted: December 19, 2007
Working Paper Series
383 downloads

Incl. Electronic Paper Empirical Study of Value-at-Risk and Expected Shortfall Models with Heavy Tails
Fotios Harmantzis , Linyan Miao and YiFan Chien
FX Concepts , Stevens Institute of Technology and Advanced Portfolio Technologies
Date Posted: August 29, 2005
Working Paper Series
1041 downloads

Incl. Fee Electronic Paper Empirical Study on Information Asymmetry Based on Chinese Forward Exchange Rate Market
China & World Economy, Vol. 20, Issue 4, pp. 74-91, 2012
Xi Wang and Jiaohui Yang
National Sun Yat-Sen University and affiliation not provided to SSRN
Date Posted: August 02, 2012
Accepted Paper Series

Incl. Electronic Paper Empirical Study on Post-IPO Long-run Performance in the Chinese Stock Market
Zhongguang Bai and David Wei Zhang
DB Fund and Tianjin University of Commerce - Finance
Date Posted: January 04, 2004
Working Paper Series
746 downloads

Empirical Study on Price Momentum Strategy for Long, Short, and Long/Short Equity Portfolios: Optimal Rebalancing Period and Optimal Size
Journal of Wealth Management, Summer 2003
Susana Yu and Avner Wolf
State University in New York / Plattsburgh and Baruch College
Date Posted: July 10, 2006
Accepted Paper Series

Incl. Electronic Paper Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering
Salvatore Miccichè
University of Palermo - Department of Physics
Date Posted: October 08, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper Empirical Tax Research in Accounting
JAE Rochester Conference April 2000
Douglas A. Shackelford and Terry J. Shevlin
University of North Carolina at Chapel Hill and University of California-Irvine
Date Posted: October 12, 2000
Working Paper Series
2341 downloads

Empirical Tax Research in Accounting
Journal of Accounting & Economics, Vol. 31, Nos. 1-3, September 2001
Douglas A. Shackelford and Terry J. Shevlin
University of North Carolina at Chapel Hill and University of California-Irvine
Date Posted: November 24, 2001
Accepted Paper Series

Incl. Electronic Paper Empirical Test for Weak Form Efficient Market Hypothesis of the Nigerian Stock Exchange
Emenike Kalu O.
University of Nigeria - Department of Banking and Finance
Date Posted: May 17, 2010
Last Revised: May 18, 2010
Working Paper Series
429 downloads

Incl. Electronic Paper Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach
Zhuo Qiao , Christian de Peretti , Chia-Ying Chan and Wing-Keung Wong
University of Macau , affiliation not provided to SSRN , Yuan-Ze University - Department of Finance and Hong Kong Baptist University (HKBU)
Date Posted: February 03, 2010
Working Paper Series
109 downloads

Incl. Electronic Paper Empirical Test of the Liquidity-Based Theory of Closed-End Funds
Jerry T. Parwada and Kok Keng Siaw
University of New South Wales (UNSW) - School of Banking and Finance and Australian School of Business at UNSW
Date Posted: May 21, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Empirical Testing of the CAPM on the Johannesburg Stock Exchange
Mike Ward and Chris Muller
University of Pretoria - Gordon Institute of Business Science and affiliation not provided to SSRN
Date Posted: March 09, 2012
Working Paper Series
193 downloads

Incl. Electronic Paper Empirical Testing of the Samuelson Hypothesis: An Application to Futures Markets in Australia, Singapore and the UK
Edith Cowan University Working Paper
David E. Allen and Stuart N. Cruickshank
Edith Cowan University - School of Finance and Business Economics and Edith Cowan University - School of Finance and Business Economics
Date Posted: June 25, 2002
Working Paper Series
368 downloads

Incl. Electronic Paper Empirical Tests for Bubbles in the Asian Emerging Stock Markets
Business Review, Vol. 8, No. 1, Summer 2007
Ako Doffou
The Institute of International Studies
Date Posted: November 22, 2007
Accepted Paper Series
127 downloads

Incl. Electronic Paper Empirical Tests for Creative Destruction in the Pharmaceutical Industry
TILEC Discussion Paper No. 2009-005
Darshak Patel and Michael R. Ward
Gatton College of Business and Economics, Department of Economics, University of Kentucky and affiliation not provided to SSRN
Date Posted: March 09, 2009
Last Revised: July 06, 2009
Working Paper Series
65 downloads

Incl. Electronic Paper Empirical Tests for Market Timing Theory of Capital Structure: The Case of IPOs in Indonesia Stock Exchange
Ignatius Roni Setyawan and Budi Frensidy
Tarumanagara University and University of Indonesia (UI)
Date Posted: January 28, 2013
Working Paper Series
59 downloads

Incl. Electronic Paper Empirical Tests of Canonical Nonparametric American Option Pricing Methods
Jamie Alcock and Diana Auerswald
University of Cambridge - Department of Land Economy and Goethe University Frankfurt - Department of Finance
Date Posted: May 16, 2009
Working Paper Series
85 downloads

Empirical Tests of the Feltham-Ohlson (1995) Model
Review of Accounting Studies, Forthcoming
Jeffrey L. Callen and Dan Segal
University of Toronto - Rotman School of Management and Interdisciplinary Center (IDC) Herzliyah
Date Posted: January 13, 2005
Accepted Paper Series

Incl. Electronic Paper Empirical Tests of the Mean-semivariance CAPM
Thierry Post and Pim van Vliet
Koc University - Graduate School of Business and Robeco Asset Management - Quantitative Strategies
Date Posted: June 21, 2004
Working Paper Series
1272 downloads

Empirical Tests of Two State-Variable HJM Models
WP 95-13
Robert R. Bliss and Peter H. Ritchken
Wake Forest University - Schools of Business and Case Western Reserve University - Department of Banking & Finance
Date Posted: June 28, 1998
Working Paper Series

Empirical Tests of Two-State-Variable Heath-Jarrow-Morton Models
J. OF MONEY, CREDIT, AND BANKING, August 1996
Robert R. Bliss and Peter H. Ritchken
Wake Forest University - Schools of Business and Case Western Reserve University - Department of Banking & Finance
Date Posted: October 26, 1999
Accepted Paper Series

Incl. Electronic Paper Empirical Tests on the Credit Default Swap and Stock Markets During the Global Credit Crisis
Kam Fong Chan and Alastair Marsden
University of Queensland - Faculty of Business, Economics and Law and University of Auckland - Faculty of Business & Economics
Date Posted: January 06, 2011
Working Paper Series
131 downloads

Incl. Electronic Paper Empirical Tests on Turnover Information
Susumu Kadoya and Takashi Namatame
BlackRock Japan and School of Commerce, Senshu University
Date Posted: August 28, 2009
Last Revised: February 08, 2010
Working Paper Series
69 downloads

Empirical Tests on Turnover Information
Japan Journal of Finance, Vol. 29, No. 1 and 2,
Susumu Kadoya and Takashi Namatame
BlackRock Japan and School of Commerce, Senshu University
Date Posted: February 07, 2010
Last Revised: February 10, 2010
Accepted Paper Series

Empirical Value Relevance of German Gaap and IFRS
Journal of Economic and Financial Sciences, Vol. 1, No. 2, pp. 141-170, October 2007
Alexander Schiebel
Vienna University of Economics and Business Administration
Date Posted: September 12, 2007
Last Revised: June 24, 2008
Accepted Paper Series

Incl. Electronic Paper Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model
Kenneth Roskelley and Chris Lamoureux
Mississippi State University - Department of Finance & Economics and University of Arizona - Department of Finance
Date Posted: December 27, 2005
Last Revised: April 14, 2008
Working Paper Series
88 downloads

Incl. Electronic Paper Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model
Christopher G. Lamoureux and Kenneth Roskelley
University of Arizona and Mississippi State University - Department of Finance & Economics
Date Posted: February 16, 2009
Working Paper Series
38 downloads

Incl. Electronic Paper Empirische Analyse der Unternehmensbewertung für die Erbschaftsteuer mit dem vereinfachten Ertragswertverfahren (Empirical Analysis of Firm Valuation for Inheritance Tax Purposes Using the Simplified Discounted Cash Flow Method)
Arqus Quantitative Tax Research Discussion Paper No. 6
Jens Müller and Caren Sureth
University of Paderborn - Department of Economics and University of Paderborn
Date Posted: October 01, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper Employee Benefits and Stock Returns: A Look at Health Care Benefits
Accounting and Taxation, Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 11, 2012
Last Revised: August 05, 2012
Accepted Paper Series
21 downloads

Incl. Electronic Paper Employee Incentive Stock Options: To Be Expensed or Not to Be, that Is Not the Question
University of Tennessee Finance Working Paper
Michael Ehrhardt
University of Tennessee, Knoxville - Department of Finance
Date Posted: September 30, 2003
Working Paper Series
522 downloads

Incl. Electronic Paper Employee Market Risk and Retirement Cyclicality: A Natural Experiment
Matthew Gustafson
University of Rochester - William E. Simon Graduate School of Business Administration
Date Posted: June 12, 2012
Last Revised: August 28, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Employee Ownership: Management Entrenchment vs. Reward Management
Nicolas S. Aubert , André Lapied and Patrick Rousseau
University of South, Toulon and Var , French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) and Institut d'Administration des Entreprises d'Aix-en-Provence (IAE Aix)
Date Posted: March 13, 2011
Last Revised: May 21, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Employee Ownership: Management Entrenchment vs. Reward Management
International Conference of the French Finance Association (AFFI), May 2011
André Lapied , Patrick Rousseau and Nicolas S. Aubert
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) , Institut d'Administration des Entreprises d'Aix-en-Provence (IAE Aix) and University of South, Toulon and Var
Date Posted: May 13, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper Employee Saving and Investment Decisions in Defined Contribution Pension Plans: Survey Evidence from the UK
Financial Services Review, Vol. 16, No. 1, 2007
Alistair Byrne
University of Edinburgh - Business School
Date Posted: September 10, 2007
Accepted Paper Series
248 downloads

Employee Stock Option Exercises: An Empirical Analysis
Steven J. Huddart and Mark H. Lang
Pennsylvania State University, University Park - Department of Accounting and University of North Carolina at Chapel Hill
Date Posted: October 10, 1998
Working Paper Series

Incl. Electronic Paper Employee Stock Option Fair-value Estimates: Do Managerial Discretion and Incentives Explain Accuracy?
Leslie D. Hodder , William J. Mayew , Connie D. Weaver and Mary Lea McAnally
Indiana University Bloomington - Department of Accounting , Duke University - Fuqua School of Business , Texas A&M University and Texas A&M University (TAMU) - Department of Accounting
Date Posted: December 08, 2004
Working Paper Series
584 downloads

Employee Stock Option Fair-Value Estimates: Do Managerial Discretion and Incentives Explain Accuracy?
Contemporary Accounting Research, Vol. 23, No. 4, Winter 2006
Leslie D. Hodder , William J. Mayew , Mary Lea McAnally and Connie D. Weaver
Indiana University Bloomington - Department of Accounting , Duke University - Fuqua School of Business , Texas A&M University (TAMU) - Department of Accounting and Texas A&M University
Date Posted: July 14, 2006
Accepted Paper Series

Incl. Electronic Paper Employee Stock Option Valuation under Levy Models
Tim Leung and Haohua Wan
Columbia University and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: March 03, 2013
Last Revised: March 11, 2013
Working Paper Series
58 downloads

Employee Stock Option Valuation Under SFAS No. 123 and Alternative Models: Evidence from Private Data
Anne Marie Clem
Iowa State University
Date Posted: October 05, 1997
Working Paper Series


 

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