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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
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  Last 12 months: 		68,947

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To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,795,701 Total downloads
Showing Papers 10,801 - 10,850 of 13,809
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Incl. Electronic Paper Economic Growth and Increasing Housing Price

Charles Ka Yui Leung
Chinese University of Hong Kong (CUHK) - Department of Economics
Date Posted: June 09, 2003
Working Paper Series
294 downloads

Correlated Default with Incomplete Information
Journal of Banking & Finance, Forthcoming
 Kay Giesecke
Stanford University - Management Science & Engineering
Date Posted: June 09, 2003
Accepted Paper Series

Testing Alternative Theories of the Property Price-Trading Volume Correlation
Journal of Real Estate Research, Vol. 23, No. 3, 2002
 Charles Ka Yui Leung , Garion Chi Keung Lau and Chun Fai Youngman Leong
Chinese University of Hong Kong (CUHK) - Department of Economics , Independent and The Chinese University of Hong Kong
Date Posted: June 09, 2003
Accepted Paper Series

Incl. Electronic Paper Testing Alternative Theories of the Property Price-Trading Volume Correlation
 Charles Ka Yui Leung , Garion Chi Keung Lau and Chun Fai Youngman Leong
Chinese University of Hong Kong (CUHK) - Department of Economics , Independent and The Chinese University of Hong Kong
Date Posted: June 09, 2003
Working Paper Series
184 downloads

Incl. Electronic Paper The Use of Capital Cash Flow and an Alternate Formulation for WACC with Foreign Currency Debt
 Ignacio Velez-Pareja
Master Consultores
Date Posted: June 09, 2003
Working Paper Series
951 downloads

Incl. Electronic Paper Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model
ISMA Centre Finance Discussion Paper No. 2003-06
 Carol Alexander
University of Reading - ICMA Centre
Date Posted: June 08, 2003
Working Paper Series
448 downloads

Are Fama-French and Momentum Factors Really Priced?
Journal of Multinational Financial Management, Forthcoming
 Chu-Sheng Tai
Pittsburg State University - Econ & Finance
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper Mutual Fund Performance with Learning Across Funds
 Christopher S. Jones and Jay A. Shanken
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Emory University - Goizueta Business School
Date Posted: June 06, 2003
Working Paper Series
405 downloads

Incl. Electronic Paper A Model of Stochastic Liquidity
Yale ICF Working Paper No. 03-18, EFA 2003 Glasgow Annual Conference Paper
 Masahiro Watanabe
University of Alberta - School of Business
Date Posted: June 06, 2003
Last Revised: January 27, 2013
Working Paper Series
1115 downloads

Can Bank be a Source of Contagion During the 1997 Asian Crisis?
Journal of Banking and Finance, Forthcoming
Chu-Sheng Tai
Pittsburg State University - Econ & Finance
Date Posted: June 06, 2003
Accepted Paper Series

Can Currency Risk Be a Source of Risk Premium in Explaining Forward Premium Puzzle? Evidence from Asia-Pacific Forward Exchange Markets
Journal of International Financial Markets, Institutions and Money, Forthcoming
Chu-Sheng Tai
Pittsburg State University - Econ & Finance
Date Posted: June 06, 2003
Accepted Paper Series

Incl. Electronic Paper International Real Estate Returns: A Multifactor, Multicountry Approach
Dice Center Working Paper No. 2003-8
 Shaun A. Bond , George Andrew Karolyi and Anthony B. Sanders
University of Cincinnati , Cornell University - Johnson Graduate School of Management and George Mason University - School of Management
Date Posted: June 06, 2003
Working Paper Series
1022 downloads

Looking for Contagion in Currency Futures Markets
Journal of Futures Market, Forthcoming
 Chu-Sheng Tai
Pittsburg State University - Econ & Finance
Date Posted: June 06, 2003
Accepted Paper Series

Momentum and Turnover: Evidence from the German Stock Market
Schmalenbach Business Review, Vol. 55, pp. 108-135, 2003
 Markus Glaser and Martin Weber
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and University of Mannheim - Department of Banking and Finance
Date Posted: June 06, 2003
Last Revised: April 18, 2011
Accepted Paper Series

Incl. Electronic Paper Insider Trading, Informational Efficiency and Allocative Efficiency
 Murali Agastya and Richard Holden
University of Sydney - Department of Economics and Massachusetts Institute of Technology (MIT)
Date Posted: June 05, 2003
Working Paper Series
291 downloads

Glamour and Value in the Land of Chingis Khan
Journal of Comparative Economics, Vol. 31, March 2003
 James H. Anderson , Georges Korsun and Peter Murrell
World Bank , Deloitte Touche Tohmatsu - Financial Advisory Services and University of Maryland - Department of Economics
Date Posted: June 05, 2003
Accepted Paper Series

Incl. Electronic Paper Global Price of Foreign Exchange Risk and the Local Factor
EFMA 2003 Helsinki Meetings
 Francesca Carrieri , Vihang R. Errunza and Basma Majerbi
McGill University - Desautels Faculty of Management , McGill University - Desautels Faculty of Management and University of Victoria - Faculty of Business
Date Posted: June 04, 2003
Working Paper Series
335 downloads

Incl. Electronic Paper The Performance of Stock-Price Driven Acquisitions
 Christa H. S. Bouwman , Kathleen P. Fuller and Amrita Nain
Case Western Reserve University - Department of Banking & Finance , University of Mississippi - School of Business Administration and University of Iowa - Henry B. Tippie College of Business
Date Posted: June 04, 2003
Working Paper Series
1082 downloads

Incl. Electronic Paper A Decomposition of Conditional Correlations in US Equities
 R. Brian Balyeat and Jayaram Muthuswamy
Xavier University - Department of Finance and Kent State University
Date Posted: June 03, 2003
Working Paper Series
159 downloads

Incl. Fee Electronic Paper Defining Benchmark Status: An Application using Euro-Area Bonds
CEPR Discussion Paper No. 3490
 Peter G. Dunne , Michael Moore and Richard Portes
Central Bank of Ireland , Queen's University Management School and London Business School - Department of Economics
Date Posted: June 02, 2003
Working Paper Series
22 downloads

Incl. Electronic Paper Gains to Valuation Accuracy of Direct Valuation Over Industry Multiplier Approaches
 Lucie Courteau , Jennifer L. Kao , Terry O'Keefe and Gordon D. Richardson
Free University of Bozen-Bolzano - School of Economics , University of Alberta - Department of Accounting, Operations & Information Systems , University of Queensland - Accounting and Accountability and University of Toronto - Rotman School of Management
Date Posted: June 02, 2003
Working Paper Series
624 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 Mark-to-Market Accounting and Valuation: Evidence from UK Real Estate and Investment Companies
EFA 2003 Annual Conference Paper No. 120; EFMA 2003 Helsinki Meetings
 Jo Danbolt and Bill Rees
University of Edinburgh Business School and University of Edinburgh Business School
Date Posted: May 30, 2003
Working Paper Series
845 downloads

Incl. Fee Electronic Paper Optimal Financial Integration and Security Design
CEPR Discussion Paper No. 3852
 Viral V. Acharya and Alberto Bisin
New York University - Leonard N. Stern School of Business and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: May 30, 2003
Working Paper Series
23 downloads

Sell-side Financial Analysts' Quarterly Reports and Opportunities for Assurance Services
 Mohammad J. Abdolmohammadi , Roger Simnett , Jay C. Thibodeau and Arnold Wright
Bentley University , University of New South Wales (UNSW) - School of Accounting , Bentley University - Department of Accountancy and Northeastern University - Accounting Area
Date Posted: May 29, 2003
Working Paper Series

Incl. Electronic Paper Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations
AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper; ECB Working Paper No. 157
 Kjell G. Nyborg , Ulrich Bindseil and Ilya A. Strebulaev
University of Zurich - Department of Banking and Finance , European Central Bank (ECB) and Stanford University - Graduate School of Business
Date Posted: May 29, 2003
Working Paper Series
346 downloads

Incl. Electronic Paper Toward a Theory of Asset Subscription
 Danyang Xie
Hong Kong University of Science & Technology (HKUST) - Department of Economics
Date Posted: May 26, 2003
Working Paper Series
60 downloads

Incl. Electronic Paper Seasonal Mackey-Glass-Garch Process and Short-Term Dynamics
 Catherine Kyrtsou and Michel Terraza
University of Macedonia - Department of Economics and Université Montpellier I - Department of Economics
Date Posted: May 26, 2003
Last Revised: November 30, 2008
Working Paper Series
105 downloads

Does the Stock Market Fully Appreciate the Implications of Leading Indicators for Future Earnings? Evidence from Order Backlog
Review of Accounting Studies, Forthcoming
 Shivaram Rajgopal , Terry J. Shevlin and Mohan Venkatachalam
Emory University - Goizueta Business School , University of California-Irvine and Duke University - Fuqua School of Business
Date Posted: May 26, 2003
Accepted Paper Series

Incl. Electronic Paper Stock Market Sensitivity to Interest Rates and Inflation
EFMA 2003 Helsinki Meetings
 Nikolaos Tessaromatis
EDHEC Business School and EDHEC Risk Institute
Date Posted: May 26, 2003
Working Paper Series
1669 downloads

Incl. Electronic Paper Longitudinal Earnings Value Relevance and Intangible Assets: Evidence from Australian Firms, 1975-99
 John Goodwin
Sabanci University
Date Posted: May 26, 2003
Working Paper Series
318 downloads

Incl. Electronic Paper Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies

 Robert A. Jarrow , Steve Hogan , Melvyn Teo and Mitch Warachka
Cornell University - Samuel Curtis Johnson Graduate School of Management , Credit Suisse First Boston , Singapore Management University - School of Business and Claremont Colleges - Robert Day School of Economics and Finance
Date Posted: May 25, 2003
Working Paper Series
4756 downloads

The Effects of Anticipated Events and Uncertainty on Price in the Financial Markets
University of Colorado at Denver Department of Finance Working Paper
 Robert Jonathan Clasen
University of Colorado at Denver - Department of Finance
Date Posted: May 25, 2003
Working Paper Series

Incl. Electronic Paper An Econometric Model of Credit Spreads with Rebalancing, ARCH and Jump Effects
EFA 2003 Annual Conference Paper No. 719; Stern School of Business Working Paper No. FIN-03-012
 Herman J. Bierens , Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - College of the Liberal Arts - Department of Economic , Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Date Posted: May 23, 2003
Working Paper Series
569 downloads

Incl. Electronic Paper Tax-loss Selling and the Turn-of-the-Year Effect
EFMA 2003 Helsinki Meetings
 Qinglei Dai
Universidade Nova de Lisboa - Faculdade de Economia
Date Posted: May 23, 2003
Working Paper Series
161 downloads

Incl. Electronic Paper September 11 and Time-Varying Beta of United States Companies
EFMA 2003 Helsinki Meetings
 Taufiq Choudhry
Bradford University School of Management
Date Posted: May 23, 2003
Working Paper Series
438 downloads

Incl. Fee Electronic Paper Human-Capital-Adjusted Capital Asset Pricing Model
Japanese Economic Review, Vol. 53, pp. 182-198, 2002
 Jie Qin
Ritsumeikan University - Biwako-Kusatsu Campus
Date Posted: May 21, 2003
Accepted Paper Series
23 downloads

Incl. Electronic Paper Asset Returns and State-Dependent Risk Preferences
CIRPEE Working Paper No. 03-16
 Pascal St-Amour and Stephen Gordon
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Universite Laval
Date Posted: May 20, 2003
Working Paper Series
149 downloads

Reassessing the Returns to Analysts' Stock Recommendations
Financial Analysts Journal, Vol. 59, No. 2, March/April 2003
 Brad M. Barber , Reuven Lehavy , Maureen F. McNichols and Brett Trueman
University of California, Davis , University of Michigan - Stephen M. Ross School of Business , Stanford University and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: May 20, 2003
Accepted Paper Series

Incl. Electronic Paper Coordination of Expectations in Asset Pricing Experiments
Tinbergen Institute Discussion Paper No. 2003-010/1
 Cars H. Hommes , Joep Sonnemans , Jan Tuinstra and Henk van de Velden
University of Amsterdam - Amsterdam School of Economics (ASE) , University of Amsterdam - Amsterdam School of Economics (ASE) , University of Amsterdam - Department of Quantitative Economics (KE) and University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: May 19, 2003
Working Paper Series
85 downloads

Incl. Electronic Paper The Performance of Local Versus Foreign Mutual Fund Managers
EFMA 2003 Helsinki Meetings
 Rogér Otten and Dennis Bams
Maastricht University - Department of Finance and University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Date Posted: May 19, 2003
Working Paper Series
467 downloads

Incl. Electronic Paper What Determines the Market Impact of Stock Recommendations?
Sauder School of Business Working Paper
 Xia Chen and Qiang Cheng
Singapore Management University and Singapore Management University
Date Posted: May 19, 2003
Working Paper Series
637 downloads

Incl. Electronic Paper Luxury Goods and the Equity Premium
Journal of Finance, Vol. 59, No. 6, 2004
 Yacine Ait-Sahalia , Jonathan A. Parker and Motohiro Yogo
Princeton University - Department of Economics , Kellogg School of Management and Federal Reserve Bank of Minneapolis
Date Posted: May 19, 2003
Last Revised: June 17, 2009
Accepted Paper Series
469 downloads

Incl. Electronic Paper Strategic Actions and Credit Spreads: An Empirical Investigation
Journal of Finance, Forthcoming, AFA 2004 San Diego Meetings, EFA 2003 Glasgow Annual Conference Paper No. 896
 Sergei A. Davydenko and Ilya A. Strebulaev
University of Toronto - Finance Area and Stanford University - Graduate School of Business
Date Posted: May 18, 2003
Last Revised: March 31, 2010
Accepted Paper Series
559 downloads

Incl. Electronic Paper Pricing American Options Under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary
U of London Queen Mary Economics Working Paper No. 488
 Elias Tzavalis and Shijun Wang
University of London - Queen Mary - Department of Economics and Queen Mary, University of London - Department of Economics
Date Posted: May 17, 2003
Working Paper Series
240 downloads

Incl. Electronic Paper Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility
EFA 2003 Annual Conference Paper No. 163; FAME Research Paper Series
 Peng Cheng and O. Scaillet
FAME and University of Geneva - HEC
Date Posted: May 16, 2003
Working Paper Series
457 downloads

Incl. Electronic Paper Investing in Disappearing Anomalies
 Christopher S. Jones and Lukasz Pomorski
University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Toronto - Rotman School of Management
Date Posted: May 15, 2003
Working Paper Series
351 downloads

Incl. Electronic Paper Active Investment Manager Portfolios and Preferences for Stock Characteristics
SIRCA Working Paper No. 2002007M
 Simone Brands , Adrian Looi and David R. Gallagher
University of New South Wales (UNSW) - School of Banking and Finance , University of New South Wales (UNSW) - School of Banking and Finance and Centre for International Finance and Regulation
Date Posted: May 15, 2003
Working Paper Series
263 downloads

Incl. Electronic Paper Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets
CEMFI Working Paper No. 0305
 Josep Pijoan-Mas
Centre for Monetary and Financial Studies (CEMFI)
Date Posted: May 13, 2003
Working Paper Series
58 downloads

Incl. Fee Electronic Paper Heterogeneity of Investors and Asset Pricing on a Risk-Value World
CEPR Discussion Paper No. 3832
 Guenter Franke and Martin Weber
University of Konstanz - Department of Economics and University of Mannheim - Department of Banking and Finance
Date Posted: May 13, 2003
Working Paper Series
22 downloads


 

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