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SSRN eLibrary Statistics:
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Abstracts:
489,423
Full Text Papers:
398,298
Authors:
228,729
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69,626
Paper Downloads:
To date:
66,741,858
Last 12 months:
11,229,174
Last 30 days:
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239,806
Total References:
8,539,827
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230,167
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5,733,423
Papers with Resolved Footnotes:
78,859
Total Footnotes:
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SSRN eLibrary Search Results
JEL Code: G12
5,858,059 Total downloads
Showing Papers 1,081 - 1,130 of 13,877
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The True Invariant of an Arbitrage Free Portfolio: Finite Liquidity Effect
Anatoly B. Schmidt
Stevens Institute of Technology - Financial Engineering Program
Date Posted: September 08, 2012
Working Paper Series
28 downloads
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Álvaro Cartea and
Pablo Villaplana
University College London
and
Comisión Nacional de Energía
Date Posted: September 07, 2012
Working Paper Series
116 downloads
A Model of the Euro-Area Yield Curve with Discrete Policy Rates
Banque de France Working Paper No. 395
Jean-Paul Renne
Banque de France
Date Posted: September 06, 2012
Working Paper Series
16 downloads
Effect of Decimalization on Market Equilibrium and Price Discovery
Surya Chelikani
Quinnipiac University
Date Posted: September 06, 2012
Working Paper Series
27 downloads
Equilibrium Theory with Link Portfolios
Guangsug Hahn
POSTECH
Date Posted: September 06, 2012
Working Paper Series
23 downloads
Capitalizing on the Greatest Anomaly in Finance with Mutual Funds
David Nanigian
The American College
Date Posted: September 05, 2012
Last Revised: February 07, 2013
Working Paper Series
284 downloads
In What Form Will the Eurozone Emerge from the Crisis?
Franklin Allen and
Victor Ngai
University of Pennsylvania - Finance Department
and
affiliation not provided to SSRN
Date Posted: September 05, 2012
Working Paper Series
62 downloads
Pricing Illiquidity of Corporate Bonds Through Static and Dynamic Measures
Seoul Journal of Economics, Vol. 25, No. 3, pp. 279-316, 2012
Daisuke Miyakawa
and
Shuji Watanabe
Development Bank of Japan
and
Nihon University
Date Posted: September 05, 2012
Accepted Paper Series
22 downloads
The Relation between Earnings and Price Momentum: Does it Vary Across Regimes?
Midwest Finance Association 2013 Annual Meeting Paper
Yao Zheng ,
Peihwang Wei and
Eric Osmer
Augusta State University - College of Business Administration
,
University of New Orleans - College of Business Administration - Department of Economics and Finance
and
University of New Orleans - College of Business Administration - Department of Economics and Finance
Date Posted: September 05, 2012
Last Revised: March 08, 2013
Working Paper Series
59 downloads
Volatility, Correlation, and the Market Trend
Christoph Becker
and
Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH
and
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 05, 2012
Last Revised: October 10, 2012
Working Paper Series
163 downloads
Wage Rigidity: A Solution to Several Asset Pricing Puzzles
Fisher College of Business Working Paper No. 2012-03-016, Charles A. Dice Center Working Paper No. 2012-16
Jack Favilukis
and
Xiaoji Lin
London School of Economics & Political Science (LSE)
and
Ohio State University (OSU) - Fisher College of Business
Date Posted: September 05, 2012
Working Paper Series
76 downloads
Yes, FVA is a Cost for Derivatives Desks - A Note on 'Is FVA a Cost for Derivatives Desks?' by Prof. Hull and Prof. White
Antonio Castagna
Iason Ltd.
Date Posted: September 05, 2012
Working Paper Series
184 downloads
Comovement and the News
Travis Box
University of Mississippi - Department of Finance
Date Posted: September 04, 2012
Last Revised: May 22, 2013
Working Paper Series
130 downloads
Derivatives Pricing
Ilya I. Gikhman
Independent
Date Posted: September 04, 2012
Working Paper Series
64 downloads
The Determinants of Recovery Rates in the US Corporate Bond Market
Rainer Jankowitsch
,
Florian Nagler and
Marti G. Subrahmanyam
Vienna University of Economics and Business
,
VGSF (Vienna Graduate School of Finance)
and
New York University - Stern School of Business
Date Posted: September 04, 2012
Last Revised: January 15, 2013
Working Paper Series
237 downloads
Do TRS Spell Risk for REITs? An Empirical Examination by Investment Sector
Juan Carlos Cardona
Graduate School of Business Administration, University of Puerto Rico
Date Posted: September 03, 2012
Last Revised: June 06, 2013
Working Paper Series
4 downloads
A Bad State of Accruals: Does Inter-Temporal Variation Explain Accrual Premiums?
Midwest Finance Association 2013 Annual Meeting Paper
Doina Chichernea ,
Anthony Dewayne Holder
and
Alex Petkevich
The University of Toledo - Department of Finance
,
University of Toledo - Department of Accounting
and
The University of Toledo - Department of Finance
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
22 downloads
Asset Pricing with Subtle Information: Evidence from Equity Analysts Responses to Corporate Transactions
Midwest Finance Association 2013 Annual Meeting Paper
Rui Cui
University of Chicago - Booth School of Business (Finance Authors)
Date Posted: September 03, 2012
Working Paper Series
15 downloads
On the Estimation of Systematic Downside Risk
Midwest Finance Association 2013 Annual Meeting Paper
Nikolaos T. Artavanis
Virginia Polytechnic Institute & State University - Pamplin College of Business
Date Posted: September 03, 2012
Last Revised: January 22, 2013
Working Paper Series
92 downloads
Real Options and the Cross-Section of Expected Stock Returns
Graeme Guthrie
Victoria University of Wellington - School of Economics & Finance
Date Posted: September 03, 2012
Last Revised: January 09, 2013
Working Paper Series
67 downloads
Dealer Inventory and the Cost of Immediacy
Midwest Finance Association 2013 Annual Meeting Paper
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance
Date Posted: September 02, 2012
Last Revised: March 19, 2013
Working Paper Series
22 downloads
Identifying the Value Premium: A Test of Mutual Fund Performance Measures
Midwest Finance Association 2013 Annual Meeting Paper
Glenn N. Pettengill
,
George Chang
and
C. James Hueng
Grand Valley State University
,
Department of Finance
and
Western Michigan University - Department of Economics
Date Posted: September 02, 2012
Last Revised: February 03, 2013
Working Paper Series
17 downloads
Effects of Sovereign Risk on Duration: Evidence from European and Latin American Sovereign Bond Markets
Hei Wai Lee ,
Yan Alice Xie
and
Jot Yau
University of Michigan at Dearborn - School of Management
,
University of Michigan at Dearborn
and
Seattle University
Date Posted: September 02, 2012
Working Paper Series
49 downloads
Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon
Midwest Finance Association 2013 Annual Meeting Paper
Doina Chichernea ,
Alex Petkevich
and
Blerina Bela Reca
The University of Toledo - Department of Finance
,
The University of Toledo - Department of Finance
and
The University of Toledo - Department of Finance
Date Posted: September 02, 2012
Last Revised: February 20, 2013
Working Paper Series
8 downloads
Learning Whether Other Traders Are Informed
Snehal Banerjee
and
Brett S. Green
Northwestern University - Kellogg School of Management - Department of Finance
and
University of California, Berkeley - Haas School of Business
Date Posted: September 02, 2012
Last Revised: June 15, 2013
Working Paper Series
156 downloads
Pricing Beta: Parameter Uncertainty and Factor Models
Nathaniel P. Graham
University of Kentucky - Finance
Date Posted: September 02, 2012
Working Paper Series
20 downloads
The Inevitable Tension between Long-Term and Short-Term Managerial and Investor Incentives
Midwest Finance Association 2013 Annual Meeting Paper
Haim Kassa
and
Steve L. Slezak
University of Cincinnati - Department of Finance and Real Estate
and
University of Cincinnati - Department of Finance - Real Estate
Date Posted: September 02, 2012
Last Revised: January 25, 2013
Working Paper Series
41 downloads
What Drives Risky Investments Lower at Retirement?
Midwest Finance Association 2013 Annual Meeting Paper
Revansiddha Basavaraj Khanapure
University of Delaware - Department of Finance
Date Posted: September 02, 2012
Last Revised: January 21, 2013
Working Paper Series
25 downloads
The Dynamic Relation Between Short Sellers, Option Traders, and Aggregate Returns
Midwest Finance Association 2013 Annual Meeting Paper
Jared DeLisle
,
Bong-Soo Lee
and
Nathan Mauck
Washington State University - Department of Finance, Insurance and Real Estate
,
Florida State University
and
University of Missouri - Kansas City
Date Posted: September 01, 2012
Last Revised: January 21, 2013
Working Paper Series
111 downloads
Disappointment Events in Consumption Growth and the Cross-Section of Expected Stock Returns
Midwest Finance Association 2013 Annual Meeting Paper
Stefanos Delikouras
University of Michigan at Ann Arbor
Date Posted: September 01, 2012
Last Revised: March 12, 2013
Working Paper Series
10 downloads
Does Management Earnings Forecast Precision Matter?
Tyler Jensen
and
Marlene Plumlee
University of Utah - Department of Finance
and
University of Utah - School of Accounting
Date Posted: September 01, 2012
Last Revised: November 05, 2012
Working Paper Series
121 downloads
Hedge Fund Activists: Do They Take Cues from Institutional Exit?
Nickolay Gantchev
and
Pab Jotikasthira
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
University of North Carolina at Chapel Hill - Kenan-Flagler Business School
Date Posted: September 01, 2012
Last Revised: February 16, 2013
Working Paper Series
275 downloads
Liquidity, Transparency and Disclosure in the Securitized Product Market
Nils Friewald
,
Rainer Jankowitsch
and
Marti G. Subrahmanyam
Vienna University of Economics and Business
,
Vienna University of Economics and Business
and
New York University - Stern School of Business
Date Posted: September 01, 2012
Working Paper Series
92 downloads
Low-High Basis Factor in the Commodity Futures Market
Daehwan Kim
Konkuk University
Date Posted: September 01, 2012
Last Revised: May 25, 2013
Working Paper Series
123 downloads
Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound
Reserve Bank of New Zealand Discussion Paper No. 2012/02, Midwest Finance Association 2013 Annual Meeting Paper
Leo Krippner
Reserve Bank of New Zealand
Date Posted: September 01, 2012
Working Paper Series
19 downloads
Stocks with Extreme Past Returns: Lotteries or Insurance?
Alexander Barinov
University of Georgia - Terry College of Business
Date Posted: September 01, 2012
Working Paper Series
68 downloads
The Cost of Funding Flow Correlation
Roland Umlauft
Universitat Pompeu Fabra
Date Posted: September 01, 2012
Last Revised: February 14, 2013
Working Paper Series
39 downloads
The Relation between Earnings and Price Momentum: Does it Vary Across Regimes?
Yao Zheng ,
Peihwang Wei and
Eric Osmer
Augusta State University - College of Business Administration
,
University of New Orleans - College of Business Administration - Department of Economics and Finance
and
University of New Orleans - College of Business Administration - Department of Economics and Finance
Date Posted: September 01, 2012
Working Paper Series
43 downloads
The Tax Structure of Interest Rates: An Illusion?
Michael J. Highfield
Mississippi State University - Department of Finance and Economics
Date Posted: September 01, 2012
Working Paper Series
21 downloads
The Value Relevance of Book-Tax Differences in Brazil
Renato Rovetta Passamani
,
Antonio Lopo Martinez
and
Aridelmo Teixeira
FUCAPE Business School
,
FUCAPE Business School
and
FUCAPE Business School
Date Posted: September 01, 2012
Last Revised: November 15, 2012
Working Paper Series
Accounting Comparability and Bank Loan Contracting
Rotman School of Management Working Paper No. 2138202, CAAA Annual Conference 2013
Xiaohua Fang
,
Yutao Li
,
Baohua Xin
and
Wenjun Zhang
Georgia State University - J. Mack Robinson College of Business
,
University of Lethbridge
,
University of Toronto - Rotman School of Management
and
Dalhousie University
Date Posted: August 31, 2012
Last Revised: January 20, 2013
Working Paper Series
77 downloads
Equilibrium-Based Volatility Models of the Market Portfolio Rate of Return
David Feldman and
Xin Xu
University of New South Wales - Banking & Finance, Australian School of Business
and
University of New South Wales, Banking and Finance, Australian School of Business
Date Posted: August 31, 2012
Last Revised: March 29, 2013
Working Paper Series
110 downloads
Management Sub-Advising: Mutual Fund Industry
Midwest Finance Association 2013 Annual Meeting Paper
David Moreno
,
Rosa Rodríguez and
Rafael Zambrana
Universidad Carlos III de Madrid - Department of Business Administration
,
Universidad Carlos III de Madrid - Department of Business Administration
and
Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: August 31, 2012
Last Revised: February 27, 2013
Working Paper Series
89 downloads
'Pure' or 'Wake-Up-Call' Contagion? Another Look at the EMU Sovereign Debt Crisis
Midwest Finance Association 2013 Annual Meeting Paper
Raffaela Giordano
,
Marcello Pericoli and
Pietro Tommasino
Bank of Italy
,
Bank of Italy
and
Bank of Italy
Date Posted: August 30, 2012
Working Paper Series
142 downloads
Growth Adjusted Price to Earnings Ratio and Implied Growth Rate
David P. Addis
Cygnus Advisory
Date Posted: August 30, 2012
Working Paper Series
152 downloads
Surprises in the Term Structure
Marcello Pericoli
Bank of Italy
Date Posted: August 30, 2012
Working Paper Series
25 downloads
The Credit Risk Premium: Should Investors Overweight Credit, When, and by How Much?
Journal of Investing, Vol. 20, No. 4, Winter 2011, DOI:10.3905/joi.2011.20.4.132
Bac Van Luu
and
Peiyi Yu
Norges Bank Investment Management
and
affiliation not provided to SSRN
Date Posted: August 30, 2012
Accepted Paper Series
Transaction-Based and Appraisal-Based Capitalization Rate Determinants
Swiss Finance Institute Research Paper No. 12-28
Alain Chaney
and
Martin Hoesli
Universitiy of Geneva
and
University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: August 30, 2012
Working Paper Series
178 downloads
Which Anomalies are More Popular? And Why?
Byoung-Hyoun Hwang and
Baixiao Liu
Purdue University - Krannert School of Management
and
Florida State University
Date Posted: August 30, 2012
Last Revised: March 31, 2013
Working Paper Series
345 downloads
A Model for Hedging Load and Price Risk in the Texas Electricity Market
Michael C. Coulon
,
Warren B. Powell
and
Ronnie Sircar
Princeton University - ORFE Department
,
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
and
Princeton University - Department of Operations Research and Financial Engineering
Date Posted: August 29, 2012
Working Paper Series
81 downloads
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