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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G15
1,808,212 Total downloads
Showing Papers 1,081 - 1,130 of 6,322
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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
355 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
61 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
397 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
62 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

How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios
Journal of Portfolio Management, Vol. 38, No. 1, 2011
Kenneth Froot , John S. Arabadjis , Stephen Lawrence and Sonya Cates
National Bureau of Economic Research (NBER) , State Street Associates , State Street Associates and affiliation not provided to SSRN
Date Posted: September 24, 2011
Accepted Paper Series

Incl. Electronic Paper Lessons from the Evolution of Foreign Exchange Trading Strategies
Federal Reserve Bank of St. Louis Working Paper No. 2011-021D
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Date Posted: September 24, 2011
Last Revised: April 11, 2013
Working Paper Series
87 downloads

Incl. Electronic Paper Daily CDS Pricing in Emerging Markets Before and During the Global Financial Crisis
Ingo Fender , Bernd Hayo and Matthias Neuenkirch
Bank for International Settlements (BIS) , University of Marburg - Faculty of Economics and Business Administration and RWTH Aachen University - School of Economics and Business Administration
Date Posted: September 22, 2011
Last Revised: May 08, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper Tail Dependence between Stock Index Returns and Foreign Exchange Rate Returns − A Copula Approach
Fangxia Lin
City University of New York (CUNY) - New York City College of Technology
Date Posted: September 22, 2011
Working Paper Series
124 downloads

Incl. Electronic Paper Credit Developments in France and Systemic Linkages of the French Financial Sector
Yingbin Xiao
International Monetary Fund (IMF)
Date Posted: September 21, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Higher Co-Moments and Asset Pricing on London Stock Exchange
Journal of Banking and Finance, Forthcoming
Alexandros Kostakis , Kasif Muhammad and Antonios Siganos
University of Manchester - Manchester Business School , University of Glasgow and University of Glasgow
Date Posted: September 21, 2011
Last Revised: October 18, 2011
Accepted Paper Series
74 downloads

Incl. Electronic Paper Assessing the Performance of Funds of Hedge Funds
Midwest Finance Association 2012 Annual Meetings Paper
Benoit Dewaele , Hugues Pirotte , Nils Tuchschmid and Erik Wallerstein
Université Libre de Bruxelles (ULB) , Université Libre de Bruxelles - Solvay Brussels School of Economics and Management , Tages Capital LLP and University of Applied Sciences Western Switzerland - Geneva School of Business Administration
Date Posted: September 19, 2011
Last Revised: October 10, 2011
Working Paper Series
403 downloads

Incl. Electronic Paper Commodity Investments: Opportunities for Indian Institutional Investors
Dr. Kedar Nath Mukherjee
National Institute of Bank Management
Date Posted: September 19, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Efficiency and Integration in European Banking Markets
Candida Ferreira
Technical University of Lisbon - ISEG (School of Economics and Management)
Date Posted: September 19, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Get Rid of Banks and Build Up a Modern Financial World
Rainer Lenz
University of Applied Sciences, Bielefeld
Date Posted: September 19, 2011
Working Paper Series
155 downloads

Incl. Electronic Paper Globalization Effect on Stock Exchange Integration
Meeting of Young Researchers Around the Mediterranean, Tarragona, 3-4 May 2007
Amir N. R. Armanious
Cairo University
Date Posted: September 19, 2011
Working Paper Series
52 downloads

Impact of Diversification Strategies on Performance of Malaysian Public Listed Companies
Mona Yaghoubi , Sazali Abidin and Ehsan Yaeghoobi
Victoria University of Wellington - School of Economics & Finance , University of Waikato - Department of Finance and University of Waikato - Management School
Date Posted: September 19, 2011
Last Revised: March 20, 2013
Working Paper Series

Incl. Electronic Paper The Foreign Corrupt Practices Act: Minefield for Directors
Virginia Law & Business Review, Vol. 6, No. 1, 2011
Lawrence James Trautman and Kara Altenbaumer-Price
Independent and affiliation not provided to SSRN
Date Posted: September 19, 2011
Accepted Paper Series
188 downloads

Incl. Electronic Paper On the Causes of Volatility Changes upon Dividend Initiation
Chintal A. Desai , Khoa Huu Nguyen and Robert Savickas
University of Texas - Pan American , The University of Texas - Pan American and George Washington University - School of Business - Department of Finance
Date Posted: September 18, 2011
Last Revised: August 19, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper What Drives the Disappearing Dividends Phenomenon?
Journal of Banking and Finance, Forthcoming
Jing-Ming Kuo , Dennis Philip and Qing-Jing Zhang
Durham University Business School , Durham University Business School and Durham University Business School
Date Posted: September 16, 2011
Last Revised: May 22, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Risk and Return in the Tehran Stock Exchange
Quarterly Review of Economics and Finance, Forthcoming
Mohammad R. Jahan-Parvar and Hassan Mohammadi
Federal Reserve Board and Illinois State University
Date Posted: September 16, 2011
Last Revised: May 19, 2013
Accepted Paper Series
42 downloads

Incl. Fee Electronic Paper Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis
CEPR Discussion Paper No. DP8557
Andrew K. Rose and Mark M. Spiegel
University of California - Haas School of Business and Federal Reserve Bank of San Francisco - Economic Research Department
Date Posted: September 16, 2011
Working Paper Series
5 downloads

Incl. Electronic Paper Anticipatory Effects in the FTSE 100 Index Revisions
Midwest Finance Association 2012 Annual Meetings Paper
Marcelo Fernandes and Joao Mergulhao
Queen Mary University of London - Economics Department and Sao Paulo School of Economics-FGV
Date Posted: September 16, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper Casual or Causal Relationships between the U.S. Dollar, Gold, Oil and Equity Markets
Ron Christner and Mehmet F. Dicle
affiliation not provided to SSRN and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Date Posted: September 16, 2011
Working Paper Series
278 downloads

Incl. Electronic Paper Equity Returns and Business Cycles in Small Open Economies
Journal of Money, Credit, and Banking, Forthcoming
Mohammad R. Jahan-Parvar , Xuan Liu and Philip Rothman
Federal Reserve Board , East Carolina University - Department of Economics and East Carolina University - Department of Economics
Date Posted: September 16, 2011
Last Revised: March 09, 2013
Accepted Paper Series
54 downloads

Incl. Electronic Paper Information Acquisition, International Under-Diversification and Portfolio Performance of Institutional Investors
Midwest Finance Association 2012 Annual Meetings Paper
Nicole Y. Choi , Mark Fedenia , Hilla Skiba and Tatyana Sokolyk
University of Wyoming - Department of Economics and Finance , University of Wisconsin - Madison - Department of Finance, Investment and Banking , University of Wyoming - Department of Economics and Finance and Brock University
Date Posted: September 16, 2011
Last Revised: September 05, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Monetary Policy Shocks and Stock Returns: Identification Through Impossible Trinity
Midwest Finance Association 2012 Annual Meetings Paper
Ali K. Ozdagli and Yifan Yu
Federal Reserve Banks - Federal Reserve Bank of Boston and affiliation not provided to SSRN
Date Posted: September 16, 2011
Last Revised: May 19, 2012
Working Paper Series
90 downloads

Incl. Electronic Paper The Impact of Technological Improvements on Developing Markets: The Johannesburg Stock Exchange
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Date Posted: September 16, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper The International Valuation Dispersion
Timothy K. Chue
Hong Kong Polytechnic University
Date Posted: September 16, 2011
Last Revised: January 13, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper The Listing and Delisting of German Firms on NYSE and NASDAQ: Were There Any Benefits?
Midwest Finance Association 2012 Annual Meetings Paper
Wolfgang Bessler , Fred R. Kaen , Philipp Kurmann and Jan Zimmermann
Justus-Liebig-University Giessen , University of New Hampshire - Department of Accounting & Finance , University of Giessen - Center for Finance and Banking and Justus-Liebig-University Giessen
Date Posted: September 16, 2011
Working Paper Series
159 downloads

Incl. Electronic Paper Comovements in Commodity Markets: A Minimum Spanning Tree Analysis
Brian M. Lucey , Claire G. Gilmore and Marian Boscia
Trinity College, Dublin - School of Business , King's College (Wilkes-Barre, PA) - McGowan School of Business and King's College (Wilkes-Barre, PA) - McGowan School of Business
Date Posted: September 15, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Lessons from the Evolution of Foreign Exchange Trading Strategies
Midwest Finance Association 2012 Annual Meetings Paper
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Date Posted: September 15, 2011
Working Paper Series
255 downloads

Incl. Electronic Paper Day and Night Returns of Chinese ADRs
Hui He and Jiawen Yang
James Madison University and George Washington University - School of Business
Date Posted: September 14, 2011
Last Revised: October 20, 2011
Working Paper Series
58 downloads

Incl. Electronic Paper The Reaction of Stock-Bond Correlations to Risk Aversion and Real Time Macroeconomic Announcements
Midwest Finance Association 2012 Annual Meetings Paper
Jan Schopen and Martin Missong
University of Bremen and University of Bremen
Date Posted: September 14, 2011
Working Paper Series
78 downloads

Incl. Electronic Paper An Improved Moving Average Technical Trading Rule
Fotis Papailias and Dimitrios D. Thomakos
Queen's University Belfast - Queen's University Management School and University of Peloponnese - School of Management and Economics
Date Posted: September 13, 2011
Last Revised: October 16, 2011
Working Paper Series
1738 downloads

Incl. Electronic Paper Capital Market and Operating Efficiency of Firms in Emerging Gulf Countries
Reza Chowdhury
University of Dubai
Date Posted: September 13, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper Global Crises and Equity Market Contagion
ECB Working Paper No. 1381
Geert Bekaert , Michael Ehrmann , Marcel Fratzscher and Arnaud Mehl
Columbia Business School - Finance and Economics , European Central Bank (ECB) , DIW Berlin and European Central Bank (ECB)
Date Posted: September 13, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Interdependence, Contagion and Price Discovery: A Study of International Stock Markets
Midwest Finance Association 2012 Annual Meetings Paper
Lei Wu , Qingbin Meng II and Kuan Xu
Nankai University - School of Economics , Renmin University of China - Finance Department and Dalhousie University - Department of Economics
Date Posted: September 12, 2011
Last Revised: October 18, 2011
Working Paper Series
71 downloads

Incl. Electronic Paper Time-Varying Beta Modelling of Sector Portfolios in the Spanish Market
Spanish Journal of Finance and Accounting, Forthcoming
Eduardo Ortas , Jose Mariano Moneva and Manuel Salvador Figueras
University of Zaragoza - Department of Accounting and Finance , University of Zaragoza - Department of Accounting and Finance and University of Zaragoza - Faculty of Business and Economics
Date Posted: September 12, 2011
Last Revised: September 20, 2011
Accepted Paper Series
41 downloads


 

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