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SSRN eLibrary Statistics:
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Abstracts:
489,519
Full Text Papers:
398,394
Authors:
228,766
Papers Received in Last 12 months:
69,683
Paper Downloads:
To date:
66,757,919
Last 12 months:
11,228,952
Last 30 days:
844,040
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239,806
Total References:
8,539,827
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230,167
Total Citation Links:
5,733,423
Papers with Resolved Footnotes:
78,859
Total Footnotes:
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SSRN eLibrary Search Results
JEL Code: G12
5,858,836 Total downloads
Showing Papers 11,001 - 11,050 of 13,883
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Contrarian and Momentum Strategies in the Spanish Stock Market
European Financial Management, Vol. 9, pp. 67-88, 2003
Carlos Forner and
Joaquin Marhuenda
Universidad de Alicante-Dpto. Economía Financiera
and
University of Alicante - Department of Economic Analysis
Date Posted: March 18, 2003
Accepted Paper Series
35 downloads
What Is an Asset Price Bubble? An Operational Definition
European Financial Management, Vol. 9, pp. 11-24, 2003
Jeremy J. Siegel
University of Pennsylvania - Finance Department
Date Posted: March 18, 2003
Accepted Paper Series
51 downloads
The Cash Flow, Return and Risk Characteristics of Private Equity
NYU, Finance Working Paper No. 03-001
Alexander Ljungqvist and
Matthew P. Richardson
New York University (NYU) - Department of Finance
and
New York University (NYU) - Department of Finance
Date Posted: March 18, 2003
Working Paper Series
8719 downloads
Do the RIM (Residual Income Model), EVA(R) and DCF (Discounted Cash Flow) Really Match?
Working Paper No. 25
Ignacio Velez-Pareja and
Joseph Tham
Master Consultores
and
Duke University - Duke Center for International Development in the Sanford School of Public Policy
Date Posted: March 17, 2003
Working Paper Series
5728 downloads
Forecasting Default in the Face of Uncertainty
Journal of Derivatives, Vol. 12, No. 1, pp. 14-25, 2004
Lisa R. Goldberg and
Kay Giesecke
University of California at Berkeley
and
Stanford University - Management Science & Engineering
Date Posted: March 17, 2003
Accepted Paper Series
541 downloads
Incomplete Information, Heterogeneous Beliefs and the Statistical Properties of Asset Prices
Tony Berrada
University of Geneva
Date Posted: March 13, 2003
Working Paper Series
203 downloads
Employee Stock Options, Residual Income Valuation and Stock Price Reaction to SFAS 123 Footnote Disclosures
Haidan Li
Santa Clara University - Leavey School of Business
Date Posted: March 13, 2003
Working Paper Series
916 downloads
Market Liberalization at the Firm Level: Spillovers from ADRs and Implications for Local Markets
EFA 2003 Annual Conference Paper No. 83, Data Not Availalbe
Nuno Goncalves Gracias Fernandes
IMD International
Date Posted: March 13, 2003
Last Revised: December 12, 2007
Working Paper Series
328 downloads
Capturing the Value Premium in the U.K. 1955-2001
Elroy Dimson ,
Stefan Nagel and
Garrett Quigley
London Business School
,
Stanford Graduate School of Business
and
Dimensional Fund Advisors Ltd
Date Posted: March 12, 2003
Working Paper Series
738 downloads
Pricing American Options: A Duality Approach
Operations Research, Forthcoming
Leonid Kogan and
Martin Haugh
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: March 11, 2003
Accepted Paper Series
Valuing Euro Rating-Triggered Step-Up Telecom Bonds
Journal of Derivatives, Spring, pp. 63-80, 2004
Patrick Houweling ,
Albert Mentink
and
Ton Vorst
Robeco Quantitative Strategies
,
AEGON Group - AEGON Asset Management
and
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: March 11, 2003
Accepted Paper Series
227 downloads
An International Comparison of Income Statement and Balance Sheet Information: Germany, Japan and the U.S.
European Accounting Review, Vol. 12, No. 1, 2003
Ervin L. Black Sr. and
John Joseph White
Brigham Young University - Marriott School of Management
and
Elmhurst College - Center for Business and Economics
Date Posted: March 10, 2003
Accepted Paper Series
Equity Price Pressure from the 1998 Reduction in the Capital Gains Holding Period
Jennifer L. Blouin ,
Jana Smith Raedy and
Douglas A. Shackelford
University of Pennsylvania - Accounting Department
,
University of North Carolina at Chapel Hill
and
University of North Carolina at Chapel Hill
Date Posted: March 09, 2003
Working Paper Series
149 downloads
Equity Price Pressure from the 1998 Reduction in the Capital Gains Holding Period
Journal of American Taxation Association, Forthcoming
Jennifer L. Blouin ,
Jana Smith Raedy and
Douglas A. Shackelford
University of Pennsylvania - Accounting Department
,
University of North Carolina at Chapel Hill
and
University of North Carolina at Chapel Hill
Date Posted: March 09, 2003
Accepted Paper Series
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets
Cowles Foundation Discussion Paper No. 1406; AFA 2004 San Diego Meetings
Franklin Allen ,
Stephen Morris and
Hyun Song Shin
University of Pennsylvania - Finance Department
,
Princeton University - Department of Economics
and
Princeton University - Department of Economics
Date Posted: March 08, 2003
Working Paper Series
1446 downloads
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
MIT Sloan Working Paper No. 4288-03; MIT Laboratory for Financial Engineering Working Paper No. LFE-1041A-03; EFMA 2003 Helsinki Meetings
Mila Sherman ,
Andrew W. Lo and
Igor Makarov
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
London Business School
Date Posted: March 07, 2003
Working Paper Series
2866 downloads
Asset Pricing with Liquidity Risk
CEPR Discussion Paper No. 3749
Viral V. Acharya and
Lasse Heje Pedersen
New York University - Leonard N. Stern School of Business
and
New York University (NYU) - Department of Finance
Date Posted: March 07, 2003
Working Paper Series
44 downloads
The Influence of Corporate Risk Exposures on the Accuracy of Earnings Forecasts
Wayne R. Guay ,
David Haushalter and
Bernadette A. Minton
University of Pennsylvania - Accounting Department
,
Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
and
Ohio State University (OSU) - Department of Finance
Date Posted: March 06, 2003
Working Paper Series
492 downloads
Disclosure of Intended Use of Proceeds and Underpricing in Initial Public Offerings
Simon School Research Paper Series No. FR 03-07
Andrew J. Leone ,
Steve Rock and
Michael Willenborg
University of Miami
,
University of Colorado at Boulder - Department of Accounting
and
University of Connecticut - Department of Accounting
Date Posted: March 05, 2003
Working Paper Series
722 downloads
Market Valuations in the New Economy: An Investigation of what has Changed
Journal of Accounting & Economics, Vol. 34, No. 1-3, pp. 43-67, January 2003
John E. Core ,
Wayne R. Guay and
Andrew Van Buskirk
Massachusetts Institute of Technology (MIT) - Sloan School of Management
,
University of Pennsylvania - Accounting Department
and
Ohio State University (OSU) - Department of Accounting & Management Information Systems
Date Posted: March 04, 2003
Accepted Paper Series
Time-Varying Risk Preferences and Emerging Market Co-Movements
Journal of International Money and Finance, Vol. 21, December 2002
Timothy K. Chue
Hong Kong Polytechnic University
Date Posted: March 02, 2003
Accepted Paper Series
Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market
AFA 2004 San Diego Meetings
Evan Gatev and
Philip E. Strahan
Simon Fraser University
and
Boston College - Department of Finance
Date Posted: February 26, 2003
Working Paper Series
585 downloads
Short Sales, Institutional Investors, and the Book-to-market Effect
Stefan Nagel
Stanford Graduate School of Business
Date Posted: February 26, 2003
Working Paper Series
674 downloads
Time-Changed Processes and the Cauchy's Theorem
Oscar Gutiérrez Arnáiz
University of Zaragoza
Date Posted: February 25, 2003
Working Paper Series
139 downloads
The Race Towards Transparency: An Experimental Investigation
Economic Notes, Vol. 31, pp. 523-545, 2002
Marco Rossi
Independent
Date Posted: February 24, 2003
Accepted Paper Series
23 downloads
The Stability of the Relation Between the Stock Market and Macroeconomic Forces
Economic Notes, Vol. 31, pp. 417-450, 2002
Fabio Panetta
Bank of Italy
Date Posted: February 24, 2003
Accepted Paper Series
29 downloads
Rational Bubbles in Individual Stock Prices and Implications for Investment Management
Douglas J. Lamdin
University of Maryland, Baltimore County - Department of Economics
Date Posted: February 24, 2003
Working Paper Series
307 downloads
The Cross-section of Risk Premia in the Italian Stock Market
Economic Notes, Vol. 31, pp. 389-416, 2002
Andrea Beltratti and
Massimo di Tria
Bocconi University - Department of Finance
and
Bocconi University
Date Posted: February 24, 2003
Accepted Paper Series
20 downloads
The Impact of Globalization on the Equity Cost of Capital
Gikas A. Hardouvelis ,
Richard Priestley and
Dimitrios Malliaropulos
University of Piraeus
,
Norwegian Business School
and
University of Piraeus - Department of Banking and Financial Management
Date Posted: February 23, 2003
Working Paper Series
443 downloads
The Role of Audit Quality in Firm Valuation: The Case of R&D Capitalization in Australia
Gopal V. Krishnan ,
Majella Percy and
Irene Tutticci
American University
,
Griffith University
and
University of Queensland - Business School
Date Posted: February 21, 2003
Working Paper Series
Performance of Initial Public Offerings: The Evidence for Switzerland
Wolfgang Drobetz
,
Matthias Kammermann
and
Urs Waelchli
University of Hamburg
,
Independent
and
University of Berne - Institute for Financial Management
Date Posted: February 20, 2003
Working Paper Series
536 downloads
The Generalized Treynor Ratio: A Note
University of Liege, Management Working Paper
Georges Hubner
HEC Management School - University of Liège
Date Posted: February 20, 2003
Working Paper Series
766 downloads
Corporate Governance and Expected Stock Returns: Evidence from Germany
ECGI - Finance Working Paper No. 11/2003
Wolfgang Drobetz
,
Andreas Schillhofer
and
Heinz Zimmermann
University of Hamburg
,
Greenhill & Co.
and
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Date Posted: February 19, 2003
Working Paper Series
3027 downloads
Relative Distress and Return Distribution Characteristics of Japanese Stocks, a Fuzzy-Probabilistic Approach
ERIM Report Series Reference No. ERS-2002-29-F&A
W. M. van den Bergh
,
Onno W. Steenbeek
and
J. van den Berg
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT
Date Posted: February 19, 2003
Working Paper Series
130 downloads
Pricing Currency Risk under Currency Boards
Journal of Development Economics, Vol. 69, No. 2
Sergio L. Schmukler and
Luis Servén
World Bank - Development Research Group (DECRG)
and
World Bank - Office of the Chief Economist
Date Posted: February 19, 2003
Accepted Paper Series
Residual Income Valuation: Are Inflation Adjustments Necessary?
John O'Hanlon and
Ken V. Peasnell
Lancaster University - Department of Accounting and Finance
and
Lancaster University - Department of Accounting and Finance
Date Posted: February 18, 2003
Working Paper Series
663 downloads
Electric Utility Deregulation and the Market Value-Book Value Relation
Karen Nunez
Elon University
Date Posted: February 17, 2003
Working Paper Series
A Simple Linear Programming Approach to Gain, Loss and Asset Pricing
Topics in Theoretical Economics, Vol. 2, No. 1, 2002
I. Rodriguez Longarela
University of Tromsø - Department of Economics - NFH
Date Posted: February 17, 2003
Accepted Paper Series
The Theoretical Underpinnings of Customer Asset Management
ERIM Report Series Reference No. ERS-2002-80-MKT
Ruth N. Bolton
,
Katherine N. Lemon
and
Peter C. Verhoef
Arizona State University (ASU) - Marketing Department
,
Boston College - Department of Marketing
and
University of Groningen - Department of Marketing & Marketing Research
Date Posted: February 17, 2003
Working Paper Series
701 downloads
Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments
Zoran Ivkovich and
Scott J. Weisbenner
Michigan State University, Department of Finance
and
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: February 14, 2003
Working Paper Series
353 downloads
Empirical Evidence on the Evolution of International Earnings
The Accounting Review, Forthcoming
Judy Land and
Mark H. Lang
University of North Carolina (UNC) at Chapel Hill - Accounting Area
and
University of North Carolina at Chapel Hill
Date Posted: February 14, 2003
Accepted Paper Series
Daily Seasonality in LME Base Metal Returns 1989-2002: A Robust Analysis
Brian M. Lucey
Trinity College, Dublin - School of Business
Date Posted: February 13, 2003
Working Paper Series
302 downloads
Introducing Nonlinear Dynamics to Two-Regime Market Model: Theory and Evidence
Monash University Working Paper
Vijaya B. Marisetty and
George Woodward
RMIT University
and
University of Colorado at Colorado Springs
Date Posted: February 11, 2003
Working Paper Series
202 downloads
Sharing Wealth: Evidence from Financial Ratios in Spain
Journal of International Financial Management and Accounting, Vol. 13, pp. 214-234, 2002
José Luis Gallizo ,
Pilar Gargallo
and
Manuel Salvador Figueras
University of Zaragoza
,
University of Zaragoza - Faculty of Business and Economics
and
University of Zaragoza - Faculty of Business and Economics
Date Posted: February 10, 2003
Accepted Paper Series
18 downloads
On the Industry Concentration of Actively Managed Equity Mutual Funds
AFA 2005 Philadelphia Meetings, Journal of Finance, Forthcoming, Sauder School of Business Working Paper
Marcin T. Kacperczyk ,
Clemens Sialm and
Lu Zheng
New York University (NYU) - Leonard N. Stern School of Business
,
University of Texas at Austin - McCombs School of Business
and
University of California, Irvine - Paul Merage School of Business
Date Posted: February 10, 2003
Accepted Paper Series
2400 downloads
Market Efficiency and March Madness: Empirical Tests of Point Spread Betting
Antonio M. Vernon
affiliation not provided to SSRN
Date Posted: February 07, 2003
Working Paper Series
536 downloads
A Highly Accurate Measure of Bond Price Sensitivity to Interest Rates
Miles Livingston and
Lei Zhou
University of Florida - Department of Finance, Insurance and Real Estate
and
Northern Illinois University - Department of Finance
Date Posted: February 07, 2003
Working Paper Series
459 downloads
Efficient Credit Risk Simulation by Optimal Mean-Reversion Adjustment
Henri O. Schellhorn
affiliation not provided to SSRN
Date Posted: February 06, 2003
Working Paper Series
200 downloads
Managing With Style: The Effect of Managers on Firm Policies
MIT Sloan Working Paper No. 4280-02
Marianne Bertrand and
Antoinette Schoar
University of Chicago - Booth School of Business
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: February 06, 2003
Working Paper Series
1525 downloads
Estimation of Expected Return: CAPM vs Fama and French
Jan Bartholdy and
Paula Peare
University of Aarhus - Aarhus School of Business - Department of Business Studies
and
University of Aarhus - Department of Finance
Date Posted: February 05, 2003
Working Paper Series
3866 downloads
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