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SSRN eLibrary Statistics:

Papers & Authors:
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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Total Citation
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5,733,423
Papers with
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  Footnotes:
78,859
Total Footnotes: 8,610,864


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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Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Time-Changed Processes and the Cauchy's Theorem
Oscar Gutiérrez Arnáiz
University of Zaragoza
Date Posted: February 25, 2003
Working Paper Series
139 downloads

Incl. Fee Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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