Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,056
Full Text Papers:
393,459
Authors:
226,593
Papers Received in Last 12 months:
68,998
Paper Downloads:
To date:
65,863,139
Last 12 months:
11,179,664
Last 30 days:
1,087,336
CiteReader: What's this?
Papers with Resolved References:
238,027
Total References:
8,463,775
Papers with Cites:
230,038
Total Citation Links:
5,708,794
Papers with Resolved Footnotes:
77,375
Total Footnotes:
8,499,290
SSRN eLibrary Search Results
JEL Code: G12
5,796,089 Total downloads
Showing Papers 11,051 - 11,100 of 13,809
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Forecasting Stock Market Volatility: Evidence From Fourteen Countries
U of Edinburgh, Center for Financial Markets Research Working Paper No. 02.04; EFMA 2003 Helsinki Meetings
Ercan Balaban
,
Asli Bayar
and
Robert W. Faff
affiliation not provided to SSRN
,
Cankaya University - Department of Management
and
University of Queensland
Date Posted: December 03, 2002
Working Paper Series
1323 downloads
Order Imbalance and Individual Stock Returns
Journal of Financial Economics, Forthcoming
Tarun Chordia and
Avanidhar Subrahmanyam
Emory University - Department of Finance
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: December 01, 2002
Accepted Paper Series
Residual Income Risk, Intrinsic Values, and Share Prices
The Accounting Review, Vol. 78, January 2003
James Michael Wahlen
and
Stephen P. Baginski
Indiana University Bloomington - Department of Accounting
and
University of Georgia - J.M. Tull School of Accounting
Date Posted: November 27, 2002
Accepted Paper Series
Numeraire Portfolio Tests of the Size and Source of Gains from International Diversification
AFA 2003 Washington, DC Meetings
Ludger Hentschel and
John B. Long Jr.
Simon School, University of Rochester
and
Simon Graduate School of Business, University of Rochester
Date Posted: November 25, 2002
Working Paper Series
355 downloads
Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets
Yale ICF Working Paper No. 02-42; EFA 2003 Annual Conference Paper No. 119
Shin'ichi Hirota
and
Shyam Sunder
Waseda University - Graduate School of Commerce
and
Yale University - School of Management
Date Posted: November 25, 2002
Working Paper Series
1272 downloads
Bayesian Estimation of Financial Models
Accounting and Finance, Vol. 42, pp. 111-130, 2002
Philip Gray
Monash University - Department of Accounting and Finance
Date Posted: November 24, 2002
Accepted Paper Series
27 downloads
S&P 500 Index Additions and Earnings Expectations
Diane K. Denis ,
John J. McConnell ,
Alexei V. Ovtchinnikov
and
Yun Yu
University of Pittsburgh - Katz School of Business
,
Purdue University
,
HEC Paris (Groupe HEC) - Finance Department
and
Wescott Financial Advisory Group LLC
Date Posted: November 22, 2002
Working Paper Series
578 downloads
Likelihood-Based Estimation of Latent Generalised ARCH Structures
CEMFI Working Paper No. 0204
Gabriele Fiorentini ,
Enrique Sentana and
Neil Shephard
Universita di Firenze - Dipartimento di Statistica
,
Centro de Estudios Monetarios y Financieros (CEMFI)
and
University of Oxford - Oxford-Man Institute
Date Posted: November 22, 2002
Working Paper Series
S&P 500 Index Additions and Earnings Expectations
Journal of Finance, Forthcoming
Diane K. Denis ,
John J. McConnell ,
Alexei V. Ovtchinnikov
and
Yun Yu
University of Pittsburgh - Katz School of Business
,
Purdue University
,
HEC Paris (Groupe HEC) - Finance Department
and
Wescott Financial Advisory Group LLC
Date Posted: November 22, 2002
Accepted Paper Series
Redlining, the Community Reinvestment Act, and Private Mortgage Insurance
Journal of Urban Economics, Forthcoming
Stephen L. Ross and
Geoffrey M. B. Tootell
University of Connecticut - Department of Economics
and
Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: November 22, 2002
Accepted Paper Series
Optimal Lifetime Consumption-Portfolio Strategies under Trading Constraints and Generalized Recursive Preferences
Stochastic Processes and their Applications, Vol. 108, pp. 155-202, December 2003
Mark D. Schroder and
Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management
and
Northwestern University - Kellogg School of Management
Date Posted: November 21, 2002
Accepted Paper Series
181 downloads
The Influence of Interim Auditor Reviews on the Association of Returns with Earnings
The Accounting Review, January 2003
David Manry ,
Samuel L. Tiras and
Clark M. Wheatley
University of New Orleans - College of Business Administration - Department of Accounting
,
Louisiana State University
and
Florida International University (FIU) - School of Accounting
Date Posted: November 20, 2002
Accepted Paper Series
A Bayesian Analysis of a Variance Decomposition for Stock Returns
Sauder School of Business Working Paper
Burton Hollifield ,
Kai Li and
Gary Koop
Carnegie Mellon University - David A. Tepper School of Business
,
University of British Columbia (UBC) - Sauder School of Business
and
University of Leicester - Department of Economics
Date Posted: November 19, 2002
Working Paper Series
280 downloads
Mutual Fund Portfolio Choice in the Presence of Dynamic Flows
Swiss Finance Institute Research Paper
Ron Kaniel and
Julien N. Hugonnier
University of Rochester - Simon Graduate School of Business
and
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Date Posted: November 18, 2002
Last Revised: September 28, 2008
Working Paper Series
341 downloads
Equilibrium Impact of Value-at-Risk Regulation
EFA 2002 Berlin Meetings Discussion Paper
Markus Leippold ,
Paolo Vanini and
Fabio Trojani
University of Zurich - Department of Banking and Finance
,
Zurich Cantonal Bank
and
Swiss Finance Institute
Date Posted: November 14, 2002
Working Paper Series
978 downloads
Relative Value Relevance of R&D Reporting: An International Comparison
Journal of International Financial Management and Accounting, Vol. 13, No. 2, pp. 153-174, 2002
Ronald Zhao
Monmouth University - Department of Accounting & Business Law
Date Posted: November 13, 2002
Accepted Paper Series
44 downloads
International Evidence on Ethical Mutual Fund Performance and Investment Style
CEPR Discussion Paper No. 3452
Rob Bauer ,
Kees C. G. Koedijk and
Rogér Otten
Maastricht University
,
Tilburg University - Department of Finance
and
Maastricht University - Department of Finance
Date Posted: November 11, 2002
Working Paper Series
53 downloads
The Return-Earnings Relation When Analyst Forecasts Are Used as a Proxy for Investor Expectations
Orie E. Barron ,
Oliver Kim and
Douglas E. Stevens
Pennsylvania State University
,
University of Maryland
and
Florida State University
Date Posted: November 11, 2002
Working Paper Series
457 downloads
Are TIPS the 'Real' Deal?: A Conditional Assessment of their Role in a Nominal Portfolio
EFMA 2003 Helsinki Meetings
David P. Simon
and
Delroy M. Hunter
Bentley University - Department of Finance
and
University of South Florida
Date Posted: November 11, 2002
Working Paper Series
465 downloads
Are Investors Rational? Choices Among Index Funds
NYU Working Paper
Edwin J. Elton ,
Jeffrey A. Busse and
Martin J. Gruber
New York University (NYU) - Department of Finance
,
Emory University - Department of Finance
and
New York University (NYU) - Department of Finance
Date Posted: November 08, 2002
Working Paper Series
2696 downloads
Evidence that Extreme Volatility in Stock Prices is Associated with Reported News Items
Walter Dolde ,
Rita Saad
and
Dogan Tirtiroglu
University of Connecticut - Department of Finance
,
Concordia University, Quebec - John Molson School of Business
and
University of Cambridge - Department of Land Economy
Date Posted: November 07, 2002
Working Paper Series
301 downloads
Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data
Umea Economic Studies Working Paper No. 592
Kurt Brannas
University of Umea - Department of Economics
Date Posted: November 06, 2002
Working Paper Series
112 downloads
Time-series Coefficient Variation in Value-Relevance Regressions: A Discussion of Core, Guay, and Van Buskirk and New Evidence
Journal of Accounting & Economics, Vol. 34, Nos. 1-3, pp. 69-87, January 2003
S.P. Kothari
and
Jay A. Shanken
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Emory University - Goizueta Business School
Date Posted: November 05, 2002
Accepted Paper Series
Implications of Constant Growth of Abnormal Earnings in Perpetuity for Equity Premia, Discount Rates, Earnings, Dividends, Book Values and Key Financial Ratios. An Extension of Claus and Thomas
Rickard Olsson
University of Umea - Umea School of Business and Economics
Date Posted: November 05, 2002
Working Paper Series
722 downloads
Earnings Volatility and Market Valuation: An Empirical Investigation
LBS Accounting Subject Area Working Paper No. ACCT019
Ronnie Barnes
London Business School - Department of Accounting
Date Posted: November 04, 2002
Working Paper Series
1859 downloads
The Common and Specific Components of Dynamic Volatility
Northwestern University, Finance Working Paper No. 311
Gregory Connor ,
Robert A. Korajczyk and
Oliver B. Linton
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
,
Northwestern University - Kellogg School of Management
and
University of Cambridge
Date Posted: November 03, 2002
Working Paper Series
671 downloads
Firm Valuation Effects of the Expatriation of U.S. Corporations to Tax Haven Countries
C. Bryan Cloyd ,
Lillian F. Mills and
Connie D. Weaver
Virginia Polytechnic Institute & State University - Department of Accounting and Information Systems
,
University of Texas at Austin - McCombs School of Business
and
Texas A&M University
Date Posted: October 31, 2002
Working Paper Series
481 downloads
The Value Relevance of Equity Accounting in Australia during the Pre-Recognition Regulatory Period
Asia-Pacific Journal of Accounting & Economics, Forthcoming
Irene Tutticci
University of Queensland - Business School
Date Posted: October 30, 2002
Accepted Paper Series
Financial Disclosure and Speculative Bubbles: An International Test of Asymmetry
Benjamas Jirasakuldech ,
Thomas S. Zorn and
John M. Geppert
University of the Pacific (UOP) - Eberhardt School of Business
,
University of Nebraska at Lincoln - Department of Finance
and
University of Nebraska at Lincoln - Department of Finance
Date Posted: October 30, 2002
Working Paper Series
221 downloads
Consumer Confidence and Asset Prices: Some Empirical Evidence
Michael L. Lemmon and
Evgenia V. Golubeva
University of Utah - Department of Finance
and
University of Oklahoma - Division of Finance
Date Posted: October 29, 2002
Working Paper Series
310 downloads
Concept and Relevance of Income
University of Tokyo, Graduate Schoool of Economics, CIRJE Discussion Paper 2002-CF-171
Date Posted: October 29, 2002
Working Paper Series
753 downloads
On The Value of Deferred Taxes
Amihud Dotan
Tel Aviv University - Department of Accounting
Date Posted: October 28, 2002
Working Paper Series
366 downloads
Information Transfer among Internet Firms: The Case of Hacker Attacks
Michael Ettredge and
Vernon J. Richardson
University of Kansas - School of Business
and
University of Arkansas at Fayetteville
Date Posted: October 28, 2002
Working Paper Series
235 downloads
Modeling and Estimating Time-Varying Systematic Risk: A Conditional Three-Moment Asset Pricing Model
Wenzhong Fan
Yale University - Department of Economics
Date Posted: October 27, 2002
Working Paper Series
On the Trade-Off Between the Future Benefits and Riskiness of R&D: A Bondholders' Perspective
Journal of Accounting and Economics, Vol. 35, No. 2, April 2003
Charles Shi
NUS Business School, National University of Singapore
Date Posted: October 27, 2002
Accepted Paper Series
Is CEO Certification of Earnings Numbers Value-Relevant?
FSU College of Law, Law, Business & Economics Paper No. #
Utpal Bhattacharya ,
Peter Groznik and
Bruce Haslem
Indiana University Bloomington - Department of Finance
,
University of Ljubljana - Faculty of Economics
and
Southern Utah University - Department of Economics and Finance
Date Posted: October 27, 2002
Last Revised: June 20, 2008
Working Paper Series
648 downloads
The Added Value of Non-Financial Information in Internet Firms Pricing
Francisco Guijarro Martínez
and
Ismael Moya Clemente
Polytechnic University of Valencia - Department of Economics and Social Sciences
and
Polytechnic University of Valencia - Department of Economics and Social Sciences
Date Posted: October 26, 2002
Working Paper Series
296 downloads
Nine Billion Ways To Get Snowed
Emanuel Derman
Columbia University
Date Posted: October 25, 2002
Working Paper Series
1091 downloads
Price Formation with Autocorrelated Order Flow: Theory and Evidence
Tarun Chordia and
Avanidhar Subrahmanyam
Emory University - Department of Finance
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: October 25, 2002
Working Paper Series
533 downloads
Strategic Asset Allocation in a Continuous-Time VAR Model
Harvard Institute Reseach Working Paper No. 1973
John Y. Campbell ,
George Chacko ,
Jorge F. Rodriguez
and
Luis M. Viceira
Harvard University - Department of Economics
,
Harvard Business School
,
Merrill Lynch
and
Harvard Business School - Finance Unit
Date Posted: October 24, 2002
Working Paper Series
733 downloads
Bad Beta, Good Beta
Harvard Institute of Economic Research Discussion Paper No. 2016
John Y. Campbell and
Tuomo Vuolteenaho
Harvard University - Department of Economics
and
Arrowstreet Capital, LP
Date Posted: October 23, 2002
Working Paper Series
3572 downloads
How do Investors' Expactations Drive Asset Prices?
ZEW Discussion Paper No. 01-15
Erik Lüders and
Bernhard Preisl
Centre for European Economic Research (ZEW)
and
University of Konstanz - Center of Finance & Econometrics (CoFE)
Date Posted: October 23, 2002
Working Paper Series
90 downloads
Anomalies and Market Efficiency
Simon School of Business Working Paper No. FR 02-13
G. William Schwert
University of Rochester - Simon School
Date Posted: October 22, 2002
Working Paper Series
4706 downloads
Reporting Conservatism, Loss Reversals, and Earnings-based Valuation
MIT Sloan Working Paper No. 4262-02
Peter R. Joos
and
George A. Plesko
Morgan Stanley
and
University of Connecticut School of Business
Date Posted: October 22, 2002
Working Paper Series
827 downloads
Equilibrium Cross-Section of Returns
MIT Sloan Working Paper No. 4265-02
Leonid Kogan ,
Joao F. Gomes and
Lu Zhang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
,
The Wharton School
and
Ohio State University - Fisher College of Business
Date Posted: October 22, 2002
Accepted Paper Series
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
Charlotte Christiansen
University of Aarhus - School of Economics and Management - CREATES
Date Posted: October 22, 2002
Working Paper Series
156 downloads
The Cost of Employee Stock Option Grants: An Empirical Analysis
Journal of Accounting Research, Vol. 40, No. 4, September 2002
Carol A. Marquardt
CUNY – Baruch College
Date Posted: October 21, 2002
Accepted Paper Series
The Value-Relevance of Network Advantages: The Case of E-Commerce Firms
Journal of Accounting Research, Vol. 40, No. 4, March 2003
Shivaram Rajgopal ,
Mohan Venkatachalam and
Suresh Kotha
Emory University - Goizueta Business School
,
Duke University - Fuqua School of Business
and
University of Washington - Center for Innovation and Entrepreneurship
Date Posted: October 21, 2002
Accepted Paper Series
The Impact of Voluntary Corporate Disclosures on the Ex-Ante Cost of Capital for Swiss Firms
European Accounting Review, Vol. 11, No. 4, pp. 741-773, 2002
Luzi Hail
University of Pennsylvania - The Wharton School
Date Posted: October 18, 2002
Last Revised: November 20, 2011
Accepted Paper Series
Comments on the paper 'Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations' by K.G. Nyborg, U. Bindseil, I.A. Strebulayev
Higher School of Economics & Arts in Skierniewice Working Paper No. 3/2002
Witold Maksymilian Rutkowski
Higher School of International and Regional Cooperation in Wolomin - Department of Economics
Date Posted: October 17, 2002
Working Paper Series
83 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo1 in 4.110 seconds