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484,096
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393,496
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226,618
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JEL Code: G1
12,973,839 Total downloads
Showing Papers 11,081 - 11,130 of 36,685
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Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis
Xiaoxia Lou
and
Ronnie Sadka
University of Delaware - Alfred Lerner College of Business and Economics
and
Boston College - Carroll School of Management
Date Posted: June 09, 2010
Last Revised: February 01, 2013
Working Paper Series
1104 downloads
Market Efficiency in the Emerging Securitized Real Estate Markets
ZEW - Centre for European Economic Research Discussion Paper No. 10-033
Felix Schindler
Steinbeis University Berlin
Date Posted: June 09, 2010
Working Paper Series
135 downloads
Measuring Herding Intensity: A Hard Task
Raphaëlle Bellando
University of Orleans - Laboratoire d'économie d'Orléans
Date Posted: June 09, 2010
Working Paper Series
144 downloads
Nelson-Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting?
ECB Working Paper No. 1205
Ken Nyholm and
Rositsa Vidova-Koleva
European Central Bank (ECB) - Risk Management Division
and
affiliation not provided to SSRN
Date Posted: June 09, 2010
Working Paper Series
97 downloads
Shareholder Value Creation of Spanish Companies in 2010 (Until June 4)
Pablo Fernandez and
Javier del Campo Baonza
University of Navarra - IESE Business School
and
affiliation not provided to SSRN
Date Posted: June 09, 2010
Working Paper Series
545 downloads
Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Returns
AFA 2012 Chicago Meetings Paper
Rui A. Albuquerque
Boston University - School of Management
Date Posted: June 09, 2010
Last Revised: March 16, 2011
Working Paper Series
208 downloads
A Review of Regulation D: The Present Exemption Regimen for Limited Offerings Under the Securities Act of 1933
The American University Law Review, Vol. 33, No. 2, Winter 1984
Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: June 08, 2010
Last Revised: March 27, 2011
Working Paper Series
67 downloads
A Simple Discretization Scheme for Nonnegative Diffusion Processes, with Applications to Option Pricing
Chantal Labbé
,
Bruno Remillard and
Jean-Francois Renaud
HEC Montreal
,
HEC Montreal
and
University of Quebec at Montreal (UQAM)
Date Posted: June 08, 2010
Last Revised: November 16, 2010
Working Paper Series
89 downloads
Default Risk Under Different Colors of Noise
Dror Parnes
University of South Florida
Date Posted: June 08, 2010
Working Paper Series
Exploring the Asset Growth Effect in the Australian Equity Market
Jenni L. Bettman
,
Mitch Kosev
and
Stephen Sault
Australian National University (ANU)
,
Australian National University (ANU)
and
Australian National University (ANU)
Date Posted: June 08, 2010
Working Paper Series
82 downloads
Federalism and Investor Protection: Constitutional Restraints on Preemption of State Remedies for Securities Fraud
Law and Contemporary Problems, Vol. 60, Nos. 3&4, Summer/Autumn 1997
Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: June 08, 2010
Last Revised: March 27, 2011
Working Paper Series
29 downloads
How Can Economic Stochasticity Promote or Prevent Corporate Defaults?
Dror Parnes
University of South Florida
Date Posted: June 08, 2010
Working Paper Series
Improving the Predictability of Real Economic Activity and Asset Returns with Forward Variances Inferred from Option Portfolios
Robert H. Smith School Research Paper No. RHS 06-137
Gurdip Bakshi ,
George Panayotov
and
Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business
,
Georgetown University - Robert Emmett McDonough School of Business
and
University of Maryland - Department of Finance
Date Posted: June 08, 2010
Last Revised: February 29, 2012
Working Paper Series
116 downloads
One Share, One Vote: A Perception of Legitimacy
Journal of Corporation Law, Vol. 14, p. 89, 1989
Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: June 08, 2010
Last Revised: March 27, 2011
Working Paper Series
66 downloads
The Common Market Prospectus
Common Market Law Review, Vol. 26, p. 687-716, 1989
Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: June 08, 2010
Last Revised: March 27, 2011
Working Paper Series
46 downloads
The Impact of Exchange Rate Exposure on Multinationals' Credit Risk
Dror Parnes
University of South Florida
Date Posted: June 08, 2010
Working Paper Series
The Primary Liability of Securities Lawyers
Southern Methodist University Law Review, Vol. 50, No. 1, September-October 1996
Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: June 08, 2010
Last Revised: March 27, 2011
Accepted Paper Series
44 downloads
The Right of Access to Clearing & Settlement Systems Under EU Law
PFESR Annual Review, 2010
Michael D. Diathesopoulos
University of Cambridge - Faculty of Law
Date Posted: June 08, 2010
Accepted Paper Series
405 downloads
The Market Microstructure of the European Climate Exchange
Bruce Mizrach and
Yoichi Otsubo
Rutgers University, Department of Economics
and
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: June 07, 2010
Last Revised: February 09, 2013
Working Paper Series
404 downloads
Volatility Transmission in Emerging European Foreign Exchange Markets
CESifo Working Paper Series No. 3063
Vit Bubak
,
Evzen Kocenda and
Filip Zikes
Charles University in Prague - Department of Economics
,
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
and
Imperial College London
Date Posted: June 07, 2010
Working Paper Series
65 downloads
Income Smoothing and the Cost of Debt
Si Li
and
Nivine Richie
Wilfrid Laurier University - School of Business & Economics
and
University of North Carolina Wilmington
Date Posted: June 07, 2010
Working Paper Series
515 downloads
Interests in Securities Under a Comparative Law Approach
PFESR, Annual Review, 2010
Michael D. Diathesopoulos
University of Cambridge - Faculty of Law
Date Posted: June 07, 2010
Accepted Paper Series
515 downloads
The Determinants of a Cross Market Arbitrage Opportunity: Theory and Evidence for the European Bond Market
Marcelo Perlin
,
Alfonso Dufour
and
Chris Brooks
Escola de Administração - UFRGS
,
University of Reading - Henley Business School, ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: June 07, 2010
Last Revised: August 16, 2012
Working Paper Series
230 downloads
Co-Movement Between Commodity Market and Equity Market: Does Commodity Market Change?
Nobuyoshi Yamori
Nagoya University - Department of Economics
Date Posted: June 06, 2010
Working Paper Series
100 downloads
Coincident and Forecast Relevance of Accounting Numbers
Karol Marek Klimczak
and
Grzegorz Szafrański
Kozminski University
and
University of Lodz
Date Posted: June 06, 2010
Last Revised: January 12, 2012
Working Paper Series
165 downloads
Real Options Games Analysis of Sleeping Patents
Chi Man Leung
and
Yue Kuen Kwok
Hong Kong University of Science & Technology - Department of Mathematics
and
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: June 05, 2010
Working Paper Series
45 downloads
WACC: Definition, Misconceptions and Errors
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 05, 2010
Last Revised: February 03, 2013
Working Paper Series
13844 downloads
Are You Trading Predictably?
Steven L. Heston ,
Robert A. Korajczyk ,
Ronnie Sadka
and
Lewis D. Thorson
University of Maryland - Department of Finance
,
Northwestern University - Kellogg School of Management
,
Boston College - Carroll School of Management
and
University of Washington - Foster School of Business
Date Posted: June 05, 2010
Last Revised: September 05, 2010
Working Paper Series
1133 downloads
Extracting Correlations from the Market: New Correlation Parameterizations and the Calibration of a Stochastic Volatility LMM to CMS Spread Options
Matthias Lutz
University of Ulm
Date Posted: June 05, 2010
Last Revised: June 16, 2010
Working Paper Series
496 downloads
Numerical Methods for an Optimal Order Execution Problem
Fabien Guilbaud
,
Mohamed Mnif
and
Huyên Pham
Université Paris VII Denis Diderot
,
Ecole Nationale d'Ingénieurs de Tunis (ENIT)
and
Université Paris VII Denis Diderot
Date Posted: June 05, 2010
Working Paper Series
137 downloads
Patent-Investment Games Under Asymmetric Information
Chi Man Leung
and
Yue Kuen Kwok
Hong Kong University of Science & Technology - Department of Mathematics
and
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: June 05, 2010
Working Paper Series
46 downloads
The Informativeness of Disclosures
Tommy Stamland
Norwegian School of Economics (NHH) - Department of Finance and Management Science
Date Posted: June 05, 2010
Working Paper Series
81 downloads
'Escaping TARP'
Journal of Financial Stability, Vol. 8, No. 1, 2012
Linus Wilson and
Yan Wu
University of Louisiana at Lafayette - College of Business Administration
and
Wilfrid Laurier University
Date Posted: June 04, 2010
Last Revised: March 29, 2012
Working Paper Series
381 downloads
Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework
FCN Working Paper No. 4/2009
Günther Westner
and
Reinhard Madlener
RWTH Aachen University - E.ON Energy Research Center
and
RWTH Aachen University
Date Posted: June 04, 2010
Last Revised: November 26, 2012
Working Paper Series
58 downloads
Does Model Fit Matter for Hedging? Evidence from FTSE 100 Options
Henley University ICMA Centre Discussion Paper in Finance No. DP2010-05
Carol Alexander and
Andreas Kaeck
University of Reading - ICMA Centre
and
ICMA Centre, Henley Business School, University of Reading, UK
Date Posted: June 04, 2010
Working Paper Series
149 downloads
Efficient Investment Portfolios for the Swiss Electricity Supply Sector
FCN Working Paper No. 2/2008
Reinhard Madlener and
Christoph Wenk
RWTH Aachen University
and
University of Zurich - Department of Banking and Finance
Date Posted: June 04, 2010
Working Paper Series
71 downloads
Market Dynamics & Systemic Risk
23rd Australasian Finance and Banking Conference 2010 Paper
Milan Boran
Cambridge UniversityHarvard University
Date Posted: June 04, 2010
Last Revised: September 03, 2010
Working Paper Series
1361 downloads
Momentum in Corporate Bond Returns
Gergana Jostova ,
Stanislava (Stas) Nikolova ,
Alexander Philipov
and
Christof W. Stahel
George Washington University - Department of Finance
,
Securities and Exchange Commission (SEC)
,
George Mason University - Finance Area
and
US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation
Date Posted: June 04, 2010
Last Revised: September 29, 2010
Working Paper Series
96 downloads
Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets
Journal of Banking and Finance, Forthcoming
Ryan Riordan
,
Andreas Storkenmaier
,
Martin Wagener
and
S. Sarah Zhang
University of Ontario Institute of Technology - Faculty of Business and Information Technology
,
Karlsruhe Institute of Technology
,
Karlsruhe Institute of Technology
and
Karlsruhe Institute of Technology
Date Posted: June 04, 2010
Last Revised: November 12, 2012
Working Paper Series
445 downloads
Relevance of Risk Capital and Margining for the Valuation of Power Plants: Cash Requirements for Credit Risk Mitigation
FCN Working Paper No. 1/2010
Joachim Lang
and
Reinhard Madlener
RWTH Aachen University
and
RWTH Aachen University
Date Posted: June 04, 2010
Working Paper Series
118 downloads
Stochastic Volatility III: Volatility Models and Volatility Surfaces
Paolo Vanini
Zurich Cantonal Bank
Date Posted: June 04, 2010
Working Paper Series
369 downloads
Stochastic Volatility Jump-Diffusions for Equity Index Dynamics
University of Reading Henley Business School ICMA Centre Discussion Paper in Finance No. DP2010-06
Andreas Kaeck
and
Carol Alexander
ICMA Centre, Henley Business School, University of Reading, UK
and
University of Reading - ICMA Centre
Date Posted: June 04, 2010
Working Paper Series
83 downloads
The Benefit of Regional Diversification of Cogeneration Investments in Europe: A Mean-Variance Portfolio Analysis
FCN Working Paper No. 5/2009
Günther Westner
and
Reinhard Madlener
RWTH Aachen University - E.ON Energy Research Center
and
RWTH Aachen University
Date Posted: June 04, 2010
Last Revised: July 01, 2010
Working Paper Series
61 downloads
Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market
Banque de France Working Paper No. 278
Sanvi Avouyi-Dovi
and
Julien Idier
Banque de France
and
Banque de France - Centre de Recherche
Date Posted: June 03, 2010
Working Paper Series
53 downloads
Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets
Holger Kraft
,
Frank Thomas Seifried
and
Mogens Steffensen
Goethe University Frankfurt
,
University of Kaiserslautern
and
University of Copenhagen
Date Posted: June 03, 2010
Last Revised: June 28, 2011
Working Paper Series
373 downloads
Liquidity Clienteles
Deniz Anginer
Virginia Tech Pamplin Business School
Date Posted: June 03, 2010
Last Revised: April 30, 2011
Working Paper Series
85 downloads
Liquidity Problems in the FX Liquid Market: Ask for the 'BIL'
Banque de France Working Paper No. 279
Vladimir Borgy
,
Julien Idier
and
Gaëlle Le Fol
Banque de France
,
Banque de France - Centre de Recherche
and
Université Paris-Dauphine - DRM-Finance
Date Posted: June 03, 2010
Working Paper Series
45 downloads
On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates
Delft University of Technology Technical Report No. 10-13
Lech A. Grzelak and
Cornelis W. Oosterlee
Centrum Wiskunde en Informatica
and
Center for Mathematics and Computer Science (CWI)
Date Posted: June 03, 2010
Working Paper Series
278 downloads
Pension Entitlements of French and American Households: A First Comparison
Banque de France Working Paper No. 280
Laure Frey
and
Dominique Durant
affiliation not provided to SSRN
and
Banque de France
Date Posted: June 03, 2010
Working Paper Series
27 downloads
Quant Nugget 3: Common Misconceptions About 'Beta' - Hedging, Estimation and Horizon Effects
GARP's Risk Professional Magazine, June 2010
Attilio Meucci
SYMMYS
Date Posted: June 03, 2010
Last Revised: October 11, 2010
Accepted Paper Series
2535 downloads
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