Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


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: G1
12,973,519 Total downloads
Showing Papers 11,151 - 11,200 of 36,685
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Houses, Banks, and Financial Markets: Why the Crisis this Time?
23rd Australasian Finance and Banking Conference 2010 Paper
Jon A. Garfinkel and Jarjisu Sa-Aadu
University of Iowa - Department of Finance and University of Iowa - Department of Finance
Date Posted: May 31, 2010
Working Paper Series
74 downloads

Incl. Electronic Paper Market Timing Using Exchange Traded Funds
Lewis A. Glenn
Creative Solutions Associates
Date Posted: May 31, 2010
Working Paper Series
349 downloads

Incl. Electronic Paper Orphans Deserve Attention: Financial Reporting in the Missing Months When Corporations Change Fiscal Year
Kai Du and Frank Zhang
Pennsylvania State University and Yale School of Management
Date Posted: May 31, 2010
Last Revised: September 06, 2011
Working Paper Series
243 downloads

Measuring Volatility Spillover in Russian Equity Market: A Multivariate GARCH Approach
Salman Khan
I.A.E, Aix en Provence
Date Posted: May 30, 2010
Working Paper Series

Incl. Electronic Paper Theory and Empirics of an Affine Term Structure Model Applied to European Data
AESTIMATIO, The IEB International Journal of Finance, pp. 2:2-19, 2011
Vicente Jakas
Deutsche Bank AG, Finance CB&S Analytics and Saarland University
Date Posted: May 30, 2010
Last Revised: September 02, 2011
Accepted Paper Series
57 downloads

Incl. Electronic Paper New Performance-Vested Stock Option Schemes
Applied Financial Economics, Forthcoming
An Chen , Markus Pelger and Klaus Sandmann
University of Ulm - Department of Mathematics and Economics , University of California, Berkeley - Department of Economics and University of Bonn - The Bonn Graduate School of Economics
Date Posted: May 29, 2010
Last Revised: November 12, 2012
Accepted Paper Series
166 downloads

Incl. Electronic Paper 205 Preguntas y Respuestas sobre Finanzas (205 Questions on Finance) (Spanish)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: May 29, 2010
Last Revised: April 18, 2013
Working Paper Series
4624 downloads

Incl. Electronic Paper A Non-Cyclical Capital Adequacy Rule and the Aversion of Systemic Risk
Raphael Douady
Riskdata
Date Posted: May 29, 2010
Working Paper Series
102 downloads

Incl. Electronic Paper Correlation, Hierarchies, and Networks in Financial Markets
Journal of Economic Behavior and Organization, Forthcoming
Michele Tumminello , Fabrizio Lillo and Rosario N. Mantegna
Carnegie Mellon University - Department of Social and Decision Sciences , University of Palermo and Central European University
Date Posted: May 29, 2010
Accepted Paper Series
227 downloads

Dynamic Versus Static Optimization of Hedge Fund Portfolios: The Relevance of Performance Measures
International Journal of Business, Vol. 15, No. 1, 2010
Rania Hentati-Kaffel , Jean-Luc Prigent and Ameur Kaffel
University of Paris 1 Pantheon-Sorbonne - CES/CNRS , University of Cergy-Pontoise - ThEMA and affiliation not provided to SSRN
Date Posted: May 29, 2010
Last Revised: June 14, 2010
Accepted Paper Series

Incl. Electronic Paper Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model
Jiun Hong Chan and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: May 29, 2010
Last Revised: September 16, 2010
Working Paper Series
931 downloads

Incl. Electronic Paper How Important are Earnings Announcements as an Information Source?
Forthcoming in European Accounting Review
Sudipta Basu , Truong X. Duong , Stanimir Markov and Eng-Joo Tan
Temple University - Fox School of Business and Management , Iowa State University - Department of Accounting and Finance , University of Texas at Dallas - Naveen Jindal School of Management and Singapore Management University - School of Business
Date Posted: May 29, 2010
Last Revised: February 18, 2013
Accepted Paper Series
335 downloads

Incl. Electronic Paper Optimal Portfolio Selection in Nonlinear Arbitrage Spreads
Hamad Alsayed and Frank McGroarty
University of Southampton - School of Management and University of Southampton - School of Management
Date Posted: May 29, 2010
Last Revised: August 15, 2011
Working Paper Series
353 downloads

Incl. Electronic Paper Risk Aggregation: Issues and Perspectives
Journal of Compliance, Risk and Opportunity, 2010
Sumit Mathur
SAS Institute Inc.
Date Posted: May 29, 2010
Last Revised: June 13, 2010
Accepted Paper Series
208 downloads

Incl. Electronic Paper Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
Riksbank Research Paper Series No. 67, Sveriges Riksbank Working Paper Series No. 236
Ferre De Graeve , Maarten Dossche , Marina Emiris , Henri R. Sneessens and Rafael Wouters
Sveriges Riksbank , National Bank of Belgium , National Bank of Belgium - Research Department , Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) and National Bank of Belgium
Date Posted: May 29, 2010
Working Paper Series
58 downloads

Incl. Electronic Paper Towards an Understanding of the Role of Standard Setters in Standard Setting
Journal of Accounting & Economics (JAE), Forthcoming, Harvard Business School Accounting & Management Unit Working Paper No. 10-105
Abigail M. Allen and Karthik Ramanna
Harvard Business School and Harvard University - Harvard Business School
Date Posted: May 29, 2010
Last Revised: May 25, 2012
Working Paper Series
1149 downloads

Incl. Electronic Paper Transaction Costs, Liquidity and Expected Returns at the Berlin Stock Exchange, 1892-1913
MPI Collective Goods Preprint, No. 2010/20
Carsten Burhop and Sergey Gelman
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods and National Research University Higher School of Economics
Date Posted: May 29, 2010
Working Paper Series
45 downloads

Incl. Electronic Paper A Macro-Finance Approach to Exchange Rate Determination
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Date Posted: May 28, 2010
Working Paper Series
202 downloads

Incl. Electronic Paper Assessing the World Bank’s Proposed Revision of Its Procurement Guidelines
The Government Contractor, Vol. 52, No. 21, May 2010, GWU Legal Studies Research Paper No. 507, GWU Law School Public Law Research Paper No. 507
Eli Whitney Debevoise and Christopher R. Yukins
affiliation not provided to SSRN and George Washington University - Law School
Date Posted: May 28, 2010
Last Revised: July 13, 2010
Accepted Paper Series
132 downloads

Incl. Electronic Paper Could the Trigger to the Subprime Crisis Have Been Predicted? A Mortgage Risk Modeling Approach
Jose Molina Utrilla and Nick Constantinou
University of Essex - Centre for Computational Finance and Economic Agents and University of Essex - Essex Business School
Date Posted: May 28, 2010
Last Revised: April 24, 2011
Working Paper Series
192 downloads

Do Benchmark African Equity Indices Exhibit the Stylized Facts?
Global Finance Journal, Vol. 21, No. 1, 2010
Youwei Li , Philip Hamill and Kwaku K. Opong
Queen's University Belfast - School of Management , Ulster Business School and University of Glasgow - Adam Smith Business School
Date Posted: May 28, 2010
Accepted Paper Series

Fund Managers, Career Concerns, and Asset Price Volatility
Federal Reserve Bank of Minneapolis Staff Report 446
Veronica Guerrieri and Peter Kondor
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: May 28, 2010
Working Paper Series

Incl. Electronic Paper A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Giovanni Calice , Christos Ioannidis and Rong Hui Miao
University of Birmingham - Department of Economics , University of Bath-Department of Economics and University of Bath - Department of Economics
Date Posted: May 27, 2010
Last Revised: November 20, 2010
Working Paper Series
55 downloads

Incl. Electronic Paper Behavioral Aspects of Covered Call Writing: An Empirical Investigation
Journal of Behavioral Finance, Vol. 13, Issue 1, pp. 66-79
Arvid O. I. Hoffmann and Tobi Fischer
Maastricht University - School of Business and Economics - Department of Finance and affiliation not provided to SSRN
Date Posted: May 27, 2010
Last Revised: June 26, 2012
Accepted Paper Series
295 downloads

Incl. Electronic Paper Conflicting Codes and Codings: How Algorithmic Trading Is Reshaping Financial Regulation
Marc Lenglet
IREBS - European Business School Paris
Date Posted: May 27, 2010
Last Revised: May 23, 2012
Working Paper Series
372 downloads

Incl. Electronic Paper Crisis to Crisis: FDI Redux
Bonnie Buchanan , Quan V. Le and Meenakshi Rishi
Seattle University - Albers School of Business and Economics , Seattle University - Albers School of Business and Economics and Seattle University - Economics & Finance
Date Posted: May 27, 2010
Working Paper Series
44 downloads

Incl. Electronic Paper A Short Note on LME's Forward Contracts and Options
Giulio Sartorelli
Banca IMI
Date Posted: May 26, 2010
Working Paper Series
95 downloads

Incl. Electronic Paper Financial Factors in Economic Fluctuations
ECB Working Paper No. 1192
Lawrence J. Christiano , Roberto Motto and Massimo Rostagno
Northwestern University , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: May 26, 2010
Working Paper Series
659 downloads

Incl. Electronic Paper Oil Volatility and the Option Value of Waiting: An Analysis of the G-7
Journal of Futures Markets, Forthcoming
Don Bredin , John Elder and Stilianos Fountas
University College Dublin , Colorado State University and University of Macedonia
Date Posted: May 26, 2010
Last Revised: January 14, 2011
Accepted Paper Series
110 downloads

Incl. Electronic Paper Should Larger Reserve Holdings be More Diversified?
ECB Working Paper No. 1193
Roland Beck and Sebastian Weber
European Central Bank (ECB) and International Monetary Fund (IMF)
Date Posted: May 26, 2010
Working Paper Series
31 downloads

Incl. Electronic Paper The Role of Experience Sampling and Graphical Displays on One's Investment Risk Appetite
Management Science, Forthcoming
Christine Kaufmann , Martin Weber and Emily Celia Haisley
University of Mannheim - Department of Banking and Finance , University of Mannheim - Department of Banking and Finance and Yale School of Management
Date Posted: May 26, 2010
Last Revised: June 14, 2012
Accepted Paper Series
580 downloads

Incl. Electronic Paper The Role of Money Market Mutual Funds in Mutual Fund Families
Journal of Applied Finance, Vol. 21, No. 1, pp. 87-102, 2011
Anna Agapova
Florida Atlantic University
Date Posted: May 26, 2010
Last Revised: June 14, 2011
Accepted Paper Series
80 downloads

Incl. Electronic Paper Are Directors’ Dealings Informative? Evidence from European Stock Markets
Financial Markets and Portfolio Management, Vol. 25, No. 2, pp. 111-148, (Springer)
Kaspar Dardas and Andre Guettler
EBS Universität für Wirtschaft und Recht - EBS Business School and University of Ulm - Department of Mathematics and Economics
Date Posted: May 25, 2010
Last Revised: June 17, 2011
Accepted Paper Series
378 downloads

Incl. Electronic Paper Asymmetric Effects of Sell-Side Analyst Optimism and Broker Market Share by Clientele
Andrew R. Grant , Elvis Jarnecic and Mark Su
University of Sydney - Discipline of Finance, Faculty of Economics and Business , University of Sydney and University of Sydney
Date Posted: May 25, 2010
Last Revised: September 01, 2010
Working Paper Series
73 downloads

Incl. Electronic Paper Australian Art Market Prices during the Global Financial Crisis and Two Earlier Decades
Helen Higgs
Griffith University
Date Posted: May 25, 2010
Working Paper Series
75 downloads

Incl. Electronic Paper Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals
ECB Working Paper No. 1190
Gabe De Bondt , Tuomas A. Peltonen and Daniel Santabárbara
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: May 25, 2010
Working Paper Series
69 downloads

Incl. Electronic Paper Edgeworth Expansion for the Computation of Plain Vanilla Prices in the Heston Model
Giulio Sartorelli
Banca IMI
Date Posted: May 25, 2010
Working Paper Series
96 downloads

Incl. Electronic Paper Investors with Too Many Options?
ECB Working Paper No. 1197
Daniel Dorn
Drexel University - Department of Finance
Date Posted: May 25, 2010
Working Paper Series
35 downloads

Incl. Electronic Paper Testing the Asset Pricing Model of Exchange Rates with Survey Data
ECB Working Paper No. 1200
Anna Naszodi
National Bank of Hungary - Research Department
Date Posted: May 25, 2010
Working Paper Series
49 downloads

Incl. Electronic Paper The Euro as a Reserve Currency for Global Investors
Banco de Espana Working Paper No. 1014
Luis M. Viceira and Ricardo Gimeno
Harvard Business School - Finance Unit and Bank of Spain
Date Posted: May 25, 2010
Working Paper Series
108 downloads

The Smoothing Hypothesis, Stock Returns and Risk in Brazil
BAR, Braz. Adm. Rev. vol.8 no.1 Curitiba Jan./Mar. 2011
Antonio Lopo Martinez and Miguel Angel Rivera
FUCAPE Business School and Federal University of Bahia (UFBA)
Date Posted: May 25, 2010
Last Revised: September 03, 2012
Accepted Paper Series

Incl. Electronic Paper A Closed-Form Approximation to the Stochastic-Volatility Jump-Diffusion Option Pricing Model
Zhan Chen
Eola Investments, LLC
Date Posted: May 24, 2010
Last Revised: October 16, 2010
Working Paper Series
130 downloads

Bond Risk Premiums and Optimal Monetary Policy
Francisco Palomino
The Stephen M. Ross School of Business at the University of Michigan
Date Posted: May 24, 2010
Working Paper Series

Incl. Electronic Paper Complex Logarithms and the Piecewise Constant Extension of the Heston Model
Wilmott Journal, Forthcoming
Shamim Afshani
Standard Bank
Date Posted: May 24, 2010
Last Revised: June 30, 2010
Accepted Paper Series
108 downloads

Incl. Electronic Paper Psychological Causes of Financial Market Cycles and Their Effects on Market Efficiency
Austin Murphy
Oakland University - School of Business Administration
Date Posted: May 24, 2010
Working Paper Series
140 downloads

Incl. Electronic Paper The Impact of IFRS Adoption on the Value Relevance of Book Value and Earnings
Journal of Contemporary Accounting and Economics, Forthcoming
Peter Clarkson , J. Douglas Hanna , Gordon D. Richardson and Rex Thompson
University of Queensland - Business School , Southern Methodist University - Cox School of Business , University of Toronto - Rotman School of Management and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: May 24, 2010
Last Revised: April 15, 2011
Accepted Paper Series
868 downloads

Incl. Electronic Paper Impact of Retained Ownership, CEO-Chair Duality, and Foreign Equity Participation on Auditor Choice of IPO Firms: Evidence from an Emerging Market
Sabur Mollah and A.K.M. Waresul Karim
Stockholm University and Saint Mary's College of California - Graduate Business Programs
Date Posted: May 23, 2010
Working Paper Series
137 downloads

Incl. Electronic Paper Taxation Effects on the Optimal Pension Fund Portfolio
Katarzyna Romaniuk
Université de Paris 1 Panthéon-Sorbonne
Date Posted: May 23, 2010
Last Revised: October 03, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper The Optimal Alternative to the Delta Hedge in the Black and Scholes' (1973) World
Katarzyna Romaniuk
Université de Paris 1 Panthéon-Sorbonne
Date Posted: May 23, 2010
Last Revised: May 27, 2010
Working Paper Series
108 downloads

Incl. Electronic Paper Time Value vs. Cost of Forcing Call: New Evidence on Convertible Bond Call Policy
Emanuele Bajo and Massimiliano Barbi
University of Bologna - Department of Management and University of Bologna - Department of Management
Date Posted: May 23, 2010
Last Revised: July 07, 2010
Working Paper Series
75 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo7 in 7.923 seconds