Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,096
Full Text Papers:
393,496
Authors:
226,618
Papers Received in Last 12 months:
68,898
Paper Downloads:
To date:
65,871,789
Last 12 months:
11,172,344
Last 30 days:
1,065,092
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
12,974,351 Total downloads
Showing Papers 1,121 - 1,170 of 36,683
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Vulture Investors and the Market for Control of Distressed Firms
Edith S. Hotchkiss and
Robert M. Mooradian
Boston College - Carroll School of Management
and
Northeastern University - Finance and Insurance Area
Date Posted: February 01, 1997
Working Paper Series
1796 downloads
Smart Modeling of the Inflation Market: Taking into Account the Seasonality
Risk Magazine, Inflation Risk, July 2004 Supplement
Nabyl Belgrade
and
Eric Benhamou
CDC Ixis Capital Markets
and
Pricing Partners
Date Posted: August 17, 2004
Last Revised: December 10, 2007
Accepted Paper Series
1794 downloads
Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?
HBS Finance Working Paper No. 05-011
Zvi Bodie ,
Robert C. Merton and
Li Jin
Boston University - Department of Finance & Economics
,
MIT Sloan School of Management
and
Harvard Business School - Finance Unit
Date Posted: July 19, 2004
Working Paper Series
1792 downloads
Earnings Manipulation, Pension Assumptions and Managerial Investment Decisions
Daniel Bergstresser ,
Joshua D. Rauh
and
Mihir A. Desai
Harvard Business School
,
Stanford Graduate School of Business
and
Harvard Business School - Finance Unit
Date Posted: May 29, 2004
Working Paper Series
1790 downloads
Predicting Customer Lifetime Value in Multi-Service Industries
ERIM Report Series Reference No. ERS-2003-038-MKT
Bas Donkers ,
Peter C. Verhoef
and
Martijn de Jong
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
University of Groningen - Department of Marketing & Marketing Research
and
Tilburg University - Department of Marketing
Date Posted: August 26, 2006
Working Paper Series
1790 downloads
The Local Bias of Individual Investors
Yale ICF Working Paper No. 02-30
Ning Zhu
China Academy of Financial Research (CAFR)
Date Posted: March 13, 2002
Working Paper Series
1788 downloads
Comparing Different Methods of Calculating Value at Risk
Tapen Sinha and
Francisco Chamu
Instituto Tecnológico Autónomo de México (ITAM) - Division of Actuarial Science, Statistics and Mathematics
and
University of North Carolina at Chapel Hill - Department of Statistics
Date Posted: April 25, 2005
Working Paper Series
1787 downloads
Corporate Tax Avoidance and High Powered Incentives
Mihir A. Desai and
Dhammika Dharmapala
Harvard Business School - Finance Unit
and
University of Illinois College of Law
Date Posted: April 19, 2004
Working Paper Series
1787 downloads
Head and Shoulders Above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis
David M. Smith ,
Christophe Faugère and
Ying Wang
State University of New York at Albany - School of Business
,
BEM
and
State University of New York at Albany - School of Business
Date Posted: January 17, 2013
Working Paper Series
1787 downloads
How Efficient Markets Undervalue Stocks: CAPM and ECMH Under Conditions of Uncertainty and Disagreement
Lynn A. Stout
Cornell Law School - Jack G. Clarke Business Law Institute
Date Posted: June 16, 1997
Working Paper Series
1785 downloads
A Model For Pricing Stocks and Bonds
Yale ICF Working Paper No. 02-10
Harry Mamaysky
Yale School of Management
Date Posted: April 24, 2002
Working Paper Series
1784 downloads
R&D Investment and the Financial Performance of Technological Firms
International Journal of Business, Vol. 10, No. 3, 2005
Jean-Sebastien Lantz
and
Jean-Michel Sahut
Ecole Nationale Superieure des Telecommunications
and
University of Applied Sciences - Geneva School of Business Administration
Date Posted: August 16, 2005
Accepted Paper Series
1784 downloads
The Dodd-Frank Act: A Flawed and Inadequate Response to the Too-Big-To-Fail Problem
Oregon Law Review, Vol. 89, pp. 951-1057, 2011, GWU Legal Studies Research Paper No. 516, GWU Law School Public Law Research Paper No. 516
Arthur E. Wilmarth Jr.
George Washington University Law School
Date Posted: December 04, 2010
Last Revised: April 22, 2011
Accepted Paper Series
1784 downloads
A Closed-Form GARCH Option Valuation Model
Review of Financial Studies
Steven L. Heston and
Saikat Nandi
University of Maryland - Department of Finance
and
Federal National Mortgage Association (Fannie Mae)
Date Posted: July 17, 2000
Accepted Paper Series
1783 downloads
Linear Beta Pricing with Inefficient Benchmarks
Forthcoming, Quarterly Journal of Finance, 20th Australasian Finance & Banking Conference 2007 Paper, UNSW Australian School of Business Research Paper No. 2011 BFIN 08
George Diacogiannis
and
David Feldman
University of Piraeus - Department of Banking and Financial Management
and
University of New South Wales - Banking & Finance, Australian School of Business
Date Posted: March 29, 2006
Last Revised: April 17, 2013
Accepted Paper Series
1783 downloads
Multivariate GARCH Models: A Survey
CORE Discussion Paper No. 2003/31
Luc Bauwens ,
Sébastien Laurent and
J. V. K. Rombouts
Université catholique de Louvain
,
Maastricht University - Department of Quantitative Economics
and
HEC Montreal
Date Posted: August 06, 2003
Working Paper Series
1782 downloads
Price Impact Costs and the Limit of Arbitrage
EFA 2002 Berlin Meetings Presented Paper; Yale ICF Working Paper No. 00-66
Zhiwu Chen ,
Werner Stanzl and
Masahiro Watanabe
Yale University - International Center for Finance
,
Yale University - International Center for Finance
and
University of Alberta - School of Business
Date Posted: July 10, 2002
Working Paper Series
1782 downloads
The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies
PIER Working Paper No. 04-030
Yochanan Shachmurove
The City College of The City University of New York - Department of Economics
Date Posted: July 26, 2004
Working Paper Series
1782 downloads
Overconfidence and Speculative Bubbles
13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Jose A. Scheinkman and
Wei Xiong
Princeton University - Department of Economics
and
Princeton University - Department of Economics
Date Posted: July 31, 2003
Working Paper Series
1781 downloads
Recovering Risk-Neutral Densities: A New Nonparametric Approach
EFA 2000
Oleg Bondarenko
University of Illinois at Chicago - Department of Finance
Date Posted: October 19, 2000
Working Paper Series
1780 downloads
Statistical Arbitrage and Securities Prices
Oleg Bondarenko
University of Illinois at Chicago - Department of Finance
Date Posted: August 19, 2002
Working Paper Series
1779 downloads
Extracting Model-Free Volatility from Option Prices: An Examination of the Vix Index
Journal of Derivatives, Vol. 14, No. 3, 2007
George J. Jiang and
Yisong S. Tian
Washington State University
and
York University - Schulich School of Business
Date Posted: February 08, 2006
Last Revised: April 13, 2008
Working Paper Series
1778 downloads
Shareholder Value Creation of Microsoft and GE
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 29, 2004
Working Paper Series
1778 downloads
Dealing with Intangibles: Valuing Brand Names, Flexibility and Patents
Aswath Damodaran
New York University - Stern School of Business
Date Posted: April 08, 2009
Working Paper Series
1777 downloads
Different Approaches to Corporate Reporting Regulation: How Jurisdictions Differ and Why
Chicago Booth Initiative on Global Markets Research Paper No. 53, ECGI - Law Working Paper No. 156/2010
Christian Leuz
University of Chicago - Booth School of Business
Date Posted: March 30, 2010
Last Revised: May 31, 2010
Working Paper Series
1777 downloads
In Search of Attention
AFA 2010 Atlanta Meetings Paper
Zhi Da
,
Joseph Engelberg
and
Pengjie Gao
University of Notre Dame - Mendoza College of Business
,
University of California, San Diego (UCSD) - Rady School of Management
and
University of Notre Dame - Mendoza College of Business
Date Posted: March 22, 2009
Last Revised: October 26, 2012
Working Paper Series
1776 downloads
Closed-Form Approximations for Spread Option Prices and Greeks
Minqiang Li
,
Shijie Deng
and
Jieyun Zhou
Bloomberg LP
,
Georgia Institute of Technology - School of Industrial and Systems Engineering
and
Georgia Institute of Technology
Date Posted: December 20, 2006
Last Revised: June 08, 2010
Working Paper Series
1774 downloads
Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Prices
Mukarram Attari
CRA International, Incorporated
Date Posted: November 14, 1996
Working Paper Series
1774 downloads
Information Content of Equity Analyst Reports
MIT Sloan Working Paper No. 4264-02
Paul Asquith ,
Michael B. Mikhail and
Andrea S. Au
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
,
Arizona State University (ASU) - School of Accountancy
and
State Street Corporation
Date Posted: February 15, 2004
Last Revised: July 28, 2008
Accepted Paper Series
1774 downloads
Shareholder Value Creators and Shareholder Value Destroyers in USA: Year 2000
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 06, 2001
Working Paper Series
1773 downloads
What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities
Massoud Heidari and
Liuren Wu
Caspian Capital Management, LLC
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 03, 2004
Working Paper Series
1773 downloads
Local Time for the SABR Model: Connection with the 'Complex' Black Scholes and Application to CMS and Spread Options
Eric Benhamou
and
Olivier Croissant
Pricing Partners
and
IXIS-CIB
Date Posted: December 06, 2007
Working Paper Series
1771 downloads
Determinants of the Informativeness of Analyst Research
MIT Sloan Working Paper No. 4243-02
Richard M. Frankel ,
S.P. Kothari
and
Joseph Weber
Washington University in Saint Louis - Olin Business School
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: April 19, 2002
Working Paper Series
1769 downloads
Empirical Estimation of the Expected Rate of Return on a Portfolio of Stocks
Peter D. Easton ,
Gary K. Taylor ,
Theodore Sougiannis and
Pervin K. Shroff
University of Notre Dame - Department of Accountancy
,
University of Alabama - Culverhouse College of Commerce & Business Administration
,
University of Illinois at Urbana-Champaign - Department of Accountancy
and
University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: October 30, 2000
Working Paper Series
1769 downloads
Corporate Disclosure Policy and the Informativeness of Stock Prices
New York University, Stern School of Business
David Gelb and
Paul Zarowin
Seton Hall University - Accounting
and
New York University (NYU) - Department of Accounting, Taxation & Business Law
Date Posted: August 22, 2000
Working Paper Series
1768 downloads
Una respuesta al caso Valoracion de las acciones de Electrabun (An Answser to Valuation of the Shares of an Electric Company)
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: February 20, 2012
Last Revised: April 18, 2013
Working Paper Series
1768 downloads
Does Meeting Expectations Matter? Evidence from Analyst Forecast Revisions and Share Prices
Ron Kasznik and
Maureen F. McNichols
Stanford Graduate School of Business
and
Stanford University
Date Posted: November 08, 1999
Working Paper Series
1767 downloads
International Earnings Management and Accounting Standards
Michael D. Yu
Washington State University - Department of Accounting
Date Posted: October 17, 2005
Working Paper Series
1767 downloads
The Convergence of Binomial Trees for Pricing the American Put
Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies
Date Posted: November 15, 2007
Last Revised: March 27, 2009
Working Paper Series
1767 downloads
Incentives for Voluntary Disclosure
AFA 2001 New Orleans Meetings; NYU Ctr for Law and Business Research Paper No. 01-005
Joshua Ronen and
Varda Yaari
New York University (NYU) - Department of Accounting, Taxation & Business Law
and
Morgan State University - Department of Accounting and Finance
Date Posted: April 02, 2001
Working Paper Series
1763 downloads
Once More, the Correct Definition for the Cash Flows to Value a Firm (Free Cash Flow and Cash Flow to Equity)
Ignacio Velez-Pareja
Master Consultores
Date Posted: February 03, 2005
Last Revised: October 29, 2007
Working Paper Series
1763 downloads
Out of the Dark: Hedge Fund Reporting Biases and Commercial Databases
Review of Financial Studies (Forthcoming)
Adam L. Aiken
,
Christopher P. Clifford
and
Jesse A. Ellis
Quinnipiac University
,
University of Kentucky
and
University of Alabama
Date Posted: December 19, 2009
Last Revised: September 19, 2012
Accepted Paper Series
1762 downloads
The Outsourcing of Financial Regulation to Risk Models and the Global Financial Crisis: Code, Crash, and Open Source
Washington Law Review, Forthcoming
Erik F. Gerding
University of Colorado Law School
Date Posted: September 25, 2008
Last Revised: July 06, 2010
Accepted Paper Series
1760 downloads
On the Use of Accounting vs. Real Earnings Management to Meet Earnings Expectations - A Market Analysis
Jeff Zeyun Chen ,
Lynn L. Rees and
Shiva Sivaramakrishnan
University of Colorado at Boulder
,
Texas A&M University (TAMU) - Department of Accounting
and
Texas A&M University (TAMU) - Department of Accounting
Date Posted: December 12, 2007
Last Revised: December 19, 2010
Working Paper Series
1758 downloads
How the Inflation Illusion Killed the CAPM
Randolph B. Cohen ,
Christopher Polk and
Tuomo Vuolteenaho
Harvard Business School - Finance Unit
,
London School of Economics
and
Arrowstreet Capital, LP
Date Posted: May 20, 2004
Working Paper Series
1756 downloads
Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
Journal of Finance, Forthcoming
Hui Chen
Massachusetts Institute of Technology
Date Posted: September 30, 2009
Accepted Paper Series
1756 downloads
Real Option Valuation using NPV
Tom Arnold and
Timothy Falcon Crack
University of Richmond - E. Claiborne Robins School of Business
and
University of Otago - Department of Finance and Quantitative Analysis
Date Posted: January 07, 2005
Working Paper Series
1756 downloads
Small and Medium Enterprises Accounts Receivable Management With Value of Liquidity in View
Finansowe Aspekty Funkcjonowania Malych i Srednich Przedsiebiorstw, pp. 357-369, 2003
Grzegorz Michalski
Wroclaw University of Economics
Date Posted: July 14, 2007
Accepted Paper Series
1754 downloads
Strategic IPO Underpricing, Information Momentum, and Lockup Expiration Selling
AFA 2002 Atlanta Meetings
Rajesh K. Aggarwal ,
Laurie Krigman and
Kent L. Womack
University of Minnesota - Twin Cities - Carlson School of Management
,
Babson College
and
University of Toronto - Rotman School of Management
Date Posted: April 26, 2001
Working Paper Series
1752 downloads
Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
Federal Reserve Bank of New York Staff Report No. 193
Tobias Adrian
and
Francesco A. Franzoni
Federal Reserve Bank of New York
and
Swiss Finance Institute
Date Posted: April 09, 2003
Last Revised: October 14, 2008
Working Paper Series
1749 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo2 in 8.266 seconds