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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months: 		69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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  References: 		239,806
Total References: 8,539,827
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G10
1,466,184 Total downloads
Showing Papers 1,121 - 1,170 of 4,477
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Incl. Electronic Paper Revisiting Total Beta: Round Two
Sarah von Helfenstein
Braver P.C.
Date Posted: May 27, 2011
Working Paper Series
84 downloads

Incl. Electronic Paper Earnings Restatements: A Capital Market Perspective
Date Posted: May 24, 2011
Working Paper Series
364 downloads

Incl. Electronic Paper The Dynamics of Commodity Prices
Quantitative Finance, Forthcoming
 Chris Brooks and Marcel Prokopczuk
University of Reading - ICMA Centre and Zeppelin University - Institute of Corporate Management & Economics
Date Posted: May 23, 2011
Last Revised: January 25, 2013
Accepted Paper Series
578 downloads

Incl. Electronic Paper The Market Timing Skills of Hedge Funds During the Financial Crisis
 Arnaud Cavé , Georges Hubner and Danielle Marie Sougné
HEC Management School - University of Liège , HEC Management School - University of Liège and University of Liege - HEC Management School
Date Posted: May 23, 2011
Working Paper Series
157 downloads

Incl. Electronic Paper The Impact of Dark Trading and Visible Fragmentation on Market Quality
TILEC Discussion Paper No. 2011-026
 Hans Degryse , Frank de Jong and Vincent van Kervel
KU Leuven - Faculty of Business and Economics (FBE) , Tilburg University - Department of Finance and VU University Amsterdam
Date Posted: May 19, 2011
Last Revised: January 07, 2013
Working Paper Series
381 downloads

Incl. Electronic Paper Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective
 Lucio Sarno and Maik Schmeling
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: May 19, 2011
Last Revised: April 05, 2013
Working Paper Series
430 downloads

Incl. Electronic Paper Is Portfolio Theory Harming Your Portfolio?
 Scott Vincent
Green River Asset Management
Date Posted: May 15, 2011
Last Revised: June 10, 2011
Working Paper Series
3115 downloads

Incl. Electronic Paper Investor Flows and Stock Market Returns
Journal of Empirical Finance, Vol. 16, No. 1, pp. 87-100, 2011
 Brian H. Boyer and Lu Zheng
Brigham Young University - J. Willard and Alice S. Marriott School of Management and University of California, Irvine - Paul Merage School of Business
Date Posted: May 13, 2011
Accepted Paper Series
121 downloads

Incl. Electronic Paper Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models
FRB of New York Staff Report No. 493
 Tobias Adrian , Richard K. Crump and Emanuel Moench
Federal Reserve Bank of New York , Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: May 12, 2011
Last Revised: June 18, 2013
Working Paper Series
68 downloads

Incl. Electronic Paper Biased Beliefs, Asset Prices, and Investment: A Structural Approach
Journal of Finance, Forthcoming
 Aydogan Alti and Paul C. Tetlock
University of Texas at Austin - Department of Finance and Columbia Business School - Finance and Economics
Date Posted: May 12, 2011
Last Revised: February 06, 2013
Accepted Paper Series
161 downloads

Incl. Electronic Paper Earnings Dispersion and the Stock Market Reaction to Aggregate Earnings News
 Musa Subasi
University of Missouri at Columbia
Date Posted: May 12, 2011
Working Paper Series
143 downloads

Incl. Electronic Paper Entropy and the Cross-Section of Stock Returns
 Yuhan Fang
affiliation not provided to SSRN
Date Posted: May 10, 2011
Working Paper Series
157 downloads

Incl. Electronic Paper Italian Open-End Funds: Performance of Asset Management Companies
Bank of Italy Temi di Discussione (Working Paper) No. 795
 Michele Leonardo Bianchi and Maria Grazia Miele
Bank of Italy and Bank of Italy
Date Posted: May 10, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Optimal Momentum: A Global Cross Asset Approach
 Gary Antonacci
Portfolio Management Consultants
Date Posted: May 10, 2011
Last Revised: April 03, 2013
Working Paper Series
990 downloads

Incl. Electronic Paper Narrative Dynamics of Legitimacy in Financial Markets
 Emre Tarim
Gothenburg Research Institute
Date Posted: May 09, 2011
Last Revised: August 01, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper The Alpha of a Market Timer
International Conference of the French Finance Association (AFFI), May 11-13, 2011
 Georges Hubner
HEC Management School - University of Liège
Date Posted: May 09, 2011
Working Paper Series
77 downloads

Incl. Electronic Paper w-MPS Risk Aversion and the CAPM
 Chenghu Ma and Phelim P. Boyle
Fudan University - School of Management and Wilfrid Laurier University - School of Business & Economics
Date Posted: May 09, 2011
Working Paper Series
43 downloads

Incl. Electronic Paper Equilibrium High Frequency Trading
International Conference of the French Finance Association (AFFI), May 2011
 Thierry Foucault , Sophie Moinas and Bruno Biais
HEC Paris (Groupe HEC) - Finance Department , IAE - Université de Toulouse 1 Capitole and Centre for Economic Policy Research (CEPR)
Date Posted: May 08, 2011
Last Revised: March 15, 2013
Accepted Paper Series
693 downloads

Incl. Electronic Paper A Note on the Operating Return of a Company Under Modigliani-Miller Assumptions
 Alfonso A. Rojo-Ramirez , Salvador Cruz-Rambaud and Juana Alonso Canadas
University of Almería , University of Almería and University of Almeria - Financial Economics and Accounting
Date Posted: May 08, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper Trading Performance on Euronext: Does Location or Trading Venue Matter?
International Conference of the French Finance Association (AFFI), May 2011
 Hans Degryse , Rudy De Winne and Gunther Wuyts
KU Leuven - Faculty of Business and Economics (FBE) , Université Catholique de Louvain and KU Leuven - University of Leuven
Date Posted: May 08, 2011
Last Revised: May 12, 2011
Accepted Paper Series
42 downloads

Incl. Electronic Paper What Characterizes Commonality on European NYSE Euronext Markets?
International Conference of the French Finance Association (AFFI), May 2011
 Catherine D'Hondt and Christophe Majois
Louvain School of Management - UCL and Financial Services and Markets Authority
Date Posted: May 08, 2011
Last Revised: May 11, 2011
Accepted Paper Series
42 downloads

Incl. Electronic Paper A General Approach to Compute Standard Risk Measures
International Conference of the French Finance Association (AFFI), May 2011
 Abdou Kelani and Francois Quittard-Pinon
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA) and University of Lyon 1
Date Posted: May 07, 2011
Last Revised: November 15, 2012
Accepted Paper Series
197 downloads

Incl. Electronic Paper Directional and Non-Directional Risk Exposures in Hedge Fund Returns
International Conference of the French Finance Association (AFFI), May 2011
 Georges Hubner , Marie Lambert and Nicolas A. Papageorgiou
HEC Management School - University of Liège , University of Liege - HEC Management School and HEC Montreal - Department of Finance
Date Posted: May 07, 2011
Accepted Paper Series
114 downloads

Incl. Electronic Paper The Party's Over: The Role of Earnings Guidance in Resolving Sentiment-Driven Overvaluation
Management Science (Special Issue on Behavioral Economics and Finance), Forthcoming
 Nicholas Seybert and Holly Yang
University of Maryland - Department of Accounting & Information Assurance and University of Pennsylvania - The Wharton School
Date Posted: May 05, 2011
Last Revised: November 26, 2011
Accepted Paper Series
96 downloads

Incl. Fee Electronic Paper Value or Glamour? An Empirical Investigation of the Effect of Celebrity CEOs on Financial Reporting Practices and Firm Performance
Accounting & Finance, Vol. 51, Issue 2, pp. 517-547, 2011
 Kevin Koh
Nanyang Technological University (NTU) - Nanyang Business School
Date Posted: May 04, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Diffusion Equation and Monte Carlo
 Anders Eskil Österling
Stockholm University
Date Posted: April 29, 2011
Working Paper Series
43 downloads

Incl. Electronic Paper Discussion of ‘Why Do EPS Forecast Error and Dispersion Not Vary with Scale? Implications for Analyst and Managerial Behavior’
Journal of Accounting Research, Forthcoming, Chicago Booth Accounting Research Center Research Paper
 Ryan T. Ball
University of Michigan - Stephen M. Ross School of Business
Date Posted: April 27, 2011
Accepted Paper Series
992 downloads

Incl. Electronic Paper Fractional Integration and Cointegration in US Financial Time Series Data
CESifo Working Paper Series No. 3416
 Guglielmo Maria Caporale and Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance and University of Navarra - Department of Economics
Date Posted: April 27, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper The Impact of Dark Trading and Visible Fragmentation on Market Quality
European Banking Center Discussion Paper No. 2011-016, CentER Discussion Paper Series No. 2011-069, TILEC Discussion Paper No. 2011-026
Hans Degryse , Frank de Jong and Vincent van Kervel
KU Leuven - Faculty of Business and Economics (FBE) , Tilburg University - Department of Finance and VU University Amsterdam
Date Posted: April 25, 2011
Last Revised: January 07, 2013
Working Paper Series
190 downloads

Incl. Electronic Paper Agency Problems in Target-Date Funds
Netspar Discussion Paper No. 03/2011-035
 Vallapuzha Sandhya
Georgia State University - J. Mack Robinson College of Business
Date Posted: April 25, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper Liquidity as an Investment Style
Financial Analysts Journal, Vol. 69, No. 3, 2013
 Roger G. Ibbotson , Zhiwu Chen , Daniel Y.-J. Kim and Wendy Yunchun Hu
Yale School of Management , Yale University - International Center for Finance , Zebra Capital Management, LLC and Zebra Capital Management, LLC
Date Posted: April 24, 2011
Last Revised: May 24, 2013
Accepted Paper Series
595 downloads

Incl. Electronic Paper Alexandre Lamfalussy and the Origins of the BIS Macro-Prudential Approach to Financial Stability
PSL Quarterly Review, Vol. 63, No. 254, pp. 263-290, 2010
 Ivo Maes
National Bank of Belgium
Date Posted: April 22, 2011
Accepted Paper Series
41 downloads

Incl. Electronic Paper Fractional Integration and Cointegration in US Financial Time Series Data
DIW Berlin Discussion Paper No. 1116
 Guglielmo Maria Caporale and Luis A. Gil-Alana
London South Bank University and University of Navarra - Department of Economics
Date Posted: April 22, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Asset Pricing in the Dark: The Cross Section of OTC Stocks
Netspar Discussion Paper No. 11/2010-093
 Andrew Ang , Assaf A. Shtauber and Paul C. Tetlock
Columbia Business School - Finance and Economics , Columbia University - Columbia Business School and Columbia Business School - Finance and Economics
Date Posted: April 21, 2011
Last Revised: February 06, 2013
Working Paper Series
158 downloads

Incl. Fee Electronic Paper Learning from Prices, Liquidity Spillovers, and Market Segmentation
CEPR Discussion Paper No. DP8350
 Giovanni Cespa and Thierry Foucault
Cass Business School and HEC Paris (Groupe HEC) - Finance Department
Date Posted: April 20, 2011
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Systemic Risk and Network Formation in the Interbank Market
CEPR Discussion Paper No. DP8332
 Ethan Cohen-Cole , Eleonora Patacchini and Yves Zenou
University of Maryland - College Park , Università di Roma "La Sapienza" and Stockholm University
Date Posted: April 20, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper Correlation vs. Trends in Portfolio Management: A Common Misinterpretation
 Francois Lhabitant
Kedge Capital Fund Management
Date Posted: April 19, 2011
Working Paper Series
811 downloads

Incl. Electronic Paper Dalla Crisi Finanziaria Alla Crisi Reale (From the Financial Crisis to the Real Crisis) (in Italian)
Moneta e Credito, Vol. 63, No. 249, pp. 59-66, 2010
 Carlo D'Adda
University of Bologna
Date Posted: April 19, 2011
Last Revised: October 03, 2011
Accepted Paper Series
34 downloads

Incl. Electronic Paper Cross-Border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia
Asian Development Bank Economics Working Paper Series No. 249
 Douglas Brooks and Juthathip Jongwanich
Asian Development Bank and Australian National University (ANU) - Research School of Pacific and Asian Studies (RSPAS)
Date Posted: April 18, 2011
Working Paper Series
110 downloads

Incl. Electronic Paper Class Conflict in Securities Fraud Litigation
 Richard A. Booth
Villanova University School of Law
Date Posted: April 17, 2011
Working Paper Series
109 downloads

Incl. Electronic Paper Securitization Markets and Central Banking: An Evaluation of the Term Asset-Backed Securities Loan Facility
FEDS Working Paper No. 2011-16
 Sean D. Campbell , Daniel M. Covitz , William R. Nelson and Karen M. Pence
U.S. Division of Monetary Affairs , Federal Reserve Board - Division of Research & Statistics , Federal Reserve Board and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
Date Posted: April 17, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper Collateralized CDS and Default Dependence - Implications for the Central Clearing
 Masaaki Fujii and Akihiko Takahashi
University of Tokyo - Faculty of Economics and University of Tokyo - Graduate School of Economics
Date Posted: April 12, 2011
Working Paper Series
128 downloads

Incl. Electronic Paper Time Duration Decay in Romanian Capital Markets
Financial and Monetary Stability in Emerging Countries Conference, December 2010
 Mukul Pal and Ioan Alin Nistor
Orpheus Capitals and Orpheus Capitals
Date Posted: April 11, 2011
Last Revised: October 10, 2011
Accepted Paper Series
56 downloads

Incl. Electronic Paper Investing in Stock Market Anomalies
 Turan G. Bali , Stephen J. Brown and K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and CUNY Baruch College - Zicklin School of Business
Date Posted: April 10, 2011
Working Paper Series
241 downloads

Incl. Electronic Paper The Divergence Cyclicality
Economics Policy Journal, 2010
 Mukul Pal and Ioan Alin Nistor
Orpheus Capitals and Orpheus Capitals
Date Posted: April 10, 2011
Accepted Paper Series
88 downloads

Incl. Electronic Paper Volatility and Forecasting of BSE BANKEX
Journal of Quantitative Economics, New Series, Vol. 7, No 1, 2009
 Basabi Bhattacharya and Tanima Niyogi Sinha Roy
Jadavpur University and South Calcutta Girls' College, Calcutta University
Date Posted: April 10, 2011
Accepted Paper Series
44 downloads

Incl. Electronic Paper Debt Covenants and Bankruptcy Risk
 Sattar Mansi , Yaxuan Qi and John K. Wald
Virginia Polytechnic Institute & State University , City University of Hong Kong (CityUHK) - Department of Economics & Finance and University of Texas at San Antonio
Date Posted: April 09, 2011
Last Revised: April 20, 2012
Working Paper Series
160 downloads

Incl. Electronic Paper Illiquidity Contagion and Liquidity Crashes
 Giovanni Cespa and Thierry Foucault
Cass Business School and HEC Paris (Groupe HEC) - Finance Department
Date Posted: April 08, 2011
Last Revised: May 16, 2013
Working Paper Series
266 downloads

Incl. Electronic Paper Excess Based Allocation of Risk Capital
Netspar Discussion Paper No. 12/2010-089
 Gerwald van Gulick , Anja De Waegenaere and Henk Norde
Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center For Economic Research
Date Posted: April 08, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper Fractal Market Time
 James McCulloch
University of Technology, Sydney
Date Posted: April 08, 2011
Last Revised: April 16, 2012
Working Paper Series
148 downloads


 

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