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SSRN eLibrary Statistics:

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Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
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  Last 12 months:
69,655

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To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

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239,806
Total References: 8,539,827
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5,733,423
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,113,101 Total downloads
Showing Papers 11,301 - 11,350 of 36,957
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Incl. Electronic Paper Turnover, Account Value and Diversification of Real Traders: Evidence of Collective Portfolio Optimizing Behavior
David Morton de Lachapelle and Damien Challet
Swissquote Bank and University of Fribourg
Date Posted: June 16, 2010
Last Revised: June 26, 2010
Working Paper Series
37 downloads

Incl. Electronic Paper Uncertainty about Government Policy and Stock Prices
Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: June 16, 2010
Last Revised: September 06, 2012
Accepted Paper Series
1199 downloads

Incl. Electronic Paper Validity of Capital Assets Pricing Model: Evidence from KSE-Pakistan
European Journal of Economics, Finance and Administrative Sciences, No. 20, 2010
Uzair Bhatti and Muhammad Hanif
FAST Business School and National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: June 16, 2010
Last Revised: November 07, 2010
Accepted Paper Series
494 downloads

Incl. Electronic Paper A Note on Constant Proportion Trading Strategies
Martin Haugh
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: June 15, 2010
Last Revised: March 10, 2011
Working Paper Series
318 downloads

Incl. Electronic Paper Banking Crises and Short and Medium Term Output Losses in Developing Countries: The Role of Structural and Policy Variables
GATE Working Paper No. 1014
Davide Furceri and Aleksandra Zdzienicka
Organization for Economic Co-Operation and Development (OECD) and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: June 15, 2010
Working Paper Series
29 downloads

Bayesian Approaches for Portfolio Construction: A Review
RETHINKING RISK MEASUREMENT AND REPORTING, UNCERTAINTY, BAYESIAN ANALYSIS AND EXPERT JUDGEMENT, Vol. I, pp. 361-384, K. Bocker, ed., Risk Books
Daniel Giamouridis
Athens University of Economics and Business
Date Posted: June 15, 2010
Last Revised: September 05, 2011
Accepted Paper Series

Incl. Electronic Paper Is There a Correlation Between World Cups and S&P 500 Performance?
Ralph Baddour
TorontoMED
Date Posted: June 15, 2010
Last Revised: July 21, 2010
Working Paper Series
249 downloads

Incl. Electronic Paper Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency
Energy Economics, Forthcoming, ZEW - Centre for European Economic Research Discussion Paper No. 10-038
Christian Conrad , Daniel Rittler and Waldemar Rotfuss
University of Heidelberg - Faculty of Economics and Social Studies , University of Heidelberg - Alfred Weber Institute for Economics and Centre for European Economic Research (ZEW)
Date Posted: June 15, 2010
Last Revised: February 27, 2011
Accepted Paper Series
30 downloads

Incl. Electronic Paper Securitisation in South Africa; the Case of the Missing Conduits
Phillip de Jager , Glen Holman and Erica Nel
University of Cape Town - Department of Finance and Tax , University of Cape Town (UCT) and University of Cape Town (UCT)
Date Posted: June 15, 2010
Last Revised: January 30, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper The Power of Bad: The Negativity Bias in Consumer Sentiment Announcements on Stock Returns
Shumi M. Akhtar II , Robert W. Faff , Barry R. Oliver and Avanidhar Subrahmanyam
Australian National University (ANU) , University of Queensland , Australian National University (ANU) and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: June 15, 2010
Working Paper Series
89 downloads

Incl. Electronic Paper Derivatives Traders’ Reaction to Mispricing in the Underlying Equity
Journal of Banking and Finance, Vol. 36, No. 9, 2438–2454, 2012,
Darren K. Hayunga , Richard Holowczak , Peter P. Lung and Takeshi Nishikawa
University of Texas at Arlington , City University of New York (CUNY) - Department of Statistics and Computer Information Systems , University of Texas at Arlington and University of Colorado at Denver
Date Posted: June 14, 2010
Last Revised: July 26, 2012
Accepted Paper Series
27 downloads

Incl. Electronic Paper Hedge Funds and Retail Market: Welcome Innovation or Alert?
Alberto Burchi
University of Perugia - Department of Law and Management
Date Posted: June 14, 2010
Working Paper Series
70 downloads

Incl. Electronic Paper Seasoned Equity Offerings: Stock Market Liquidity and Duration of the Completion Cycle
Managerial Finance, Vol. 37, No. 4, 2011
Darshana Palkar and Niranjan Tripathy
Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship and University of North Texas
Date Posted: June 14, 2010
Last Revised: March 27, 2013
Accepted Paper Series
61 downloads

Incl. Electronic Paper The Asymmetric Influence of Fund Flow on Fund Performance
Hsin-Yi Yu , Li-Wen Chen and Yusin Lee
National University of Kaohsiung , National Chung Cheng University and National Cheng Kung University
Date Posted: June 14, 2010
Last Revised: June 16, 2010
Working Paper Series
62 downloads

Incl. Electronic Paper The Price of Prospective Lending: Evidence from Short Sale Constraints
Melissa Porras Prado
Nova School of Business and Economics
Date Posted: June 14, 2010
Last Revised: January 24, 2012
Working Paper Series
165 downloads

Incl. Electronic Paper Computational Efficiency and Accuracy In the Valuation of Basket Options
Frontiers in Finance and Economics, Vol. 6, No. 1, pp. 1-25, 2009
Pengguo Wang
Xfi, University of Exeter
Date Posted: June 13, 2010
Accepted Paper Series
70 downloads

Incl. Electronic Paper Electricity Traffic Over the Barriers of Networks: The Case of Germany and the Netherlands
Frontiers in Finance and Economics, Vol. 6, No. 2, pp. 120-139, 2009
Hans Andeweg , Andre B. Dorsman and Kees van Montfort
EDF Trading Ltd. , VU University Amsterdam - Faculty of Economics and Business Administration and Nyenrode University
Date Posted: June 13, 2010
Accepted Paper Series
31 downloads

Incl. Electronic Paper International Capital Constraints and Stock Market Dynamics
INSEAD Working Paper No. 2010/43/FIN
Astrid V. Schornick
INSEAD
Date Posted: June 13, 2010
Working Paper Series
58 downloads

Incl. Electronic Paper Microinformation, Nonlinear Filtering and Granularity
Swiss Finance Institute Research Paper No. 10-23
Patrick Gagliardini , Christian Gourieroux and Alain Monfort
University of Lugano and Swiss Finance Institute , University of Toronto - Department of Economics and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: June 13, 2010
Last Revised: June 23, 2010
Working Paper Series
91 downloads

Incl. Electronic Paper Optimal Selling Mechanism, Auction Discounts, and Time on Market
Quan Gan
University of Sydney - Discipline of Finance
Date Posted: June 13, 2010
Last Revised: July 21, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper Ownership Efficiency and Tax Advantages: The Case of Private Equity Buyouts
IFN Working Paper No. 841
Pehr-Johan Norbäck , Lars Persson and Joacim Tåg
Research Institute of Industrial Economics (IFN) , Research Institute of Industrial Economics (IFN) and Research Institute of Industrial Economics (IFN)
Date Posted: June 13, 2010
Working Paper Series
122 downloads

Incl. Electronic Paper Performance Fees and Asset Prices in Equilibrium
Ioan Mirciov
Northwestern University - Kellogg School of Management
Date Posted: June 13, 2010
Working Paper Series
42 downloads

Incl. Electronic Paper Private Equity Fund Size, Investment Size, and Value Creation
Review of Finance, Vol. 16, No. 3, 2012
Mark Humphery-Jenner
University of New South Wales - Australian School of Business
Date Posted: June 13, 2010
Last Revised: August 05, 2012
Accepted Paper Series
771 downloads

Incl. Electronic Paper Replicating Hedge Fund Indices with Optimization Heuristics
Swiss Finance Institute Research Paper No. 10-22
Manfred Gilli , Enrico Schumann , Gerda Cabej and Jonela Lula
University of Geneva - Department of Economics , VIP Value Investment Professionals AG , University of Geneva and University of Geneva
Date Posted: June 13, 2010
Working Paper Series
249 downloads

Incl. Electronic Paper The Chinese Government Bond Returns
Jiang Wang , Zhishu Yang and Dongyan Ye
Massachusetts Institute of Technology (MIT) - Sloan School of Management , Tsinghua University - School of Economics & Management and Cheung Kong Graduate School of Business
Date Posted: June 13, 2010
Working Paper Series
105 downloads

The Information Content of Forward-Looking Statements in Corporate Filings – A Naive Bayesian Machine Learning Approach
Journal of Accounting Research, Forthcoming
Feng Li
University of Michigan at Ann Arbor - Stephen M. Ross School of Business
Date Posted: June 13, 2010
Accepted Paper Series

Incl. Electronic Paper The Predictive Power of S&P 500 Option Prices and the Stock Market Crash of 2008-2009
James M. Sfiridis
University of Connecticut - Department of Finance
Date Posted: June 13, 2010
Last Revised: September 07, 2012
Working Paper Series
167 downloads

Incl. Electronic Paper The Term Structure of Implied Volatility in Symmetric Models with Applications to Heston
Stefano De Marco and Claude Martini
Université Paris Est - CERMICS and Zeliade Systems
Date Posted: June 13, 2010
Last Revised: November 20, 2010
Working Paper Series
227 downloads

Incl. Electronic Paper Home Country Investor Protection, Ownership Structure and Cross-listed Firms’ Compliance with SOX-mandated Internal Control Deficiency Disclosures
Contemporary Accounting Research, Forthcoming
Guojin Gong , Bin Ke and Yong Yu
Penn State University - Smeal College of Business , Nanyang Technological University and University of Texas at Austin
Date Posted: June 12, 2010
Last Revised: February 21, 2013
Accepted Paper Series
282 downloads

Incl. Electronic Paper Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Linda Allen , Turan G. Bali and Yi Tang
Baruch College, CUNY - Zicklin School of Business , Georgetown University - Robert Emmett McDonough School of Business and Fordham University - School of Business
Date Posted: June 12, 2010
Last Revised: July 07, 2012
Working Paper Series
513 downloads

Incl. Electronic Paper Dynamic Investment in Extraction Capacity of Exhaustible Resources
Scottish Journal of Political Economy, Forthcoming
Hamed Ghoddusi
Vienna Graduate School of Finance (VGSF)
Date Posted: June 12, 2010
Accepted Paper Series
19 downloads

Incl. Electronic Paper Extreme Movements and Measuring Risk in WTI Oil Prices
Sasa Zikovic and Bora Aktan
University of Rijeka - Faculty of Economics and Yasar University
Date Posted: June 12, 2010
Working Paper Series
111 downloads

Foreign Ownership of Stocks and Long-Run Interdependence Between National Housing and Stock Markets - Evidence from Finnish Data
Journal of Real Estate Finance and Economics, Vol. 41, No. 4, 2010
Elias Oikarinen
Turku School of Economics - Department of Economics
Date Posted: June 12, 2010
Accepted Paper Series

Incl. Electronic Paper Opportunity Cost, Excess Profit, and Counterfactual Conditionals
Frontiers in Finance and Economics, Vol. 6, No. 1, pp. 118-154, April 2009
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 12, 2010
Accepted Paper Series
47 downloads

Incl. Electronic Paper Credit Ratings and Bank Monitoring Ability
FRB of Philadelphia Working Paper No. 10-21
Leonard I. Nakamura and Kasper Roszbach
Federal Reserve Bank of Philadelphia and Sveriges Riksbank (Bank of Sweden) - Research Division
Date Posted: June 11, 2010
Last Revised: May 23, 2013
Working Paper Series
93 downloads

Incl. Electronic Paper International Diversification with Factor Funds
Management Science, Forthcoming
Cheol S. Eun , Sandy Lai , Frans de Roon and Zhe Zhang
Georgia Institute of Technology - Finance Area , University of Hong Kong , Tilburg University - Department of Finance and Singapore Management University
Date Posted: June 11, 2010
Accepted Paper Series
132 downloads

Incl. Electronic Paper Multimarket Trading and the Cost of Debt: Evidence from Global Bonds
ECB Working Paper No. 1212
Lubomir Petrasek
Federal Reserve Board
Date Posted: June 11, 2010
Working Paper Series
45 downloads

Incl. Electronic Paper Are Junk Bonds Junk?
Guangdi Gordon Chang and L. S. Chang
National Taiwan University of Science and Technology and National Taiwan University of Science and Technology
Date Posted: June 10, 2010
Last Revised: February 28, 2011
Working Paper Series
112 downloads

Incl. Electronic Paper Cost of Entrepreneurial Capital and Under-diversification: A Euro-Mediterranean Perspective
Research in International Business and Finance, 27(1):12-27, 2013
Pierpaolo Pattitoni , Barbara Petracci , Valerio Potì and Massimo Spisni
University of Bologna - Department of Management , University of Bologna- Department of Management , Dublin City University Business School and University of Bologna - Department of Management
Date Posted: June 10, 2010
Last Revised: January 02, 2013
Accepted Paper Series
39 downloads

Incl. Electronic Paper Epstein-Zin Preferences and their Use in Macro-Finance Models: Implications for Optimal Monetary Policy
ECB Working Paper No. 1209
Matthieu Darracq Paries and Alexis Loublier
European Central Bank (ECB) and affiliation not provided to SSRN
Date Posted: June 10, 2010
Working Paper Series
67 downloads

Incl. Electronic Paper Further Evidence on the Impact of Economic News on Interest Rates
Frontiers in Finance and Economics, Vol. 6, No. 2, pp. 1-45, 2009
Dominique Guegan and Florian Ielpo
Universite Paris 1 Pantheon-Sorbonne and University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: June 10, 2010
Last Revised: February 29, 2012
Accepted Paper Series
49 downloads

Incl. Electronic Paper Good Strategies for Wealth Distribution in Retirement
Gaobo Pang and Mark J. Warshawsky
Towers Watson and Towers Watson
Date Posted: June 10, 2010
Working Paper Series
85 downloads

Incl. Electronic Paper How Efficient is the U.K. Housing Market?
ZEW - Centre for European Economic Research Discussion Paper No. 10-030
Felix Schindler
Steinbeis University Berlin
Date Posted: June 10, 2010
Working Paper Series
303 downloads

Incl. Electronic Paper On the Long-Standing Issue of the Internal Rate of Return: A Complete Resolution
Proceedings of the XXXIV AMASES Conference, Macerata, Italy, September 2010
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 10, 2010
Last Revised: June 14, 2010
Accepted Paper Series
116 downloads

A Quasi-Analytical Interpolation Method for Pricing American Options Under General Multi-Dimensional Diffusion Processes
Review of Derivatives Research, Vol. 13, No. 2, pp. 177-217, 2010
Minqiang Li
Bloomberg LP
Date Posted: June 09, 2010
Accepted Paper Series

Incl. Electronic Paper An Alternative Measure of Corporate Governance Using Discrete Principal Component Analysis
Wendy Beekes , Alex Hong and Sian A. Owen
Lancaster University - Department of Accounting and Finance , University of Western Australia - UWA Business School and University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: June 09, 2010
Working Paper Series
257 downloads

Incl. Electronic Paper Bankruptcy Prediction Models and the Cost of Debt
Journal of Fixed Income, Forthcoming
Sattar Mansi , William F. Maxwell and Andrew (Jianzhong) Zhang
Virginia Polytechnic Institute & State University , SMU - Cox School and University of Nevada, Las Vegas - Department of Finance
Date Posted: June 09, 2010
Last Revised: February 28, 2012
Accepted Paper Series
922 downloads

Incl. Electronic Paper Do Individual Investors Trade Stocks as Gambling? Evidence from Repeated Natural Experiments
Xiaohui Gao and Tse-Chun Lin
University of Hong Kong - Faculty of Business and Economics and University of Hong Kong - Faculty of Business and Economics
Date Posted: June 09, 2010
Last Revised: July 09, 2011
Working Paper Series
227 downloads

Incl. Electronic Paper Downside Risk Optimization in Securitized Real Estate Markets
ZEW - Centre for European Economic Research Discussion Paper No. 10-034
Tim-Alexander Kroencke and Felix Schindler
Centre for European Economic Research (ZEW) and Steinbeis University Berlin
Date Posted: June 09, 2010
Working Paper Series
169 downloads

Incl. Electronic Paper Explicit Coupling of Informative Prior and Likelihood Functions in a Bayesian Multivariate Framework and Application to a New Non-Orthogonal Formulation of the Black-Litterman Model
Journal of Asset Management, Forthcoming, OCCAM Financial Technology Working Paper
Francois Ogliaro , Robert K. Rice , Stewart Becker and Raul Leote de Carvalho
OCCAM Financial Technology , OCCAM Financial Technology , affiliation not provided to SSRN and BNP Paribas Investment Partners
Date Posted: June 09, 2010
Accepted Paper Series
212 downloads


 

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