Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,370
Full Text Papers:
398,250
Authors:
228,711
Papers Received in Last 12 months:
69,655
Paper Downloads:
To date:
66,729,620
Last 12 months:
11,224,008
Last 30 days:
834,562
CiteReader: What's this?
Papers with Resolved References:
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation Links:
5,733,423
Papers with Resolved 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
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo1 in 1.313 seconds