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SSRN eLibrary Statistics:

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Abstracts: 489,050
Full Text Papers: 397,938
Authors: 228,554
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  Last 12 months: 		69,482

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To date: 66,677,453
Last 12 months: 11,211,022
Last 30 days: 825,416

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


SSRN eLibrary Search Results
JEL Code: G12
5,854,941 Total downloads
Showing Papers 11,351 - 11,400 of 13,872
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Incl. Electronic Paper Pricing of Foreign Exchange Risk from a German Investor's Perspective

Holger Himmel
University of Giessen
Date Posted: April 18, 2002
Working Paper Series
159 downloads

Performance Evaluation with Stochastic Discount Factors
Journal of Business, Vol. 75, No. 3, July 2002
 Heber Farnsworth , Wayne E. Ferson , David Jackson and Steven K. Todd
Pennsylvania State University - Department of Finance , University of Southern California , Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Date Posted: April 17, 2002
Accepted Paper Series

Incl. Electronic Paper Has Audit Quality Declined? Evidence from the Pricing of Discretionary Accruals
 Ferdinand A. Gul and Gopal V. Krishnan
Monash University Sunway Campus and American University
Date Posted: April 17, 2002
Working Paper Series
1443 downloads

Incl. Electronic Paper Return Predictability, Market Timing and Volatility: Evidence from the Short Rate Revisited
 Abhay Abhyankar and Phil Davies
University of Exeter Business School, University of Exeter and University of Iowa - Department of Finance
Date Posted: April 17, 2002
Working Paper Series
475 downloads

Incl. Electronic Paper The Market for Borrowing Stock
 Gene D'Avolio
Harvard University, Graduate School of Business Administration
Date Posted: April 17, 2002
Working Paper Series
1845 downloads

Incl. Electronic Paper Discretionary Disclosures with Risk-Averse Investors'
 Michael Kirschenheiter and Bjorn N. Jorgensen
University of Illinois at Chicago - College of Business Administration and University of Colorado at Boulder
Date Posted: April 16, 2002
Working Paper Series
308 downloads

Incl. Electronic Paper The Subjective and Objective Evaluation of Incentive Stock Options
Yale ICF Working Paper No. 02-07
 Jonathan E. Ingersoll Jr.
Yale School of Management - International Center for Finance
Date Posted: April 15, 2002
Working Paper Series
1455 downloads

Incl. Electronic Paper The Underpricing Of Initial Public Offerings: Further Canadian Evidence
CIRANO Working Paper No. 2001s-50
 Maher Kooli and Jean-Marc Suret
University of Quebec at Montreal (UQAM) - School of Management (ESG) and Laval University
Date Posted: April 15, 2002
Working Paper Series
417 downloads

Incl. Electronic Paper Factors Affecting the Valuation of Corporate Bonds
NYU Working Paper
 Edwin J. Elton , Martin J. Gruber , Deepak Agrawal and Christopher Mann
New York University (NYU) - Department of Finance , New York University (NYU) - Department of Finance , KMV Corporation and Moody's Investors Service
Date Posted: April 12, 2002
Working Paper Series
2586 downloads

Incl. Electronic Paper The Fed's Effect on Excess Returns and Inflation is Much Bigger Than You Think
Texas Finance Festival
 Shingo Goto and Rossen I. Valkanov
University of South Carolina - Moore School of Business and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: April 11, 2002
Working Paper Series
439 downloads

Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Harvard Institute of Economic Research Paper No. 1899
 John Y. Campbell , Joao F. Cocco , Francisco Gomes , Pascal J. Maenhout and Luis M. Viceira
Harvard University - Department of Economics , London Business School , London Business School , INSEAD - Finance and Harvard Business School - Finance Unit
Date Posted: April 10, 2002
Accepted Paper Series

Incl. Electronic Paper The Use of Target Prices to Justify Sell-Side Analysts' Stock Recommendations
 Mark Thomas Bradshaw
Boston College
Date Posted: April 10, 2002
Working Paper Series
1018 downloads

Incl. Fee Electronic Paper Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period
CEPR Discussion Paper No. 3254
 Hans-Joachim Voth
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: April 09, 2002
Working Paper Series
29 downloads

Bringing the Future Forward: The Effect of Disclosure on the Returns-Earnings Relation
Journal of Accounting Research, Forthcoming
 Russell J. Lundholm and Linda A. Myers
University of British Columbia - Sauder School of Business and University of Arkansas
Date Posted: April 09, 2002
Accepted Paper Series

Simplified Discounting Rules in Binomial Models
Schmalenbach Business Review, Vol. 53, July 2001
 Frank Richter
Goldman, Sachs & Co. oHG
Date Posted: April 08, 2002
Accepted Paper Series

Incl. Electronic Paper Controlling for Variable Liquidity and Selection Bias in Indices of Private Asset Market Values

 Jeffrey D. Fisher , Dean H. Gatzlaff , David M. Geltner and Donald R. Haurin
Indiana University , Florida State University , University of Cincinnati - College of Business and Ohio State University (OSU) - Department of Economics
Date Posted: April 08, 2002
Working Paper Series
433 downloads

Incl. Electronic Paper Comovement
Harvard Institute of Economic Research Paper No. 1953
 Nicholas Barberis , Andrei Shleifer and Jeffrey Wurgler
Yale School of Management , Harvard University - Department of Economics and NYU Stern School of Business
Date Posted: April 06, 2002
Working Paper Series
1510 downloads

Incl. Fee Electronic Paper Risk Premia in the Term Structure of Interest Rates: A Panel Data Approach
CEPR Discussion Paper No. 2392
 Dennis Bams and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Luxembourg - Luxembourg School of Finance
Date Posted: April 05, 2002
Working Paper Series
25 downloads

The Pricing of Insurance-Linked Securities under Interest Rate Uncertainty
The Journal of Risk Finance, Vol. 3, No. 3, Spring 2002
 Patrice Poncet and Victor Vaugirard
ESSEC Business School and TEAM-CNRS, University of Paris at Sorbonne
Date Posted: April 01, 2002
Accepted Paper Series

Incl. Electronic Paper An Evaluation of International Asset Pricing Models
 Magnus Dahlquist and Torbjorn Saellstrom
Stockholm School of Economics and Stockholm School of Economics - Department of Finance
Date Posted: April 01, 2002
Working Paper Series
880 downloads

Incl. Electronic Paper The Long Run Value Premium and Economic Activity
Univ. of Aberdeen Acct. & Fin. Working Paper No. 02-05
 Angela J. Black and David G. McMillan
University of Aberdeen - Business School and University of Stirling
Date Posted: April 01, 2002
Working Paper Series
203 downloads

Incl. Electronic Paper Asset Pricing with Observable Discount Factors
U of York, Economics Discussion Paper No. 2002/03
 Peter N. Smith and Michael R. Wickens
University of York (UK) - Department of Economics and Related Studies and University of York (UK) - Department of Economics and Related Studies
Date Posted: March 27, 2002
Working Paper Series
345 downloads

Incl. Electronic Paper Efficient Use of Conditioning Information: A Sharpe Ratio Based Test of Return Predictability
Cass Business School Research Paper
 Abhay Abhyankar , Devraj Basu and Alexander Stremme
University of Exeter Business School, University of Exeter , Skema Business School and Warwick Business School
Date Posted: March 26, 2002
Working Paper Series
567 downloads

Incl. Electronic Paper Revealing Inflation Expectations: Let the Market Do It

 Abraham Lioui and Patrice Poncet
EDHEC Business School and ESSEC Business School
Date Posted: March 26, 2002
Working Paper Series
230 downloads

The Economic Dilution of Employee Stock Options: Diluted EPS for Valuation and Financial Reporting
The Accounting Review, Forthcoming
 John E. Core , Wayne R. Guay and S.P. Kothari
Massachusetts Institute of Technology (MIT) - Sloan School of Management , University of Pennsylvania - Accounting Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 26, 2002
Accepted Paper Series

Incl. Electronic Paper An Essay on Financial Innovations: The Case of Instalment Receipts
 Narat Charupat and Eliezer Z. Prisman
McMaster University - DeGroote School of Business and York University - Schulich School of Business
Date Posted: March 23, 2002
Working Paper Series
200 downloads

Are the Fama and French Factors Global or Country-Specific?
The Review of Financial Studies, Forthcoming
 John M. Griffin
University of Texas at Austin - Department of Finance
Date Posted: March 22, 2002
Accepted Paper Series

Incl. Electronic Paper An Examination of Heterogeneous Beliefs With a Short-Sale Constraint in a Dynamic Economy
EFA 2002 Berlin Meetings Presented Paper
 Michael F. Gallmeyer and Burton Hollifield
University of Virginia (UVA) - McIntire School of Commerce and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: March 22, 2002
Working Paper Series
659 downloads

Incl. Electronic Paper Characterizing Asymmetric Information in International Equity Markets
Simon School of Business Working Paper No. FR 02-07; EFA 2002 Berlin Meetings Presented Paper
 Rui A. Albuquerque , Gregory H. Bauer and Martin Schneider
Boston University - School of Management , Bank of Canada and Independent
Date Posted: March 22, 2002
Working Paper Series
433 downloads

Incl. Electronic Paper Conditional Asset Allocation, Hedging and Intertemporal Asset Pricing
 Guojun Wu and Bruno Gerard
University of Houston and Norwegian School of Management BI - Department of Financial Economics
Date Posted: March 22, 2002
Working Paper Series
285 downloads

Incl. Electronic Paper Disappointment, Pessimism and the Equity Risk Premia
EFA 2002 Berlin Meetings Presented Paper
 Thierry Chauveau and Nicolas Nalpas
National Center for Scientific Research (CNRS) and École Supérieure de Commerce (ESC) de Toulouse - Economics and Finance
Date Posted: March 22, 2002
Working Paper Series
409 downloads

Incl. Electronic Paper Do Dealer Firms Manage Inventory on a Stock-by-Stock or a Portfolio Basis?
EFA 2002 Berlin Meetings Presented Paper
 Narayan Y. Naik and Pradeep K. Yadav
London Business School - Institute of Finance and Accounting and University of Oklahoma - Division of Finance
Date Posted: March 22, 2002
Working Paper Series
214 downloads

Incl. Electronic Paper Does Unemployment Risk Affect Asset Returns? The Long-Run UK Evidence
U of Exeter Business and Economics Working Paper
 Nonthipoth Buranavityawut and Mark C. Freeman
University of Exeter Business School and University of Bradford - School of Management
Date Posted: March 22, 2002
Working Paper Series
162 downloads

Incl. Electronic Paper Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile

 Vassil A. Konstantinov
San Francisco State University - Finance - College of Business
Date Posted: March 22, 2002
Working Paper Series
225 downloads

Incl. Electronic Paper Finite Maturity Caps and Floors on Continuous Flows
Journal of Economic Dynamics and Control, Vol. 31, No. 12, pp. 3843-3859, 2007
 Mark B. Shackleton and Rafal M. Wojakowski
Lancaster University - Department of Accounting and Finance and University of Surrey
Date Posted: March 22, 2002
Last Revised: March 09, 2008
Working Paper Series
279 downloads

Incl. Electronic Paper Industry Returns, Single and Multifactor Asset Pricing Tests
EFA 2002 Berlin Meetings Discussion Paper
 Syed I. Hussain and Steve Toms
Nottingham University Business School and University of Leeds - Leeds University Business School (LUBS)
Date Posted: March 22, 2002
Working Paper Series
508 downloads

Incl. Electronic Paper Market Integration and Contagion
EFA 2002 Berlin Meetings Presented Paper
 Geert Bekaert , Campbell R. Harvey and Angela Ng
Columbia Business School - Finance and Economics , Duke University - Fuqua School of Business and Hong Kong University of Science & Technology - Department of Finance
Date Posted: March 22, 2002
Working Paper Series
1028 downloads

Incl. Electronic Paper Rational Asset Pricing Implications from Realistic Trading Frictions
EFA 2002 Berlin Meetings Presented Paper
 Jean-Pierre Zigrand
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: March 22, 2002
Working Paper Series
135 downloads

Incl. Electronic Paper A Critique of the Traditional Graphs Duration-YTM. An Alternative "Average Length" Measure to Replace Duration in Yield-Curve Analysis
 Rodolfo Oviedo
Universidad Austral
Date Posted: March 21, 2002
Working Paper Series
310 downloads

Incl. Electronic Paper Structural Models of Corporate Bond Pricing: An Empirical Analysis
EFA 2002 Berlin Meetings
 Young Ho Eom , Jing-Zhi Huang and Jean Helwege
Yonsei University , Pennsylvania State University - University Park - Department of Finance and University of South Carolina
Date Posted: March 21, 2002
Working Paper Series
2511 downloads

Incl. Electronic Paper Survival, Look-Ahead Bias and the Performance of Hedge Funds
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
 G. Baquero , Jenke ter Horst and Marno Verbeek
ESMT European School of Management and Technology , Tilburg University - Center for Economic Research (CentER) and Erasmus University - Rotterdam School of Management
Date Posted: March 21, 2002
Working Paper Series
749 downloads

Incl. Electronic Paper The Predictive Ability of the Bond Stock Earnings Yield Differential in World-wide Equity Markets
Sauder School of Business Working Paper
 Klaus Berge and William T. Ziemba
Dresden University of Technology - Faculty of Economics and Business Management and University of British Columbia (UBC) - Sauder School of Business
Date Posted: March 21, 2002
Working Paper Series
768 downloads

Incl. Electronic Paper The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes
EFA 2002 Berlin Meetings Presented Paper
 Philip R. Brown , Nick Chappel , Raymond da Silva Rosa and Terry S. Walter
University of Western Australia - Department of Accounting and Finance , University of Sydney - School of Business , University of Western Australia - Department of Accounting and Finance and University of Technology, Sydney - School of Finance and Economics
Date Posted: March 21, 2002
Working Paper Series
725 downloads

Incl. Electronic Paper Value and Size Effects: Now you see It, Now you don't
EFA 2002 Berlin Meetings Discussion Paper
 Frederiek van Holle , Jan Annaert , John Crombez and Bart Spinel
affiliation not provided to SSRN , Antwerp Management School , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: March 21, 2002
Working Paper Series
523 downloads

Incl. Electronic Paper Heterogeneity in Investor Confidence and Asset Market Under-and Overreaction
 Julan Du
Chinese University of Hong Kong (CUHK) - Department of Economics
Date Posted: March 20, 2002
Working Paper Series
533 downloads

Incl. Electronic Paper Is Default Event Risk Priced in Corporate Bonds?
EFA 2002 Berlin Meetings Presented Paper; University of Amsterdam Working Paper
 Joost Driessen
Tilburg University - Department of Finance
Date Posted: March 20, 2002
Working Paper Series
1178 downloads

Incl. Electronic Paper Non-Redundant Derivatives in a Dynamic General Equilibrium Economy
London Business School Working Paper; EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
 Harjoat Singh Bhamra , Leonid Kogan and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business , Massachusetts Institute of Technology (MIT) - Sloan School of Management and EDHEC Business School
Date Posted: March 20, 2002
Working Paper Series
327 downloads

Incl. Electronic Paper Price Manipulation in Parallel Markets with Different Transparency

 Massimo Massa
INSEAD - Finance
Date Posted: March 20, 2002
Working Paper Series
370 downloads

Incl. Electronic Paper Taxable Cash Dividends - A Useful Waste of Money
University of Aarhus Management Working Paper
 Johannes Raaballe and Ken L. Bechmann
University of Aarhus - Department of Management and Copenhagen Business School - Department of Finance
Date Posted: March 20, 2002
Working Paper Series
293 downloads

Incl. Electronic Paper The Mathematics of the Portfolio Frontier: A Geometry-Based Approach
 Avi Bick
Simon Fraser University (SFU) - Beedie School of Business
Date Posted: March 20, 2002
Working Paper Series
351 downloads


 

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