Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,056
Full Text Papers:
393,459
Authors:
226,593
Papers Received in Last 12 months:
68,998
Paper Downloads:
To date:
65,863,139
Last 12 months:
11,179,664
Last 30 days:
1,087,336
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: G10
1,446,334 Total downloads
Showing Papers 1,151 - 1,200 of 4,440
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
The Impact of Fund Turnover on Japanese Mutual Fund Performance
Hitoshi Takehara and
Takeshi Yamada
Waseda University
and
University of Adelaide - Business School
Date Posted: November 18, 2003
Working Paper Series
322 downloads
Assessing the Benefits of International Portfolio Diversification in Bonds and Stocks
ECB Working Paper No. 883
Roberto A. De Santis and
Lucio Sarno
European Central Bank (ECB) - Directorate General Economics
and
City University London - Sir John Cass Business School
Date Posted: April 01, 2008
Working Paper Series
321 downloads
Behavioral Biases and Investor Performance
Algorithmic Finance (2011), 1:1, 45-55
Todd Feldman
San Francisco State University - College of Business
Date Posted: November 11, 2011
Accepted Paper Series
320 downloads
Does Information Asymmetry Matter to Equity Pricing? Evidence from Firms’ Geographic Location
Contemporary Accounting Research, Forthcoming
Sadok El Ghoul ,
Omrane Guedhami ,
Yang Ni
,
Jeffrey Pittman and
Samir Saadi
University of Alberta - Campus Saint-Jean
,
University of South Carolina - Moore School of Business
,
Shanghai Jiao Tong University (SJTU)
,
Memorial University of Newfoundland (MUN) - Faculty of Business Administration
and
Queen's School of Business
Date Posted: September 13, 2010
Last Revised: November 13, 2011
Accepted Paper Series
320 downloads
Markets and Housing Finance
Veronica Cacdac Warnock and
Francis E. Warnock
Darden Business School
and
University of Virginia - Darden Business School
Date Posted: April 23, 2007
Last Revised: March 05, 2008
Working Paper Series
319 downloads
Multivariate Linear and Non-Linear Causality Tests
Zhidong Bai
,
Bingzhi Zhang
and
Wing-Keung Wong
Northeast Normal University
,
Columbia University-Department of BioStatistics
and
Hong Kong Baptist University (HKBU)
Date Posted: May 22, 2009
Last Revised: July 22, 2010
Working Paper Series
319 downloads
The Mispricing Return Premium
Michael J. Brennan and
Ashley Wang
University of California, Los Angeles (UCLA) - Finance Area
and
Federal Reserve Board
Date Posted: August 19, 2008
Last Revised: February 19, 2009
Working Paper Series
319 downloads
What Makes Investors Overreact in the Short Run?
EFMA 2004 Basel Meetings Paper; Syracuse University Working Paper
Boyce D. Watkins
Syracuse University - Department of Finance
Date Posted: September 09, 2003
Working Paper Series
319 downloads
Aggregate Hedge Fund Flows and Asset Returns
21st Australasian Finance and Banking Conference 2008 Paper
Ashley Wang and
Lu Zheng
Federal Reserve Board
and
University of California, Irvine - Paul Merage School of Business
Date Posted: August 20, 2008
Last Revised: September 16, 2009
Working Paper Series
318 downloads
Boundedly Rational Exuberance on Commodity Markets
NYU Poly Research Paper No. 09-11
Bertrand Munier
IAE Sorbonne's Business School
Date Posted: November 19, 2009
Working Paper Series
318 downloads
Defining Residual Risk-Sharing Opportunities: Pooling World
Income Components
Yale ICF Working Paper No. 00-43
Stefano Athanasoulis and
Robert J. Shiller
University of Notre Dame - Department of Finance
and
Yale University - Cowles Foundation
Date Posted: July 10, 2001
Working Paper Series
318 downloads
Determinants of Stock Trading Volume: Evidence from Indian Stock Markets
Alok Kumar
Indira Gandhi Institute of Development Research (IGIDR) - Economics
Date Posted: November 29, 2006
Last Revised: May 31, 2008
Working Paper Series
318 downloads
Prospect Theory and Fat Tails
Risk and Decision Analysis, Vol. 1, No. 3, pp. 187-195, 2009
Philip Maymin
NYU Poly - Department of Finance and Risk Engineering
Date Posted: May 08, 2009
Last Revised: June 30, 2009
Accepted Paper Series
318 downloads
Validation of Economic Capital Models: State of the Practice, Supervisory Expectations and Results from a Bank Study
Michael Jacobs Jr.
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: November 08, 2010
Working Paper Series
317 downloads
Increasing the Manageability of Tick Data Using Point & Figure Charting
John Anderson
Queensland University of Technology - School of Economics and Finance
Date Posted: July 25, 2000
Working Paper Series
316 downloads
The Functional Form of Yield Curves
European Central Bank Working Paper No. 148
Vincent Brousseau
European Central Bank, Directorate General Economics
Date Posted: August 02, 2002
Working Paper Series
316 downloads
Trichet Bonds to Resolve the European Sovereign Debt Problem
NET Institute Working Paper No. 11-01
Nicholas Economides and
Roy C. Smith
New York University - Leonard N. Stern School of Business - Department of Economics
and
New York University (NYU) - Salomon Center
Date Posted: January 25, 2011
Working Paper Series
316 downloads
Illusionary Finance and Trading Behavior
CORE Discussion Paper No. 2005/4
Malika Hamadi
,
Erick Williams Rengifo
and
Diego A. Salzman
University of Luxembourg - Luxembourg School of Finance
,
Fordham University
and
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: March 01, 2006
Working Paper Series
315 downloads
On the Choice of Asset Price Indices: Performance Measurement versus Asset Class Analysis
Liang Peng
University of Colorado at Boulder
Date Posted: December 03, 2003
Working Paper Series
315 downloads
Overconfidence and Market Efficiency with Heterogeneous Agents
Economic Theory, Vol. 30, No. 2, 2007
Diego Garcia ,
Francesco Sangiorgi
and
Branko Urosevic
University of North Carolina at Chapel Hill - Finance Area
,
Stockholm School of Economics - Department of Finance
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: June 23, 2004
Last Revised: September 18, 2012
Accepted Paper Series
315 downloads
Using Matched Samples to Test for Differences in Trade Execution Costs
Ryan J. Davies and
Sang Soo Kim
Babson College - Finance Division
and
The Korea Development Bank
Date Posted: June 03, 2004
Working Paper Series
315 downloads
Searching for Google's Value: Using Prediction Markets to Forecast Market Capitalization Prior to an Initial Public Offering
Joyce E. Berg
,
George R. Neumann and
Thomas Rietz
University of Iowa - Henry B. Tippie College of Business
,
University of Iowa - Henry B. Tippie College of Business - Department of Economics
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: March 02, 2006
Last Revised: August 29, 2008
Working Paper Series
314 downloads
Seasonality in Outliers of Daily Stock Returns: A Tail that Wags the Dog?
Dan Galai ,
Haim Kedar-Levy and
Ben Z. Schreiber
Hebrew University of Jerusalem - Jerusalem School of Business Administration
,
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
and
Bank of Israel
Date Posted: August 19, 2003
Working Paper Series
314 downloads
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
Elyes Jouini and
Clotilde Napp
Universite de Paris 9 Dauphine - CEREMADE
and
Université Paris-Dauphine - CNRS-DRM
Date Posted: July 15, 2006
Last Revised: December 07, 2009
Working Paper Series
313 downloads
The Greek Implied Volatility Index: Construction and Properties
George S. Skiadopoulos
University of Piraeus
Date Posted: March 25, 2004
Working Paper Series
313 downloads
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives
Journal of Finance, Forthcoming
John Ameriks ,
Andrew Caplin ,
Steven Laufer and
Stijn Van Nieuwerburgh
The Vanguard Group, Inc.
,
New York University (NYU) - Department of Economics
,
Federal Reserve Board
and
New York University Stern School of Business, Department of Finance
Date Posted: April 27, 2007
Last Revised: June 08, 2010
Accepted Paper Series
313 downloads
When Size Matters: The Case of Equity Index Futures
EFMA 2004 Basel Meetings Paper
George H. K. Wang
and
Aysegul Ates
George Mason University - Finance Area
and
Commodity Futures Trading Commission (CFTC)
Date Posted: June 12, 2004
Working Paper Series
313 downloads
Why Has Firm-Specific Risk Increased Over Time?
Richard W. Sias and
James A. Bennett
University of Arizona - Department of Finance
and
University of Southern Maine
Date Posted: December 18, 2004
Working Paper Series
313 downloads
Do Bank-Related Hedge Funds Benefit from Bailouts?
Robert W. Faff ,
Jerry T. Parwada and
Kian M. Tan
University of Queensland
,
University of New South Wales (UNSW) - School of Banking and Finance
and
Australian School of Business at UNSW
Date Posted: March 16, 2011
Last Revised: March 16, 2012
Working Paper Series
312 downloads
Politics in Corporate Governance: How Power Shapes the Board's Agenda
Centre for International Business and Sustainability (CIBS) Working Paper No. 3
Donald Nordberg
Bournemouth University - Business School
Date Posted: January 25, 2009
Last Revised: June 29, 2009
Working Paper Series
311 downloads
The Differential Impact of Uncertainty on Investment in Small and Large Businesses
Review of Economics and Statistics, Vol. 82, No. 2, 2000
Vivek Ghosal and
Prakash Loungani
Georgia Institute of Technology
and
International Monetary Fund (IMF)
Date Posted: July 27, 2000
Accepted Paper Series
311 downloads
Mental Liquidity
Kenneth L. Fisher and
Meir Statman
Fisher Investments, Inc.
and
Santa Clara University - Department of Finance
Date Posted: August 09, 2006
Working Paper Series
310 downloads
Modeling International Financial Returns with a Multivariate Regime Switching Copula
Lorán Chollete ,
Alfonso Valdesogo and
Andréas Heinen
UiS Business School
,
Universidad Carlos III de Madrid
and
University of Cergy-Pontoise - THEMA
Date Posted: March 09, 2008
Working Paper Series
310 downloads
Can Banks in Emerging Economies Benefit from Revenue Diversification?
Sarah Sanya and
Simon Wolfe
International Monetary Fund
and
University of Southampton - School of Management
Date Posted: December 24, 2007
Last Revised: January 31, 2010
Working Paper Series
309 downloads
Information Asymmetry, Bid-Ask Spreads and Option Returns
EFA 2003 Annual Conference Paper No. 147
Fredrik Berchtold
and
Lars L. Norden
Stockholm University - Department of Corporate Finance
and
Stockholm University - School of Business
Date Posted: July 23, 2003
Working Paper Series
309 downloads
Predictive Accuracy of Futures Options Implied Volatility: The Case of the Exchange Rate Futures Mexican Peso-U.S. Dollar
Guillermo Benavides
Banco de Mexico
Date Posted: October 10, 2004
Last Revised: July 17, 2008
Working Paper Series
309 downloads
Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements
FAME Research Working Paper No. 89
Jean-David Fermanian
and
O. Scaillet
CREST
and
University of Geneva - HEC
Date Posted: September 17, 2003
Working Paper Series
309 downloads
A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
EFMA 2000 Athens; Department of Economics Working Paper No. 2000:8
Andreas Graflund
Lund University - Department of Economics
Date Posted: December 07, 2000
Working Paper Series
308 downloads
Supply and Information Content of Order Book Depth: The Case of Displayed and Hidden Depth
Klaus Belter
University of Aarhus - Faculty of Business Administration
Date Posted: December 12, 2007
Last Revised: December 31, 2007
Working Paper Series
307 downloads
10 Years Later: Where in the World is Equal Weight Indexing Now?
Liyu Zeng
and
Frank Luo
Standard & Poor's
and
Standard & Poor's
Date Posted: April 28, 2013
Working Paper Series
306 downloads
Implied Bivariate State Price Density
Biao Lu and
Guojun Wu
University of Michigan at Ann Arbor
and
University of Houston
Date Posted: September 27, 1999
Working Paper Series
306 downloads
Option-implied Asymmetries in Bond Market Expectations Around Monetary Policy Actions of the ECB
ECB Working Paper No. 315
Sami Vähämaa
University of Vaasa
Date Posted: May 18, 2004
Working Paper Series
306 downloads
Bank Fragility in Japan, 1995-2003
CESifo Working Paper Series No. 1137
Takatoshi Ito and
Kimie Harada
University of Tokyo - Faculty of Economics
and
Chuo University - Faculty of Commerce
Date Posted: April 05, 2004
Working Paper Series
305 downloads
Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
EFA 2005 Moscow Meetings
Nikolai L. Roussanov
University of Pennsylvania - The Wharton School
Date Posted: March 05, 2005
Last Revised: December 28, 2012
Accepted Paper Series
305 downloads
Derivative Usage by Non-Financial Firms in Sweden 1996 and 2003: What Has Changed?
Per Alkeback
,
Bengt Pramborg and
Niclas Hagelin
Stockholm University - School of Business
,
Stockholm University - School of Business
and
Nordea Bank, Nordea Markets
Date Posted: November 20, 2003
Working Paper Series
305 downloads
Econometric Issues in the Analysis of Contagion
CESifo Working Paper Series No. 1176
Andreas Pick
and
M. Hashem Pesaran
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
University of Southern California
Date Posted: January 02, 2004
Working Paper Series
305 downloads
Market Jump Risk and the Price Structure of Individual Equity Options
WFA 2010 Victoria meetings
Redouane Elkamhi
and
Chayawat Ornthanalai
University of Iowa - Henry B. Tippie College of Business
and
University of Toronto - Rotman School of Management
Date Posted: July 19, 2009
Last Revised: June 01, 2010
Accepted Paper Series
305 downloads
On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares
Pui-lam Leung
and
Wing-Keung Wong
Chinese University of Hong Kong (CUHK) - Department of Statistics
and
Hong Kong Baptist University (HKBU)
Date Posted: June 08, 2006
Last Revised: April 27, 2010
Working Paper Series
305 downloads
Copula-Based Pairs Trading Strategy
Wenjun Xie
and
Yuan Wu
Nanyang Technological University (NTU) - Division of Banking & Finance
and
Nanyang Technological University (NTU) - Division of Banking & Finance
Date Posted: January 31, 2013
Last Revised: April 15, 2013
Working Paper Series
304 downloads
Credit Risk Transfer, Hedge Funds, and the Supply of Liquidity
LAW AND ECONOMICS OF RISK IN FINANCE, Peter Nobel and Marina Gets, eds., pp. 41-72, Schulthess, Zürich, 2007, U. of St. Gallen Law & Economics Working Paper No. 2008-14,
Heinz Zimmermann
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Date Posted: May 27, 2008
Last Revised: August 07, 2008
Working Paper Series
304 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 4.172 seconds