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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months: 		68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,994,299 Total downloads
Showing Papers 11,621 - 11,670 of 36,709
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Incl. Electronic Paper A LIBOR Market Model with Stochastic Basis
Fabio Mercurio
Bloomberg L.P.
Date Posted: April 05, 2010
Working Paper Series
935 downloads

Incl. Electronic Paper A Model of Financial Market Liquidity Based on Intermediary Capital
INSEAD Working Paper No. 2010/22/FIN
 Denis Gromb and Dimitri Vayanos
INSEAD and London School of Economics
Date Posted: April 05, 2010
Working Paper Series
64 downloads

Incl. Electronic Paper Admissible Strategies in Semimartingale Portfolio Selection
Cass Business School Research
 Sara Biagini and Ales Cerny
University of Pisa and Cass Business School
Date Posted: April 05, 2010
Last Revised: December 14, 2010
Accepted Paper Series
92 downloads

Incl. Electronic Paper Differential Evolution with DEoptim: An Application to Non-Convex Portfolio Optimization
The R Journal, Vol. 3, No. 1, pp. 27-34, 2011
David Ardia , Kris Boudt , Peter Carl , Katharine Mullen and Brian G. Peterson
Laval University - Département de Finance et Assurance , KU Leuven - Faculty of Business and Economics (FBE) , William Blair & Co. , Government of the United States of America - National Institute of Standards and Technology (NIST) and DV Trading
Date Posted: April 05, 2010
Last Revised: June 24, 2011
Accepted Paper Series
625 downloads

Incl. Electronic Paper Foreign Stock Holdings: The Role of Information
 Fernanda Nechio
Federal Reserve Bank of San Francisco
Date Posted: April 05, 2010
Last Revised: May 08, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper Inflation Risks and Inflation Risk Premia
ECB Working Paper No. 1162
 Juan A. Garcia and Thomas Werner
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: April 05, 2010
Working Paper Series
108 downloads

Incl. Electronic Paper Liquidity Options
Journal of Derivatives, Vol. 18, No. 1, 2010, Revere Street Working Paper Series No. 272-27
 Maxim Golts and Mark Kritzman
Fidelity Asset Management and Windham Capital Management
Date Posted: April 05, 2010
Last Revised: October 07, 2010
Working Paper Series
638 downloads

Incl. Electronic Paper Monte-Carlo Simulation with Boundary Conditions (with Applications to Stress Testing, CEV and Variance-Gamma Simulation)
 Christian P. Fries and Joerg Kienitz
DZ Bank AG and Deutsche Postbank AG
Date Posted: April 05, 2010
Last Revised: April 27, 2010
Working Paper Series
360 downloads

Effect of Auditor Concentration on Audit Pricing and Quality: International Evidence from Arthur Andersen’s Demise
 Bin Srinidhi , Mahmud Hossain and Chee Yeow Lim
University of Texas at Arlington - Department of Accounting , Nanyang Technological University (NTU) - Division of Accounting and Singapore Management University - School of Accountancy
Date Posted: April 04, 2010
Working Paper Series

Incl. Electronic Paper Does Correlated Analyst Coverage Explain Excess Comovement?
AFA 2012 Chicago Meetings Paper
 Ryan D. Israelsen
Indiana University Bloomington - Department of Finance
Date Posted: April 04, 2010
Last Revised: July 24, 2012
Working Paper Series
245 downloads

Incl. Electronic Paper Expecting and Evaluating the Importance of Asset Allocation
 Brian Jacobsen
Wells Fargo Funds Management
Date Posted: April 04, 2010
Working Paper Series
102 downloads

Incl. Electronic Paper Interest Rate Risk and the Cross-Section of Stock Returns
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
 Abraham Lioui and Paulo F. Maio
EDHEC Business School and Hanken School of Economics
Date Posted: April 04, 2010
Last Revised: February 27, 2013
Accepted Paper Series
105 downloads

Incl. Electronic Paper Liquidity Problems in the FX Liquid Market: Ask for the 'Bil'
 Vladimir Borgy , Julien Idier and Gaëlle Le Fol
Banque de France , Banque de France - Centre de Recherche and Université Paris-Dauphine - DRM-Finance
Date Posted: April 04, 2010
Working Paper Series
35 downloads

Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Regime Shift Approach
Review of Quantitative Finance and Accounting, Vol. 34, No. 1, 2010
 George Karathanassis and Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration and University of Glasgow
Date Posted: April 04, 2010
Last Revised: April 07, 2010
Working Paper Series

Incl. Electronic Paper A Parallel Implementation on GPUs of ADI Finite Difference Methods for Parabolic PDEs with Applications in Finance
 Duy Minh Dang , Christina Christara and Kenneth R. Jackson
University of Waterloo, David R. Cheriton School of Computer Science , University of Toronto - Department of Computer Science and University of Toronto - Department of Computer Science
Date Posted: April 03, 2010
Last Revised: January 02, 2011
Working Paper Series
891 downloads

Incl. Electronic Paper Actuarial Transform Pricing
Manchester Business School Research Paper No. 592
 Oleg A. Ruban , Luiz Vitiello and Ser-Huang Poon
MSCI Inc. , University of Essex - Essex Business School and University of Manchester - Business School
Date Posted: April 03, 2010
Working Paper Series
44 downloads

Incl. Electronic Paper Asset Pricing with Matrix Jump Diffusions
 Markus Leippold and Fabio Trojani
University of Zurich - Department of Banking and Finance and Swiss Finance Institute
Date Posted: April 03, 2010
Working Paper Series
111 downloads

Incl. Electronic Paper International Diversification Benefits: An Investigation from the Perspective of Chinese Investors
 Chonghui Jiang , Yongkai Ma and Yunbi An
University of Electronic Science and Technology of China (UESTC) , University of Electronic Science and Technology of China (UESTC) and University of Windsor - Faculty of Business Administration
Date Posted: April 03, 2010
Last Revised: September 05, 2010
Working Paper Series
122 downloads

Incl. Electronic Paper International Portfolio Choices with Investment Barriers: A Multifactor Approach
 Fathi Abid and Slah Bahloul
University of Sfax - Faculty of Economics and Management (FSEGS) and University of Sfax - Higher School of Business Administration
Date Posted: April 03, 2010
Working Paper Series
88 downloads

Incl. Electronic Paper Koreans in America During Economic Downturn
 Dorothy Hong
affiliation not provided to SSRN
Date Posted: April 03, 2010
Working Paper Series
17 downloads

Incl. Electronic Paper Return Predictability Along the Supply Chain: The International Evidence
 Husayn K. Shahrur , Ying L. Becker and Didier Rosenfeld
Bentley University - Department of Finance , State Street Global Advisors and State Street Corporate - State Street Global Advisors
Date Posted: April 03, 2010
Working Paper Series
182 downloads

Incl. Electronic Paper Theory of Argumentation in Financial Markets
 Fernando Estrada
Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales
Date Posted: April 03, 2010
Working Paper Series
158 downloads

Value Reporting: Conceptual Framework and Practical Application in the German Dax100
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung (ZFBF), Vol. 54, pp. 602-632, 2002,
 Franca Ruhwedel and Wolfgang Schultze
Ruhr Universität Bochum and University of Augsburg
Date Posted: April 03, 2010
Accepted Paper Series

Incl. Electronic Paper Why are Excess Returns on China’s Treasury Bonds So Predictable?
 Longzhen Fan , Shu Tian and Chu Zhang
Department of Finance, School of Management, Fudan University , Fudan University - School of Management and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: April 03, 2010
Last Revised: October 15, 2011
Working Paper Series
100 downloads

Incl. Electronic Paper 20 Years of VIX: Fear, Greed and Implications for Traditional Asset Classes
 Mikhail Munenzon
The Observatory
Date Posted: April 02, 2010
Last Revised: May 11, 2010
Working Paper Series
1501 downloads

Incl. Electronic Paper Analyst Bias, Firm Characteristics, and Stock Returns in the Australian Stock Market
 Shibely Sadique , Francis Haeuck In and Madhu Veeraraghavan
Monash University , Monash University - Department of Accounting and Finance and Monash University – Department of Accounting and Finance and Corporate Finance Cluster
Date Posted: April 02, 2010
Working Paper Series
116 downloads

ESO Accounting: Emerging Issues and Trends
THE ICFAI UNIVERSITY PRESS ON ACCOUNTING AND ITS APPLICATIONS, pp. 113-129, L. Venu, ed., ICFAI University Press, 2009
 Pankaj M. Madhani
ICFAI Business School (IBS)
Date Posted: April 02, 2010
Last Revised: November 11, 2011
Accepted Paper Series

Heavy Tails as a Reflection of Space Property
 Aleksey Kharevsky
affiliation not provided to SSRN
Date Posted: April 02, 2010
Working Paper Series

Incl. Electronic Paper Individualism, Uncertainty Avoidance and the Profitability of Momentum Strategies in International Markets
 Yiwen (Paul) Dou , Cameron Truong and Madhu Veeraraghavan
Macquarie University , Monash University and Monash University – Department of Accounting and Finance and Corporate Finance Cluster
Date Posted: April 02, 2010
Last Revised: April 22, 2010
Working Paper Series
166 downloads

Incl. Electronic Paper Is Information Risk Priced? Evidence from the Price Discovery of Large Trades
AFA 2011 Denver Meetings Paper
 Xiaolin Qian and Chuan-Yang Hwang
University of Macau and Nanyang Technological University (NTU)
Date Posted: April 02, 2010
Last Revised: September 20, 2011
Working Paper Series
208 downloads

Incl. Electronic Paper Risk and Beta Anatomy in the Hedge Fund Industry
EMFI Working Paper No. 1 - 2009, The European Journal of Finance, Forthcoming, DOI:10.1080/1351847X.2011.649216
 Roberto Savona
University of Brescia
Date Posted: April 02, 2010
Working Paper Series
124 downloads

The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance
Atlantic Economic Journal, 2010
 Julapa Jagtiani and William W. Lang
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Date Posted: April 02, 2010
Working Paper Series

Incl. Electronic Paper The Predictive Accuracy of Credit Ratings: Measurement and Statistical Inference
University of Cologne Statistics and Econometrics Discussion Paper No. 2/10
 Walter Orth
University of Cologne - Department of Statistics and Econometrics
Date Posted: April 02, 2010
Last Revised: February 18, 2011
Working Paper Series
173 downloads

Incl. Electronic Paper Trade Credit, Future Earnings, and Stock Returns: A Self-Dealing Perspective
China Journal of Accounting Research, Vol. 2, No. 2, pp. 59-80, 2009
Jigao Zhu and Guohua Jiang
Peking University and Peking University - Guanghua School of Management
Date Posted: April 02, 2010
Accepted Paper Series
99 downloads

Incl. Electronic Paper Acquisitions as Lotteries: Do Managerial Gambling Attitudes Influence Takeover Decisions?
 Christoph Schneider and Oliver G. Spalt
University of Mannheim - Department of Business Administration and Finance and Tilburg University - Department of Finance
Date Posted: April 01, 2010
Last Revised: April 30, 2013
Working Paper Series
1023 downloads

Incl. Electronic Paper Are Freight Futures Markets Efficient? Evidence from IMAREX
 Lambros Goulas and George S. Skiadopoulos
Systemic Risk Management and University of Piraeus
Date Posted: April 01, 2010
Last Revised: November 27, 2011
Working Paper Series
284 downloads

Incl. Electronic Paper Asset Pricing, Habit Memory, and the Labor Market
ECB Working Paper No. 1163
 Ivan Jaccard
European Central Bank (ECB) - Directorate General Research
Date Posted: April 01, 2010
Working Paper Series
43 downloads

Incl. Electronic Paper Beauty Contests and Irrational Exuberance: A Neoclassical Approach
MIT Department of Economics Working Paper No. 10-04
 George-Marios Angeletos , Guido Lorenzoni and Alessandro Pavan
Massachusetts Institute of Technology (MIT) - Department of Economics , Massachusetts Institute of Technology (MIT) and Northwestern University
Date Posted: April 01, 2010
Last Revised: May 13, 2010
Working Paper Series
149 downloads

Incl. Electronic Paper Macroeconomic Effects on D.J.S.I. - World Returns
International Journal of Economic Sciences and Applied Research, Vol. 2, No. 2, December 2009
 Nikolaos Sariannidis , Ioannis Koskosas , Nikos Kartalis and George Konteos
TEI of West Macedonia , Univeristy of Western Macedonia , TEI of Western Macedonia and Technological Educational Institute (TEI) of West Macedonia
Date Posted: April 01, 2010
Accepted Paper Series
66 downloads

Incl. Electronic Paper Risk-Based Indexation
 Paul Demey , Sébastien Maillard and Thierry Roncalli
Lyxor Asset Management , Lyxor Asset Management and Universite d'Evry
Date Posted: April 01, 2010
Last Revised: January 29, 2011
Working Paper Series
159 downloads

Incl. Electronic Paper S&P 500 Returns Revisited
 Oleg Kitov and Ivan Kitov
University of Warwick and Russian Academy of Sciences (RAS) - Institute for the Geospheres Dynamics
Date Posted: April 01, 2010
Working Paper Series
73 downloads

Incl. Electronic Paper Structured Products for the Retail Market: Regulatory Implications of Investor Innumeracy & Consumer Information Processing
Arizona Law Review, Vol. 52, p. 623, 2010
 Ann Morales Olazábal and Howard Marmorstein
University of Miami - School of Business - Business Law Department and University of Miami - Department of Marketing
Date Posted: April 01, 2010
Last Revised: October 08, 2010
Accepted Paper Series
235 downloads

Incl. Electronic Paper The Public Interest in Consumer and Mortgage Credit Markets
University of Pennsylvania Institute for Law & Economic Research Paper No. 10-05
 Eric S. Belsky and Susan M. Wachter
Harvard University and University of Pennsylvania - Wharton School, Department of Real Estate
Date Posted: April 01, 2010
Accepted Paper Series
116 downloads

Incl. Electronic Paper Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios
Journal of Finance, Forthcoming
 Laurent E. Calvet and Paolo Sodini
HEC Paris (Groupe HEC) - Finance Department and Stockholm School of Economics - Department of Finance
Date Posted: March 31, 2010
Last Revised: March 21, 2013
Accepted Paper Series
204 downloads

Incl. Electronic Paper Financial Markets and Terrorism: Critical Literature Review
 Kevin L. Meyer
Edinburgh University School of Law
Date Posted: March 31, 2010
Last Revised: June 21, 2010
Working Paper Series
151 downloads

Incl. Electronic Paper Hayek, Keynes, and Modern Macroeconomics
 Roger Koppl and William J. Luther
Fairleigh Dickinson University and Kenyon College
Date Posted: March 31, 2010
Last Revised: June 30, 2011
Working Paper Series
203 downloads

Incl. Electronic Paper India Venture Capital and Private Equity Report 2009
 Thillai Rajan Annamalai and Ashish Deshmukh
Indian Institute of Technology (IIT) and Indian Institute of Technology (IIT), Madras
Date Posted: March 31, 2010
Working Paper Series
346 downloads

Incl. Electronic Paper Monte Carlo Bounds for Game Options Including Convertible Bonds
 Christopher Beveridge and Mark S. Joshi
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Date Posted: March 31, 2010
Last Revised: November 30, 2010
Working Paper Series
315 downloads

Incl. Electronic Paper On Information Ratio
 Stylianos Paganopoulos
affiliation not provided to SSRN
Date Posted: March 31, 2010
Working Paper Series
71 downloads

Incl. Electronic Paper Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks
 Ryan Bartens and Shakill Hassan
affiliation not provided to SSRN and University of Cape Town
Date Posted: March 31, 2010
Working Paper Series
75 downloads


 

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