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


SSRN eLibrary Search Results
JEL Code: G1
12,996,571 Total downloads
Showing Papers 11,781 - 11,830 of 36,712
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Incl. Electronic Paper Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali and Scott Murray
Georgetown University - Robert Emmett McDonough School of Business and University of Nebraska - Lincoln
Date Posted: March 22, 2010
Last Revised: May 05, 2012
Working Paper Series
439 downloads

Incl. Electronic Paper Evaporating Liquidity
AFA 2011 Denver Meetings Paper
 Stefan Nagel
Stanford Graduate School of Business
Date Posted: March 22, 2010
Last Revised: July 23, 2011
Working Paper Series
200 downloads

Incl. Electronic Paper Geographic Dispersion and Stock Returns
Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
 Diego Garcia and Oyvind Norli
University of North Carolina at Chapel Hill - Finance Area and Norwegian School of Management - Department of Financial Economics
Date Posted: March 22, 2010
Last Revised: September 18, 2012
Accepted Paper Series
350 downloads

Incl. Electronic Paper How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments
Review of Finance, Forthcoming
 Joost Driessen , Tse-Chun Lin and Otto Van Hemert
Tilburg University - Department of Finance , University of Hong Kong - Faculty of Business and Economics and New York University (NYU) - Department of Finance
Date Posted: March 22, 2010
Last Revised: July 09, 2011
Working Paper Series
709 downloads

Incl. Electronic Paper Is it Heterogeneous Investor Beliefs or Private Information that Affects Prices and Trading Volume? Evidence from Indian IPOs
 Sugato Chakravarty and Rina Ray
Purdue University and University of Colorado at Denver
Date Posted: March 22, 2010
Working Paper Series
72 downloads

Incl. Electronic Paper Learning from Stock Prices and Economic Growth
 Joel Peress
INSEAD - Finance
Date Posted: March 22, 2010
Working Paper Series
67 downloads

Incl. Electronic Paper Limited Stock Market Participation Among Renters and Home Owners
 Roine Vestman
Stockholm University - Department of Economics
Date Posted: March 22, 2010
Last Revised: January 10, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Market Belief, Trading Volume, Price Volatility, and Illiquidity
 Songtao Wang
University of Zurich - Swiss Banking Institute (ISB)
Date Posted: March 22, 2010
Working Paper Series
126 downloads

Incl. Electronic Paper Obtaining Point Estimates of State Variables from the Term Structure of Interest Rates
 Narayan Bulusu
Government of Canada - Funds Management and Banking Department
Date Posted: March 22, 2010
Working Paper Series
23 downloads

Incl. Electronic Paper On the Dynamics of Hedge Fund Risk Exposures
 Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and University of Oxford - Said Business School
Date Posted: March 22, 2010
Last Revised: June 29, 2011
Working Paper Series
203 downloads

Incl. Electronic Paper Price, Earnings, and Revenue Momentum Strategies
 Hong-Yi Chen , Sheng-Syan Chen , Chin-Wen Hsin and Cheng-Few Lee
Natioal Cental University at Taiwan -Department of Finance , National Taiwan University - Department of Finance , Yuan-Ze University - Department of Finance and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Date Posted: March 22, 2010
Working Paper Series
850 downloads

Incl. Electronic Paper SEO Underwriting Affiliation and Analyst Earnings Forecasts
 Wenjuan Xie and Ahmad Etebari
University of New Hampshire and University of New Hampshire
Date Posted: March 22, 2010
Working Paper Series
95 downloads

Incl. Electronic Paper The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards
AFA 2011 Denver Meetings Paper
 Andrea Buraschi , Paolo Porchia and Fabio Trojani
The University of Chicago , IE Business School and Swiss Finance Institute
Date Posted: March 22, 2010
Last Revised: October 26, 2010
Working Paper Series
234 downloads

Incl. Electronic Paper The Effect of Education on Equity Holdings
 Dmytro Hryshko , Maria Jose Luengo-Prado and Bent E. Sorensen
University of Alberta , Northeastern University - Department of Economics and University of Houston - Department of Economics
Date Posted: March 22, 2010
Working Paper Series
49 downloads

Incl. Electronic Paper The Effect of Monetary Policy on Credit Spreads
 Tolga Cenesizoglu and Badye Essid
HEC Montreal - Department of Finance and HEC Montreal - Institute of Applied Economics
Date Posted: March 22, 2010
Last Revised: November 29, 2010
Working Paper Series
101 downloads

Incl. Electronic Paper The Growth and Size of the Brazilian Mutual Fund Industry
 Gyorgy Varga and Maxim Wengert
FCE Consulting and Quantum
Date Posted: March 22, 2010
Working Paper Series
88 downloads

Time-Varying Optimal Currency Hedging and the Preference for Skewness
 Yongyang Su and A. Tolga Ergun
Suffolk University - Department of Economics and State Street Corporation
Date Posted: March 22, 2010
Last Revised: March 09, 2011
Working Paper Series

Incl. Electronic Paper What Broker Charges Reveal About Mortgage Credit Risk
AFA 2011 Denver Meetings Paper
 Antje Berndt , Burton Hollifield and Patrik Sandås
Carnegie Mellon University - Tepper School of Business , Carnegie Mellon University - David A. Tepper School of Business and University of Virginia
Date Posted: March 22, 2010
Last Revised: June 21, 2012
Working Paper Series
306 downloads

Incl. Electronic Paper Where Did All the Information Go? Trade in the Corporate Bond Market
 Xing Zhou and Tavy Ronen
Rutgers, The State University of New Jersey - Department of Finance and Rutgers University, Newark - School of Business - Department of Finance & Economics
Date Posted: March 22, 2010
Working Paper Series
113 downloads

Incl. Electronic Paper Inefficiencies in the Pricing of Exchange-Traded Funds
 Antti Petajisto
New York University (NYU) - Department of Finance
Date Posted: March 21, 2010
Last Revised: March 12, 2013
Working Paper Series
637 downloads

Incl. Electronic Paper Does Ambiguity Matter? Estimating Asset Pricing Models with a Multiple-Priors Recursive Utility
 Daehee Jeong , Hwagyun Kim and Joon Y. Park
affiliation not provided to SSRN , Texas A&M University - Mays Business School and Texas A&M University
Date Posted: March 21, 2010
Last Revised: November 21, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper Do Foreign Institutions Improve Stock Liquidity?
 Chishen Wei
University of Texas at Austin
Date Posted: March 21, 2010
Last Revised: November 26, 2010
Working Paper Series
154 downloads

Incl. Electronic Paper Is the Potential for International Diversification Disappearing?
 Peter Christoffersen , Vihang R. Errunza , Kris Jacobs and Xisong Jin
University of Toronto - Rotman School of Management , McGill University - Desautels Faculty of Management , University of Houston - C.T. Bauer College of Business and University of Luxembourg - Luxembourg School of Finance
Date Posted: March 21, 2010
Working Paper Series
1419 downloads

Incl. Electronic Paper Momentum, Credit Risk and Business Cycles
 Sirajum Munira and Yaz Gulnur Muradoglu
City University - Sir John Cass Business School - Faculty of Finance and Queen Mary University of London
Date Posted: March 21, 2010
Working Paper Series
131 downloads

Incl. Electronic Paper Predicting French Takeover Targets: New Empirical Evidence
 Zahia Hamouda and Taher Hamza
University of Sousse and Institut Supérieur de Gestion de Sousse
Date Posted: March 21, 2010
Last Revised: April 13, 2010
Working Paper Series
158 downloads

Incl. Electronic Paper Trading Game Invariance in the TAQ Dataset
 Albert S. Kyle , Anna A. Obizhaeva and Tugkan Tuzun
University of Maryland , University of Maryland - Robert H. Smith School of Business and Federal Reserve Board
Date Posted: March 21, 2010
Last Revised: January 12, 2012
Working Paper Series
154 downloads

Incl. Electronic Paper Long-Run Risks and Value Premium: The International Evidence
 David Ng and Jiyoun An
Cornell University and College of International Studies, Kyung Hee University
Date Posted: March 20, 2010
Last Revised: March 28, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper A Structural Model of Default Risk
Journal of Fixed Income, Vol. 19, No. 3, pp. 77-94, Winter 2010
 Jason C. Hsu , Jesus Saa-Requejo and Pedro Santa-Clara
Research Affiliates, LLC , Vega Asset Management LLC and Nova School of Business and Economics
Date Posted: March 20, 2010
Last Revised: November 03, 2010
Accepted Paper Series
160 downloads

Incl. Electronic Paper Crude or Re…fined: Identifying Oil Price Dynamics through the Crack Spread
 Daniel P. Ahn and Leonid Kogan
Columbia University and affiliation not provided to SSRN
Date Posted: March 20, 2010
Last Revised: March 06, 2012
Working Paper Series
164 downloads

Incl. Electronic Paper Cyclicality in Stock Market Volatility and Optimal Portfolio Allocation
In 'STOCK MARKET VOLATILITY', Chapter 10, pp. 195-208, Greg Gregoriou, ed., Chapman & Hall, 2009
 Jason C. Hsu and Feifei Li
Research Affiliates, LLC and Research Affiliates, LLC
Date Posted: March 20, 2010
Last Revised: November 03, 2010
Accepted Paper Series
185 downloads

Incl. Electronic Paper Shadow Banks and the Financial Crisis of 2007-2008
In 'THE BANKING CRISIS HANDBOOK', Chapter 3, pp. 39-56, Greg Gregoriou, ed., CRC Press, 2009
 Jason C. Hsu and Max Moroz
Research Affiliates, LLC and Research Affiliates, LLC
Date Posted: March 20, 2010
Last Revised: November 03, 2010
Accepted Paper Series
549 downloads

Incl. Electronic Paper A Neoclassical Model of Managed Distribution Plans: Theory and Evidence
 Martin Cherkes , Jacob S. Sagi and Zhi Jay Wang
Columbia Business School - Finance and Economics , Vanderbilt University - Finance and University of Oregon - Charles H. Lundquist School of Business
Date Posted: March 19, 2010
Last Revised: November 23, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Cash Flow and Discount Rate Risk in Up and Down Markets: What is Actually Priced?
Journal of Financial and Quantitative Analysis (JFQA), Vol. 47, No. 6, 2012
 Mahmoud Botshekan , Roman Kräussl and Andre Lucas
VU University Amsterdam , Universite du Luxembourg - Luxembourg School of Finance and VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 19, 2010
Last Revised: March 02, 2013
Accepted Paper Series
252 downloads

Incl. Electronic Paper Transaction Taxes in a Price Maker/Taker Market
UIC College of Business Administration Research Paper No. 10-13, Midwest Finance Association 2013 Annual Meeting Paper
 Dale W. R. Rosenthal , Nordia D. M. Thomas and Hefei Wang
University of Illinois at Chicago - Department of Finance , University of Wisconsin - La Crosse and University of Illinois at Chicago - Department of Finance
Date Posted: March 19, 2010
Last Revised: April 29, 2013
Working Paper Series
177 downloads

Incl. Electronic Paper A Comparative Study of Equity Based Mutual Fund of Reliance and HDFC
Prabandhan & Taqniki, Vol. 3, pp. 145-154, October 2009
 Deepak Agrawal and Deepak Patidar
Indore Institute of Science & Technology and Truba College of Engineering & Technology
Date Posted: March 19, 2010
Accepted Paper Series
780 downloads

Incl. Electronic Paper A Realistic Continuous-Time Option Pricing Target for Discrete-Time Option Replication in Frictional Capital Market
 Chen Guo
University of Ottawa
Date Posted: March 19, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Can the Performance of Structural Corporate Bond Models Be Improved?
 Craig W. Holden and Zhongyan Zhu
Indiana University Bloomington - Department of Finance and Chinese University of Hong Kong - Department of Finance
Date Posted: March 19, 2010
Working Paper Series
123 downloads

Incl. Electronic Paper Competition for Managers, Corporate Governance and Incentive Compensation
AFA 2011 Denver Meetings Paper
 Viral V. Acharya , Marc Gabarro and Paolo F. Volpin
New York University - Leonard N. Stern School of Business , Erasmus University and London Business School
Date Posted: March 19, 2010
Working Paper Series
567 downloads

Incl. Electronic Paper Credit Conditions and Expected Stock Returns
 Sudheer Chava , Heungju Park and Michael F. Gallmeyer
Georgia Institute of Technology - College of Management , Peking University - HSBC School of Business and University of Virginia (UVA) - McIntire School of Commerce
Date Posted: March 19, 2010
Last Revised: June 23, 2012
Working Paper Series
321 downloads

Incl. Electronic Paper Disaster Risk and Business Cycles
AFA 2011 Denver Meetings Paper
 Francois Gourio
Boston University
Date Posted: March 19, 2010
Working Paper Series
199 downloads

Incl. Electronic Paper Do Arbitrageurs Really Avoid High Idiosyncratic Risk Stocks?
 Itzhak Ben-David , Denys Glushkov and Rabih Moussawi
Ohio State University - Fisher College of Business, Finance Department , Wharton Research Data Services (WRDS), University of Pennsylvania and University of Pennsylvania - The Wharton School
Date Posted: March 19, 2010
Last Revised: February 16, 2011
Working Paper Series
218 downloads

Incl. Electronic Paper Do Non-Executive Employees Have Information? Evidence from Employee Stock Purchase Plans
AFA 2011 Denver Meetings Paper, Rothschild Caesarea Center 8th Annual Academic Conference (IDC)
 Ilona Babenko and Rik Sen
Arizona State University and Hong Kong University of Science and Technology
Date Posted: March 19, 2010
Last Revised: October 06, 2012
Working Paper Series
209 downloads

Incl. Electronic Paper Government Spending, Political Cycles and the Cross Section of Stock Returns
 Frederico Belo , Vito Gala and Jun Li
University of Minnesota , London Business School and University of Texas at Dallas
Date Posted: March 19, 2010
Last Revised: October 10, 2011
Working Paper Series
572 downloads

Incl. Electronic Paper Has the US Subprime Crisis Accentuated Volatility Clustering and Leverage Effects in Major International Stock Markets?
International Research Journal of Finance and Economics, Forthcoming
 Indranarain Ramlall
University of Mauritius
Date Posted: March 19, 2010
Accepted Paper Series
184 downloads

Incl. Electronic Paper Individual Investors and Broker Types
 Kingsley Y. L. Fong , David R. Gallagher and Adrian D. Lee
University of New South Wales - School of Banking and Finance , Centre for International Finance and Regulation and University of Technology, Sydney - Finance Discipline Group
Date Posted: March 19, 2010
Last Revised: November 08, 2012
Working Paper Series
172 downloads

Incl. Electronic Paper Insider Trading and the Long-Run Performance of IPOs
 Hafiz Hoque and Meziane Lasfer
City University London - Sir John Cass Business School and City University London - Cass Business School
Date Posted: March 19, 2010
Working Paper Series
190 downloads

Incl. Electronic Paper International Stock Return Predictability: What is the Role of the United States?
 David Rapach , Jack Strauss and Guofu Zhou
Saint Louis University - John Cook School of Business , Saint Louis University - Department of Economics and Washington University in St. Louis - Olin School of Business
Date Posted: March 19, 2010
Working Paper Series
135 downloads

Incl. Electronic Paper Investor Sophistication and the Home Bias, Diversification, and Employer Stock Puzzles
 Miles S. Kimball and Tyler Shumway
University of Michigan at Ann Arbor - Department of Economics and University of Michigan at Ann Arbor
Date Posted: March 19, 2010
Working Paper Series
193 downloads

Incl. Electronic Paper Large Shocks and Commodity Market Volatility
 Jian Hua and Peter Went
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and GARP Research Center
Date Posted: March 19, 2010
Working Paper Series
92 downloads

Incl. Electronic Paper Levy Subordinator Model of Default Dependency
 B.S. Balakrishna
Independent
Date Posted: March 19, 2010
Last Revised: July 23, 2010
Working Paper Series
49 downloads


 

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