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SSRN eLibrary Statistics:

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

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

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Total References: 8,480,523
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Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,806,378 Total downloads
Showing Papers 11,851 - 11,900 of 13,821
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Incl. Electronic Paper Variation of Share Prices Due to Fundamental and Non-fundamental Innovations
EFMA 2001 Lugano Meetings
David E. Allen and Wenling Joey Yang
Edith Cowan University - School of Finance and Business Economics and Securities Industry Research Centre of Asia Pacific (SIRCA)
Date Posted: May 11, 2001
Working Paper Series
280 downloads

Spread-Driven Dividend Discount Models
Financial Analysts Journal, Vol. 56, No. 6, November/December 2000
 Martin L. Leibowitz
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Date Posted: May 09, 2001
Accepted Paper Series

Incl. Electronic Paper DotCom Mania: A Survey of Market Efficiency in the Internet Sector
 Eli Ofek and Matthew P. Richardson
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Date Posted: May 09, 2001
Working Paper Series
1454 downloads

Incl. Electronic Paper Financial Press Coverage and Expected Stock Returns
EFMA 2002 London Meetings
 Christopher Gadarowski
Rowan University - Accounting & Finance
Date Posted: May 09, 2001
Working Paper Series
610 downloads

Incl. Electronic Paper Incentives and Governance in Entrepreneurial Firms
 Ellen Engel , Elizabeth A. Gordon and Rachel M. Hayes
University of Chicago Booth School of Business , Temple University - Fox School of Business and Management and University of Utah - David Eccles School of Business
Date Posted: May 09, 2001
Working Paper Series
1020 downloads

Incl. Electronic Paper Stock Prices and Differences of Opinion: Empirical Evidence that Prices Reflect Optimism
Kellogg Graduate School of Management Working Paper
 Anna Scherbina
University of California, Davis - Graduate School of Management
Date Posted: May 09, 2001
Working Paper Series
719 downloads

Incl. Electronic Paper Human Capital and Stock Returns: Is the Value Premium an Approximation for Return on Human Capital?
Stockholm University, School of Business Working Paper
 Bo Hansson
Organization for Economic Co-Operation and Development (OECD) - Directorate for Education (EDU)
Date Posted: May 08, 2001
Working Paper Series
506 downloads

Incl. Electronic Paper Predictability and the Dynamics of Long Forward Rates
 Andrew P. Carverhill
University of Hong Kong - School of Business
Date Posted: May 08, 2001
Working Paper Series
273 downloads

Incl. Electronic Paper Moment Condition Failure Australian Evidence
EFMA 2001 Lugano Meetings
 Jan Annaert , Marc J. K. de Ceuster and Allan Hodgson
Antwerp Management School , University of Antwerp - Faculty of Applied Economics - City Campus and University of Queensland - Faculty of Business, Economics and Law
Date Posted: May 05, 2001
Working Paper Series
84 downloads

Incl. Electronic Paper Risk Attitudes of Bond Investors
EFMA 2001 Lugano Meetings
 B. Philipp Kellerhals and Rainer Schoebel
University of Tuebingen - Department of Business Administration and University of Tuebingen - Faculty of Economics and Social Sciences
Date Posted: May 05, 2001
Working Paper Series
390 downloads

Incl. Fee Electronic Paper Financial Integration and Asset Returns
CEPR Discussion Paper No. 2282
 Philippe Martin and Helene Rey
Ecole Nationale des Ponts et Chaussées (ENPC) - Centre d'Enseignement et de Recherche en Analyse Socio-Economique (CERAS) and London Business School
Date Posted: May 04, 2001
Working Paper Series
21 downloads

Incl. Electronic Paper The Effect of Transaction Size on Off-the-Run Treasury Prices
Wharton Financial Institutions Center Working Paper No. 01-03
 David F. Babbel , Craig B. Merrill , Mark F. Meyer and Meiring De Villiers
University of Pennsylvania - The Wharton School - Finance and Insurance Departments , Brigham Young University - J. Willard and Alice S. Marriott School of Management , Princeton Economics Group, Inc. and University of New South Wales (UNSW) - Faculty of Law
Date Posted: May 04, 2001
Working Paper Series
238 downloads

Board Structure and the Informativeness of Earnings
Journal of Accounting and Public Policy, Vol. 19, No. 2, June 30, 2000
 Nikos Vafeas
University of Cyprus
Date Posted: May 03, 2001
Accepted Paper Series

Incl. Electronic Paper Limited Arbitrage in Equity Markets
Harvard Business School Working Paper No. 01-069, HBS Finance Working Paper No. 01-069
 Mark L. Mitchell , Todd C. Pulvino and Erik Stafford
CNH Partners , CNH Partners and Harvard Business School - Finance Unit
Date Posted: May 01, 2001
Working Paper Series
2281 downloads

Incl. Electronic Paper The Term Structure of Real Interest Rates: Theory and Evidence from UK Index-Linked Bonds
University of Illinois Working Paper No. 00-0120, Bank of Finland Discussion Papers 22/2000
 Juha Seppala
University of Illinois at Urbana-Champaign
Date Posted: May 01, 2001
Working Paper Series
307 downloads

Incl. Electronic Paper Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Return Variance
European Univ., Economics Discussion Paper No. 2001/6
 Roel C. A. Oomen
Deutsche Bank AG
Date Posted: May 01, 2001
Working Paper Series
993 downloads

Structural Breaks, Incomplete Information and Stock Prices
Journal of Business & Economic Statistics, July 2001
 Allan G. Timmermann
University of California, San Diego (UCSD) - Department of Economics
Date Posted: April 30, 2001
Accepted Paper Series

Incl. Electronic Paper Pricing Relevance of Stock Price Jumps: CAPM and Variance Decomposition
EFMA 2001 Lugano Meetings
 Bernhard Nietert
University of Marburg - Faculty of Economics and Business Administration - Chair of Finance and Banking
Date Posted: April 30, 2001
Working Paper Series
477 downloads

Skewness and Kurtosis Implied by Option Prices: A Correction
The Journal of Financial Research, Forthcoming
 Christine A. Brown and David M. Robinson
Monash University - Department of Accounting and Finance and University of Queensland - Business School
Date Posted: April 28, 2001
Accepted Paper Series

A Class of Risk Neutral Densities with Heavy Tails
Finance and Stochastics, Vol. 5 Issue 1
Niels Vaever Hartvig , Jens Ledet Jensen and Jan Pedersen
University of Aarhus - Department of Theoretical Statistics and Operations Research , University of Aarhus - Department of Theoretical Statistics and Operations Research and University of Aarhus - Department of Mathematical Sciences
Date Posted: April 27, 2001
Accepted Paper Series

Incl. Electronic Paper A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks
FMG Discussion Paper No. 0350
 Eric Benhamou
Pricing Partners
Date Posted: April 27, 2001
Working Paper Series
492 downloads

Incl. Electronic Paper A Martingale Result for Convexity Adjustment in the Black Pricing Model
LSE Working Paper
 Eric Benhamou
Pricing Partners
Date Posted: April 27, 2001
Working Paper Series
1508 downloads

Incl. Electronic Paper An Empirical Analysis of the Effect of Changes in Interest Rates on Accounting Rates of Return, Growth, and Equity Values
 Doron Nissim and Stephen H. Penman
Columbia University - Columbia Business School and Columbia University - Department of Accounting
Date Posted: April 26, 2001
Working Paper Series
1647 downloads

An Empirical Comparison of Continuous Time Models of the Short Term Interest Rate
Journal of Futures Market, Vol. 19, pp. 777-798, October 1999
 Turan G. Bali
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: April 26, 2001
Accepted Paper Series

Modeling the Conditional Mean and Variance of the Short Rate Using Diffusion, GARCH and Moving Average Models
Journal of Futures Market, September 2000
 Turan G. Bali
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: April 26, 2001
Accepted Paper Series

Incl. Electronic Paper Testing Nonlinear Relationships between Excess Rate of Return on Equity and Financial Ratios
 Marko Pahor and Dusan Mramor
University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics
Date Posted: April 26, 2001
Working Paper Series
1177 downloads

How Stock Splits Affect Trading: A Microstructure Approach
Journal of Financial and Quantitative Analysis, Vol. 36, March 2001
 David Easley , Maureen O'Hara and Gideon Saar
Cornell University - Department of Economics , Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: April 25, 2001
Accepted Paper Series

Incl. Electronic Paper Valuation of Internet Stocks - An IPO Perspective
 Eli Bartov , Partha Mohanram and Chandra Seethamraju
New York University , University of Toronto - Accounting and Mellon Capital Management
Date Posted: April 24, 2001
Working Paper Series
1624 downloads

Valuing Repurchasing Corporations with the Discounted Dividend Model: Theory and Application
Advances in Financial Planning & Forecasting, Forthcoming
 Douglas J. Lamdin
University of Maryland, Baltimore County - Department of Economics
Date Posted: April 23, 2001
Accepted Paper Series

Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value?
Contemporary Accounting Research, Vol. 18, No. 2, Summer 2001
 Brian J. Bushee
University of Pennsylvania - The Wharton School
Date Posted: April 23, 2001
Accepted Paper Series

Differences in Performance of Independent and Finance-affiliated Venture Capital Firms
Journal of Financial Research
 Kangmao Wang , Clement K. Wang and Qing Lu
Zhejiang University - School of Business Administration , affiliation not provided to SSRN and National University of Singapore (NUS) - Department of Accounting
Date Posted: April 18, 2001
Accepted Paper Series

Reconciling Value Estimates from the Discounted Cash Flow Model and the Residual Income Model
Contemporary Accounting Research, Summer 2001
 Russell J. Lundholm and Terry O'Keefe
University of British Columbia - Sauder School of Business and University of Queensland - Accounting and Accountability
Date Posted: April 17, 2001
Accepted Paper Series

Incl. Electronic Paper Conditional Volatility, Skewness and Kurtosis: Existence and Persistence
EFMA 2001 Lugano Meetings; HEC Department of Finance Working Paper No. 710/2000
 Michael Rockinger and Eric Jondeau
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne
Date Posted: April 17, 2001
Working Paper Series
1133 downloads

Incl. Electronic Paper Good Day Sunshine: Stock Returns and the Weather
Dice Center Working Paper No. 2001-3
 David A. Hirshleifer and Tyler Shumway
University of California, Irvine - Paul Merage School of Business and University of Michigan at Ann Arbor
Date Posted: April 17, 2001
Working Paper Series
2279 downloads

Incl. Electronic Paper Market Makers' Supply and Pricing of Financial Market Liquidity
UCSD Economics Working Paper No. 2000-28
 Pu Shen and Ross M. Starr
Federal Reserve Bank of Kansas City - Economic Research Department and University of California at San Diego
Date Posted: April 17, 2001
Working Paper Series
495 downloads

Linear Accounting Valuation When Abnormal Earnings Are AR(2)
Review of Quantitative Finance and Accounting, Vol. 16, May 2001
 Jeffrey L. Callen and Mindy Morel
University of Toronto - Rotman School of Management and University of Toronto - Joseph L. Rotman School of Management
Date Posted: April 16, 2001
Accepted Paper Series

Incl. Electronic Paper Aggregate and Disaggregate Measures of the Foreign Exchange Risk Premium
 Dionysios Chionis
University of Thessaly - Department of Economics
Date Posted: April 16, 2001
Working Paper Series
175 downloads

Incl. Electronic Paper Internet Valuations: The Case of Terra-Lycos
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: April 16, 2001
Last Revised: February 04, 2013
Working Paper Series
5069 downloads

Incl. Electronic Paper Nominal and Inflation Indexed Yields: Separating Expected Inflation and Inflation Risk Premia
 Stefano Risa
affiliation not provided to SSRN
Date Posted: April 16, 2001
Working Paper Series
929 downloads

Securities Price Consequences of the Private Securities Litigation Reform Act of 1995 and Related Events
Accounting Review, Vol. 76, July 2001
 Ashiq Ali and Sanjay Kallapur
University of Texas at Dallas - Naveen Jindal School of Management and Indian School of Business
Date Posted: April 16, 2001
Accepted Paper Series

Incl. Electronic Paper Valuation of Internet-Related Companies
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: April 15, 2001
Last Revised: February 15, 2013
Working Paper Series
4086 downloads

Incl. Electronic Paper An Empirical Analysis of Analysts' Target Prices: Short Term Informativeness and Long Term Dynamics
 Alon P. Brav and Reuven Lehavy
Duke University - Fuqua School of Business and University of Michigan - Stephen M. Ross School of Business
Date Posted: April 15, 2001
Working Paper Series
907 downloads

Incl. Electronic Paper The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
EFMA 2001 Lugano Meetings
 Arjan B. Berkelaar , Phomchanok Cumperayot and Roy Kouwenberg
World Bank - Quantitative Strategies, Risk & Analytics Department , Chulalongkorn University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: April 15, 2001
Working Paper Series
1147 downloads

Private Information Production, Public Dislcosure, and the Cost of Capital: Theory and Implications
Contemporary Accounting Research, Forthcoming
 Guochang Zhang
Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Date Posted: April 14, 2001
Accepted Paper Series

Incl. Electronic Paper Equilibrium Cross-Section of Returns
U of Pennsylvania, Wharton School Working Paper, Journal of Political Economy, Vol. 111, No. 4, 2003
 Joao F. Gomes , Leonid Kogan and Lu Zhang
The Wharton School , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Ohio State University - Fisher College of Business
Date Posted: April 13, 2001
Last Revised: September 16, 2009
Accepted Paper Series
616 downloads

Incl. Electronic Paper The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management
 Harry Zheng , Lyn C. Thomas and David E. Allen
Imperial College London - Mathematical Finance , University of Southampton - School of Management and Edith Cowan University - School of Finance and Business Economics
Date Posted: April 13, 2001
Working Paper Series
1294 downloads

Incl. Electronic Paper The Relative Efficiency of Beta Estimates
 Jan Bartholdy and Paula Peare
University of Aarhus - Aarhus School of Business - Department of Business Studies and University of Aarhus - Department of Finance
Date Posted: April 13, 2001
Working Paper Series
2044 downloads

Incl. Electronic Paper Price Fluctuations from the Order Book Perspective - Empirical Facts and a Simple Model
 Sergei Maslov and Mark Mills
Brookhaven National Laboratory - Department of Physics and Independent Affiliation
Date Posted: April 12, 2001
Working Paper Series
358 downloads

Incl. Electronic Paper The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
SSE/EFI Economics and Finance Working Paper No. 240
 Patrik Safvenblad
Stockholm School of Economics - Department of Finance
Date Posted: April 09, 2001
Working Paper Series
99 downloads

Incl. Electronic Paper An Empirical Analysis of Analysts' Cash Flow Forecasts
USC Leventhal School of Accounting Working Paper
 Mark L. DeFond and Mingyi Hung
University of Southern California - Leventhal School of Accounting and The Hong Kong University of Science and Technology & University of Southern California
Date Posted: April 04, 2001
Working Paper Series
1978 downloads


 

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