Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,216
Full Text Papers: 393,599
Authors: 226,660
Papers Received in
  Last 12 months: 		68,900

Paper Downloads:
To date: 65,896,135
Last 12 months: 11,175,670
Last 30 days: 1,053,335

CiteReader:  What's this?
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: G12
5,799,039 Total downloads
Showing Papers 11,901 - 11,950 of 13,810
Sort By
1 2 3 4 ... Last | Next >


The Significance of the Market Portfolio
Review of Financial Studies, Vol. 13, Issue 2
Robert J. Shiller and Stefano Athanasoulis
Yale University - Cowles Foundation and University of Notre Dame - Department of Finance
Date Posted: March 21, 2001
Accepted Paper Series

Incl. Electronic Paper A Model of Credit Risk, Optimal Policies, and Asset Prices
AFA 2002 Atlanta Meetings; NYU Finance Working Paper
 Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Date Posted: March 21, 2001
Working Paper Series
4140 downloads

Incl. Electronic Paper Pricing Convexity Adjustment with Wiener Chaos
FMG Dp351
 Eric Benhamou
Pricing Partners
Date Posted: March 21, 2001
Working Paper Series
1486 downloads

Incl. Electronic Paper Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables
EFMA 2001 Lugano Meetings
 Hipòlit Torró , Vicente Meneu and Enric Valor
University of Valencia , University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Date Posted: March 21, 2001
Working Paper Series
949 downloads

Systematic Liquidity
Journal of Financial Research
 Gur Huberman and Dominika Halka
Columbia Business School - Finance and Economics and affiliation not provided to SSRN
Date Posted: March 21, 2001
Accepted Paper Series

Sovereign Debt Discounts and the Unwillingness to Pay
Finance, Vol. 20, No. 2, 1999
 Ephraim Clark and Amel Zenaidi
Middlesex University - SKEMA LSMRC Research Center and Institut des Hautes Etudes Commerciales
Date Posted: March 19, 2001
Accepted Paper Series

Incl. Electronic Paper Accounting Information, Capital Investment Decisions, and Equity Valuation: Theory and Empirical Implications
Journal of Accounting Research, Vol. 38, No. 2, pp. 271-295, Autumn 2000
 Guochang Zhang
Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Date Posted: March 19, 2001
Accepted Paper Series
3869 downloads

Incl. Electronic Paper An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models in the Dollar Cap-Floor Markets
EFA 2001 Barcelona Meetings
 Anurag Gupta and Marti G. Subrahmanyam
Case Western Reserve University - Department of Banking & Finance and New York University - Stern School of Business
Date Posted: March 19, 2001
Working Paper Series
420 downloads

Incl. Electronic Paper Market Valuations in the New Economy: An Investigation of What has Changed
JAE Boston Conference June 2001
 John E. Core , Wayne R. Guay and Andrew Van Buskirk
Massachusetts Institute of Technology (MIT) - Sloan School of Management , University of Pennsylvania - Accounting Department and Ohio State University (OSU) - Department of Accounting & Management Information Systems
Date Posted: March 18, 2001
Working Paper Series
2172 downloads

Incl. Electronic Paper The International Linkage of Interest Rate Swap Spreads: The Yen-Dollar Markets
 Young Ho Eom , Jun Uno and Marti G. Subrahmanyam
Yonsei University , Waseda University and New York University - Stern School of Business
Date Posted: March 17, 2001
Working Paper Series
92 downloads

Valuing the Option to Purchase an Asset at a Proportional Discount
The Journal of Financial Research, Forthcoming
 Anthony Yanxiang Gu
SUNY at Geneseo - John Wiley Jones School of Business
Date Posted: March 17, 2001
Accepted Paper Series

Incl. Electronic Paper Homogeneity Hypothesis in the Context of Asset Pricing Models: The Quadratic Market Model
Cass Business School Research Paper
 Giovanni Barone-Adesi , Patrick Gagliardini and Giovanni Urga
Swiss Finance Institute at the University of Lugano , University of Lugano and Swiss Finance Institute and Cass Business School, Faculty of Finance, London
Date Posted: March 14, 2001
Working Paper Series
286 downloads

Incl. Electronic Paper Systemic Risk: A Survey
ECB Working Paper No. 35
 Olivier de Bandt and Philipp Hartmann
Banque de France - Economic Study and Research Division and European Central Bank (ECB)
Date Posted: March 13, 2001
Working Paper Series
3636 downloads

Incl. Electronic Paper Value Relevance of Financial and Non Financial Information in Emerging Industries: The Changing Role of Web Traffic Data
London Business School Accounting Subject Area No. 021
 Philippe Jorion and Eli Talmor
University of California, Irvine - Paul Merage School of Business and London Business School
Date Posted: March 13, 2001
Working Paper Series
1806 downloads

Incl. Electronic Paper The Internet Downturn: Finding Valuation Factors in Spring 2000
JAE Boston Conference June 2001
 Elizabeth K. Keating , Thomas Z. Lys and Robert P. Magee
Harvard University - John F. Kennedy School of Government , Northwestern University - Kellogg School of Management and Northwestern University
Date Posted: March 11, 2001
Working Paper Series
1447 downloads

Fuzzy Inductive Reasoning, Expectation Formation and the Behavior of Security Prices
J. of Economic Dynamics & Control, Vol. 25, No. 3-4, 2001
 Nicholas Tay and Scott C. Linn
University of San Francisco - School of Business and Management and University of Oklahoma - Michael F. Price College of Business
Date Posted: March 09, 2001
Accepted Paper Series

Incl. Electronic Paper Are the Fama and French Factors Global or Country-Specific?
 John M. Griffin
University of Texas at Austin - Department of Finance
Date Posted: March 08, 2001
Working Paper Series
984 downloads

Incl. Electronic Paper Stock Price Reaction to News and No-news: Drift and Reversal After Headlines
 Wesley S. Chan
affiliation not provided to SSRN
Date Posted: March 08, 2001
Working Paper Series
1531 downloads

Incl. Electronic Paper Updating Expected Returns Based on Consensus Forecasts
 John Crombez
affiliation not provided to SSRN
Date Posted: March 08, 2001
Working Paper Series
210 downloads

Incl. Electronic Paper Experimental Research in Financial Accounting
 Robert Libby , Robert J. Bloomfield and Mark W. Nelson
Cornell University - Samuel Curtis Johnson Graduate School of Management , Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: February 28, 2001
Working Paper Series
3133 downloads

Incl. Electronic Paper The Effects of Liberalization on Market and Currency Risk in the European Union
 Francesca Carrieri
McGill University - Desautels Faculty of Management
Date Posted: February 26, 2001
Working Paper Series
270 downloads

Incl. Electronic Paper Consumption Asset Pricing with Stable Shocks - Exploring a Solution and Its Implications for the Equity Premium Puzzle
 Prasad V. Bidarkota and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics and Ohio State University
Date Posted: February 26, 2001
Working Paper Series
226 downloads

Incl. Electronic Paper US Stock Prices and Macroeconomic Fundamentals
Aberdeen Papers in Accountancy, Finance & Management Working Paper No. 01-3
 Angela J. Black , Patricia Fraser and Nicolaas Groenewold
University of Aberdeen - Business School , Curtin University of Technology - Curtin Business School - Bentley Campus and University of Western Australia - Department of Economics
Date Posted: February 26, 2001
Working Paper Series
676 downloads

The Performance Persistence of Closed-End Funds
Financial Review, August 2000
 Martina K. Bers and Jeff Madura
University of South Florida - College of Business and Florida Atlantic University - College of Business
Date Posted: February 23, 2001
Accepted Paper Series

Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility
Journal of Accounting Research, Vol. 38, Supplemental, 2000
 Brian J. Bushee and Christopher F. Noe
University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology - Sloan School of Management
Date Posted: February 23, 2001
Accepted Paper Series

Incl. Electronic Paper Optimal Portfolio Allocation in a World without Treasury Securities
FEDS Working Paper No. 2001-11
 Antulio N. Bomfim
affiliation not provided to SSRN
Date Posted: February 23, 2001
Working Paper Series
170 downloads

Toward an Implied Cost of Capital
Journal of Accounting Research
 William R. Gebhardt , Charles M.C. Lee and Bhaskaran Swaminathan
affiliation not provided to SSRN , Stanford University - Graduate School of Business and LSV Asset Management
Date Posted: February 21, 2001
Accepted Paper Series

Incl. Electronic Paper A Comparison of Cost of Equity Estimates of Local and Global CAPMS
The Financial Review, November 2001
 Dev R. Mishra and Thomas J. O'Brien
University of Saskatchewan - Edwards School of Business and University of Connecticut - Department of Finance
Date Posted: February 21, 2001
Accepted Paper Series
1001 downloads

Incl. Electronic Paper Seasoned Public Offerings: Resolution of the 'New Issues Puzzle'
Journal of Financial Economics, Vol. 56, 251-291, 2000, Tuck School of Business Working Paper
 B. Espen Eckbo , Ronald W. Masulis and Oyvind Norli
Dartmouth College - Tuck School of Business , University of New South Wales - Australian School of Business and Norwegian School of Management - Department of Financial Economics
Date Posted: February 21, 2001
Last Revised: May 04, 2009
Accepted Paper Series
595 downloads

Incl. Electronic Paper Volatility Forecasts, Trading Volume and the ARCH vs Option-Implied Volatility Tradeoff
SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
 R. Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Date Posted: February 21, 2001
Working Paper Series
1353 downloads

Incl. Electronic Paper Duration, Convexity and Higher Order Hedging (Revisited)
Yale SOM Working Paper No. ICF - 00-22
 Andrew Jeffrey
Yale School of Management
Date Posted: February 19, 2001
Working Paper Series
1611 downloads

Incl. Electronic Paper Asset Pricing Tests Under Price-Dividend Ratio Restrictions
 Michael T. Cliff
Analysis Group
Date Posted: February 19, 2001
Working Paper Series
175 downloads

Incl. Electronic Paper Stock Return Predictability and Asset Pricing Models
EFA 2001 Barcelona Meetings
 Doron Avramov
Hebrew University of Jerusalem
Date Posted: February 19, 2001
Working Paper Series
1195 downloads

Incl. Electronic Paper The Contribution of Fundamental Analysis in the Presence of Inflation and a Currency Devaluation
 Edward P. Swanson , Lynn L. Rees and Luis Felipe Juarez-Valdes
Texas A&M University - Mays Business School , Texas A&M University (TAMU) - Department of Accounting and Universidad de Las Americas-Puebla
Date Posted: February 19, 2001
Working Paper Series
702 downloads

Incl. Electronic Paper The Information Content of Analyst Stock Recommendations
Parker Center for Investment Research Working Papers
 Susan D. Krische and Charles M.C. Lee
American University - Kogod School of Business and Stanford University - Graduate School of Business
Date Posted: February 18, 2001
Working Paper Series
2202 downloads

Growth Outlook and the Cross-section of Stock Returns
 Amy Chan and Gurdip Bakshi
University of Maryland and University of Maryland - Robert H. Smith School of Business
Date Posted: February 16, 2001
Working Paper Series

Incl. Electronic Paper Heterogeneous Investment Opportunities in Multiple-Segment Firms and the Incremental Value Relevance of Segment Accounting Data
 Peter F. Chen and Guochang Zhang
Hong Kong University of Science & Technology (HKUST) - Department of Accounting and Hong Kong University of Science & Technology (HKUST) - Department of Accounting
Date Posted: February 16, 2001
Working Paper Series
693 downloads

Incl. Electronic Paper A Conditional Multifactor Analysis of Return Momentum
City U of HK, Dept. of Economics and Finance Working Paper No. 114
 Xueping Wu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: February 15, 2001
Working Paper Series
714 downloads

Incl. Electronic Paper Stock Market Liberalizations and the Repricing of Systematic Risk
AFA 2002 Atlanta Meetings; Stanford Business School Working Paper No. 1677
 Anusha Chari and Peter Blair Henry
University of North Carolina (UNC) at Chapel Hill - Department of Economics and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: February 15, 2001
Working Paper Series
428 downloads

Incl. Electronic Paper Busted IPOs and Windows of Misopportunity
Amos Tuck School of Business Working Paper No. 00-06
 Craig M. Lewis , James K. Seward and Lynn Foster-Johnson
Vanderbilt University - Finance , University of Wisconsin - Madison - Department of Finance, Investment and Banking and Dartmouth College - Tuck School of Business
Date Posted: February 14, 2001
Working Paper Series
513 downloads

Incl. Electronic Paper The Cost of Debt
 Ian A. Cooper and Sergei A. Davydenko
London Business School and University of Toronto - Finance Area
Date Posted: February 14, 2001
Working Paper Series
4917 downloads

Incl. Electronic Paper Empirical Estimation of the Term Structure of Implicit Discount Rates in Security Valuation
 Neil Garrod and Aljosa Valentincic
Thames Valley University - Professional Studies and University of Ljubljana - Faculty of Economics
Date Posted: February 14, 2001
Working Paper Series
336 downloads

Incl. Electronic Paper Some Economic Remarks on Arbitrage Theory
Working Paper No. B-7-01
 Bernhard Nietert and Jochen Wilhelm
University of Marburg - Faculty of Economics and Business Administration - Chair of Finance and Banking and University of Passau
Date Posted: February 14, 2001
Working Paper Series
296 downloads

Characteristics, Covariances, and Average Returns: 1929-1997
Journal of Finance, Vol. 55, No. 1, February 2000
 James L. Davis , Eugene F. Fama and Kenneth R. French
Dimensional Fund Advisors Inc. , University of Chicago - Booth School of Business (Finance Authors) and Dartmouth College - Tuck School of Business
Date Posted: February 13, 2001
Accepted Paper Series

The Relative Pricing of U.S. Treasury STRIPS: Empirical Evidence
Journal of Financial Economics, Vol. 56, Issue 1, April 2000
 Bradford D. Jordan , Randy D. Jorgensen and David R. Kuipers
University of Kentucky - Gatton College of Business and Economics , Creighton University and University of Missouri at Kansas City - Department of Finance, Information Management, and Strategy
Date Posted: February 12, 2001
Accepted Paper Series

Incl. Electronic Paper Are Stock Prices Too Volatile and Returns Too High? A Reassessment of the Empirical Evidence Using a Dynamic Version of the CAPM
Aberdeen Papers in Accountancy, Finance and Management Working Paper No. 00-11
 Patricia Fraser and Angela J. Black
Curtin University of Technology - Curtin Business School - Bentley Campus and University of Aberdeen - Business School
Date Posted: February 12, 2001
Working Paper Series
491 downloads

Incl. Electronic Paper How Do Analysts Use Their Earnings Forecasts in Generating Stock Recommendations?
 Mark Thomas Bradshaw
Boston College
Date Posted: February 12, 2001
Working Paper Series
2066 downloads

Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?
Journal of Financial and Quantitative Analysis, Cass Business School Research Paper
 Abhay Abhyankar and Devraj Basu
University of Exeter Business School, University of Exeter and Skema Business School
Date Posted: February 11, 2001
Accepted Paper Series

Incl. Electronic Paper How Do U.S. and Japanese Investors Process Information and How Do They Form Their Expectations of the Future? Evidence From Quantitative Survey Based Data
Aberdeen Papers in Accountancy, Finance and Management Working Paper No. 00-14
 Patricia Fraser
Curtin University of Technology - Curtin Business School - Bentley Campus
Date Posted: February 11, 2001
Working Paper Series
285 downloads

Discussion of The Eyeballs Have It: Searching for the Value in Internet Stocks
Journal of Accounting Research, Supplement 2000
 Elizabeth K. Keating
Harvard University - John F. Kennedy School of Government
Date Posted: February 10, 2001
Accepted Paper Series


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo1 in 4.157 seconds