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SSRN eLibrary Statistics:

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

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

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238,981
Total References: 8,480,523
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5,722,240
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G10
1,447,394 Total downloads
Showing Papers 1,191 - 1,240 of 4,441
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Dollar-Weighted Returns to Stock Investors: A New Look at the Evidence
Finance Research Letters, Vol. 5, No. 4, 2008
Aneel Keswani and David Stolin
Faculty of Finance, Cass Business School, City University, London and Toulouse Business School - Economics and Finance
Date Posted: December 15, 2008
Accepted Paper Series

Incl. Electronic Paper Domestic Versus International Integration in the Process of Financial Liberalisation
CUBS Faculty of Finance Working Paper No. 04, Cass Business School Research Paper
Fatma Taskin and Yaz Gulnur Muradoglu
Bilkent University - Department of Economics and Queen Mary University of London
Date Posted: October 17, 2001
Working Paper Series
196 downloads

Incl. Electronic Paper Don't Rely on VAR
Euromoney, November 2004
Markus Leippold
University of Zurich - Department of Banking and Finance
Date Posted: April 18, 2007
Accepted Paper Series
405 downloads

Incl. Electronic Paper Downside Risk and the Energy Hedger's Horizon
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Date Posted: September 13, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Downside Risk for European Equity Markets
John Cotter
University College Dublin
Date Posted: July 12, 2007
Working Paper Series
91 downloads

Incl. Fee Electronic Paper Downside Risk Management in Emerging Markets
Journal of Investment Consulting, Vol. 12, No. 1, pp. 60-66, 2011
Issam S. Strub and Edward D. Baker III
The Cambridge Strategy and The Cambridge Strategy
Date Posted: August 05, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Downward Sloping Demand Curves, the Supply of Shares, and the Collapse of Internet Stock Prices
AFA 2007 Chicago Meetings Paper
Paul H. Schultz
University of Notre Dame - Department of Finance
Date Posted: March 15, 2006
Working Paper Series
345 downloads

Incl. Electronic Paper Dr. Jekyll & Mr. Skilling: How Enron's Public Image Morphed from the Most Innovative Company in the Fortune 500 to the Most Notorious Company Ever
ENRON: CORPORATE FIASCOS AND THEIR IMPLICATIONS, Foundation Press 2004
Jeffrey D. Van Niel and Nancy B. Rapoport
Independent and University of Nevada, Las Vegas, William S. Boyd School of Law
Date Posted: February 24, 2004
Accepted Paper Series
441 downloads

Incl. Electronic Paper Drawdown Constraints and Portfolio Optimization
Journal of Finance and Investment Analysis, Vol. 1, Issue 1, pp. 93-105
Marcus Davidsson
Independent Researcher
Date Posted: April 11, 2013
Last Revised: April 13, 2013
Accepted Paper Series
35 downloads

Dual Class Shares – Is India Ready for it?
Macroeconomics and Finance in Emerging Market Economies, Vol. 5, Issue 1, pp. 124-135, 2012
Aditya Jadhav
India Infoline Ltd.
Date Posted: April 28, 2012
Accepted Paper Series

Incl. Electronic Paper Dynamic Asset Beta Measurement
Brandon Chen and Jonathan J. Reeves
Victoria University of Wellington and Australian School of Business, University of New South Wales
Date Posted: November 21, 2009
Last Revised: January 29, 2012
Working Paper Series
161 downloads

Incl. Fee Electronic Paper Dynamic Beta: Getting Paid to Manage Risks
Journal of Investment Consulting, Vol. 12, No. 2, pp. 67-78, 2011
Timothy Barrett , Donald Pierce , James Perry and Arun Muralidhar
affiliation not provided to SSRN , affiliation not provided to SSRN , affiliation not provided to SSRN and AlphaEngine Global Investment Solutions
Date Posted: February 15, 2012
Accepted Paper Series
6 downloads

Incl. Electronic Paper Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Turan G. Bali , Robert F. Engle and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , New York University - Leonard N. Stern School of Business - Department of Economics and Fordham University - School of Business
Date Posted: June 23, 2012
Last Revised: October 08, 2012
Working Paper Series
528 downloads

Incl. Electronic Paper Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Georgetown McDonough School of Business Research Paper 2012-16
Turan G. Bali , Robert F. Engle and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , New York University - Leonard N. Stern School of Business - Department of Economics and Fordham University - School of Business
Date Posted: July 24, 2012
Last Revised: November 01, 2012
Working Paper Series
214 downloads

Incl. Electronic Paper Dynamic Copulas and Long Range Dependence
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Beatriz V.M. Mendes and Silvia Regina Costa Lopes
Universidade Federal do Rio de Janeiro (UFRJ) - Instituto de Matematica and University of Sao Paulo (USP) - Institute of Mathematics and Statistics (IME)
Date Posted: February 29, 2012
Accepted Paper Series
92 downloads

Incl. Electronic Paper Dynamic Effects of Idiosyncratic Volatility and Liquidity on Corporate Bond Spreads
Journal of Banking and Finance, Forthcoming
Madhu Kalimipalli , Subhankar Nayak and Marcos Fabricio Perez
Wilfrid Laurier University - School of Business & Economics , Wilfrid Laurier University - Clarica Financial Services Research Centre and Wilfrid Laurier University - School of Business & Economics
Date Posted: August 01, 2011
Last Revised: April 17, 2013
Accepted Paper Series
91 downloads

Incl. Electronic Paper Dynamic Equicorrelation with Non-Gaussian Innovations
Gregorio A. Vargas III
affiliation not provided to SSRN
Date Posted: July 26, 2009
Working Paper Series
75 downloads

Incl. Electronic Paper Dynamic Estimation of Credit Rating Transition Probabilities
Arthur M. Berd
General Quantitative, LLC
Date Posted: November 07, 2005
Working Paper Series
394 downloads

Incl. Electronic Paper Dynamic Financial Market Model and Its Consequences
Bohumil Stádník
University of Economics, Prague - Faculty of Finance
Date Posted: May 19, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Dynamic Hedging with Futures: A Copula-Based GARCH Model
Journal of Futures Markets, Forthcoming
Chih-Chiang Hsu , Chih-Ping Tseng and Yaw-Huei Wang
National Central University at Taiwan - Department of Economics , National Central University at Taiwan and National Taiwan University
Date Posted: January 15, 2008
Accepted Paper Series
585 downloads

Dynamic Interactions Among the Stock Market, Federal Funds Rate, Inflation, and Economic Activity
Financial Review, Vol. 41, No. 4, November 2006
Nikiforos T. Laopodis
Fairfield University - School of Business - Department of Finance
Date Posted: August 10, 2006
Accepted Paper Series

Incl. Electronic Paper Dynamic Investor Base, Momentum, and the Fog of Expectations
Jonathan Heck
J Heck Investments LLC
Date Posted: March 28, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Dynamic Modelling of Large Dimensional Covariance Matrices
Valeri Voev
University of Aarhus - CREATES
Date Posted: May 09, 2006
Working Paper Series
283 downloads

Incl. Electronic Paper Dynamic Optimal Portfolio Selection in a VaR Framework
CORE Discussion Paper No. 2004/57
Erick Williams Rengifo and J. V. K. Rombouts
Fordham University and HEC Montreal
Date Posted: February 19, 2006
Working Paper Series
350 downloads

Incl. Electronic Paper Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network
EFMA 2004 Basel Meetings Paper
Hans Degryse , Mark Van Achter and Gunther Wuyts
KU Leuven - Faculty of Business and Economics (FBE) , Rotterdam School of Management, Erasmus University and KU Leuven - University of Leuven
Date Posted: March 03, 2005
Working Paper Series
168 downloads

Incl. Electronic Paper Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network
National Bank of Belgium Working Paper No. 121
Hans Degryse , Mark Van Achter and Gunther Wuyts
KU Leuven - Faculty of Business and Economics (FBE) , Rotterdam School of Management, Erasmus University and KU Leuven - University of Leuven
Date Posted: October 05, 2010
Working Paper Series
37 downloads

Incl. Electronic Paper Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
STOCK RETURNS: CYCLICALITY, PREDICTION, AND ECONOMIC CONSEQUENNCES, G. I. Ellison, ed., Nova Science Publishers, Inc., 4th Quarter 2009
Giorgio Canarella , Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics , University of Nevada, Las Vegas - Department of Economics and California State University, Los Angeles
Date Posted: January 23, 2009
Last Revised: January 20, 2010
Accepted Paper Series
90 downloads

Incl. Electronic Paper Dynamic Term Structure Modeling: The Preface
Sanjay K. Nawalkha , Natalia Beliaeva and Gloria M. Soto
University of Massachusetts at Amherst - Isenberg School of Management , Suffolk University - Department of Finance and University of Murcia - Faculty of Business and Economics
Date Posted: July 30, 2007
Working Paper Series
674 downloads

Incl. Electronic Paper Dynamic Trading and Asset Prices: Keynes vs. Hayek
IESE Business School Working Paper No. 716
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: April 01, 2008
Working Paper Series
134 downloads

Incl. Fee Electronic Paper Dynamic Trading and Asset Prices: Keynes Vs. Hayek
CEPR Discussion Paper No. DP7506
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: November 17, 2009
Working Paper Series
2 downloads

Incl. Electronic Paper Dynamic Trading and Asset Prices: Keynes Vs. Hayek
AFA 2010 Atlanta Meetings Paper
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: March 22, 2009
Working Paper Series
127 downloads

Incl. Electronic Paper Dynamic Trading and Asset Prices: Keynes vs. Hayek
CESifo Working Paper Series No. 2839
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: November 06, 2009
Working Paper Series
147 downloads

Incl. Electronic Paper Dynamic Volume-Return Relation of Individual Stocks
Guillermo Llorente , Roni Michaely , Gideon Saar and Jiang Wang
Universidad Autonoma de Madrid , Cornell University - Samuel Curtis Johnson Graduate School of Management , Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 25, 2000
Working Paper Series
940 downloads

Incl. Electronic Paper Dynamics and Structure of a Set of Stocks
Proceedings of the Third International Conference on Business, Management, and Economics, 2007
Juan Gabriel Brida and Wiston Adrián Risso
Free University of Bolzano and University of Siena - Department of Economics
Date Posted: September 22, 2007
Accepted Paper Series
79 downloads

Incl. Electronic Paper Dynamics and Structure of the 30 Largest North American Companies
Computational Economics, Vol. 35, No. 1, pp. 85-99
Juan Gabriel Brida and Wiston Adrián Risso
Free University of Bolzano and University of Siena - Department of Economics
Date Posted: April 26, 2007
Last Revised: May 18, 2011
Accepted Paper Series
87 downloads

Incl. Electronic Paper Dynamics and Structure of the Main Italian Companies
International Journal of Modern Physics C (Computational Physics and Physical Computation), Vol. 18, No. 11, pp. 1783–1793, 2007,
Juan Gabriel Brida and Wiston Adrián Risso
Free University of Bolzano and University of Siena - Department of Economics
Date Posted: September 22, 2007
Last Revised: June 05, 2011
Accepted Paper Series
85 downloads

Incl. Electronic Paper Dynamics in Systematic Liquidity
FRB of St. Louis Working Paper No. 2009-025A
Björn Hagströmer , Richard G. Anderson , Jane M. Binner and Birger Nilsson
Stockholm University - School of Business , Federal Reserve Bank of St. Louis - Research Division , University of Sheffield and Lund University - Department of Economics
Date Posted: May 27, 2009
Working Paper Series
92 downloads

Dynamics of the Implied Volatility Surface: Theory and Empirical Evidence
Quantitative Finance, Forthcoming
Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: May 10, 2012
Accepted Paper Series

Dynamics of the Spanish Stock Market through a Broadband View of the IBEX 35 Index
Estudios de Economia Aplicada, Vol. 22, No. 1, pp. 7-21, April 2004
J. Spronk , I. Pouchkarev and J.E. Trinidad Segovia
Erasmus Research Institute of Management (ERIM) , Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Universidad de Almeria
Date Posted: June 03, 2004
Accepted Paper Series

Incl. Fee Electronic Paper Dynastic Management
CEPR Discussion Paper No. 3767
Francesco Caselli and Nicola Gennaioli
London School of Economics & Political Science (LSE) - Department of Economics and Centro di Ricerca sull'Economia delle Istituzioni (CREI) (Research Center on Economics of Institutions)
Date Posted: March 26, 2003
Working Paper Series
26 downloads

Incl. Electronic Paper Długoterminowe decyzje w zakresie finansów przedsiębiorstw, na przykładzie przedsiębiorstw z branży 47, handlu detalicznego, z wyłączeniem handlu detalicznego pojazdami samochodowymi (Long-Term Decisions on Corporate Finance for Example, Companies of the Sector 47, Retail Trade, Except of Motor Vehicles and Motorcycles)
Katarzyna Sprawka
Wroclaw University of Economics
Date Posted: April 12, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper E-Finance in Emerging Markets: Is Leapfrogging Possible?
Stijn Claessens , Thomas Glaessner and Daniela Klingebiel
International Monetary Fund (IMF) , World Bank and World Bank - Policy Unit
Date Posted: September 05, 2001
Working Paper Series
413 downloads

Early Exercise of American Put Options: Investor Rationality on the Swedish Equity Options Market
Journal of Futures Market , Vol. 20, pp. 167-188, 2000
Malin Engstrom and Lars L. Norden
Stockholm University - School of Business and Stockholm University - School of Business
Date Posted: November 22, 2003
Accepted Paper Series

Incl. Electronic Paper Early Exercise of Put Options on Stocks
Journal of Finance, Forthcoming
Kathryn Barraclough and Robert E. Whaley
Vanderbilt University - Finance and Vanderbilt University - Finance
Date Posted: August 17, 2011
Last Revised: November 17, 2012
Accepted Paper Series
182 downloads

Incl. Electronic Paper Early Warning for Currency Crises: What is the Role of Financial Openness?
De Nederlandsche Bank Working Paper No. 373
Jon Frost and Ayako Saiki
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Date Posted: March 14, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Early Warning System for Economic and Financial Risks in Kazakhstan
CESifo Working Paper Series No. 2832
Biswa N. Bhattacharyay , Dennis Dlugosch , Benedikt Kolb , Kajal Lahiri , Irshat Mukhametov and Gernot Nerb
Asian Development Bank Institute , WHU - Otto Beisheim School of Management , affiliation not provided to SSRN , State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 28, 2009
Working Paper Series
299 downloads

Earnings Announcements and Information Asymmetry: An Intraday Analysis
Contemporary Accounting Research, Fall 2002, Forthcoming
Theresa Libby , Robert Mathieu and Sean W.G. Robb
University of Waterloo - School of Accounting and Finance , Wilfrid Laurier University and University of Toronto - Rotman School of Management
Date Posted: June 24, 2002
Accepted Paper Series

Incl. Electronic Paper Earnings Announcements, Aggregate Earnings, and Individual-Firm Stock Returns: A Signal Extraction Perspective
James R. Frederickson , John D. Lyon and Leon Zolotoy
Melbourne Business School , The University of Melbourne, Department of Accounting and Business Information Systems and Melbourne Business School
Date Posted: January 17, 2012
Working Paper Series
90 downloads

Incl. Electronic Paper Earnings Conference Call Content and Stock Price: The Case of REITs
Journal of Real Estate Finance and Economics, Vol. 45, No. 2, pp. 402-434, 2012
James S. Doran , David R. Peterson and S. McKay Price
Florida State University - Department of Finance , Florida State University - Department of Finance and Lehigh University - Perella Department of Finance
Date Posted: June 16, 2010
Last Revised: August 08, 2012
Accepted Paper Series
139 downloads

Incl. Electronic Paper Earnings Conference Calls and Stock Returns: The Incremental Informativeness of Textual Tone
Journal of Banking and Finance, Vol. 36, No. 4, pp. 992-1011, 2012
S. McKay Price , James S. Doran , David R. Peterson and Barbara A. Bliss
Lehigh University - Perella Department of Finance , Florida State University - Department of Finance , Florida State University - Department of Finance and Florida State University
Date Posted: June 18, 2010
Last Revised: February 25, 2012
Accepted Paper Series
397 downloads


 

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