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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
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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
12,993,206 Total downloads
Showing Papers 11,921 - 11,970 of 36,705
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Incl. Electronic Paper Effects of Short-Sale Constraints on Stock Prices and Trading Activity: Evidence from Hong Kong and Mainland China
Kalok Chan , Hung Wan Kot and Zhishu Yang
Hong Kong University of Science & Technology (HKUST) - Department of Finance , Hong Kong Baptist University - Department of Finance & Decision Sciences and Tsinghua University - School of Economics & Management
Date Posted: March 16, 2010
Last Revised: April 02, 2010
Working Paper Series
311 downloads

Incl. Electronic Paper European Financial Market Integration in the Wake of the Sovereign Debt Crisis: An Industry Analysis
 Söhnke M. Bartram and Yaw-Huei Wang
Warwick Business School - Department of Finance and National Taiwan University
Date Posted: March 16, 2010
Last Revised: October 18, 2012
Working Paper Series
197 downloads

Incl. Electronic Paper Fourteen at One Blow: The Market Entry of Turquoise
 Jördis Hengelbrock and Erik Theissen
University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
Date Posted: March 16, 2010
Working Paper Series
61 downloads

Incl. Electronic Paper General Equilibrium Pricing of Currency and Currency Options with Variable Disasters and Recursive Utility
 Du Du
Hong Kong University of Science & Technology (HKUST)
Date Posted: March 16, 2010
Working Paper Series
35 downloads

Incl. Electronic Paper How Much Does an Illegal Insider Trade?
 Alex Frino , Stephen E. Satchell , Brad Wong and Hui Zheng
University of Sydney - Discipline of Finance , University of Cambridge - Faculty of Economics and Politics , University of Sydney and Discipline of Finance, The University of Sydney
Date Posted: March 16, 2010
Working Paper Series
71 downloads

Incl. Electronic Paper Idiosyncratic Risk and Corporate Transactions
 Itzhak Ben-David and Darren T. Roulstone
Ohio State University - Fisher College of Business, Finance Department and Ohio State University (OSU) - Fisher College of Business
Date Posted: March 16, 2010
Last Revised: April 12, 2010
Working Paper Series
499 downloads

Incl. Electronic Paper Sentiment During Recessions
Journal of Finance, Forthcoming
 Diego Garcia
University of North Carolina at Chapel Hill - Finance Area
Date Posted: March 16, 2010
Last Revised: September 18, 2012
Accepted Paper Series
180 downloads

Incl. Electronic Paper The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns
 Haitao Li , Weina Zhang and Gi Hyun Kim
University of Michigan - Stephen M. Ross School of Business , National University of Singapore (NUS) - Department of Finance and The Stephen M. Ross School of Business at the University of Michigan
Date Posted: March 16, 2010
Last Revised: November 29, 2011
Working Paper Series
343 downloads

Incl. Electronic Paper The Consumption of Active Investors and Asset Prices
 Adam Zawadowski
Princeton University - Department of Economics
Date Posted: March 16, 2010
Working Paper Series
52 downloads

Incl. Electronic Paper The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?
Charles A. Dice Center Working Paper No. 2010-5, Fisher College of Business Working Paper No. 2010-03-005
 Andrea Beltratti and Rene M. Stulz
Bocconi University - Department of Finance and Ohio State University (OSU) - Department of Finance
Date Posted: March 16, 2010
Last Revised: February 14, 2011
Working Paper Series
1054 downloads

Incl. Electronic Paper The Impact of Risk and Return Perceptions on the Portfolio Reallocation Decisions of Mutual Fund Investors
 Louis H. Ederington and Evgenia V. Golubeva
University of Oklahoma - Division of Finance and University of Oklahoma - Division of Finance
Date Posted: March 16, 2010
Working Paper Series
109 downloads

Incl. Electronic Paper The Jump Risk of Leveraged ETFs and a High-Frequency Volatility Estimator
 Qiyu Liu
Georgia Institute of Technology - College of Management
Date Posted: March 16, 2010
Last Revised: February 16, 2011
Working Paper Series
293 downloads

Incl. Electronic Paper The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
 Anisha Ghosh and George M. Constantinides
Carnegie Mellon University and University of Chicago - Booth School of Business
Date Posted: March 16, 2010
Working Paper Series
68 downloads

Incl. Electronic Paper When Does Investor Sentiment Predict Stock Returns?
 San-Lin Chung , Chi-Hsiou Hung and Chung-Ying Yeh
National Taiwan University - Department of Finance , Adam Smith Business School and Tunghai University-Department of Finance
Date Posted: March 16, 2010
Working Paper Series
239 downloads

Incl. Electronic Paper Who Writes the News? Corporate Press Releases During Merger Negotiations
Journal of Finance, Forthcoming
 Kenneth R. Ahern and Denis Sosyura
University of Southern California - Marshall School of Business and University of Michigan - The Stephen M. Ross School of Business
Date Posted: March 16, 2010
Last Revised: July 14, 2012
Accepted Paper Series
876 downloads

Incl. Electronic Paper Procyclical Stocks Earn Higher Returns
AFA 2011 Denver Meetings Paper
 William N. Goetzmann , Akiko Watanabe and Masahiro Watanabe
Yale School of Management - International Center for Finance , University of Alberta - School of Business and University of Alberta - School of Business
Date Posted: March 15, 2010
Last Revised: January 27, 2013
Working Paper Series
601 downloads

Incl. Electronic Paper Do Equity Short Sellers Anticipate Bond Rating Downgrades?
 Tyler R. Henry , Darren J. Kisgen and Juan (Julie) Wu
Miami University , Boston College - Carroll School of Management and University of Georgia
Date Posted: March 15, 2010
Last Revised: April 14, 2013
Working Paper Series
311 downloads

Incl. Electronic Paper 'Consistent' Earnings Surprises
 Byoung-Hyoun Hwang and Dong Lou
Purdue University - Krannert School of Management and London School of Economics & Political Science (LSE)
Date Posted: March 15, 2010
Last Revised: May 06, 2013
Working Paper Series
277 downloads

Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison
Review of Derivatives Research, Vol. 13, No. 1, pp. 75-99, 2010
 Minqiang Li
Bloomberg LP
Date Posted: March 15, 2010
Accepted Paper Series

Incl. Electronic Paper Are Acquisitions Unique? Evidence of the Pedestrian Nature of Post-Merger Returns
 Sandra Mortal and Michael J. Schill
University of Memphis and University of Virginia - Darden Graduate School of Business Administration
Date Posted: March 15, 2010
Last Revised: December 14, 2012
Working Paper Series
159 downloads

Incl. Electronic Paper Competitive Compensation and Dispersion in Analysts' Recommendations
 Min S. Kim and Fernando Zapatero
University of New South Wales and University of Southern California - Marshall School of Business
Date Posted: March 15, 2010
Last Revised: September 14, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Complicated Firms
AFA 2011 Denver Meetings Paper
 Dong Lou and Lauren Cohen
London School of Economics & Political Science (LSE) and Harvard Business School
Date Posted: March 15, 2010
Last Revised: November 30, 2010
Working Paper Series
359 downloads

Incl. Electronic Paper Debt Analysts’ Views of Debt-Equity Conflicts of Interest
Chicago Booth Research Paper No. 10-13, AFA 2011 Denver Meetings Paper
 Gus De Franco , Florin P. Vasvari , Dushyantkumar Vyas and Regina Wittenberg Moerman
University of Toronto - Rotman School of Management , London Business School , University of Minnesota - Twin Cities and University of Chicago - Booth School of Business
Date Posted: March 15, 2010
Working Paper Series
471 downloads

Incl. Electronic Paper High Frequency Traders and Asset Prices
 Jaksa Cvitanic and Andrei A. Kirilenko
California Institute of Technology - Division of the Humanities and Social Sciences and MIT Sloan School of Management
Date Posted: March 15, 2010
Working Paper Series
1706 downloads

Incl. Electronic Paper High Frequency Traders and Asset Prices
 Jaksa Cvitanic and Andrei A. Kirilenko
California Institute of Technology - Division of the Humanities and Social Sciences and MIT Sloan School of Management
Date Posted: March 15, 2010
Working Paper Series
436 downloads

Incl. Electronic Paper Information Sharing and Stock Market Participation: Evidence from Extended Families
 Geng Li
Federal Reserve Board
Date Posted: March 15, 2010
Working Paper Series
25 downloads

Incl. Electronic Paper International Capital Flows and Liquidity
 Dimitrios Vagias and Mathijs A. Van Dijk
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Date Posted: March 15, 2010
Last Revised: October 08, 2010
Working Paper Series
100 downloads

Incl. Electronic Paper Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market
 Eric C. Chang , Lei Shi and Jin E. Zhang
University of Hong Kong - School of Business , The University of Hong Kong, School of Economics and Finance and The University of Hong Kong
Date Posted: March 15, 2010
Working Paper Series
172 downloads

Incl. Electronic Paper Long-Run Idiosyncratic Volatilities and Cross-Sectional Stock Returns
 Xuying Cao and Yexiao Xu
University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - School of Management
Date Posted: March 15, 2010
Working Paper Series
373 downloads

Incl. Electronic Paper Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency
University of Heidelberg, Department of Economics, Discussion Paper No. 497
Christian Conrad , Daniel Rittler and Waldemar Rotfuss
University of Heidelberg - Faculty of Economics and Social Studies , University of Heidelberg - Alfred Weber Institute for Economics and Centre for European Economic Research (ZEW)
Date Posted: March 15, 2010
Working Paper Series
54 downloads

Incl. Electronic Paper Modeling the Cross Section of Stock Returns: A Model Pooling Approach
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
 Michael S. O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: March 15, 2010
Last Revised: May 06, 2012
Accepted Paper Series
236 downloads

Incl. Electronic Paper On Tournament Behavior in Hedge Funds: High Water Marks, Managerial Horizon, and the Backfilling Bias
 Vikram K. Nanda and George O. Aragon
Georgia Institute of Technology - College of Management and Arizona State University (ASU) - Finance Department
Date Posted: March 15, 2010
Working Paper Series
58 downloads

Incl. Electronic Paper Options on Realized Variance in Log-OU models
Applied Mathematical Finance, 19(5), 477-494, (2012)
 Gabriel G. Drimus
Institute of Banking and Finance, University of Zürich
Date Posted: March 15, 2010
Last Revised: November 07, 2012
Accepted Paper Series
240 downloads

Incl. Electronic Paper Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers
AFA 2011 Denver Meetings Paper, Management Science, (special issue on Behavioral Economics and Finance), Forthcoming
 Utpal Bhattacharya , Craig W. Holden and Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance , Indiana University Bloomington - Department of Finance and Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: March 15, 2010
Last Revised: April 09, 2011
Accepted Paper Series
241 downloads

Incl. Electronic Paper Power Game between the CEO and Labor: Evidence from Outsourcing
 Jongmoo Jay Choi , Jose M. Plehn-Dujowich and Xiaotian Tina Zhang
Temple University , Temple University - Fox School of Business and Saint Mary's College of California
Date Posted: March 15, 2010
Working Paper Series
54 downloads

Incl. Electronic Paper Price and Earnings Momentum: An Explanation Using Return Decomposition
 K. C. John Wei and Mike Qinghao Mao
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Erasmus University Rotterdam
Date Posted: March 15, 2010
Last Revised: August 02, 2012
Working Paper Series
21 downloads

Samuelson Hypothesis and Carry Arbitrage
Journal of Derivatives, Vol. 20, No. 2, 2012
 Robert Brooks
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: March 15, 2010
Last Revised: November 03, 2012
Accepted Paper Series

Incl. Electronic Paper Short Changed? The Market's Reaction to the Short Sale Ban of 2008
 Louis Gagnon and Jonathan L. Witmer
Queen's University (Canada) - School of Business and Bank of Canada
Date Posted: March 15, 2010
Last Revised: November 04, 2010
Working Paper Series
418 downloads

Incl. Electronic Paper Strategic Disclosure, Analyst Behavior and Equity Flotation Costs
 Pawel Bilinski , Norman C. Strong and Martin Walker
University of Manchester - Manchester Business School , University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Date Posted: March 15, 2010
Working Paper Series
123 downloads

Incl. Electronic Paper Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market
Journal of Money, Credit and Banking, Vol. 38, pp. 2135-2158, December 8, 2005
 Min Qi and Yangru Wu
Office of the Comptroller of the Currency - Credit Risk Analysis Division and Rutgers University, Newark - School of Business - Department of Finance & Economics
Date Posted: March 15, 2010
Accepted Paper Series
178 downloads

Incl. Electronic Paper Testing Habits in an Asset Pricing Model
 Melisso Boschi , Stefano d'Addona and Aditya Goenka
University of Rome 3 , University of Rome 3 and affiliation not provided to SSRN
Date Posted: March 15, 2010
Last Revised: March 17, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper The Effect of the Ban on Short Selling on Market Efficiency and Volatility
 Uwe Helmes , Julia Henker and Thomas Henker
affiliation not provided to SSRN , Bond University and Bond University
Date Posted: March 15, 2010
Last Revised: September 01, 2010
Working Paper Series
359 downloads

Incl. Electronic Paper The Impact of Risk and Return Perceptions on the Portfolio Reallocation Decisions of Mutual Fund Investors
 Louis H. Ederington and Evgenia V. Golubeva
University of Oklahoma - Division of Finance and University of Oklahoma - Division of Finance
Date Posted: March 15, 2010
Working Paper Series
90 downloads

Incl. Electronic Paper Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital
Review of Financial Studies, Forthcoming
 Hengjie Ai , Mariano Massimiliano Croce and Kai Li
University of Minnesota - Carlson School of Management , University of North Carolina Kenan-Flagler Business School and Hong Kong University of Science & Technology (HKUST) - School of Business and Management
Date Posted: March 15, 2010
Last Revised: October 03, 2012
Accepted Paper Series
688 downloads

Incl. Electronic Paper Information, Analysts, and Stock Return Co-movement
AFA 2011 Denver Meetings Paper
 Allaudeen Hameed , Randall Morck , Jianfeng Shen and Bernard Yin Yeung
National University of Singapore (NUS) - Department of Finance , University of Alberta - Department of Finance and Statistical Analysis , The University of New South Wales - School of Banking and Finance, Australian School of Business and NUS Business School, National University of Singapore
Date Posted: March 14, 2010
Last Revised: January 30, 2013
Working Paper Series
392 downloads

Incl. Electronic Paper Forecasting the Day-Ahead Electricity Price in Nord Pool with Neural Networks: Some Preliminary Results
6th Annual Conference of Hellenic Finance and Accounting Association (HFAA), Patra, Greece, December 14-15, 2007
Efstratios Livanis and Achileas Zapranis
University of Macedonia and University of Macedonia - Accounting and Finance
Date Posted: March 14, 2010
Accepted Paper Series
63 downloads

Incl. Electronic Paper How Information Transmits to Equity Markets: Earnings Announcements and Volatility
 Jeffrey R. Gerlach and Jae Ha Lee
Federal Reserve Banks - Federal Reserve Bank of Richmond and Sungkyunkwan University
Date Posted: March 14, 2010
Working Paper Series
73 downloads

Incl. Electronic Paper The Asymmetry of Market Efficiency for Positive and Negative Earnings Surprises
 Max Berens
University of Cologne
Date Posted: March 14, 2010
Working Paper Series
203 downloads

Incl. Electronic Paper The Costs of Bank Earnings Management
 Valeria Biurrun and Markus Rudolf
WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim Graduate School of Management
Date Posted: March 14, 2010
Last Revised: December 10, 2010
Working Paper Series
193 downloads

Incl. Electronic Paper The Personal Wealth Interests of Politicians and Government Intervention in the Economy
 Ahmed Tahoun and Laurence van Lent
London Business School and Tilburg University - CentER for Economic Research and Dept. of Accounting
Date Posted: March 14, 2010
Last Revised: August 17, 2012
Working Paper Series
808 downloads


 

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