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SSRN eLibrary Statistics:
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484,509
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393,865
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226,776
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68,968
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To date:
65,966,954
Last 12 months:
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JEL Code: G12
5,805,692 Total downloads
Showing Papers 1,201 - 1,250 of 13,819
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Wavelet-Based Beta Estimation: Applications to Indian Stock Market
Asset Pricing, Forthcoming
Aasif Shah M. and
Malabika Deo
Pondicherry University
and
Pondicherry University - Department of Commerce
Date Posted: July 15, 2012
Accepted Paper Series
24 downloads
All Risks Matter
25th Australasian Finance and Banking Conference 2012
Weiping Li
and
Tim Krehbiel
Oklahoma State University
and
Oklahoma State University - Stillwater - Spears School of Business
Date Posted: July 12, 2012
Last Revised: July 14, 2012
Working Paper Series
37 downloads
Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust
John Cotter ,
Stuart A. Gabriel and
Richard Roll
University College Dublin
,
University of California, Los Angeles - Anderson School of Management
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: July 12, 2012
Last Revised: July 20, 2012
Working Paper Series
29 downloads
Fraudulent Role of nFTK(2007) in Pension Funds Evaluation
Sergey Nagornii
and
M. Nagornaia
Quantinvest
and
affiliation not provided to SSRN
Date Posted: July 12, 2012
Working Paper Series
42 downloads
Target Price Forecasts: Fundamentals and Behavioral Factors
Peter Clarkson ,
Alexander Nekrasov ,
Andreas Simon
and
Irene Tutticci
University of Queensland - Business School
,
University of California, Irvine - Paul Merage School of Business
,
Pepperdine University - Graziadio School of Business and Management
and
University of Queensland - Business School
Date Posted: July 12, 2012
Last Revised: May 01, 2013
Working Paper Series
267 downloads
Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (Arma Model and Market Model)
International Journal of Economics and Financial Issues (IJEFI),Vol. 2, No. 3, pp. 246-266, 2012
Sahbi Farhani
University of Tunis El Manar, Tunisia - Faculty of Economic Sciences and Management of Tunis
Date Posted: July 12, 2012
Accepted Paper Series
10 downloads
Asset Owners and Delegated Managers
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: July 11, 2012
Working Paper Series
215 downloads
Dynamic Portfolio Choice
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: July 11, 2012
Working Paper Series
867 downloads
The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns
Robert F. Stambaugh ,
Jianfeng Yu
and
Yu Yuan
University of Pennsylvania - The Wharton School
,
University of Minnesota
and
Shanghai Advanced Institute of Finance
Date Posted: July 11, 2012
Working Paper Series
208 downloads
CDS Industrial Sector Indices, Credit and Liquidity Risk
Ca’ Foscari University of Venice Working Paper No. 09/WP/2012,
Monica Billio ,
Massimiliano Caporin ,
Loriana Pelizzon and
Domenico Sartore
Ca Foscari University of Venice - Department of Economics
,
University of Padova - Department of Economics and Management "Marco Fanno"
,
Ca Foscari University of Venice - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: July 10, 2012
Working Paper Series
92 downloads
Illustrating a Problem in the Self-Financing Condition in Two 2010-2011 Papers on Funding, Collateral and Discounting
Damiano Brigo ,
Cristin Buescu ,
Andrea Pallavicini
and
Qing Daphne Liu
Department of Mathematics, Imperial College, London
,
King's College London, Department of Mathematics
,
Banca IMI
and
University of London - King's College London
Date Posted: July 10, 2012
Last Revised: July 17, 2012
Working Paper Series
119 downloads
Integration of European Bond Markets
Charlotte Christiansen
University of Aarhus - School of Economics and Management - CREATES
Date Posted: July 10, 2012
Last Revised: May 06, 2013
Working Paper Series
46 downloads
Liquidity Needs, Private Information, Feedback Trading: Verifying Motives to Trade
National Bank of Poland Working Paper No. 119
Bartosz Gebka
and
Dobromil Serwa
University of Newcastle Business School
and
National Bank of Poland
Date Posted: July 10, 2012
Working Paper Series
30 downloads
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM
CREATES Research Paper No. 2012-32
Olaf Posch
and
Andreas Schrimpf
Universität Hamburg, Department of Economics
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: July 10, 2012
Working Paper Series
29 downloads
Do Analysts Use Their Cash Flows Forecasts When Setting Target Prices?
Noor A. Hashim
and
Norman C. Strong
University of Manchester - Manchester Business School
and
University of Manchester - Manchester Business School
Date Posted: July 09, 2012
Last Revised: October 30, 2012
Working Paper Series
99 downloads
Liquidity and Credit Risk Premia in Government Bond Yields
ECB Working Paper No. 1440
Jacob Ejsing
,
Magdalena Grothe
and
Oliver Grothe
European Central Bank (ECB)
,
European Central Bank (ECB)
and
University of Cologne
Date Posted: July 09, 2012
Working Paper Series
76 downloads
REIT Stock Prices with Inflation Hedging and Illusion
Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
William G. Hardin III ,
Xiaoquan Jiang
and
Zhonghua Wu
Florida International University (FIU) - College of Business Administration
,
Florida International University (FIU) - Department of Finance
and
Florida International University (FIU)
Date Posted: July 09, 2012
Accepted Paper Series
Discrete Affine Term Structure Models Applied to German and Greek Government Bonds
AESTIMATIO, The IEB International Journal of Finance, 2012
Vicente Jakas
Deutsche Bank AG, Finance CB&S Analytics and Saarland University
Date Posted: July 08, 2012
Last Revised: May 15, 2013
Accepted Paper Series
34 downloads
Trading Activity and Financial Market Integration
Financial Review, Vol. 47, Issue 3, pp. 589-616, 2012
Chia‐Hao Lee and
Pei‐I Chou
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 07, 2012
Accepted Paper Series
Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?
Financial Review, Vol. 47, Issue 3, pp. 531-564, 2012
Xiaoquan Jiang
and
Bong Soo Lee
Florida International University (FIU) - Department of Finance
and
Florida State University
Date Posted: July 07, 2012
Accepted Paper Series
2 downloads
Do Low‐Priced Stocks Drive Long‐Term Contrarian Performance on the London Stock Exchange?
Financial Review, Vol. 47, Issue 3, pp. 501-530, 2012
Yuliang Wu
,
Youwei Li
and
Philip Hamill
Queen's University Belfast
,
Queen's University Belfast - School of Management
and
Ulster Business School
Date Posted: July 07, 2012
Accepted Paper Series
Emerging from Bankruptcy with When‐Issued Trading
Financial Review, Vol. 47, Issue 3, pp. 445-467, 2012
Raymond M. Brooks and
J. Jimmy Yang
Oregon State University - College of Business
and
Oregon State University
Date Posted: July 07, 2012
Accepted Paper Series
Extreme Correlation of Stock and Bond Futures Markets: International Evidence
Financial Review, Vol. 47, Issue 3, pp. 565-587, 2012
Chin Man Chui
and
Jian Yang
Xiamen University - Institute for Financial and Accounting Studies
and
University of Colorado Denver - The Business School
Date Posted: July 07, 2012
Accepted Paper Series
1 downloads
Exchange Trading Rules, Surveillance, and Insider Trading
Douglas Cumming ,
Feng Zhan
and
Michael J. Aitken
York University - Schulich School of Business
,
York University - Schulich School of Business
and
University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: July 07, 2012
Last Revised: October 08, 2012
Working Paper Series
129 downloads
Headline Salience and Over- and Underreactions to Earnings
Xuan Huang
,
Alexander Nekrasov and
Siew Hong Teoh
California State University, Long Beach
,
University of California, Irvine - Paul Merage School of Business
and
University of California - Paul Merage School of Business
Date Posted: July 07, 2012
Working Paper Series
155 downloads
Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums
International Journal of Financial Research, 4(1), 1-4
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: July 07, 2012
Last Revised: December 31, 2012
Accepted Paper Series
43 downloads
Investor Sentiment and Beta Pricing
Constantinos Antoniou
,
John A. Doukas and
Avanidhar Subrahmanyam
University of Exeter - Xfi Centre for Finance and Investment
,
Old Dominion University - College of Business & Public Administration
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: July 07, 2012
Last Revised: April 22, 2013
Working Paper Series
145 downloads
Mergers, Capital Structure and Risk
Monika Tarsalewska
Lancaster University - Lancaster University Management School
Date Posted: July 07, 2012
Last Revised: September 05, 2012
Working Paper Series
83 downloads
Equity Lending, Investment Restrictions, and Fund Performance
Richard B. Evans
,
Miguel A. Ferreira and
Melissa Porras Prado
University of Virginia (UVA) - Darden School of Business
,
Nova School of Business and Economics
and
Nova School of Business and Economics
Date Posted: July 06, 2012
Last Revised: January 15, 2013
Working Paper Series
126 downloads
Bond Pricing Pedagogy and One-Step Bond Pricing
Tom Arnold
University of Richmond - E. Claiborne Robins School of Business
Date Posted: July 06, 2012
Working Paper Series
50 downloads
Forecasting Heavy‐Tailed Densities with Positive Edgeworth and Gram‐Charlier Expansions
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 4, pp. 600-627, 2012
Trino‐Manuel Ñíguez and
Javier Perote
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 05, 2012
Accepted Paper Series
Are Foreign Short-Sellers to Blame? Evidence from Daily Short-Selling in Korea Stock Exchange
Kuan-Hui Lee and
Shu-Feng Wang
Seoul National University Business School
and
Seoul National University
Date Posted: July 04, 2012
Working Paper Series
38 downloads
Feedback Trading and Intermittent Market Turbulence
Demosthenes N. Tambakis
Pembroke College, Cambridge
Date Posted: July 04, 2012
Last Revised: July 07, 2012
Working Paper Series
10 downloads
What Determines Bank Stock Price Synchronicity? - Global Evidence
Bank of Finland Research Discussion Paper No. 16/2012
Bill B. Francis
,
Iftekhar Hasan ,
Liang Song
and
Bernard Yeung
Rensselaer Polytechnic Institute (RPI) - Lally School of Management
,
Fordham University
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 04, 2012
Working Paper Series
55 downloads
A Binary Model Versus Discriminant Analysis to Corporate Bankruptcies for Emerging Market
Elena Makeeva
and
Ekaterina Neretina
National Research University Higher School of Economics
and
National Research University Higher School of Economics
Date Posted: July 03, 2012
Working Paper Series
41 downloads
The Information Environment and Cost of Capital
Orie E. Barron ,
Xuguang Simon Sheng
and
Maya Thevenot
Pennsylvania State University
,
American University
and
Florida Atlantic University
Date Posted: July 03, 2012
Last Revised: July 24, 2012
Working Paper Series
160 downloads
Can Firms with the Best Training Program Withstand the Storm of Economic Policy Uncertainty?
Journal of Business Economics and Management, (2013), Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: July 02, 2012
Last Revised: December 30, 2012
Accepted Paper Series
15 downloads
Empirical Investigation of Covered Interest Rate Parity
in Developed and Emerging Markets
Emrah Sener
,
Sait Satiroglu
and
Yildiray Yildirim
Ozyegin University
,
Center For Computational Finance
and
Syracuse University - Whitman School of Management
Date Posted: July 02, 2012
Working Paper Series
57 downloads
The Dispersion Effect Around the World: The Roles of Institutional Structures and National Culture
Chuan-Yang Hwang and
Yuan Li
Nanyang Technological University (NTU)
and
Deakin University
Date Posted: July 02, 2012
Working Paper Series
38 downloads
The Information Content of Tax Expense for Firms Reporting Losses
Journal of Accounting Research, Forthcoming
Dan S. Dhaliwal ,
Steven E. Kaplan ,
Rick Laux and
Eric Weisbrod
University of Arizona - Department of Accounting
,
Arizona State University
,
The Pennsylvania State University
and
University of Miami - Department of Accounting
Date Posted: July 02, 2012
Last Revised: April 21, 2013
Accepted Paper Series
115 downloads
The Real Effects of Sovereign Credit Risk: Evidence from the European Sovereign Debt Crisis
Johannes H. Breckenfelder
,
Jan Schnitzler
,
Patrick Augustin
and
Hamid Boustanifar
Institute for Financial Research (SIFR)
,
Stockholm School of Economics - Department of Finance
,
Stockholm School of Economics
and
Stockholm School of Economics
Date Posted: July 02, 2012
Last Revised: July 03, 2012
Working Paper Series
146 downloads
Anomalies and Financial Distress
Journal of Financial Economics (JFE), Forthcoming
Doron Avramov ,
Tarun Chordia ,
Gergana Jostova and
Alexander Philipov
Hebrew University of Jerusalem
,
Emory University - Department of Finance
,
George Washington University - Department of Finance
and
George Mason University - Finance Area
Date Posted: July 01, 2012
Accepted Paper Series
Consumption Utility-Based Pricing of Contingent Convertible Bonds and Optimal Capital Structure
Xiaolin Wang and
Zhaojun Yang
Hunan University
and
Hunan University - School of Finance and Statistics
Date Posted: July 01, 2012
Working Paper Series
80 downloads
The Law of One Accounting Variable
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Date Posted: July 01, 2012
Working Paper Series
41 downloads
Local IPOs, Local Delistings, and the Firm Location Premium
Giulia Baschieri
,
Andrea Carosi and
Stefano Mengoli
University of Bologna - Department of Management
,
University of Sassari - Department of Economics and Business
and
University of Bologna - Department of Management
Date Posted: June 30, 2012
Last Revised: May 16, 2013
Working Paper Series
153 downloads
A Value Premium Without Operating Leverage
Graeme Guthrie
Victoria University of Wellington - School of Economics & Finance
Date Posted: June 30, 2012
Last Revised: October 15, 2012
Working Paper Series
59 downloads
Amplification and Asymmetry in Crashes and Frenzies
Annals of Finance, Vol. 4, No. 2, 2008
Han N. Ozsoylev
University of Oxford - Said Business School
Date Posted: June 30, 2012
Accepted Paper Series
29 downloads
In Search of the 'Lost Capital': A Theory for Valuation, Investment Decisions, Performance Measurement
Frontiers in Finance and Economics, Vol. 9, No. 1, 87-146
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: June 29, 2012
Accepted Paper Series
74 downloads
Asymptotics for Exponential Levy Processes and Their Volatility Smile: Survey and New Results
Leif B. G. Andersen and
Alexander Lipton
Bank of America Merrill Lynch
and
affiliation not provided to SSRN
Date Posted: June 28, 2012
Working Paper Series
190 downloads
How Does Economic Policy Uncertainty in Europe Affect the U.S. Stock Market?
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: June 28, 2012
Working Paper Series
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