Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
Papers Received in
  Last 12 months: 		69,655

Paper Downloads:
To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

CiteReader:  What's this?
Papers with
  Resolved
  References: 		239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links: 		5,733,423
Papers with
  Resolved
  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G14
3,733,465 Total downloads
Showing Papers 1,201 - 1,250 of 9,942
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Calendar Based Risk, Firm Size, and the Random Walk Hypothesis
C. Kenneth Jones
PortfolioNetworks.com
Date Posted: February 16, 2005
Last Revised: March 12, 2009
Working Paper Series
177 downloads

Calendar Effects in Fifty-Five Stock Market Indices
Global Journal of Finance and Management, Vol. 1, No. 2, 2009
 Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 23, 2010
Accepted Paper Series

Incl. Electronic Paper Calendar Effects on Stock Returns Across Multiple States
 Henry Aray and Betty Agnani
University of Granada - Departamento de Teoria e Historia Económica and University of Granada
Date Posted: April 10, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper Calibration of Interest Rate Models - Transition Market Case
CERGE-EI Working Paper No. 237
 Martin Vojtek
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: November 13, 2005
Working Paper Series
156 downloads

Call Auction Algorithm Design and Market Manipulation
Journal of Multinational Financial Management, Vol. 16, pp. 184-198, 2006
 Carole Comerton-Forde and James Rydge
University of Melbourne - Department of Finance and University of Sydney - Discipline of Finance
Date Posted: May 16, 2005
Accepted Paper Series

Incl. Electronic Paper Callable Bond Revisited
Financial Management, Forthcoming
John Banko and Lei Zhou
University of Florida and Northern Illinois University - Department of Finance
Date Posted: August 29, 2009
Accepted Paper Series
132 downloads

Incl. Electronic Paper Can a Risk-Based Factor Generate Momentum?
 Qiang Kang and Canlin Li
Florida International University (FIU) - Department of Finance and University of California, Riverside - A. Gary Anderson Graduate School of Management
Date Posted: March 16, 2007
Working Paper Series
132 downloads

Incl. Electronic Paper Can a Sovereign Protect Investors from Itself? Tribal Institutions to Spur Reservation Investment
Lewis & Clark Law Review, Vol. 8, No. 2, 2004
 David D. Haddock and Robert J. Miller
Northwestern University - School of Law and Department of Economics and Lewis & Clark Law School
Date Posted: July 16, 2008
Last Revised: April 22, 2012
Accepted Paper Series
63 downloads

Incl. Electronic Paper Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data
 Silvio John Camilleri
University of Malta - Department of Banking and Finance - FEMA
Date Posted: July 15, 2005
Working Paper Series
84 downloads

Incl. Electronic Paper Can Analysts Help to Predict Stock Returns? Implied Cost of Capital and Value-to-Price Ratio in International Capital Markets
 Florian Esterer and David Schröder
MainFirst Schweiz AG and University of London - Birkbeck College
Date Posted: June 18, 2008
Last Revised: May 14, 2011
Working Paper Series
338 downloads

Incl. Electronic Paper Can Commodity Futures be Profitably Traded with Quantitative Market Timing Strategies?
 Ben R. Marshall , Rochester H. Cahan and Jared Cahan
Massey University - Department of Economics and Finance , Macquarie Capital (USA) and Macquarie Bank Ltd
Date Posted: July 26, 2007
Last Revised: November 12, 2007
Working Paper Series
1973 downloads

Incl. Electronic Paper Can Companies Influence Investor Behavior through Advertising? Super Bowl Commercials and Stock Returns
 Frank Fehle , Sergey Tsyplakov and Volodymyr M. Zdorovtsov
BlueCrest Capital , University of South Carolina - Moore School of Business and State Street Global Advisors
Date Posted: December 20, 2003
Working Paper Series
444 downloads

Incl. Electronic Paper Can Companies Use Hedging Programs to Profit from the Market? Evidence from Gold Producers
 Tim Adam and Chitru S. Fernando
Humboldt University and University of Oklahoma - Michael F. Price College of Business
Date Posted: December 02, 2008
Working Paper Series
218 downloads

Can Composite Value Measures Enhance Portfolio Performance?
Journal of Investing, Vol. 13, No. 4, pp. 42-48, 2004
 Manjeet S. Dhatt , Yong H. Kim and Sandip Mukherji
University of Minnesota - Duluth - Department of Finance and Management Information Sciences , University of Cincinnati and Howard University - School of Business
Date Posted: August 02, 2004
Accepted Paper Series

Can Day of the Week Effect be Explained by Interbank Rates: An Evidence from an Emerging Market
 Ekrem Tufan
Canakkale Onsekiz Mart University - School of Tourism and Hotel Management
Date Posted: April 11, 2005
Working Paper Series

Can Economic Policy Uncertainty in the United States Predict the Performance of Stock Markets in South America?
 Vichet Sum
University of Maryland, Eastern Shore
Date Posted: June 26, 2012
Working Paper Series

Incl. Electronic Paper Can Emerging African Stock Markets Improve Their Informational Efficiency by Formally Harmonising and Integrating Their Operations?
 Collins G. Ntim , Kwaku K. Opong , Jo Danbolt and Frank Senyo Dewotor
University of Southampton - School of Management , University of Glasgow - Adam Smith Business School , University of Edinburgh Business School and Databank Securities Limited
Date Posted: July 17, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Can Evolutionary Economics make a Billion $ Difference for 60 Percent of the World's Poor in Asia?
 Hans-Peter Brunner
Asian Development Bank
Date Posted: September 03, 2001
Working Paper Series
225 downloads

Incl. Electronic Paper Can Fee Disclosure Be Trusted?
Regulation, Vol. 28, No. 4, pp. 46-47, Winter 2005
 Terrance R. Skantz and Denise Dickins
University of Texas - Arlington and Florida Atlantic University - School of Accounting
Date Posted: January 14, 2006
Accepted Paper Series
107 downloads

Incl. Electronic Paper Can Firm-Specific Models Predict Price Responses to Earnings News?
McCombs Research Paper No. ACC-01-06
 Robert N. Freeman , Adam S. Koch and Haidan Li
University of Texas at Austin , University of Virginia (UVA) - McIntire School of Commerce and Santa Clara University - Leavey School of Business
Date Posted: January 24, 2006
Working Paper Series
227 downloads

Incl. Electronic Paper 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

Can Inefficient Traders Create Value?
Journal of Financial Research, Forthcoming
 C. N. V. Krishnan
Case Western Reserve University - Department of Banking & Finance
Date Posted: February 28, 2004
Accepted Paper Series

Incl. Fee Electronic Paper Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
CEPR Discussion Paper No. 3808
 Eric van Wincoop and Philippe Bacchetta
University of Virginia (UVA) - Department of Economics and University of Lausanne
Date Posted: April 29, 2003
Working Paper Series
24 downloads

Incl. Electronic Paper Can Institutional Economics Inform the Efficient Market Hypothesis?
 Stephen F. Diamond and Jennifer W. Kuan
Santa Clara University - School of Law and Stanford Institute for Economic Policy Research (SIEPR)
Date Posted: December 08, 2011
Last Revised: December 16, 2011
Working Paper Series
251 downloads

Incl. Electronic Paper Can Internet Search Queries Help to Predict Stock Market Volatility?
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
 Thomas Dimpfl and Stephan Jank
University of Tuebingen - Department of Statistics and Econometrics and University of Cologne - Centre for Financial Research (CFR)
Date Posted: October 10, 2011
Last Revised: October 17, 2012
Working Paper Series
570 downloads

Incl. Electronic Paper Can Investor-Paid Credit Rating Agencies Improve the Information Quality of Issuer-Paid Rating Agencies?
 Han Xia
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: January 08, 2012
Last Revised: April 09, 2013
Working Paper Series
204 downloads

Incl. Electronic Paper Can Investors Profit from the Prophets? Consensus Analyst Recommendations and Stock Returns
 Brad M. Barber , Reuven Lehavy , Maureen F. McNichols and Brett Trueman
University of California, Davis , University of Michigan - Stephen M. Ross School of Business , Stanford University and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: November 04, 1998
Working Paper Series
2354 downloads

Incl. Electronic Paper Can Investors’ Horizons Influence Firm-Specific Crash Risk?
 Hui Zhu , Samir Saadi and Yang Ni
University of Calgary - Haskayne School of Business , Queen's School of Business and Shanghai Jiao Tong University (SJTU)
Date Posted: March 21, 2011
Last Revised: January 05, 2013
Working Paper Series
130 downloads

Incl. Electronic Paper Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market
EFA 2006 Zurich Meetings
 Jefferson Duarte , Ronnie Sadka and Xiaoxia Lou
Rice University , Boston College - Carroll School of Management and University of Delaware - Alfred Lerner College of Business and Economics
Date Posted: December 07, 2005
Working Paper Series
324 downloads

Incl. Electronic Paper Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market*
8th Annual Texas Finance Festival
 Jefferson Duarte , Xiaoxia Lou and Ronnie Sadka
Rice University , University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Date Posted: April 07, 2006
Working Paper Series
206 downloads

Incl. Electronic Paper Can Liquidity Risk Explain the Size-Performance Relationship for Hedge Funds?
 Hany A. Shawky and Ying Wang
State University of New York at Albany - School of Business and Center for Institutional Investment Management and State University of New York at Albany - School of Business
Date Posted: September 30, 2010
Last Revised: May 06, 2012
Working Paper Series
170 downloads

Incl. Electronic Paper Can Liquidity Shifts Explain the Lockup Expiration Effect in Stock Returns?
EFA 2009 Bergen Meetings Paper
 Chandrasekhar Krishnamurti , Avanidhar Subrahmanyam and Tiong Yang Thong
University of Southern Queensland , University of California, Los Angeles (UCLA) - Finance Area and Singapore Management University
Date Posted: February 12, 2009
Last Revised: January 10, 2010
Working Paper Series
143 downloads

Incl. Electronic Paper Can Liquidity Shifts Explain the Lockup Expiration Effect in Stock Returns?
 Chandrasekhar Krishnamurti , Avanidhar Subrahmanyam and Tiong Yang Thong
University of Southern Queensland , University of California, Los Angeles (UCLA) - Finance Area and Singapore Management University
Date Posted: January 08, 2010
Last Revised: December 26, 2010
Working Paper Series
133 downloads

Incl. Electronic Paper Can Managers Forecast Aggregate Market Returns?
 Alexander W. Butler , Gustavo Grullon and James Weston
Rice University - Jesse H. Jones Graduate School of Business , Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: May 26, 2003
Working Paper Series
489 downloads

Incl. Electronic Paper Can Managers Successfully Time the Maturity Structure of their Debt Issues?
 Alexander W. Butler , Gustavo Grullon and James Weston
Rice University - Jesse H. Jones Graduate School of Business , Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: July 27, 2004
Working Paper Series
371 downloads

Can Managers Successfully Time the Maturity Structure of their Debt Issues?
Journal of Finance, Forthcoming
 Gustavo Grullon , Alexander W. Butler and James Weston
Rice University - Jesse H. Jones Graduate School of Business , Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: March 23, 2006
Accepted Paper Series

Incl. Electronic Paper Can Market Actors Help Monitor European Banks?
Frontiers in Finance and Economics, Vol. 7, No. 2, 138-182, October 2010
 Anissa Naouar
affiliation not provided to SSRN
Date Posted: December 17, 2010
Accepted Paper Series
29 downloads

Incl. Electronic Paper Can Market Frictions Really Explain the Price Impact Asymmetry of Block Trades? Evidence from the Saudi Stock Market
 Ahmed A. Alzahrani and Andros Gregoriou
Brunel University and University of East Anglia
Date Posted: January 19, 2010
Working Paper Series
34 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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: August 02, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
 Malcolm P. Baker , Lubomir P. Litov , Jessica A. Wachter and Jeffrey Wurgler
Harvard Business School , University of Arizona - Department of Finance , University of Pennsylvania - Finance Department and NYU Stern School of Business
Date Posted: March 03, 2005
Last Revised: December 13, 2011
Working Paper Series
1376 downloads

Incl. Electronic Paper Can Noise Create Size and Value Effects?
AFA 2008 New Orleans Meetings Paper
 Robert D. Arnott , Jason C. Hsu , Jun Liu and Harry Markowitz
Research Affiliates, LLC , Research Affiliates, LLC , University of California, San Diego (UCSD) - Rady School of Management and University of California at San Diego
Date Posted: October 10, 2006
Last Revised: October 26, 2011
Working Paper Series
1233 downloads

Can Output Explain the Predictability and Volatility of Stock Returns?
CEPR Discussion Paper No. 1995
 Juan Ignacio Peña , Fernando Restoy and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration , Bank of Spain and Universidad Europea de Madrid - Departamento de Matematica
Date Posted: December 28, 1998
Working Paper Series

Incl. Electronic Paper Can Overconfidence and Biased Self-Attribution Explain the Momentum, Reversal and Share Issuance Anomalies? Evidence from Short-Term Institutional Investors
AFA 2011 Denver Meetings Paper
 Martijn Cremers and Ankur Pareek
University of Notre Dame and Rutgers University
Date Posted: March 17, 2010
Last Revised: February 23, 2012
Working Paper Series
894 downloads

Incl. Electronic Paper Can Overreaction Explain Part of the Size Premium?
International Journal of Revenue Management, 2008, Vol.2, Issue 3.
 K. Ozgur Demirtas and A. Burak Guner
CUNY Baruch College - Zicklin School of Business and Menta Capital
Date Posted: December 11, 2006
Last Revised: August 20, 2008
Working Paper Series
479 downloads

Incl. Electronic Paper Can Political Factors Explain the Behavior of Stock Prices Beyond the Standard Present Value Models?
 Tomasz Piotr Wisniewski
University of Leicester
Date Posted: July 25, 2007
Last Revised: May 01, 2009
Working Paper Series
354 downloads

Incl. Electronic Paper Can Prediction Markets Mitigate Price Biases?
 Richard Borghesi
University of South Florida
Date Posted: December 22, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Can Price Limits Help When the Price is Falling? Evidence from Transactions Data on the Shanghai Stock Exchange
China Economic Review, Forthcoming
 Woon K. Wong , Bo Liu and Yong Zeng
IMRU, Cardiff Business School , University of Electronic Science and Technology of China (UESTC) and University of Electronic Science and Technology of China (UESTC)
Date Posted: February 06, 2008
Last Revised: August 26, 2008
Working Paper Series
211 downloads

Incl. Electronic Paper Can Price Movement Toward Equilibrium Overshoot? Evidence from Share Repurchases and Subsidiary Selling
 C. Edward Wang and Ramon P. DeGennaro
National Taipei University - Department of Business Administration and University of Tennessee, Knoxville - Department of Finance
Date Posted: August 23, 2010
Last Revised: December 16, 2010
Working Paper Series
42 downloads

Incl. Electronic Paper Can R&D Expenditures Affect Firm Market Value? An Empirical Analysis of a Panel of European Listed Firms
 Andi Duqi and Giuseppe Torluccio
University of Bologna - Department of Management and University of Bologna - Department of Management
Date Posted: May 18, 2010
Last Revised: September 19, 2010
Working Paper Series
369 downloads


 

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 apollo3 in 4.078 seconds