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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,847
Full Text Papers: 393,252
Authors: 226,504
Papers Received in
  Last 12 months:
69,023

Paper Downloads:
To date: 65,841,113
Last 12 months: 11,180,656
Last 30 days: 1,101,551

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Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
  Links:
5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G10
1,446,014 Total downloads
Showing Papers 1,301 - 1,350 of 4,440
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Incl. Electronic Paper An Alternative Performance Measure
Alexandre Hocquard , Nicolas A. Papageorgiou and Bruno Remillard
Pavilion Advisory Group , HEC Montreal - Department of Finance and HEC Montreal
Date Posted: December 23, 2010
Working Paper Series
135 downloads

Incl. Electronic Paper Optimal Hedging Strategies with an Application to Hedge Fund Replication
Alexandre Hocquard , Nicolas A. Papageorgiou and Bruno Remillard
Pavilion Advisory Group , HEC Montreal - Department of Finance and HEC Montreal
Date Posted: December 23, 2010
Working Paper Series
74 downloads

Incl. Electronic Paper Return Rates of WIG20 Index in the Situation of Extreme Tide Turning on the Warsaw Stock Exchange
Krzysztof Maciej Piasecki and Edyta Tomasik
Poznan University of Economics - Department of Operations Research and Kozminski University
Date Posted: December 22, 2010
Working Paper Series
36 downloads

Incl. Electronic Paper Profitability of Pairs Trading Strategy in Finland
John Paul Broussard and Mika Vaihekoski
Rutgers School of Business - Camden and Turku School of Economics - Department of Accounting and Finance
Date Posted: December 21, 2010
Working Paper Series
196 downloads

Incl. Electronic Paper Are Momentum Profits Driven by the Cross-Sectional Dispersion in Expected Stock Returns?
Journal of Financial Markets, Forthcoming
Ajay Bhootra
California State University, Fullerton
Date Posted: December 19, 2010
Last Revised: January 09, 2013
Working Paper Series
152 downloads

Incl. Electronic Paper Inflation and the Maturity Structure of Nominal Debt
Jihad Dagher
International Monetary Fund (IMF)
Date Posted: December 19, 2010
Working Paper Series
38 downloads

Incl. Electronic Paper The Alpha of a Market Timer
Georges Hubner
HEC Management School - University of Liège
Date Posted: December 19, 2010
Working Paper Series
118 downloads

Incl. Electronic Paper Different Risk-Adjusted Fund Performance Measures: A Comparison
Economics Discussion Paper No. 2009-54
Pilar Grau-Carles , Jorge Sainz , Javier Otamendi and L. M. Doncel
Universidad Rey Juan Carlos de Madrid , Universidad Rey Juan Carlos - Department of Applied Economics , affiliation not provided to SSRN and Universidad Rey Juan Carlos - Department of Applied Economics
Date Posted: December 18, 2010
Working Paper Series
120 downloads

Incl. Electronic Paper Money Market Integration and Sovereign CDs Spreads Dynamics in the New EU States
William Davidson Institute Working Paper No. 1002
Petar Chobanov , Amine Lahiani and Nikolay Nenovsky
Bulgarian National Bank , Université Paris Ouest - Nanterre, La Défense - EconomiX and Bulgarian National Bank
Date Posted: December 17, 2010
Working Paper Series
38 downloads

Incl. Electronic Paper Too Small or Too Low? New Evidence on the 4-Factor Model
Paola Brighi , Stefano d'Addona and Antonio Carlo Francesco Della Bina
University of Bologna - Department of Management , University of Rome 3 and University of Bologna - Department of Management
Date Posted: December 16, 2010
Working Paper Series
114 downloads

Incl. Electronic Paper Return's Seasonalities in the LATIBEX Market
Revista de Análisis Económico / Economic Analysis Review, Vol. 25, No. 1, pp. 3-14, June 2010,
Josep Garcia-Blandon
Facultat d'Economia IQS, Universitat Ramon Llull
Date Posted: December 15, 2010
Accepted Paper Series
21 downloads

Incl. Electronic Paper Cross-Industry Consequences of Terrorism
Kevin L. Meyer
Edinburgh University School of Law
Date Posted: December 14, 2010
Last Revised: March 03, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Fund Flows, Performance, Managerial Career Concerns, and Risk-Taking
Management Science, Forthcoming
Ping Hu , Jayant R. Kale , Marco Pagani and Ajay Subramanian
affiliation not provided to SSRN , Georgia State University , San Jose State University and Georgia State University
Date Posted: December 14, 2010
Accepted Paper Series
95 downloads

Incl. Electronic Paper IPO Underpricing: A Literature Review
Deepak Agrawal
University of Mysore, Mysore
Date Posted: December 13, 2010
Working Paper Series
681 downloads

Incl. Electronic Paper Predictability of Returns and Cash Flows
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and New York University Stern School of Business, Department of Finance
Date Posted: December 12, 2010
Last Revised: January 09, 2011
Working Paper Series
982 downloads

Incl. Electronic Paper Selection vs. Averaging of Logistic Credit Risk Models
Evelyn Hayden , Alex Stomper and Arne Westerkamp
Raiffeisen Bank International , Institute for Advanced Studies (IHS) -Economics & Finance and Vienna University of Economics and Business Administration - Department of Accounting and Finance
Date Posted: December 12, 2010
Last Revised: December 14, 2011
Working Paper Series
77 downloads

Incl. Electronic Paper Two Kinds of Value Premiums
Daehwan Kim
Konkuk University
Date Posted: December 12, 2010
Working Paper Series
95 downloads

Incl. Electronic Paper What Interest Rate Models to Use? Buy Side Versus Sell Side
Sanjay K. Nawalkha and Riccardo Rebonato
University of Massachusetts at Amherst - Isenberg School of Management and Royal Bank of Scotland
Date Posted: December 12, 2010
Last Revised: June 18, 2011
Working Paper Series
407 downloads

Incl. Electronic Paper Are Reported Mutual Fund Yields Useful? An Analysis of Municipal Bond Funds
Vaneesha Boney and George Comer III
University of Denver and Georgetown University - Department of Finance
Date Posted: December 10, 2010
Working Paper Series
50 downloads

Incl. Electronic Paper Modeling Asset Prices for Algorithmic and High Frequency Trading
Forthcoming, Applied Mathematical Finance
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: December 09, 2010
Last Revised: January 07, 2013
Working Paper Series
2262 downloads

Incl. Electronic Paper Excess Based Allocation of Risk Capital
CentER Discussion Paper Series No. 2010-123
Gerwald van Gulick , Anja De Waegenaere and Henk Norde
Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center For Economic Research
Date Posted: December 08, 2010
Working Paper Series
34 downloads

Incl. Fee Electronic Paper Credit Supply and the Price of Housing
CEPR Discussion Paper No. DP8129
Giovanni Favara and Jean M. Imbs
HEC University of Lausanne and Paris School of Economics (PSE)
Date Posted: December 06, 2010
Working Paper Series
8 downloads

Incl. Electronic Paper Diversification Strategies and the Performance of Funds of Hedge Funds
Na Dai and Hany A. Shawky
State University of New York at Albany - School of Business & Center for Institutional Investment Management and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Date Posted: December 05, 2010
Working Paper Series
262 downloads

Incl. Electronic Paper Knowledge Representation and Information Management for Financial Risk Management: Report of a Workshop
Mark D. Flood , Albert S. Kyle and Louiqa Raschid
Independent , University of Maryland and University of Maryland - Decision and Information Technologies Department
Date Posted: December 04, 2010
Working Paper Series
112 downloads

Incl. Electronic Paper Non-Execution and Market Share of Crossing Networks
Mao Ye
University of Illinois at Urbana-Champaign
Date Posted: December 04, 2010
Working Paper Series
115 downloads

Incl. Electronic Paper Does Britain Need a Financial Regulator?
Institute of Economic Affairs Monographs, 2010, Hobart Paper Working Paper No. 169
Philip Booth and Terry Arthur
City University London - Sir John Cass Business School and Institute of Economic Affairs (IEA)
Date Posted: December 03, 2010
Accepted Paper Series
69 downloads

Incl. Electronic Paper Short Selling: The Impact of SEC Rule 201 of 2010
Chinmay Jain , Pankaj K. Jain and Thomas H. McInish
University of Memphis - Fogelman College of Business and Economics , University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Date Posted: December 02, 2010
Last Revised: December 04, 2011
Working Paper Series
200 downloads

Incl. Electronic Paper The Gold Price in Times of Crisis
Jedrzej Pawel Bialkowski , Martin T. Bohl , Patrick M. Stephan and Tomasz Piotr Wisniewski
University of Canterbury - Department of Economics and Finance , University of Muenster , University of Muenster and University of Leicester
Date Posted: December 02, 2010
Last Revised: August 30, 2012
Working Paper Series
864 downloads

Incl. Electronic Paper An Empirical Analysis of Undisclosed Limit Orders Submissions Around Earnings Announcements on the Australian Securities Exchange
Finance and Corporate Governance Conference 2011 Paper
Charles J. Corrado , Huu Nhan Duong and Ngoc Duc Duong
Deakin University - School of Accounting, Economics & Finance , Monash University - Department of Accounting and Finance and School of Accounting, Economics and Finance, Deakin University
Date Posted: December 01, 2010
Last Revised: January 12, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Information Producers and Valuation: Evidence from Real Estate Markets
46th Annual AREUEA Conference Paper
David H. Downs and Nuray Guner
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and Middle East Technical University - Department of Business Administration
Date Posted: December 01, 2010
Last Revised: December 09, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Pairs Trading in the Land Down Under
Finance and Corporate Governance Conference 2011 Paper
Tim Bogomolov
University of South Australia - School of Mathematics and Statistics
Date Posted: December 01, 2010
Working Paper Series
595 downloads

Incl. Electronic Paper The Big Short versus The Right Short: Short Selling Activity and Housing Prices Predictability
46th Annual AREUEA Conference Paper
Carles Vergara-Alert and Pedro A. C. Saffi
IESE Business School and Cambridge Judge Business School - Finance
Date Posted: December 01, 2010
Last Revised: October 20, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Hidden Benefits of Equal Weighting: The Case for Hedge Fund Indices
Akos Beleznay , Michael Markov and Alexey Panchekha
Quantitative Alternative Management, LLC , Markov Processes International LLC and Markov Processes International LLC
Date Posted: November 29, 2010
Last Revised: December 09, 2011
Working Paper Series
205 downloads

Incl. Electronic Paper Selectivity and Sample Bias in Dividend Drop-Off Studies
Finance and Corporate Governance Conference 2011 Paper
Michael D. McKenzie and Graham Partington
University of Sydney - Discipline of Finance and University of Sydney - School of Business - Finance Discipline
Date Posted: November 29, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper Asset Pricing in the Dark: The Cross Section of OTC Stocks
Andrew Ang , Assaf A. Shtauber and Paul C. Tetlock
Columbia Business School - Finance and Economics , Columbia University - Columbia Business School and Columbia Business School - Finance and Economics
Date Posted: November 26, 2010
Last Revised: February 06, 2013
Working Paper Series
180 downloads

Incl. Fee Electronic Paper Estimating Cross-Industry Cross-Country Models Using Benchmark Industry Characteristics
CEPR Discussion Paper No. DP8056
Antonio Ciccone and Elias Papaioannou
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Dartmouth College - Department of Economics
Date Posted: November 22, 2010
Working Paper Series
4 downloads

Incl. Electronic Paper Does Ratings Shopping Distort Observed Bond Ratings?
Mathias Kronlund
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: November 22, 2010
Last Revised: October 24, 2012
Working Paper Series
351 downloads

Incl. Electronic Paper Should Macroeconomic Forecasters Use Daily Financial Data and How?
Elena Andreou , Eric Ghysels and Andros Kourtellos
University of Cyprus - Department of Economics , University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of Cyprus - Department of Economics
Date Posted: November 20, 2010
Working Paper Series
362 downloads

Incl. Electronic Paper The Comparison of Value at Risk on Sharia Based Stock and Non-Sharia Based Stock: Case Study on Indonesia Capital Market During 2005-2008
Agung Dharmawan Buchdadi , Muhamad Yasser Arafat and Tri Hesti Utaminingtyas
State University of Jakarta - Department of Management , State University of Jakarta - Faculty of Economics and State University of Jakarta - Faculty of Economics
Date Posted: November 20, 2010
Working Paper Series
123 downloads

Incl. Electronic Paper Sukuk Bond: The Global Islamic Financial Instrument
Business Islamica, November 2010
Salman Ahmed Shaikh and Shan Saeed
Institute of Business Administration and affiliation not provided to SSRN
Date Posted: November 18, 2010
Accepted Paper Series
581 downloads

Incl. Electronic Paper Risk Arbitrage, A Probabilistic Approach Over 1998-2010 in the US and Canada
Stephane Dieudonne , Fabienne Cretin and Slimane Bouacha
OFI Asset Management , OFI Asset Management and OFI Asset Management
Date Posted: November 17, 2010
Working Paper Series
223 downloads

Incl. Electronic Paper When Do Uninformed Trade? Information Based Trading and Stock Market Performance
Yelena Larkin
Penn State University
Date Posted: November 17, 2010
Working Paper Series
66 downloads

Incl. Electronic Paper Disposition Effect: A Review of Literature
Nirma University Journal of Business and Management Studies, Vol. 4, Nos. 3 & 4, January-June 2010
Neeraj Amarnani
Nirma University of Science and Technology - Institute of Management
Date Posted: November 15, 2010
Accepted Paper Series
238 downloads

Incl. Electronic Paper Emergence of Alternative Capital Markets in Developing Countries as a Process of Institutional Change
Krzysztof Waśniewski
Andrzej Frycz Modrzewski Krakow University
Date Posted: November 14, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Speculators, Commodities and Cross-Market Linkages
Bahattin Buyuksahin and Michel A. Robe
Bank of Canada and American University - Kogod School of Business
Date Posted: November 13, 2010
Last Revised: November 14, 2012
Working Paper Series
812 downloads

Credit Supply and the Price of Housing
Jean M. Imbs and Giovanni Favara
Paris School of Economics (PSE) and HEC University of Lausanne
Date Posted: November 12, 2010
Working Paper Series

Incl. Electronic Paper Modernising the Chinese Capital Market: Old Problems and New Legal Responses
International Company and Commercial Law Review, Vol. 21, No. 1, pp. 26-39, 2010
Flora Xiao Huang
University of Hull - Law School
Date Posted: November 11, 2010
Last Revised: December 15, 2010
Accepted Paper Series
130 downloads

Incl. Electronic Paper Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Zeno Adams , Roland Füss and Reint Gropp
University of St. Gallen , University of St. Gallen and Goethe University Frankfurt
Date Posted: November 11, 2010
Last Revised: March 25, 2013
Accepted Paper Series
322 downloads

Incl. Electronic Paper Financial Frictions and Inflation Differentials in a Monetary Union
CESifo Working Paper Series No. 3235
Nikolay Hristov , Oliver Hülsewig and Timo Wollmershaeuser
affiliation not provided to SSRN , Munich University of Applied Sciences and Ifo Institute for Economic Research
Date Posted: November 10, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Prices and Volumes of Options: A Simple Theory of Risk Sharing When Markets are Incomplete
Francois Le Grand and Xavier Ragot
EMLYON Business School and National Center for Scientific Research (CNRS)
Date Posted: November 10, 2010
Working Paper Series
26 downloads


 

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