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JEL Code: G10
1,446,014 Total downloads
Showing Papers 1,301 - 1,350 of 4,440
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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
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
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
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
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
Inflation and the Maturity Structure of Nominal Debt
Jihad Dagher
International Monetary Fund (IMF)
Date Posted: December 19, 2010
Working Paper Series
38 downloads
The Alpha of a Market Timer
Georges Hubner
HEC Management School - University of Liège
Date Posted: December 19, 2010
Working Paper Series
118 downloads
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
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
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
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
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
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
IPO Underpricing: A Literature Review
Deepak Agrawal
University of Mysore, Mysore
Date Posted: December 13, 2010
Working Paper Series
681 downloads
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
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
Two Kinds of Value Premiums
Daehwan Kim
Konkuk University
Date Posted: December 12, 2010
Working Paper Series
95 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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