Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,173
Full Text Papers:
393,564
Authors:
226,645
Papers Received in Last 12 months:
68,973
Paper Downloads:
To date:
65,885,359
Last 12 months:
11,172,224
Last 30 days:
1,065,087
CiteReader: What's this?
Papers with Resolved References:
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation Links:
5,722,240
Papers with Resolved Footnotes:
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: G1
12,976,400 Total downloads
Showing Papers 13,141 - 13,190 of 36,688
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios
Daniel Paravisini
,
Veronica Rappoport
and
Enrichetta Ravina
London School of Economics & Political Science (LSE)
,
London School of Economics & Political Science (LSE)
and
Columbia Business School - Finance and Economics
Date Posted: November 20, 2009
Last Revised: February 09, 2013
Working Paper Series
472 downloads
Default Risk Premia on Government Bonds in a Quantitative Macroeconomic Model
Tinbergen Institute Discussion Paper No. 09-102/2
Falko Juessen
,
Ludger Linnemann
and
Andreas Schabert
University of Dortmund - Department of Economics
,
University of Dortmund
and
University of Amsterdam - Faculty of Economics and Business
Date Posted: November 20, 2009
Last Revised: December 21, 2009
Working Paper Series
86 downloads
Optimal Execution Strategies in Limit Order Books with General Shape Functions
Aurélien Alfonsi
,
Antje Fruth
and
Alexander Schied
Université Paris Est - CERMICS
,
Technical University Berlin
and
University of Mannheim
Date Posted: November 20, 2009
Working Paper Series
430 downloads
Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model
Netspar Discussion Paper No. 09/2009-032
Dirk Broeders
,
David Hollanders
and
Jacob Antoon Bikker
De Nederlandsche Bank
,
Tilburg University - Center and Faculty of Economics and Business Administration
and
De Nederlandsche Bank
Date Posted: November 20, 2009
Working Paper Series
119 downloads
Portfolio Performance Evaluation
THE ENCYCLOPEDIA OF FINANCE, C.F. Lee, ed., Springer, pp. 617-622, 2005
Lalith P. Samarakoon and
Tanweer Hasan
University of St. Thomas
and
Roosevelt University
Date Posted: November 20, 2009
Accepted Paper Series
502 downloads
The Global Financial Crisis and the Efficient Market Hypothesis: What Have We Learned?
Journal of Applied Corporate Finance, Forthcoming
Ray Ball
University of Chicago
Date Posted: November 20, 2009
Last Revised: December 11, 2009
Accepted Paper Series
4210 downloads
Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
Deniz Anginer
and
Celim Yildizhan
Virginia Tech Pamplin Business School
and
University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: November 19, 2009
Last Revised: May 14, 2013
Working Paper Series
821 downloads
An Empirical Analysis of the Relationship between Fundamentals and Stock Returns in Sri Lanka
Research Monograph, University of Sri Jayewardenepura, Sri Lanka, 1998
Lalith P. Samarakoon
University of St. Thomas
Date Posted: November 19, 2009
Accepted Paper Series
213 downloads
Boundedly Rational Exuberance on Commodity Markets
NYU Poly Research Paper No. 09-11
Bertrand Munier
IAE Sorbonne's Business School
Date Posted: November 19, 2009
Working Paper Series
318 downloads
Credit Gap Risk in a First Passage Time Model with Jumps
Centre for Practical Quantitative Finance Working Paper No. 22
Natalie Packham
,
Lutz Schloegl
and
Wolfgang M. Schmidt
Frankfurt School of Finance & Management gemeinnützige GmbH
,
affiliation not provided to SSRN
and
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: November 19, 2009
Working Paper Series
101 downloads
Directed Technical Change, Skills Gap and Predictability
Ziemowit Bednarek
California State Polytechnic University, San Luis Obispo
Date Posted: November 19, 2009
Last Revised: February 07, 2011
Working Paper Series
58 downloads
Government Investment and the Stock Market
Frederico Belo and
Jianfeng Yu
University of Minnesota
and
University of Minnesota
Date Posted: November 19, 2009
Last Revised: October 04, 2012
Working Paper Series
345 downloads
International Stock Return Predictability: What is the Role of the United States?
Journal of Finance, Forthcoming
David Rapach
,
Jack Strauss and
Guofu Zhou
Saint Louis University - John Cook School of Business
,
Saint Louis University - Department of Economics
and
Washington University in St. Louis - Olin School of Business
Date Posted: November 19, 2009
Last Revised: May 23, 2012
Accepted Paper Series
491 downloads
Investment Decisions and Implications of CAPM: A Comparison of Cement and Power Generation & Distribution Sector of Pakistan
Date Posted: November 19, 2009
Last Revised: December 07, 2009
Working Paper Series
Pension Fund Sophistication and Investment Policy
Netspar Discussion Paper No. 05/2009-016
Jan de Dreu
and
Jacob Antoon Bikker
Royal Bank of Scotland (RBS) - Global Banking & Markets
and
De Nederlandsche Bank
Date Posted: November 19, 2009
Working Paper Series
115 downloads
Stock Splits, a Survey
Celim Yildizhan
University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: November 19, 2009
Working Paper Series
577 downloads
The Use of Derivatives in Nordic Firms
Tor Brunzell
,
Mats Hansson
and
Eva Liljeblom
Stockholm University - School of Business
,
Swedish School of Economics and Business Administration
and
Swedish School of Economics and Business Administration
Date Posted: November 19, 2009
Last Revised: December 13, 2009
Working Paper Series
156 downloads
What Explains the Variance of Prices and Returns?: Time-series Vs. Cross-section
Denis B. Chaves
Research Affiliates, LLC
Date Posted: November 19, 2009
Last Revised: November 23, 2009
Working Paper Series
362 downloads
IFRS 7 Disclosures and Risk Perception of Financial Instruments
Forthcoming in: Schmalenbach Business Review (sbr)
Jannis Bischof
and
Michael Ebert
University of Mannheim
and
University of Mannheim - Department of Business Administration and Accounting
Date Posted: November 18, 2009
Last Revised: March 09, 2013
Accepted Paper Series
495 downloads
An Update of 'Loosening Your Collar: Alternative Implementations of QQQ Collars': Credit Crisis and Out-of-Sample Performance
Edward Szado and
Thomas Schneeweis
University of Massachusetts at Amherst - Isenberg School of Management
and
University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: November 18, 2009
Last Revised: March 09, 2011
Working Paper Series
387 downloads
Comparison of Historical and Parametric Value-at-Risk Methodologies
Péter Dobránszky
BNP Paribas, Risk - Investment & Markets
Date Posted: November 18, 2009
Working Paper Series
690 downloads
Did the 'Repeal' of Glass-Steagall Have Any Role in the Financial Crisis? Not Guilty; Not Even Close
Networks Financial Institute, Policy Brief 2009-PB-09
Peter J. Wallison
American Enterprise Institute (AEI)
Date Posted: November 18, 2009
Working Paper Series
870 downloads
Human Resource Accounting Practices and Indian Industries
Neha Seth
Indian Institute of Technology, Roorkee
Date Posted: November 18, 2009
Last Revised: March 03, 2010
Working Paper Series
Jump-Robust Volatility Estimation Using Nearest Neighbor Truncation
CREATES Research Paper No. 2009-52
Torben G. Andersen ,
Dobrislav Dobrev
and
Ernst Schaumburg
Northwestern University - Kellogg School of Management
,
Federal Reserve Board
and
Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: November 18, 2009
Working Paper Series
45 downloads
Meeting Analyst Forecasts and Stock Returns
Ioan Mirciov
Northwestern University - Kellogg School of Management
Date Posted: November 18, 2009
Last Revised: June 14, 2010
Working Paper Series
267 downloads
The Optimal Method for Pricing Bermudan Options by Simulation
Alfredo Ibanez
and
Carlos Velasco
ESADE Business School
and
Universidad Carlos III de Madrid - Department of Economics
Date Posted: November 18, 2009
Last Revised: February 05, 2012
Working Paper Series
188 downloads
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets
Álvaro Cartea and
Dimitris Karyampas
University College London
and
UBS AG
Date Posted: November 18, 2009
Last Revised: May 14, 2011
Working Paper Series
344 downloads
Where Does the Information in Mark-to-Market Come From?
Chicago Booth Research Paper #10-06
Alexander Bleck
and
Pingyang Gao
University of Chicago - Booth School of Business
and
University of Chicago - Booth School of Business
Date Posted: November 18, 2009
Last Revised: September 06, 2012
Working Paper Series
603 downloads
Solving Global Financial Imbalances: A Plan for a World Financial Authority
Columbia Law and Economics Working Paper No. 361, Northwestern Journal of International Law & Business, v. 31, p. 535, 2011
Carlos Mauricio Mirandola
Columbia Law School
Date Posted: November 17, 2009
Last Revised: April 29, 2013
Accepted Paper Series
181 downloads
A Neoclassical Model of Managed Distribution Plans: Theory and Evidence
Martin Cherkes ,
Jacob S. Sagi and
Zhi Jay Wang
Columbia Business School - Finance and Economics
,
Vanderbilt University - Finance
and
University of Oregon - Charles H. Lundquist School of Business
Date Posted: November 17, 2009
Working Paper Series
4 downloads
A Preferred-Habitat Model of the Term Structure of Interest Rates
CEPR Discussion Paper No. DP7547
Dimitri Vayanos and
Jean-Luc Vila
London School of Economics
and
Merrill Lynch & Co.
Date Posted: November 17, 2009
Working Paper Series
1 downloads
Dynamic Trading and Asset Prices: Keynes Vs. Hayek
CEPR Discussion Paper No. DP7506
Giovanni Cespa and
Xavier Vives
Cass Business School
and
University of Navarra - IESE Business School
Date Posted: November 17, 2009
Working Paper Series
2 downloads
Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis
CEPR Discussion Paper No. DP7499
Ludger Schuknecht ,
Jürgen von Hagen and
Guido Wolswijk
European Central Bank (ECB)
,
University of Bonn - Institute of Economic Policy
and
European Central Bank (ECB)
Date Posted: November 17, 2009
Working Paper Series
6 downloads
Internal Rationality and Asset Prices
CEPR Discussion Paper No. DP7498
Klaus Adam and
Albert Marcet
University of Mannheim
and
London School of Economics & Political Science (LSE)
Date Posted: November 17, 2009
Working Paper Series
4 downloads
Macro-Hedging for Commodity Exporters
CEPR Discussion Paper No. DP7513
Eduardo Borensztein ,
Olivier Jeanne and
Damiano Sandri
Inter-American Development Bank (IADB)
,
International Monetary Fund (IMF) - Research Department
and
International Monetary Fund (IMF) - Research Department
Date Posted: November 17, 2009
Working Paper Series
4 downloads
Indeterminacy of Competitive Equilibrium with Risk of Default
CEPR Discussion Paper No. DP7477
Gaetano Bloise
,
Pietro Reichlin and
Mario Tirelli
University of Rome III
,
LUISS Guido Carli University - Facoltà di Economia
and
University of Rome 3
Date Posted: November 17, 2009
Working Paper Series
2 downloads
An Application of EVT, GPD and POT Methods in the Russian Stock Market (RTS Index)
Vladimir O. Andreev ,
Sergey E. Tinyakov ,
Gennady P. Parahin and
Oksana P. Ovchinnikova
ORAGS
,
Telekom StroyServis
,
Telekom StroyServis
and
ORAGS
Date Posted: November 17, 2009
Last Revised: November 19, 2009
Working Paper Series
175 downloads
Bilateral Counterparty Risk Valuation for Interest-Rate Products: Impact of Volatilities and Correlations
Damiano Brigo ,
Andrea Pallavicini
and
Vasileios Papatheodorou
Department of Mathematics, Imperial College, London
,
Banca IMI
and
Barclays Capital
Date Posted: November 17, 2009
Last Revised: February 04, 2010
Working Paper Series
414 downloads
IFRS and the Need for Non-Financial Information
FINANCIAL MARKETS AND THE BANKING SECTOR: ROLES AND RESPONSiBILITIES IN A GLOBAL WORLD, Paulet E. ed., Routledge, 2009
Tristan Boyer
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: November 17, 2009
Accepted Paper Series
Implications of Earnings Management for Implementation of Sharia Based Financial System
Interdisciplinary Journal of Contemporary Research In Business, May 2010
Muhammad Hanif
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: November 17, 2009
Last Revised: November 07, 2010
Accepted Paper Series
301 downloads
Mutual Fund Theorem for Continuous Time Markets with Random Coefficients
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: November 17, 2009
Last Revised: July 05, 2011
Working Paper Series
35 downloads
Non-Deliverable Forwards Market for Indian Rupee: An Empirical Study
Indian Journal of Economics and Business, Vol. 8, No. 2, pp. 245-260, 2009
Anuradha Guru
Department of Economic Affairs, Ministry of Finance
Date Posted: November 17, 2009
Last Revised: November 21, 2009
Accepted Paper Series
160 downloads
Risk Appetite, Securities Valuations, and the Current Crisis
Arjun Kumar Mathrani
affiliation not provided to SSRN
Date Posted: November 17, 2009
Working Paper Series
Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity
Rui A. Albuquerque
Boston University - School of Management
Date Posted: November 17, 2009
Last Revised: March 30, 2011
Working Paper Series
48 downloads
The Impact of Illiquidity and Higher Moments of Hedge Fund Returns on Their Risk-Adjusted Performance and Diversification Potential
Journal of Alternative Investments, Forthcoming
Laurent Cavenaile
,
Alain Coen
and
Georges Hubner
University of Liege
,
Université du Québec à Montréal (UQÀM) - Graduate School of Business (ESG)
and
HEC Management School - University of Liège
Date Posted: November 17, 2009
Last Revised: February 19, 2011
Accepted Paper Series
Asymptotic Formulae for Implied Volatility in the Heston Model
Proceedings of the Royal Society A
Martin Forde
,
Antoine Jacquier
and
Aleksandar Mijatovic
Dublin City University - Department of Mathematical Sciences
,
Imperial College London - Department of Mathematics
and
Imperial College London
Date Posted: November 16, 2009
Last Revised: March 23, 2012
Accepted Paper Series
Broker-Dealer Risk Appetite and Commodity Returns
FRB of New York Staff Report No. 406
Erkko Etula
affiliation not provided to SSRN
Date Posted: November 16, 2009
Last Revised: March 29, 2010
Working Paper Series
426 downloads
Heat Baths and Computational Agent-Based Modeling
Andrew Clark
Lipper, A Thomson Reuters Company
Date Posted: November 16, 2009
Last Revised: June 17, 2012
Working Paper Series
47 downloads
Portfolio Choice and Mental Health
Review of Finance, Forthcoming
Vicki L. Bogan
and
Angela R. Fertig
Cornell University
and
University of Georgia
Date Posted: November 16, 2009
Last Revised: February 28, 2012
Accepted Paper Series
179 downloads
Retirement Plan Participation and Asset Allocation, 2007
EBRI Notes, Vol. 30, No. 11, November 2009
Craig Copeland
Employee Benefit Research Institute (EBRI)
Date Posted: November 16, 2009
Accepted Paper Series
45 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 8.547 seconds