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SSRN eLibrary Statistics:

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

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

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  Footnotes:
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SSRN eLibrary Search Results
JEL Code: G12
5,795,087 Total downloads
Showing Papers 1,351 - 1,400 of 13,808
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Incl. Electronic Paper Accounting Based Risk Measurement: An Alternative to CAPM Derived Discount Factors
University of York Management School Working Paper No. 68
Steve Toms
University of Leeds - Leeds University Business School (LUBS)
Date Posted: May 27, 2012
Working Paper Series
155 downloads

Incl. Electronic Paper Dynamics of the Direct and Indirect Real Estate Markets in China
Journal of Real Estate Portfolio Management, Vol. 11, No. 3, 2005
Graeme Newell , K.W. Chau , Siu Kei Wong and Keith McKinnell
affiliation not provided to SSRN , The University of Hong Kong , University of Hong Kong and affiliation not provided to SSRN
Date Posted: May 27, 2012
Accepted Paper Series
76 downloads

Incl. Electronic Paper Excess Returns in the Hong Kong Commercial Property Market
Journal of Real Estate Research, Vol. 14, No. 2, 1997
K.W. Chau and Gerald Brown
The University of Hong Kong and affiliation not provided to SSRN
Date Posted: May 27, 2012
Accepted Paper Series
59 downloads

Incl. Electronic Paper Freedom from Uncertainty: Toward a Robust Index of Human Security
Allan Dwyer
Mount Royal University - Bissett School of Business
Date Posted: May 27, 2012
Working Paper Series
21 downloads

Seasonality Effect Anomalies in Emerging Stock Markets: Evidence from Asia and Africa
Abdelmoneim Youssef
University of Rome II
Date Posted: May 27, 2012
Working Paper Series

The Efficiency of Emerging Stock Markets: Evidence from Asia and Africa
Abdelmoneim Youssef
University of Rome II
Date Posted: May 27, 2012
Working Paper Series

Incl. Electronic Paper High-Frequency Trading and Long-Term Investors: A View from the Buy-Side
Journal of Investment Strategies, Vol. 2, No. 2, pp. 25-69, Spring 2013
Nataliya Bershova and Dmitry Rakhlin
AllianceBernstein LP and AllianceBernstein LP
Date Posted: May 26, 2012
Last Revised: March 25, 2013
Accepted Paper Series
446 downloads

Incl. Electronic Paper Most Admired Companies: Admirable Performance
Journal of Applied Finance and Banking, Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 26, 2012
Last Revised: August 02, 2012
Accepted Paper Series
38 downloads

Incl. Electronic Paper A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds
Netspar Discussion Paper No. 02/2011-121
Joost Driessen , Tse-Chun Lin and Ludovic Phalippou
Tilburg University - Department of Finance , University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School
Date Posted: May 25, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
Netspar Discussion Paper No. 03/2012-017
Dion Bongaerts , Frank de Jong and Joost Driessen
Erasmus University Rotterdam (EUR) - Finance , Tilburg University - Department of Finance and Tilburg University - Department of Finance
Date Posted: May 25, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
Review of Financial Studies, 2012, Vol. 25, No. 12, pp. 3711-3751.
Peter Christoffersen , Vihang R. Errunza , Kris Jacobs and Hugues Langlois
University of Toronto - Rotman School of Management , McGill University - Desautels Faculty of Management , University of Houston - C.T. Bauer College of Business and McGill University - Desautels Faculty of Management
Date Posted: May 24, 2012
Last Revised: January 20, 2013
Accepted Paper Series
348 downloads

Incl. Electronic Paper Realized Copula
Matthias R. Fengler and Ostap Okhrin
University of St. Gallen - School of Economics and Political Science and Humboldt University of Berlin
Date Posted: May 24, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper How (Un)Informed is Trading?
Eric K. Kelley and Paul C. Tetlock
University of Arizona and Columbia Business School - Finance and Economics
Date Posted: May 22, 2012
Working Paper Series
176 downloads

Incl. Electronic Paper The Effect of the Japan 2011 Disaster on Nuclear and Alternative Energy Stocks Worldwide: An Event Study
BuR Business Research Journal, Vol. 5, No. 1, pp. 25-41, May 2012
Robert Ferstl , Sebastian Utz and Maximilian Wimmer
Oesterreichische Nationalbank , University of Regensburg - Department of Finance and University of Regensburg
Date Posted: May 22, 2012
Last Revised: May 24, 2012
Accepted Paper Series
182 downloads

Incl. Electronic Paper Is there Systematic Variation in Market Efficiency?
Dominik Rösch , Avanidhar Subrahmanyam and Mathijs A. Van Dijk
Erasmus University - Rotterdam School of Management , University of California, Los Angeles (UCLA) - Finance Area and Erasmus University - Rotterdam School of Management
Date Posted: May 21, 2012
Last Revised: March 20, 2013
Working Paper Series
149 downloads

Incl. Electronic Paper Stochastic Dominance and Abnormal Stock Returns: Market Anomaly or Information Impasse?
Ephraim Clark and Konstantinos Kassimatis
Middlesex University - SKEMA LSMRC Research Center and Athens University of Economics and Business - Department of Business Administration
Date Posted: May 21, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper In Search of Concepts: The Effects of Speculative Demand on Returns and Volume
Owain Ap Gwilym , Iftekhar Hasan , Ru Xie and Qingwei Wang
Bangor Business School , Fordham University , Bangor Business School and Bangor Business School
Date Posted: May 20, 2012
Last Revised: March 16, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper Indian Corporate Bonds Market – An Analytical Prospective
Golaka C. Nath
Clearing Corporation of India
Date Posted: May 20, 2012
Last Revised: June 25, 2012
Working Paper Series
138 downloads

Incl. Electronic Paper Information Flows in Dark Markets: Dissecting Customer Currency Trades
Lukas Menkhoff , Lucio Sarno , Maik Schmeling and Andreas Schrimpf
Leibniz Universitaet Hannover - Department of Economics , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: May 20, 2012
Last Revised: April 05, 2013
Working Paper Series
285 downloads

Incl. Electronic Paper The Indicators of Stock Market Macro Turning Points During Global Financial Crisis - Application to Dynamic Asset Allocation Investment Strategy Using Index and Exchange Traded Funds
George Bijak
GB Capital
Date Posted: May 20, 2012
Working Paper Series
287 downloads

Incl. Fee Electronic Paper Benchmark Bonds Interactions Under Regime Shifts
European Financial Management, Vol. 18, Issue 3, pp. 389-409, 2012
Dimitris A. Georgoutsos and Petros M. Migiakis
Athens University of Economics and Business - Department of International and European Economic Studies and Bank of Greece
Date Posted: May 19, 2012
Accepted Paper Series

Incl. Electronic Paper Dynamic Financial Market Model and Its Consequences
Bohumil Stádník
University of Economics, Prague - Faculty of Finance
Date Posted: May 19, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Evaluating the Performance of Indonesian Equity Mutual Funds
Akuntabilitas, Vol. 10, No. 2, p. 312, 2011
Jauhary Arifin
Research Department - PT. Metro Bhakti Dinamika
Date Posted: May 19, 2012
Last Revised: May 28, 2012
Accepted Paper Series
71 downloads

Incl. Electronic Paper Welfare Costs in the Long Run
UNC Kenan-Flagler Research Paper No. 2013-3
Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School
Date Posted: May 18, 2012
Last Revised: January 15, 2013
Working Paper Series
57 downloads

Incl. Electronic Paper A Quantile Regression Approach to Equity Premium Prediction
Loukia Meligkotsidou , Ekaterini Panopoulou , Ioannis D. Vrontos and Spyridon D. Vrontos
University of Athens , University of Piraeus - Department of Statistics and Insurance Science , Athens University of Economics and Business and Dep. of Statistics and Insurance Science, University of Piraeus
Date Posted: May 18, 2012
Working Paper Series
144 downloads

Incl. Electronic Paper A Tale of Two Investors: Estimating Optimism and Overconfidence
Swiss Finance Institute Research Paper No. 12-21
Giovanni Barone-Adesi , Loriano Mancini and Hersh Shefrin
Swiss Finance Institute at the University of Lugano , Ecole Polytechnique Fédérale de Lausanne and Santa Clara University - Leavey School of Business
Date Posted: May 18, 2012
Last Revised: March 18, 2013
Working Paper Series
578 downloads

Incl. Electronic Paper Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price
Swiss Finance Institute Research Paper No. 12-20
Andreas D. Huesler , Didier Sornette and C. H. Hommes
ETH Zürich , Swiss Finance Institute and University of Amsterdam
Date Posted: May 18, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper The Supraview of Return Predictive Signals
Review of Accounting Studies, Forthcoming
Jeremiah Green , John R. M. Hand and Frank Zhang
Pennsylvania State University , University of North Carolina (UNC) at Chapel Hill - Accounting Area and Yale School of Management
Date Posted: May 18, 2012
Last Revised: January 17, 2013
Accepted Paper Series
887 downloads

Incl. Electronic Paper Testing External Habits in an Asset Pricing Model
CAMA Working Papaer No. 20/2012
Melisso Boschi , Stefano d'Addona and Aditya Goenka
University of Rome 3 , University of Rome 3 and affiliation not provided to SSRN
Date Posted: May 17, 2012
Working Paper Series
7 downloads

Is Selection Bias Inherent in Housing Transactions? An Equilibrium Approach
Real Estate Economics, Forthcoming
Anna Chernobai and Ekaterina Chernobai
Syracuse University - M. J. Whitman School of Management and California State University Pomona
Date Posted: May 16, 2012
Accepted Paper Series

Incl. Electronic Paper Most Ethical Companies and Stock Performance: Empirical Evidence
Sum, V. (2012). Most ethical companies and stock performance: empirical evidence. International Research Journal of Applied Finance, 3(8), 1286-1292.
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 16, 2012
Last Revised: September 25, 2012
Accepted Paper Series
75 downloads

Incl. Electronic Paper Pricing Bermudan Callable Derivatives with Default, Collateral Margining, Funding and Investment Costs
Ahsan Amin
Infiniti Derivatives Solutions
Date Posted: May 16, 2012
Working Paper Series
225 downloads

Incl. Electronic Paper Momentum and Aggregate Default Risk
Mays Business School Research Paper No. 2012-39
Arvind Mahajan , Alex Petkevich and Ralitsa Petkova
Texas A&M University (TAMU) - Department of Finance , The University of Toledo - Department of Finance and Purdue University - Krannert School of Management
Date Posted: May 15, 2012
Working Paper Series
257 downloads

Incl. Electronic Paper Sources of Momentum in Bonds
Mays Business School Research Paper No. 2012-40
Hwagyun Kim , Arvind Mahajan and Alex Petkevich
Texas A&M University - Mays Business School , Texas A&M University (TAMU) - Department of Finance and The University of Toledo - Department of Finance
Date Posted: May 15, 2012
Working Paper Series
226 downloads

Incl. Electronic Paper Estimating Oil Risk Factors Using Information from Equity and Futures Markets
I-Hsuan Ethan Chiang and Jacob S. Sagi
University of North Carolina (UNC) at Charlotte and Vanderbilt University - Finance
Date Posted: May 14, 2012
Working Paper Series
128 downloads

Incl. Electronic Paper Belief-Free Price Formation
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Stefano Lovo , Tristan Tomala and Johannes Horner
HEC Paris (Groupe HEC) - Finance Department , HEC Paris (Groupe HEC) - Economics & Decision Sciences and Yale University - Cowles Foundation
Date Posted: May 14, 2012
Working Paper Series
12 downloads

Domestic and Global Equity Offerings: Differences in Underpricing and Performance of Identical Firms
Klaus Soenke Beckmann
University of Texas-Pan American
Date Posted: May 14, 2012
Working Paper Series

Incl. Electronic Paper Modeling Dynamic Term Structure of Equity Premia with Regime Switching Economy
Soohun Kim
Northwestern University, Kellogg School of Management, Department of Finance
Date Posted: May 14, 2012
Last Revised: May 29, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Seasonal Effects in the Turkish Stock Market
Alper Erdogan
Sabanci University - Graduate School of Management
Date Posted: May 14, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper Are There Common Factors in Individual Commodity Futures Returns?
Charoula Daskalaki , Alexandros Kostakis and George S. Skiadopoulos
University of Piraeus , University of Manchester - Manchester Business School and University of Piraeus
Date Posted: May 13, 2012
Last Revised: April 17, 2013
Working Paper Series
190 downloads

Incl. Electronic Paper The Performance of Small Cap Mutual Funds: Evidence for the UK
Rogér Otten and Martin Reijnders
Maastricht University - Department of Finance and affiliation not provided to SSRN
Date Posted: May 13, 2012
Working Paper Series
77 downloads

Incl. Electronic Paper Idiosyncratic Risk Innovations and the Idiosyncratic Risk-Return Relation
Mark Rachwalski and Quan Wen
Emory University - Department of Finance and Emory University - Department of Finance
Date Posted: May 12, 2012
Last Revised: March 12, 2013
Working Paper Series
161 downloads

Incl. Electronic Paper Intermediary Asset Pricing
American Economic Review, Forthcoming
Zhiguo He and Arvind Krishnamurthy
University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management
Date Posted: May 12, 2012
Accepted Paper Series
46 downloads

Incl. Electronic Paper The Synchronized and Long-Lasting Structural Change on Commodity Markets: Evidence from High Frequency Data
Nicolas Maystre and David Bicchetti
UNCTAD - United Nations Conference on Trade and Development and United Nations - Conference on Trade and Development (UNCTAD)
Date Posted: May 12, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper Dual Directional Structured Products
Geng Deng , Tim Dulaney , Tim Husson and Craig J. McCann
Securities Litigation and Consulting Group , Securities Litigation and Consulting Group , Securities Litigation and Consulting Group and Securities Litigation and Consulting Group
Date Posted: May 11, 2012
Last Revised: January 03, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Dark Pool Exclusivity Matters
Leslie Boni , David C. Brown and J. Chris Leach
University of New Mexico - Department of Finance, International, and Techology (FIT) , University of Colorado at Boulder and University of Colorado at Boulder - Department of Finance
Date Posted: May 11, 2012
Last Revised: January 15, 2013
Working Paper Series
259 downloads

Incl. Electronic Paper Employee Benefits and Stock Returns: A Look at Health Care Benefits
Accounting and Taxation, Forthcoming
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: May 11, 2012
Last Revised: August 05, 2012
Accepted Paper Series
21 downloads

Incl. Electronic Paper A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
Fisher College of Business Working Paper No. 2012-03-009, Charles A. Dice Center Working Paper No. 2012-9
Turan G. Bali , Nusret Cakici and Fousseni Chabi-Yo
Georgetown University - Robert Emmett McDonough School of Business , Fordham University - Graduate School of Business and Ohio State University (OSU) - Fisher College of Business
Date Posted: May 10, 2012
Last Revised: May 01, 2013
Working Paper Series
70 downloads

Incl. Electronic Paper Do Hedge Funds Outperform Stocks and Bonds?
Turan G. Bali , Stephen J. Brown and K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and CUNY Baruch College - Zicklin School of Business
Date Posted: May 10, 2012
Last Revised: December 20, 2012
Working Paper Series
213 downloads

Incl. Electronic Paper Expectations, Liquidity, and Short-Term Trading
Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: May 10, 2012
Working Paper Series
102 downloads


 

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