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Full Text Papers: 398,298
Authors: 228,729
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SSRN eLibrary Search Results
JEL Code: G10
1,466,100 Total downloads
Showing Papers 1,361 - 1,410 of 4,477
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Equity Prices, Bond Spreads, and Credit Default Swaps in Emerging Markets
ICFAI Journal of Derivatives Markets, Vol. 2, pp. 7-26, July 2005
Jorge A. Chan-Lau and Yoon Sook Kim
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Date Posted: March 19, 2008
Accepted Paper Series

Incl. Electronic Paper Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
IMF Working Paper No. WP/04/27
Jorge A. Chan-Lau and Yoon Sook Kim
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Date Posted: April 10, 2005
Working Paper Series
1100 downloads

Incl. Electronic Paper Equity Returns and Idiosyncratic Volatility: UK Evidence
Timotheos Angelidis and Nikolaos Tessaromatis
University of Peloponnese - Department of Economics and EDHEC Business School and EDHEC Risk Institute
Date Posted: June 02, 2005
Working Paper Series
200 downloads

Incl. Electronic Paper Equity Returns and Inflation: The Puzzlingly Long Lags
Research in Finance and Banking, Vol. 2, 2001
James R. Lothian and Cornelia H. McCarthy
Fordham University Schools of Business and Fordham University Schools of Business
Date Posted: November 06, 2004
Accepted Paper Series
194 downloads

Incl. Electronic Paper Equity Risk Premiums (ERP): Determinants, Estimation and Implications
Aswath Damodaran
New York University - Stern School of Business
Date Posted: October 01, 2008
Last Revised: October 17, 2008
Working Paper Series
3233 downloads

Incl. Electronic Paper Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition
Aswath Damodaran
New York University - Stern School of Business
Date Posted: March 24, 2013
Working Paper Series
3659 downloads

Equity Security Prices, Investors' Planning Horizon, and Corporate Financial Planning
ICFAI Journal of Financial Economics, Vol. 2007, No. 2, pp. 7-20, June 2007
Stanley C.W. Salvary
Canisius College - Department of Accounting
Date Posted: July 18, 2007
Accepted Paper Series

Incl. Electronic Paper Equity Short Selling and the Cost of Debt
Midwest Finance Association 2013 Annual Meeting Paper
Bilal Erturk and Ali Nejadmalayeri
Oklahoma State University - Stillwater - Department of Finance and Oklahoma State University, Stillwater - Spears School of Business
Date Posted: September 16, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Equity Trading and the Allocation of Market Data Revenue
FEDS Working Paper No. 2012-65
Cecilia Caglio and Stewart Mayhew
Board of Governors of the Federal Reserve System and Cornerstone Research
Date Posted: January 01, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Equity Trading by Institutional Investors: To Cross or Not to Cross
EFA 2002 Berlin Meetings Discussion Paper
Randi Naes and Bernt Arne Ødegaard
Norwegian Ministry of Trade and Industry and University of Stavanger
Date Posted: August 05, 2002
Working Paper Series
386 downloads

Incl. Electronic Paper Equity Trading in the 21st Century
Marshall School of Business Working Paper No. FBE 09-10
James Angel , Lawrence Harris and Chester S. Spatt
Georgetown University - Department of Finance , University of Southern California - Marshall School of Business - Finance and Business Economics Department and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: May 11, 2010
Last Revised: February 24, 2012
Working Paper Series
1444 downloads

Incl. Electronic Paper Equity Valuation in the Coal Seam Gas Industry
22nd Australasian Finance and Banking Conference 2009
Duncan Keith , Simone Kelly and Ray Patrick McNamara
affiliation not provided to SSRN , Bond University - Finance and Bond University
Date Posted: August 25, 2009
Working Paper Series
191 downloads

Incl. Electronic Paper Equity Warrant: Dilution Effect and Implications for Pricing
Massimiliano Barbi
University of Bologna - Department of Management
Date Posted: December 17, 2008
Last Revised: January 08, 2009
Working Paper Series
374 downloads

Equity, Bonds, Growth and Inflation in a Quadratic Infinite Horizon Economy
UC Davis Working Paper No. 98-08
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Date Posted: June 02, 1998
Working Paper Series

Incl. Electronic Paper Equity-Linked Saving: A New Product Range for Retail Investors
ISMA Centre Finance Discussion Paper No. 2000-11, Cass Business School Research Paper

Date Posted: January 23, 2001
Working Paper Series
849 downloads

Incl. Electronic Paper Equivalence of the APV, WACC and Flows to Equity Approaches to Firm Valuation
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: June 29, 2002
Working Paper Series
2858 downloads

Incl. Electronic Paper Eroding Market Stability by Proliferation of Financial Instruments
Fabio Caccioli , Pierpaolo Vivo and Matteo Marsili
International School of Advanced Studies (SISSA) , Abdus Salam International Centre Theoretical Physics (ICTP) and Abdus Salam International Centre Theoretical Physics (ICTP)
Date Posted: November 23, 2008
Last Revised: November 25, 2009
Working Paper Series
254 downloads

Incl. Electronic Paper Essay on International Financial Crisis And Endogenous Growth Theory
International Journal of Economic Sciences and Applied Research, Vol. 2, No. 1, pp. 7-15, 2009
Boris Molochny
University of Pecs
Date Posted: December 17, 2009
Accepted Paper Series
56 downloads

Incl. Electronic Paper Establishing a Pecking Order for Finance Academics: Ranking of U.S. Finance Doctoral Programs
Jean L. Heck
St. Joseph's University - Haub School of Business
Date Posted: March 13, 2007
Working Paper Series
12325 downloads

Incl. Electronic Paper Estimating Behavioural Heterogeneity Under Regime Switching
University of Technology Sydney Quantitative Finance Research Centre Research Paper No. 290
Carl Chiarella , Xuezhong He , Weihong Huang and Huanhuan Zheng
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology, Sydney (UTS) - School of Finance and Economics , Nanyang Technological University (NTU) - School of Humanities & Social Sciences and Nanyang Technological University (NTU) - Division of Economics
Date Posted: October 23, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Estimating Beta of Viet Nam Listed Public Utilities, Natural Gas and Oil Company Groups During and After the Financial Crisis 2007-2011
Economic and Business Review, Vol 15, No 1
Dinh Tran Ngoc Huy
International University of Japan - GSIM
Date Posted: March 25, 2013
Last Revised: June 01, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Estimating Cost Of Equity
Jan Bartholdy and Paula Peare
University of Aarhus - Aarhus School of Business - Department of Business Studies and University of Aarhus - Department of Finance
Date Posted: December 14, 2000
Working Paper Series
1487 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 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
Ingmar Nolte and Valeri Voev
Warwick Business School - Finance Group - Financial Econometrics Research Centre and University of Aarhus - CREATES
Date Posted: July 26, 2007
Last Revised: June 12, 2008
Working Paper Series
285 downloads

Estimating Implied Pdfs from American Options on Futures: A New Semi-Parametric Approach
Journal of Futures Markets , Vol. 22, No. 1, pp. 1-30, January 2002
Dimitris Flamouris and Daniel Giamouridis
ABN Amro and Athens University of Economics and Business
Date Posted: July 30, 2004
Last Revised: March 24, 2008
Accepted Paper Series

Incl. Electronic Paper Estimating Indices in the Presence of Seller Reservation Prices
Yale ICF Working Paper No. 03-05
Liang Peng and William N. Goetzmann
University of Colorado at Boulder and Yale School of Management - International Center for Finance
Date Posted: April 08, 2003
Working Paper Series
231 downloads

Incl. Electronic Paper Estimating Liquidity Using Information on the Multivariate Trading Process
Katarzyna Bien , Ingmar Nolte and Winfried Pohlmeier
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) , Warwick Business School - Finance Group - Financial Econometrics Research Centre and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: July 17, 2006
Working Paper Series
228 downloads

Incl. Electronic Paper Estimating Pervasive Economic Factors with Missing Observations
Gregory Connor and Robert A. Korajczyk
London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Northwestern University - Kellogg School of Management
Date Posted: September 18, 2008
Working Paper Series
113 downloads

Incl. Electronic Paper Estimating Probability Distributions of Future Asset Prices: Empirical Transformations from Option-Implied Risk-Neutral to Real-World Density Functions
Bank of England Working Paper No. 455
Rupert de Vincent-Humphreys and Joseph Noss
Bank of England and affiliation not provided to SSRN
Date Posted: June 26, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper Estimating Risk and Return Combinations For New Actively Managed Funds
Ney O. Brito , Alexandre Bona and Karin Meerbaum
Ney O. Brito & Associados , Banco Itaú and Banco Itaú
Date Posted: March 02, 2002
Working Paper Series
99 downloads

Incl. Electronic Paper Estimating Term Structure Changes Using Principal Component Analysis in Indian Sovereign Bond Market
Golaka C. Nath
Clearing Corporation of India
Date Posted: June 04, 2012
Last Revised: July 09, 2012
Working Paper Series
91 downloads

Incl. Electronic Paper Estimating the Correlation of Non-Contemporaneous Time-Series
Thomas Coleman
University of Chicago - Becker Friedman Institute for Research in Economics
Date Posted: June 15, 2007
Last Revised: September 08, 2008
Working Paper Series
232 downloads

Incl. Electronic Paper Estimating the Determinants of Stock Price Changes
C. N. V. Krishnan
Case Western Reserve University - Department of Banking & Finance
Date Posted: March 28, 2004
Last Revised: December 19, 2007
Working Paper Series
358 downloads

Incl. Fee Electronic Paper Estimating the Gains from Trade in Limit Order Markets
CEPR Discussion Paper No. 4432
Burton Hollifield , Robert A. Miller , Patrik Sandas and Joshua Slive
Carnegie Mellon University - David A. Tepper School of Business , Carnegie Mellon University - David A. Tepper School of Business , University of Virginia and Bank of Canada
Date Posted: July 09, 2004
Working Paper Series
19 downloads

Incl. Electronic Paper Estimating the Gains from Trade in Limit Order Markets
Rodney L. White Center for Financial Research Working Paper No. 20-04
Burton Hollifield , Robert A. Miller , Patrik Sandas and Joshua Slive
Carnegie Mellon University - David A. Tepper School of Business , Carnegie Mellon University - David A. Tepper School of Business , University of Virginia and Bank of Canada
Date Posted: September 11, 2004
Working Paper Series
161 downloads

Incl. Electronic Paper Estimating the Market Risk Premium
EFA 0170
Scott E. Mayfield
Harvard Business School
Date Posted: December 26, 1999
Working Paper Series
2634 downloads

Incl. Electronic Paper Estimation of Continuous-time Models with an Application to Equity Volatility Dynamics
Nengjiu Ju , Gurdip Bakshi and Hui Ou-Yang
Hong Kong University of Science & Technology - Department of Finance , University of Maryland - Robert H. Smith School of Business and Cheung Kong Graduate School of Business
Date Posted: March 19, 2005
Working Paper Series
414 downloads

Incl. Electronic Paper Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics
Journal of Financial Economics, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-017
Hui Ou-Yang and Gurdip Bakshi
Cheung Kong Graduate School of Business and University of Maryland - Robert H. Smith School of Business
Date Posted: January 27, 2006
Accepted Paper Series
130 downloads

Incl. Electronic Paper Estimation of Jump Tails
Economic Research Initiatives at Duke (ERID) Working Paper No. 38
Tim Bollerslev and Viktor Todorov
Duke University - Finance and Northwestern University
Date Posted: April 14, 2010
Last Revised: June 10, 2011
Working Paper Series
119 downloads

Incl. Electronic Paper Estimation of Jump Tails
CREATES Research Paper No. 2010-16
Tim Bollerslev and Viktor Todorov
Duke University - Finance and Duke University
Date Posted: May 02, 2010
Working Paper Series
74 downloads

Incl. Electronic Paper Estimation of Portfolio Return and Value at Risk Using a Class of Gaussian Mixture Distributions
The International Journal of Business and Finance Research, Vol. 6, No.1, pp. 97-107, 2012
Kangrong Tan and Meifen Chu
Kurume University and Kyushu University
Date Posted: January 06, 2012
Accepted Paper Series
90 downloads

Incl. Electronic Paper Estimation of Quarticity with High Frequency Data
Quantitative Finance, Vol. 12(4) (2012), pp. 607-622
Maria Elvira Mancino and Simona Sanfelici
University of Florence - Department of Mathematics for Decisions and University of Parma - Facoltà di Economia
Date Posted: March 30, 2013
Last Revised: April 02, 2013
Accepted Paper Series
17 downloads

Incl. Electronic Paper Estimation of Systemic Risk
Vighneswara Swamy
IBS-Hyderabad
Date Posted: May 17, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Estimation of the Conditional Variance - Covariance Matrix of Returns Using the Intraday Range
XFi Centre for Finance and Investment Working Paper No. 07/11
Richard D. F. Harris and Fatih Yilmaz
University of Exeter - Business School and Bank of America, U.K.
Date Posted: November 13, 2007
Working Paper Series
492 downloads

Estimation Risk in Financial Risk Management: A Correction
Journal of Risk, Vol. 8, No. 4, pp. 121-125, Summer 2006
Daniel Giamouridis
Athens University of Economics and Business
Date Posted: April 04, 2006
Last Revised: June 01, 2008
Accepted Paper Series

Incl. Fee Electronic Paper Estonia's Multi-Pillar Pension System: Solid First Miles of the Marathon
Journal of Investment Consulting, Vol. 12, No. 2, pp. 42-52, 2011
Pertti Rahnel , Katrin Rahe and Kaarel Roosa
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: February 17, 2012
Accepted Paper Series
2 downloads

Incl. Electronic Paper Ethics of Corporate Governance
Donald Nordberg
Bournemouth University - Business School
Date Posted: July 31, 2007
Working Paper Series
1266 downloads

Incl. Electronic Paper EU Federalism and the Governance of Financial Reporting: Cost and Benefits of Centralized Standard Setting
Jochen Zimmermann and Philipp B. Volmer
University of Bremen - Faculty of Business Studies and Economics and University of Bremen - Faculty of Business Studies and Economics
Date Posted: January 26, 2006
Working Paper Series
326 downloads

Incl. Fee Electronic Paper Euler Equation Errors
CEPR Discussion Paper No. 5245
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Date Posted: June 21, 2005
Working Paper Series
24 downloads

Incl. Electronic Paper Euler Equation Errors
AFA 2007 Chicago Meetings Paper
Martin Lettau and Sydney C. Ludvigson
University of California - Haas School of Business and New York University - Department of Economics
Date Posted: February 05, 2005
Working Paper Series
184 downloads


 

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