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SSRN eLibrary Statistics:
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484,422
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393,787
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226,737
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68,988
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JEL Code: G12
5,803,446 Total downloads
Showing Papers 1,401 - 1,450 of 13,813
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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
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
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
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
71 downloads
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
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
External Imbalances and Financial Fragility in the Euro Area
Michele U. Fratianni ,
Pietro Alessandrini
,
Andrea Filippo Presbitero
and
Andrew J. Hughes Hallett
Indiana University Bloomington - Department of Business Economics & Public Policy
,
Università Politecnica delle Marche - Faculty of Economics
,
Università Politecnica delle Marche - Department of Economics
and
George Mason University - School of Public Policy
Date Posted: May 10, 2012
Working Paper Series
82 downloads
Liquidity Shocks and Stock Market Reactions
Georgetown McDonough School of Business Research Paper No. 2012-02
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: May 10, 2012
Last Revised: October 25, 2012
Working Paper Series
162 downloads
Bilateral Credit Valuation Adjustment of an Optional Early Termination Clause
Lorenzo Giada
and
Claudio Nordio
Banco Popolare
and
Banco Popolare
Date Posted: May 09, 2012
Last Revised: January 23, 2013
Working Paper Series
103 downloads
Gold Pricing Model During the Financial Crisis
Sihai Fang
,
Wei Fan
and
Tao Lu
NINTH QUANT MACRO INSTITUTE
,
University of Electronic Science and Technology of China
and
Hong Kong University of Science & Technology (HKUST)
Date Posted: May 09, 2012
Last Revised: July 10, 2012
Working Paper Series
262 downloads
Sovereign Credit Default Swap Premia
Patrick Augustin
Stockholm School of Economics
Date Posted: May 09, 2012
Last Revised: June 04, 2012
Working Paper Series
261 downloads
Stock Returns and Employee Turnover
Sum, V. & Chorlian, J. (2012). Stock returns and employee turnover. International Economics and Finance Journal, 7(2), 347-354.
Vichet Sum and
Jack Chorlian
University of Maryland, Eastern Shore
and
affiliation not provided to SSRN
Date Posted: May 09, 2012
Last Revised: September 25, 2012
Accepted Paper Series
54 downloads
The Market Timing Power of Moving Averages: Evidence from US REITs and REIT Indexes
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: May 09, 2012
Last Revised: November 15, 2012
Working Paper Series
242 downloads
No-Arbitrage Restrictions and the U.S. Treasury Market
Economic Perspectives, Forthcoming
Andrea Ajello
,
Luca Benzoni and
Olena Chyruk
Federal Reserve Board
,
Federal Reserve Bank of Chicago - Research Department
and
Federal Reserve Banks - Federal Reserve Bank of Chicago
Date Posted: May 08, 2012
Last Revised: June 02, 2012
Accepted Paper Series
42 downloads
Refining the Least Squares Monte Carlo Method by Imposing Structure
Pascal Letourneau
and
Lars Stentoft
HEC Montreal - Department of Finance
and
HEC Montréal - Department of Finance
Date Posted: May 08, 2012
Last Revised: February 28, 2013
Working Paper Series
80 downloads
Risk, Uncertainty and Monetary Policy
Netspar Discussion Paper No. 05/2011-102
Geert Bekaert ,
Marie Hoerova
and
Marco Lo Duca
Columbia Business School - Finance and Economics
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: May 08, 2012
Working Paper Series
65 downloads
The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity
De Nederlandsche Bank Working Paper No. 344
Theoharry Grammatikos
and
Robert Vermeulen
Universite du Luxembourg - Luxembourg School of Finance
and
De Nederlandsche Bank
Date Posted: May 08, 2012
Working Paper Series
45 downloads
The Asymmetric Effects of Investor Sentiment
Chandler Lutz
Copenhagen Business School
Date Posted: May 08, 2012
Last Revised: November 19, 2012
Working Paper Series
112 downloads
The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Returns Relations
Pacific-Basin Finance Journal, 18, 521-535. 2010
Wen-I Chuang
and
Hsiu-Chuan Lee
Department of Finance
and
Ming Chuan University
Date Posted: May 08, 2012
Accepted Paper Series
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 07, 2012
Last Revised: December 20, 2012
Working Paper Series
131 downloads
European Option Under Cox-Ingersoll-Ross Model for Stochastic Interest Rate
Shankar Subramaniam
affiliation not provided to SSRN
Date Posted: May 07, 2012
Working Paper Series
83 downloads
Higher Public Disclosure in the Shorting Market: Implications for Informational Efficiency
Bige Kahraman
and
Salil Pachare
Stockholm School of Economics - Department of Finance
and
Cornerstone Research
Date Posted: May 07, 2012
Last Revised: February 20, 2013
Working Paper Series
56 downloads
Local Business Cycles and Local Liquidity
Gennaro Bernile
,
George M. Korniotis
,
Alok Kumar and
Qin Wang
University of Miami - School of Business Administration
,
University of Miami
,
University of Miami - School of Business Administration
and
University of Michigan - Dearborn
Date Posted: May 07, 2012
Last Revised: November 29, 2012
Working Paper Series
79 downloads
Term Structure Models with Differences in Beliefs (Online Appendix)
Andrea Buraschi and
Paul Whelan
The University of Chicago
and
Imperial College Business School
Date Posted: May 07, 2012
Last Revised: July 08, 2012
Working Paper Series
22 downloads
Worst-of Options and Correlation Skew Under a Stochastic Correlation Framework
International Journal of Theoretical and Applied Finance, Vol. 15, No. 7, 2012
Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: May 07, 2012
Last Revised: March 09, 2013
Accepted Paper Series
33 downloads
The Volatility Effect in Emerging Markets
David Blitz
,
Juan Pang
and
Pim van Vliet
Robeco Asset Management - Quantitative Strategies
,
Shell Asset Management Company
and
Robeco Asset Management - Quantitative Strategies
Date Posted: May 06, 2012
Last Revised: December 18, 2012
Working Paper Series
618 downloads
To Trade, or Not to Trade: A Model of Regret and Investment
Ritsumeikan Research Center for Finance Research Paper Series No. 11-001
Jie Qin
Ritsumeikan University - Department of Economics
Date Posted: May 06, 2012
Last Revised: November 23, 2012
Working Paper Series
56 downloads
Analyst Interest, Market Visibility, and Stock Returns
Michael J. Jung ,
M.H. Franco Wong and
Frank Zhang
New York University - Leonard N. Stern School of Business
,
INSEAD
and
Yale School of Management
Date Posted: May 05, 2012
Working Paper Series
246 downloads
Enhancing the Investment Performance of Yield-Based Strategies
Jack Vogel
Drexel University
Date Posted: May 05, 2012
Last Revised: August 08, 2012
Working Paper Series
837 downloads
Fair Value Reporting, Information Environment and Stock Price Synchronicity
Mohamed A. Elbannan
Cairo University - Department of Accounting
Date Posted: May 04, 2012
Last Revised: March 26, 2013
Working Paper Series
12 downloads
Closed-Form Solutions for Options in Incomplete Markets
Oana Floroiu
and
Antoon Pelsser
Maastricht University - Department of Finance
and
Maastricht University
Date Posted: May 04, 2012
Last Revised: February 11, 2013
Working Paper Series
61 downloads
Time-Varying Performance of International Mutual Funds
Journal of Empirical Finance, Vol. 19, No. 3, 2012
Harry J. Turtle and
Chengping Zhang
West Virginia University
and
George Fox University
Date Posted: May 04, 2012
Accepted Paper Series
42 downloads
International Correlation Risk
Philippe Mueller
,
Andreas Stathopoulos
and
Andrea Vedolin
London School of Economics & Political Science (LSE) - Department of Finance
,
University of Southern California - Marshall School of Business
and
London School of Economics and Political Science
Date Posted: May 03, 2012
Last Revised: January 07, 2013
Working Paper Series
383 downloads
Dynamic Asset Allocation with Liabilities
Daniel Giamouridis
,
Athanasios Sakkas
and
Nikolaos Tessaromatis
Athens University of Economics and Business
,
Athens University of Economics and Business - Department of Accounting and Finance
and
EDHEC Business School and EDHEC Risk Institute
Date Posted: May 03, 2012
Last Revised: May 30, 2012
Working Paper Series
166 downloads
Financial Crisis and a Transmission Mechanism of External Shocks: The Signaling Role of the Korean Monetary Stabilization Bond
KAIST Business School Working Paper Series No. 2012-003
Jinyong Kim
and
Yong-Cheol Kim
KAIST College of Business
and
University of Wisconsin-Milwaukee
Date Posted: May 03, 2012
Working Paper Series
47 downloads
Market Reaction to Information Shocks – Does the Bloomberg and Briefing.com Survey Matter?
Forthcoming, Journal of Futures Markets
Linda H. Chen
,
George J. Jiang and
Qin Wang
Washington State University
,
Washington State University
and
University of Michigan - Dearborn
Date Posted: May 03, 2012
Last Revised: May 08, 2012
Accepted Paper Series
96 downloads
International Instability and Asset Pricing
Midwest Finance Association 2013 Annual Meeting Paper
Zhuo Chen ,
Andrea Y. Lu
and
Zhuqing Yang
Northwestern University - Kellogg School of Management
,
Northwestern University - Kellogg School of Management
and
Northwestern University - Kellogg School of Management
Date Posted: May 02, 2012
Last Revised: January 22, 2013
Working Paper Series
126 downloads
Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies
Marcelo Bianconi
and
Joe Akira Yoshino
Tufts University - Department of Economics
and
Universidade de São Paulo - Department of Economics
Date Posted: May 02, 2012
Working Paper Series
146 downloads
Multiple-Curve Valuation with One-Factor Hull-White Model
Jun Zhu
FINCAD
Date Posted: May 01, 2012
Last Revised: July 30, 2012
Working Paper Series
222 downloads
Competing on Speed - Online Appendix
Emiliano Pagnotta
and
Thomas Philippon
New York University (NYU)- Stern School of Business Dept. of Finance
and
New York University (NYU) - Department of Finance
Date Posted: April 30, 2012
Working Paper Series
35 downloads
Early Season NFL Over/Under Bias
Michael DiFilippo
,
Justin L. Davis
and
Andy Fodor
Ohio University
,
Ohio University
and
Ohio University
Date Posted: April 29, 2012
Working Paper Series
49 downloads
Informational Differences in NFL Point Spread and Moneyline Markets
Andy Fodor
and
Andrew Kreutzer
Ohio University
and
Ohio University
Date Posted: April 29, 2012
Working Paper Series
71 downloads
A Unique 'T+1 Trading Rule' in China: Theory and Evidence
Journal of Banking and Finance, Vol. 36, No. 2, 2012
Ming Guo
,
Zhan Li and
Zhiyong Tu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
,
Arizona State University (ASU) - Economics Department
and
Peking University - HSBC School of Business
Date Posted: April 28, 2012
Last Revised: October 08, 2012
Accepted Paper Series
Ten Badly Explained Topics in Most Corporate Finance Books
Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: April 28, 2012
Last Revised: February 03, 2013
Working Paper Series
9585 downloads
Determining Efficiency of Investment Companies with Selected Risk-Adjusted Ratios & Effect of Macroeconomic Factors on Their Portfolio
Financial Engineering and Portfolio Management, 2011, 2(7):73-96, (Persian with English abstract)
Zadalah Fathi
,
Hamed Ahmadinia
and
Javad Afrasiabishani
Islamic Azad University - Tehran Central Branch - Management Faculty
,
Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
and
Islamic Azad University, Tehran Central Branch - Management Faculty
Date Posted: April 27, 2012
Accepted Paper Series
44 downloads
Expert Committee on Commodity Futures: Agreements and Disagreements
Economic and Political Weekly, August 23, 2008
Tulsi Lingareddy
Clearing Corporation of India - CCIL
Date Posted: April 27, 2012
Accepted Paper Series
14 downloads
The Impact of the Crisis on the Monetary Autonomy of Central and Eastern European Countries
Public Finance Quarterly, Vol. LVII., Issue 1, p. 27-51
Gábor Dávid Kiss
and
Andreász Kosztopulosz
University of Szeged - Faculty of Economics and Business Administration
and
affiliation not provided to SSRN
Date Posted: April 26, 2012
Accepted Paper Series
24 downloads
Is Consumption Growth merely a Sideshow in Asset Pricing?
Thomas Andreas Maurer
Washington University in Saint Louis - John M. Olin Business School
Date Posted: April 25, 2012
Last Revised: February 12, 2013
Working Paper Series
50 downloads
A Comparison of Anti-Manipulation Rules in U.S. and EU Electricity and Natural Gas Markets: A Proposal for a Common Standard
Energy Law Journal, Vol. 33, No. 1, 2012
Shaun D. Ledgerwood
and
Dan Harris
The Brattle Group
and
The Brattle Group
Date Posted: April 24, 2012
Accepted Paper Series
78 downloads
Asset Prices and Google's Search Data
25th Australasian Finance and Banking Conference 2012
Bodo Herzog
Reutlingen University - ESB Business School
Date Posted: April 24, 2012
Working Paper Series
149 downloads
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