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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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  Last 12 months: 		68,942

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Last 30 days: 1,053,329

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SSRN eLibrary Search Results
JEL Code: G15
1,806,921 Total downloads
Showing Papers 141 - 190 of 6,315
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Incl. Electronic Paper The Liability of Foreignness in International Equity Investments: Evidence from the U.S. Stock Market
Bok Baik , Jun-Koo Kang , Jin-Mo Kim and Joonho Lee
Seoul National University , Nanyang Technological University (NTU) - Nanyang Business School , Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Singapore Management University
Date Posted: March 02, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Return-Based Style Analysis in Australian Funds
Forthcoming, Multinational Finance Journal
 Robert W. Faff , Philip Gharghori , Bonnie Ip and Annette Nguyen
University of Queensland , Monash University , BPM Financial Modelling and Deakin University
Date Posted: March 02, 2013
Accepted Paper Series
27 downloads

Incl. Electronic Paper Hedging Costs vs. Counterparty Risk: What Explains the Pricing of Structured Products During the 2007-2009 Financial Crisis?
FIRN Research Paper
 Stefan Petry
University of Melbourne
Date Posted: March 01, 2013
Last Revised: May 02, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper An Analytic Multi-Currency Model with Stochastic Volatility and Stochastic Interest Rates
 Alessandro Gnoatto and Martino Grasselli
Ludwig-Maximilians-Universität Munich and University of Padua
Date Posted: March 01, 2013
Last Revised: March 13, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper Covered Call ETFs for BRIC Markets
 Ronald T. Slivka , Sharad S. Bhat and Sridhar Nonabuhr Srinivasamurthy
NYU Poly - Department of Finance and Risk Engineering , New York University (NYU) - Polytechnic Institute of NYU and New York University (NYU) - Polytechnic Institute of NYU
Date Posted: March 01, 2013
Working Paper Series
72 downloads

Incl. Electronic Paper Dow Effects in Returns and in Volatility of Stock Markets during Quiet and Turbulent Times
 Ramona Dumitriu and Razvan Stefanescu
University Dunarea de Jos Galati and University Dunarea de Jos Galati
Date Posted: February 28, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Ultra High Frequency Statistical Arbitrage Across International Index Futures
 Hamad Alsayed and Frank McGroarty
University of Southampton - School of Management and University of Southampton - School of Management
Date Posted: February 28, 2013
Working Paper Series
117 downloads

Incl. Electronic Paper Banks' Foreign Credit Exposures and Borrowers' Rollover Risks Measurement, Evolution and Determinants
IMF Working Paper No. 13/9
 Eugenio Cerutti
International Monetary Fund (IMF)
Date Posted: February 28, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Connected to Whom? International Interbank Borrowing During the Global Crisis
IMF Working Paper No. 13/14
 Kalin Tintchev
International Monetary Fund (IMF)
Date Posted: February 28, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Macroeconomic Model Spillovers and Their Discontents
IMF Working Paper No. 13/4
 Tamim Bayoumi and Francis Vitek
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: February 28, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Why are the G-20 Data Gaps Initiative and the SDDS Plus Relevant for Financial Stability Analysis?
IMF Working Paper No. 13/6
 Robert Heath
affiliation not provided to SSRN
Date Posted: February 28, 2013
Working Paper Series
3 downloads

Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates
Journal of Futures Markets, Volume 32, Issue 2, pp. 122–151, February 2012, http://dx.doi.org/10.1002/fut.20511,
Aaron Tornell and Chunming Yuan
University of California, Los Angeles (UCLA) - Department of Economics and University of Maryland, Baltimore County - Department of Economics
Date Posted: February 27, 2013
Accepted Paper Series

Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis
Simulation in Computational Finance and Economics: Tools and Emerging Applications, Alexandrova-Kabadjova B., S. Martinez-Jaramillo, A. L. Garcia-Almanza, E. Tsang, eds., IGI Global, August 2012
 Sheri M. Markose
University of Essex - Department of Economics
Date Posted: February 26, 2013
Accepted Paper Series

‘Too Interconnected to Fail’ Financial Network of US CDS Market: Topological Fragility and Systemic Risk
Journal of Economic Behavior and Organization, Vol. 83, No. 3, 2012
 Sheri M. Markose
University of Essex - Department of Economics
Date Posted: February 26, 2013
Accepted Paper Series

Incl. Electronic Paper The U.S. Securities Fraud Class Action: An Unlikely Export to the European Union
37 Brooklyn Journal of International Law 1075
 Manning G. Warren III
University of Louisville - Louis D. Brandeis School of Law
Date Posted: February 26, 2013
Accepted Paper Series
30 downloads

Incl. Fee Electronic Paper Fiscal Discoveries and Sudden Decouplings
CEPR Discussion Paper No. DP9368
 Luis A. V. Catão , Ana Fostel and Romain G. Ranciere
Inter American Development Bank , George Washington University and Paris School of Economics (PSE)
Date Posted: February 26, 2013
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Cross‐Market Trading in China's Large State‐Owned Commercial Banks, 2006–2011
Contemporary Economic Policy, Vol. 31, Issue 2, pp. 366-377, 2013
 Richard C. K. Burdekin and Yang (Amanda) Yang
Claremont McKenna College - Robert Day School and affiliation not provided to SSRN
Date Posted: February 26, 2013
Accepted Paper Series

The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets
Lecture Notes in Business Information Processing, 136, pp. 71-87
 Peter Gomber , Martin Haferkorn , Marco Lutat and Kai Zimmermann
Goethe University Frankfurt Faculty of Economics and Business Administration , Goethe University Frankfurt Faculty of Economics and Business Administration , Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: February 23, 2013
Accepted Paper Series

Incl. Electronic Paper Global House Price Fluctuations: Synchronization and Determinants
IMF Working Paper No. 13/38
 Hideaki Hirata , M. Ayhan Kose , Christopher Otrok and Marco E. Terrones
Hosei University , International Monetary Fund (IMF) , University of Missouri and International Monetary Fund (IMF)
Date Posted: February 22, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper The Changing Collateral Space
IMF Working Paper No. 13/25
 Manmohan Singh
International Monetary Fund (IMF)
Date Posted: February 22, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Labor Market Regulations and Cross-Border Mergers
 Azizjon Alimov
City University of Hong Kong
Date Posted: February 22, 2013
Last Revised: March 11, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper The Glidepath Illusion: An International Perspective
 Javier Estrada
IESE Business School
Date Posted: February 22, 2013
Working Paper Series
241 downloads

Incl. Electronic Paper The Asset Growth Effect: Insights from International Equity Markets
Journal of Financial Economics (JFE), Forthcoming, University of Alberta School of Business Research Paper No. 2013-01
 Akiko Watanabe , Yan Xu , Tong Yao and Tong Yu
University of Alberta - School of Business , University of Rhode Island - College of Business Administration , University of Iowa - Henry B. Tippie College of Business and University of Rhode Island - College of Business Administration
Date Posted: February 21, 2013
Accepted Paper Series
89 downloads

Incl. Electronic Paper What is the Appropriate Index Construction Methodology for African Equity Investment?
The Journal of Financial Transformation, Journal 36: Global Finance and Regulation 02/2013
Daniel P. Broby and Morgan Lochhead
University of Strathclyde, Glasgow - Strathclyde Business School and University of London - King's College London
Date Posted: February 21, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper Collective Action Clauses: How Do They Weigh on Sovereigns?
Bank of Italy Temi di Discussione (Working Paper) No. 897
 Alfredo Bardozzetti and Davide Dottori
Bank of Italy and Bank of Italy
Date Posted: February 21, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Does Analyst Coverage Affect Share Price Informativeness of Chinese Listed Firms?
 Rong Ding , Wenxuan Hou , Jing-Ming Kuo and Edward Lee
Middlesex University , University of Edinburgh - Business School , Durham University - Durham Business School and University of Manchester - Manchester Business School
Date Posted: February 21, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper An Alternative Way of Examining the Samuelson Effect in Futures Markets
 Chia-Cheng Ho
National Chung Cheng University - Department of Finance
Date Posted: February 20, 2013
Working Paper Series
19 downloads

A Time Series Analysis of U.K. Construction and Real Estate Indices
Journal of Real Estate Finance and Economics, Vol. 46, No. 3, 2013
 Jorge Belaire-Franch and Kwaku K. Opong
University of Valencia and University of Glasgow - Adam Smith Business School
Date Posted: February 20, 2013
Accepted Paper Series

Incl. Electronic Paper Individualism, Synchronized Stock Price Movements, and Stock Market Volatility
 Feng Zhan
York University - Schulich School of Business
Date Posted: February 18, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Emerging Government Bond Market Timing
 Johan G. Duyvesteyn and Martin Martens
Robeco Asset Management and Erasmus University Rotterdam (EUR)
Date Posted: February 16, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper Are Investors Compensated for Bearing Market Volatility in a Country?
 Samuel Xin Liang and K. C. John Wei
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: February 14, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Are Extreme Returns Priced in the Stock Market? European Evidence
 Jan Annaert , Marc J. K. de Ceuster and Kurt Verstegen
Antwerp Management School , University of Antwerp - Faculty of Applied Economics - City Campus and University of Antwerp - Faculty of Applied Economics
Date Posted: February 14, 2013
Working Paper Series
66 downloads

Incl. Electronic Paper The Effectiveness of Changes in Settlement Procedures
 Emily Lin and Carl R. Chen
St. John's University and University of Dayton
Date Posted: February 13, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Sovereign Credit Risk and Government Effectiveness
 Jean-Claude Cosset and Alexandre Jeanneret
HEC Montreal and HEC Montréal
Date Posted: February 12, 2013
Last Revised: February 24, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Macro-Networks: An Application to the Euro Area Financial Accounts
ECB Working Paper No. 1510
 Olli Castren and Michela Rancan
European Central Bank (ECB) and European University Institute
Date Posted: February 12, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Market Structure and the Cost of Capital
CESifo Working Paper Series No. 4097
 Mohamed El Hedi Arouri , Christophe Rault , Robert Sova and Anamaria Sova
EDHEC Business School , University of Orleans , Academy of Economic Studies and Bucharest Academy of Economic Studies
Date Posted: February 12, 2013
Working Paper Series
78 downloads

Incl. Electronic Paper What Explains the Initial Return of Initial Public Offerings after the 1997 Asian Financial Crisis? Evidence from Thailand
 Chaiporn Vithessonthi
University of Otago - Department of Accountancy and Finance, School of Business
Date Posted: February 11, 2013
Last Revised: April 04, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Monetary Policy and the First- and Second-Moment Exchange Rate Change during the Global Financial Crisis: Evidence from Thailand
 Chaiporn Vithessonthi
University of Otago - Department of Accountancy and Finance, School of Business
Date Posted: February 11, 2013
Last Revised: April 18, 2013
Working Paper Series
12 downloads

Unremunerated Reserve Requirements, Exchange Rate Volatility, and Firm Value
Journal of International Financial Markets, Institutions and Money, Vol. 23, No. 1, 2013
 Chaiporn Vithessonthi and Jittima Tongurai
University of Otago - Department of Accountancy and Finance, School of Business and NIDA Center for Integrated Tourism Management Studies, National Institute of Development Administration
Date Posted: February 11, 2013
Accepted Paper Series

Risk Premium in Financial Futures Markets: Preference Models, Behavioral Puzzles or Fraud
 Rafael A. Martinez-Muñoz
University of Puerto Rico - Escuela Graduada de Administración de Empresas (EGAE)
Date Posted: February 10, 2013
Working Paper Series

Incl. Electronic Paper Liquidity Contagion: The Emerging Sovereign Debt Markets Example
 Serge Darolles , Jérémy Dudek and Gaëlle Le Fol
Université Paris-Dauphine - DRM-CEREG , National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Finance and Insurance and Université Paris-Dauphine - DRM-Finance
Date Posted: February 09, 2013
Working Paper Series
62 downloads

Incl. Electronic Paper Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator
KOF Working Papers No. 328
 Banu Simmons-Süer
KOF Swiss Economic Institute
Date Posted: February 09, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Capital Controls: A Normative Analysis
FRB of New York Staff Report No. 600
 Bianca De Paoli and Anna Lipinska
Federal Reserve Bank of New York and Bank of England - International Economic Analysis Division
Date Posted: February 09, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Voluntary Disclosure Practices by Foreign Firms Cross-Listed in the United States
Forthcoming, Journal of Contemporary Accounting and Economics, Rotman School of Management Working Paper No. 2213276
 Ole-Kristian Hope , Tony Kang and Joung W. Kim
University of Toronto - Rotman School of Management , Oklahoma State University - School of Accounting and Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship
Date Posted: February 09, 2013
Accepted Paper Series
76 downloads

Incl. Electronic Paper Institutional Herding in the Corporate Bond Market
FRB International Finance Discussion Paper No. 1071
 Fang Cai , Song Han and Dan Li
Board of Governors of the Federal Reserve System - Division of International Finance , Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board
Date Posted: February 08, 2013
Working Paper Series
66 downloads

Incl. Electronic Paper Regulating Against White Collar Crime in the Financial Services Sector
Journal of Financial Crime, Vol. 8, No. 1, pp. 7-11, 2000
 George Gilligan
University of New South Wales
Date Posted: February 08, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Social and Political Influences in the Reform of Banking Regulation
Financial Crime Review, Vol. 1, No. 2, pp. 57-63, 2000
 George Gilligan
University of New South Wales
Date Posted: February 08, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Does International Law Matter?
97 Minnesota Law Review 743 (2013)
 Shima Baradaran , Michael Findley , Daniel Nielson and J. C. Sharman
Brigham Young University - J. Reuben Clark Law School , University of Texas at Austin , Brigham Young University and Griffith University
Date Posted: February 08, 2013
Accepted Paper Series
138 downloads

Incl. Electronic Paper Company Law and the Regulation of Financial Services in the Twenty First Century, a Socio-Legal Perspective
International and Comparative Corporate Law Journal, Vol. 3, No. 1, pp. 33-47, 2001
 George Gilligan
University of New South Wales
Date Posted: February 08, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Variance Risk Premiums and the Forward Premium Puzzle
FRB International Finance Discussion Paper No. 1068
 Juan M. Londono and Hao Zhou
Federal Reserve Board of Governors and PBC School of Finance, Tsinghua University
Date Posted: February 07, 2013
Working Paper Series
50 downloads


 

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