Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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
12,994,023 Total downloads
Showing Papers 1,451 - 1,500 of 36,709
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper A Study on the Efficiency of the Market for Dutch Long Term Call Options
Frans de Roon , Chris Veld and Jason Zhanshun Wei
Tilburg University - Department of Finance , University of Glasgow and University of Toronto - Rotman School of Management
Date Posted: January 26, 1996
Working Paper Series
427 downloads

Incl. Electronic Paper A Study on the Liquidity Effects of Stock Splits in Indian Stock Markets
Mihir Dash and Amaresh Gouda
Alliance University - School of Business and affiliation not provided to SSRN
Date Posted: August 03, 2009
Working Paper Series
495 downloads

Incl. Electronic Paper A Study on the Relation Between Fair Disclosure and Investors' Emotions with the Market Experiments - Does Fair Disclosure Affects Investors' Emotions?
Satoshi Taguchi
Doshisha University
Date Posted: January 13, 2009
Working Paper Series
117 downloads

Incl. Electronic Paper A Study on the Transmission of Money Market Tensions in EMEAP Economies during the Credit Crisis of 2007-2008
Laurence Fung and Ip-wing Yu
Hong Kong Monetary Authority and affiliation not provided to SSRN
Date Posted: June 01, 2009
Working Paper Series
68 downloads

A Study Towards a Unified Approach to the Joint Estimation of Objective and Risk Neutral Measures for the Purpose of Options Valuation
Journal of Financial Economics, Vol. 56, No. 3, June, 2000
Mikhail Chernov and Eric Ghysels
London School of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: February 10, 2001
Accepted Paper Series

Incl. Electronic Paper A Stylized Fact of Asset Allocation
Kevin C.H. Chiang
University of Alaska Fairbanks - School of Management (SOM)
Date Posted: November 23, 2003
Working Paper Series
384 downloads

Incl. Electronic Paper A Subordinated Markov Model for Stochastic Mortality
European Actuarial Journal, (2012) 2:105–127,
Xiaoming Liu and X. Sheldon Lin
University of Western Ontario and University of Toronto
Date Posted: October 26, 2011
Last Revised: August 26, 2012
Accepted Paper Series
66 downloads

Incl. Electronic Paper A Subsampling Approach to Estimating the Distribution of Diversing Statistics with Application to Assessing Financial Market Risks
UPF, Economics and Business Working Paper No. 599
Patrice Bertail , Christian Haefke , Dimitris N. Politis and Halbert L. White, Jr.
University Paris-Ouest and CREST-Insee , Institute for Advanced Studies (IHS) , University of California, San Diego (UCSD) - Department of Mathematics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: October 24, 2002
Working Paper Series
178 downloads

Incl. Electronic Paper A Suggestion for Simplifying the Theory of Asset Prices
Riccardo Cesari and Carlo D'Adda
University of Bologna - Department of Mathematics for Economic and Social Sciences and University of Bologna
Date Posted: May 23, 2005
Working Paper Series
115 downloads

Incl. Electronic Paper A Suitable Volatility Measure in Indian Stock Market
Golaka C. Nath and Manoj Dalvi
Clearing Corporation of India - CCIL and Long Island University - Department of Finance
Date Posted: February 13, 2008
Working Paper Series
493 downloads

Incl. Electronic Paper A Sum & Discount Method of Appraising Firms: An Illustrative Example
University of Modena and Regio Emilia Working Paper
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: December 04, 2007
Last Revised: November 11, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper A Summary and Explanation of the Computation of Risk Adjusted Capital Requirements Per the Basel II Accord
Hertfordshire Law Journal, Vol. 6, 2008
Matthew Berger
Independent
Date Posted: February 20, 2007
Last Revised: June 10, 2008
Accepted Paper Series
821 downloads

A Summary: Boolean Networks Applied to Systemic Risk
NEURAL NETWORKS IN FINANCIAL ENGINEERING, Apostolos-Paul Refenes, Yaser Abu-Mostafa, John Moody, eds., World Scientific Publishing, pp. 436- 449, September 1996
Larry Eisenberg
New Jersey Institute of Technology
Date Posted: January 03, 2007
Accepted Paper Series

Incl. Electronic Paper A Supervisory Perspective on Insider Trading: Estimating the Value of the Information
CONSOB, Quaderni di Finanza n. 2000-45
Marcello Minenna
The Italian Securities and Exchange Commission (CONSOB)
Date Posted: April 03, 2001
Working Paper Series
634 downloads

Incl. Electronic Paper A Supplement to Remark on Local Volatility
Ilya I. Gikhman
Independent
Date Posted: June 06, 2011
Last Revised: July 06, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper A Supplementary Mimeo to the Paper Titled 'The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market'
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: December 05, 2002
Working Paper Series
96 downloads

Incl. Electronic Paper A Surprising Development: Tests of the Capital Asset Pricing Model and the Efficient Market Hypothesis in Turkey's Securities Markets
James Kurt Dew
Independent
Date Posted: July 24, 2001
Working Paper Series
1517 downloads

A Survey into the Use of Derivatives by Large Non-Financial Firms Operating in Belgium
European Financial Management, Vol. 6, No. 3, September 2000
Marc J. K. de Ceuster , Eddy Laveren and Jozef Lodewyckx
University of Antwerp - Faculty of Applied Economics - City Campus , University of Antwerp and University of Antwerp
Date Posted: May 30, 2000
Accepted Paper Series

Incl. Electronic Paper A Survey of Academic Literature on Controls Over International Capital Transactions
IMF Working Paper No. 95/127
Michael P. Dooley
University of California at Santa Cruz
Date Posted: February 15, 2006
Working Paper Series
92 downloads

Incl. Electronic Paper A Survey of Alternative Equity Index Strategies
Jason C. Hsu , Tzee-man Chow , Vitali Kalesnik and Bryce Little
Research Affiliates, LLC , Research Affiliates, LLC , Research Affiliates LLC and Cornell University
Date Posted: October 24, 2010
Last Revised: March 10, 2011
Working Paper Series
1439 downloads

Incl. Electronic Paper A Survey of Behavioral Finance

Nicholas Barberis and Richard H. Thaler
Yale School of Management and University of Chicago - Booth School of Business
Date Posted: October 04, 2002
Working Paper Series
17273 downloads

Incl. Electronic Paper A Survey of Day of the Month Effect in World Stock Markets
Jay Desai and Arti Trivedi
Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Date Posted: November 07, 2012
Working Paper Series
435 downloads

A Survey of Market Practitioners' Views on Exchange Rate Dynamics
UCSC Department of Economics Working Paper #426
Clement Yuk-Pang Wong
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: February 09, 1999
Working Paper Series

Incl. Electronic Paper A Survey of Production-Based CAPM
Wenqian Huang
Tinbergen Institute
Date Posted: November 06, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper A Survey of Systemic Risk Analytics
U.S. Department of Treasury, Office of Financial Research No. 0001
Dimitrios Bisias , Mark D. Flood , Andrew W. Lo and Stavros Valavanis
Massachusetts Institute of Technology (MIT) , Independent , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Date Posted: January 11, 2012
Last Revised: January 13, 2012
Working Paper Series
1355 downloads

Incl. Electronic Paper A Survey of the Literature on Hedge Fund Performance
Walter Géhin
EDHEC Business School - EDHEC Risk and Asset Management Research Centre
Date Posted: December 04, 2004
Working Paper Series
1309 downloads

Incl. Electronic Paper A Survey of University Endowment Management Research
Georg Cejnek , Richard Franz , Otto Randl and Neal Stoughton
WU Vienna University of Economics and Business , WU Vienna University of Economics and Business , WU Vienna University of Economics and Business and WU Vienna University of Economics and Business
Date Posted: January 23, 2013
Working Paper Series
228 downloads

Incl. Electronic Paper A Survey on Analysts' Stock Recommendations: Are They Really Useful?
Santiago Melo and Robert Marango Wanyama
affiliation not provided to SSRN and Msc Finance Class 2009
Date Posted: February 02, 2009
Working Paper Series
297 downloads

Incl. Electronic Paper A Survey on Implied Theories : The Volatility Models
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: July 15, 2004
Last Revised: March 31, 2009
Working Paper Series
337 downloads

Incl. Electronic Paper A Survey on the Four Families of Performance Measures
Massimiliano Caporin , Gregory Mathieu Jannin , Francesco Lisi and Bertrand B. Maillet
University of Padova - Department of Economics and Management "Marco Fanno" , University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM , University of Padua - Department of Statistical Sciences and University of Orléans
Date Posted: July 23, 2012
Working Paper Series
158 downloads

Incl. Electronic Paper A Swan Song for the Value Driver Model-Modern Theory and Application of Constant-Growth Equity Valuation Models
Matthias Meitner
Allianz SE
Date Posted: November 27, 2009
Working Paper Series
280 downloads

Incl. Electronic Paper A Switching Model with Flexible Threshold Variable: With an Application to Nonlinear Dynamics in Stock Returns
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: November 17, 2012
Last Revised: January 22, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Synthesis of Binomial Option Pricing Models for Lognormally Distributed Assets
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Date Posted: March 11, 2007
Last Revised: February 04, 2008
Working Paper Series
453 downloads

Incl. Electronic Paper A Synthesis of Equity Valuation Techniques and the Terminal Value Calculation for the Dividend Discount Model
Stephen H. Penman
Columbia University - Department of Accounting
Date Posted: November 05, 1997
Working Paper Series
6226 downloads

Incl. Electronic Paper A Synthesis of Technical Analysis and Fractal Geometry - Evidence from the Dow Jones Industrial Average Components
Camillo Lento
Lakehead University
Date Posted: September 06, 2008
Last Revised: November 23, 2009
Working Paper Series
925 downloads

Incl. Electronic Paper A Synthesis of Two Factor Estimation Methods
Gregory Connor , Robert A. Korajczyk and Robert T. Uhlaner
London School of Economics & Political Science (LSE) - Department of Accounting and Finance , Northwestern University - Kellogg School of Management and McKinsey & Co. Inc. - San Francisco Office
Date Posted: August 21, 2009
Last Revised: August 17, 2012
Working Paper Series
256 downloads

A Systematic Approach to Pricing and Hedging of International Derivatives with Interest-Rate Risk
Rüdiger Frey and Daniel Sommer
ETH Zürich and University of Bonn
Date Posted: December 31, 1998
Working Paper Series

Incl. Electronic Paper A Systematic Framework for the Analysis and Development of Financial Market Monitoring Systems
David Diaz , Mohamed Zaki , Babis Theodoulidis and Pedro Sampaio
Universidad de Chile - Escuela de Economia y Negocios , University of Manchester - Manchester Business School , University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Date Posted: March 03, 2010
Last Revised: December 05, 2010
Working Paper Series
130 downloads

Incl. Electronic Paper A Systems Accident Approach to Systemic Financial Risk
Journal of Financial Transformation, Forthcoming
Joseph Calandro Jr.
Gabelli Center for Global Investment Analysis at Fordham University
Date Posted: March 04, 2012
Last Revised: July 04, 2012
Accepted Paper Series
54 downloads

A Systems Accident Approach to Systemic Financial Risk
Journal of Financial Transformation, Vol. 35, pp. 39-48, September 2012
Joseph Calandro Jr.
Gabelli Center for Global Investment Analysis at Fordham University
Date Posted: October 01, 2012
Accepted Paper Series

Incl. Electronic Paper A Tactical Approach to Managing Interest Rate Risk in Investment Portfolios
Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 14, 2013
Last Revised: May 16, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Tactical Implication of Predictability: Fighting the FED Model
Roelof Salomons
University of Groningen
Date Posted: April 26, 2004
Working Paper Series
620 downloads

Incl. Electronic Paper A Tail Index Tour Across Foreign Exchange Regimes in Turkey

Cem E. Payaslioglu
Eastern Mediterranean University - Department of Economics
Date Posted: February 14, 2005
Working Paper Series
78 downloads

Incl. Electronic Paper A Takeover Ratio Parameter for the Evaluation of an Initial Public Offer
Tadeusz Dudycz
Wroclaw University of Technology
Date Posted: March 28, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital
FRB of Boston Working Paper No. 06-13
Kabir Dutta and Jason Perry
CRA International and BlackRock Japan
Date Posted: July 26, 2006
Working Paper Series
1416 downloads

Incl. Electronic Paper A Tale of Three Cities: Is an Electronic Public Order Book Appropriate for Transition Economies?
EFMA 2000 Athens
Joseph P. Kairys, Jr. Jr., Raimonds Kruza and Ritvars Kumpins
Vytautas Magnus University , Stockholm School of Economics and Parex Bank Corporation
Date Posted: December 18, 2000
Working Paper Series
216 downloads

A Tale of Three Schools: Insights on Autocorrelations of Short Horizon Stock Returns
REVIEW OF FINANCIAL STUDIES Vol. 7, No. 3, 1994
Jacob Boudoukh , Matthew P. Richardson and Robert Whitelaw
Interdisciplinary Center (IDC) - Rothschild Center , New York University (NYU) - Department of Finance and New York University
Date Posted: December 31, 1998
Accepted Paper Series

Incl. Electronic Paper A Tale of Two Channels: Incorporating Private Information in Limit Order Market
Zhong Zhang
Indiana University Bloomington - Department of Finance
Date Posted: February 23, 2013
Last Revised: March 11, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Tale of Two Crises
Kravis Leadership Institute Leadership Review, Fall 2002
William K. Black
University of Missouri at Kansas City - School of Law
Date Posted: January 16, 2010
Accepted Paper Series
135 downloads

Incl. Electronic Paper A Tale of Two Indices
Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: December 28, 2005
Working Paper Series
776 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo1 in 8.937 seconds