Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 573,085
Full Text Papers: 474,675
Authors: 265,555
Papers Received in
  Last 12 months:
63,485

Paper Downloads:
To date: 79,894,610
Last 12 months: 10,200,445
Last 30 days: 1,368,082

CiteReader:  What's this?
Papers with
  Resolved
  References:
273,188
Total References: 9,075,158
Papers with Cites: 245,709
Total Citation
  Links:
6,015,542
Papers with
  Resolved
  Footnotes:
94,648
Total Footnotes: 9,191,678


SSRN eLibrary Search Results
JEL Code: G10
1,749,895 Total downloads
Showing Papers 1,461 - 1,510 of 5,238
Sort By
1 2 3 4 ... 105 | Next >
   


Incl. Electronic Paper Good Jumps, Bad Jumps, and Conditional Equity Premium
Hui Guo , Kent Wang and Hao Zhou
University of Cincinnati - Department of Finance - Real Estate , The University of Queensland and Tsinghua University
Date Posted: October 30, 2014
Working Paper Series
2 downloads

Informed Trading Before Positive vs. Negative Earnings Surprises
Journal of Banking and Finance, Vol. 49, No. 1, 2014
Tae Jun Park , Young-Joo Lee and Kyojik Song
Independent , University at Buffalo and Sungkyunkwan University
Date Posted: October 30, 2014
Accepted Paper Series

Incl. Electronic Paper Does the Opacity of Post-Trade Bust Policies Hinder Trading in Equity Markets?
Stephen Jurich and Brian S. Roseman
University of Mississippi and University of Mississippi
Date Posted: October 30, 2014
Working Paper Series
1 downloads

Information Ambiguity and Firm Value
Applied Economics Letters, Forthcoming
Katrin Hussinger and Sebastian Pacher
Universite du Luxembourg and Kienbaum Consulting
Date Posted: October 30, 2014
Last Revised: October 31, 2014
Accepted Paper Series

Incl. Electronic Paper On the Sensitivity of Banking Activity Shocks: Evidence from Cemac Sub-Region
Economics Bulletin, Vol. 34, No. 1, 2014
Christian Lambert Nguena Sr. and Roger Tsafack-Nanfosso
Association of African Young Economists (AAYE) and University of Yaounde II
Date Posted: October 29, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Financial Deepening Dynamics and Implication for Financial Policy Coordination in a Monetary Union: The Case of WAEMU
AAYE Policy Research Working Paper Series, Issue 5, 2014
Christian Lambert Nguena Sr. and Temi Abimbola
Association of African Young Economists (AAYE) and World Bank - African Development Bank
Date Posted: October 29, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper What Makes When‐Issued Trading Attractive to Financial Markets?
Financial Markets, Institutions & Instruments, Vol. 23, Issue 5, pp. 245-271, 2014
Raymond M. Brooks , Yong H. Kim and J. Jimmy Yang
Oregon State University - College of Business , University of Cincinnati and Oregon State University
Date Posted: October 29, 2014
Accepted Paper Series

Incl. Electronic Paper How Do Loan Sales Affect Borrowers?
Mehdi Beyhaghi
University of Texas at San Antonio - Department of Finance
Date Posted: October 28, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Comparison of the Forecasting Ability of Immediate Price Impact Models
Manh Pham , Huu Nhan Duong and Paul Lajbcygier
Monash University - Department of Econometrics & Business Statistics , Monash University - Department of Accounting and Finance and Monash University - Department of Banking & Finance
Date Posted: October 28, 2014
Last Revised: October 29, 2014
Working Paper Series
6 downloads

Corporate Governance and the Information Content of Earnings Announcements: A Cross-Country Analysis
Sie Ting Lau , Keshab Shrestha and Jing Yu
Nanyang Technological University (NTU) - Division of Banking & Finance , Monash University - Malaysia Campus and University of Western Australia - Department of Accounting and Finance
Date Posted: October 27, 2014
Working Paper Series

Incl. Electronic Paper Good Jumps, Bad Jumps, and Conditional Equity Premium
Hui Guo , Kent Wang and Hao Zhou
University of Cincinnati - Department of Finance - Real Estate , The University of Queensland and Tsinghua University
Date Posted: October 27, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Exchange-Traded Funds: A Market Snapshot and Performance Analysis
C. Valle , N. Meade and John E. Beasley
Brunel University , Imperial College Business School and Brunel University - CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications
Date Posted: October 25, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Debt-Overhang Banking Crises
FRB of Cleveland Working Paper No. 14-25
Filippo Occhino
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: October 25, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Re-Examination of the Cost of Capital Benefits from Higher Quality Disclosures
Frank Heflin , James R Moon Jr. and Dana Wallace
Florida State University - College of Business , Georgia State University - School of Accountancy and University of Central Florida
Date Posted: October 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The 'Monsoon Effect' in Indian Equity Market
Hardik Vachhrajani , Jay Desai and Kinjal Jay Desai
Amrita School of Business, Amrita Vishwa Vidyapeetham , Shri Chimanbhai Patel Institute of Management & Research and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Date Posted: October 23, 2014
Last Revised: October 24, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The Non-Linear Trade-Off between Return and Risk: A Regime-Switching Multi-Factor Framework
John Cotter and Enrique Salvador
University College Dublin and Michael Smurfit Business School UCD
Date Posted: October 23, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper The Financial Power of the Powerless: Socio-Economic Status and Interest Rates Under Partial Rule of Law
Economic Research Initiatives at Duke (ERID) Working Paper No. 175
Timur Kuran and Jared Rubin
Duke University - Department of Economics and Chapman University - The George L. Argyros School of Business & Economics
Date Posted: October 23, 2014
Working Paper Series
24 downloads

The Investigation of Destabilization Effect in India's Commodity Futures Market: An Alternative Viewpoint
Forthcoming in the Journal of Financial Economic Policy (JFEP)
Wasim Ahmad and Sanjay Sehgal
University of Delhi - Department of Financial Studies and University of Delhi - Department of Financial Studies
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Electronic Paper Economic Growth in Nigeria: Evidence from the Appraisal of Financial Sector Reforms and its Causal Effects.
IOSR Journal Of Humanities And Social Science (IOSR-JHSS), Volume 19, Issue 5, Ver. II (May. 2014), PP 01-10
Charles Osondu Manasseh , Fredrick O. Asogwa , David Onyebuchi Agu and Gladys C. Aneke
Department of Economics, University of Nigeria Nsukka, Enugu State, South-East Nigeria. , Department of Economics, University of Nigeria Nsukka. Enugu State, South East Nigeria , University of Nigeria - Department of Economics and University of Nigeria - Department of Economics
Date Posted: October 22, 2014
Accepted Paper Series
3 downloads

Dependence Patterns Among Banking Sectors in Asia: A Copula Approach
Jones Odei Mensah
School of Business and Economics
Date Posted: October 21, 2014
Working Paper Series

Incl. Fee Electronic Paper Equity Recourse Notes: Creating Counter-Cyclical Bank Capital
CEPR Discussion Paper No. DP10213
Jeremy Bulow and Paul Klemperer
Stanford University and University of Oxford - Department of Economics
Date Posted: October 21, 2014
Working Paper Series

Incl. Fee Electronic Paper A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds
Financial Review, Vol. 49, Issue 4, pp. 735-763, 2014
Narat Charupat and Peter Miu
McMaster University - DeGroote School of Business and McMaster University - DeGroote School of Business
Date Posted: October 20, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Market Liquidity and Ambiguity: The Certification Role of Corporate Governance
Financial Review, Vol. 49, Issue 4, pp. 643-668, 2014
Christine X. Jiang , Jang‐Chul Kim and Emre Kuvvet
University of Memphis , Northern Kentucky University and Nova Southeastern University
Date Posted: October 20, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Odd Lot Trades: The Behavior, Characteristics, and Information Content, Over Time
Financial Review, Vol. 49, Issue 4, pp. 669-684, 2014
Hardy Johnson
Kansas State University
Date Posted: October 20, 2014
Accepted Paper Series

Incl. Electronic Paper Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013
Jack Vogel and Yang Xu
Alpha Architect and Alpha Architect
Date Posted: October 18, 2014
Working Paper Series
338 downloads

Incl. Electronic Paper Evaluating the Efficiency of 'Smart Beta' Indexes
Michael Hunstad and Jordan Dekhayser
Northern Trust Asset Management and Northern Trust Asset Management
Date Posted: October 18, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Predicting Returns on Mutual Fund: Some Indian Evidence
Artha Vijnana, December 2012, Vol. LIV, No. 4
Pradeep Kumar Panda and Debashis Acharya
University of Hyderabad - School of Economics and University of Hyderabad
Date Posted: October 18, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Understanding CVA, DVA, and FVA: Examples of Interest Rate Swap Valuation
Donald J. Smith
Boston University - Department of Finance & Economics
Date Posted: October 18, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper False News, Informational Efficiency, and Price Reversals
Jérôme Dugast and Thierry Foucault
Banque de France - Economic Study and Research Division and HEC Paris (Groupe HEC) - Finance Department
Date Posted: October 17, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper High Frequency Trading and the 2008 Short Sale Ban
Jonathan Brogaard , Terrence Hendershott and Ryan Riordan
University of Washington - Department of Finance and Business Economics , University of California, Berkeley - Haas School of Business and Queen's School of Business
Date Posted: October 15, 2014
Last Revised: October 17, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Systemic Risk and Bank Business Models
De Nederlandsche Bank Working Paper No. 442
Maarten R.C. van Oordt and Chen Zhou
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: October 14, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Speculative Dynamical Systems: How Technical Trading Rules Determine Price Dynamics
Li-Xin Wang
Xian Jiaotong University, Department of Automation Science and Technology
Date Posted: October 13, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Recovery with Unbounded Diffusion Processes
Johan Walden
University of California, Berkeley - Finance Group
Date Posted: October 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Pragmatist's Guide to Long-Run Equity Returns, Market Valuation, and the CAPE
John Edwin Golob
Federal Reserve Bank of Kansas City (Retired)
Date Posted: October 12, 2014
Working Paper Series
53 downloads

Incl. Electronic Paper Canary in a Coal Mine? One-Share Orders and Trades
Ryan L. Davis , Brian S. Roseman , Bonnie F. Van Ness and Robert A. Van Ness
University of Mississippi , University of Mississippi , University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Date Posted: October 12, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Comparing Trade Flow Classification Algorithms in the Electronic Era: The Good, the Bad, and the Uninformative
Marios A. Panayides , Thomas Shohfi and Jared D. Smith
University of Pittsburgh - Finance Group , University of Pittsburgh - Finance Group and Clemson University
Date Posted: October 11, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Consumption-Based Asset Pricing with Rare Disaster Risk
CFS Working Paper No. 480
Joachim Grammig and Jantje Soenksen
Eberhard Karls Universitaet Tübingen and University of Tuebingen
Date Posted: October 11, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Give Me Strong Moments and Time: Combining GMM and SMM to Estimate Long-Run Risk Asset Pricing Models
CFS Working Paper No. 479
Joachim Grammig and Eva-Maria Schaub
Eberhard Karls Universitaet Tübingen and Eberhard Karls Universitaet Tuebingen
Date Posted: October 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust
Review of Financial Studies, Forthcoming
John Cotter , Stuart A. Gabriel and Richard Roll
University College Dublin , University of California, Los Angeles - Anderson School of Management and California Institute of Technology
Date Posted: October 11, 2014
Accepted Paper Series
12 downloads

Does Default Probability Matter in Latin American Emerging Markets?
Emerging Markets Finance & Trade, 2013, 45 ( 5) 63-81
Isabel Abinzano , Luis Muga and Rafael Santamaria
Universidad Pública de Navarra , Universidad Publica de Navarra and Public University of Navarre
Date Posted: October 10, 2014
Accepted Paper Series

Incl. Electronic Paper The Necessity of Stock Markets Information Incorporation into the Methodology of Credit Rating Agencies
Investment Management and Financial Innovations, Volume 9, Issue 3, 2012
Alex Plastun and Serhiy Kozmenko
National Bank of Ukraine - Ukrainian Academy of Banking and Ukrainian Academy of Banking of the National Bank of Ukraine (Ukraine)
Date Posted: October 10, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices
Pascal Busch and Stefan Obernberger
University of Mannheim - Chair of Corporate Finance and Erasmus University Rotterdam - Erasmus School of Economics
Date Posted: October 08, 2014
Last Revised: October 09, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Financial Sector Tail Risk and Real Economic Activity: Evidence from the Option Market
Michael Neumann
Queen Mary, University of London - School of Economics and Finance
Date Posted: October 07, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Expected Utility and Catastrophic Risk
Tinbergen Institute Discussion Paper 14-133/III
Masako Ikefuji , Roger J. A. Laeven , J.R. Magnus and Chris Muris
University of Southern Denmark - Department of Environmental and Business Economics , University of Amsterdam - Amsterdam School of Economics , VU University Amsterdam - Faculty of Economics and Business Administration and Simon Fraser University (SFU)
Date Posted: October 07, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Dispersion in Options Traders’' Expectations and Stock Return Predictability
Panayiotis C. Andreou , Anastasios Kagkadis , Paulo F. Maio and Dennis Philip
Cyprus University of Technology , Lancaster University - Department of Accounting and Finance , Hanken School of Economics and Durham University Business School
Date Posted: October 06, 2014
Last Revised: October 28, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The RMBS Put-Back Litigations and the Efficient Allocation of Risk Over Time
Review of Banking and Financial Law, Forthcoming
Robert T. Miller
University of Iowa College of Law
Date Posted: October 05, 2014
Accepted Paper Series
22 downloads

Incl. Electronic Paper Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?
CFS Working Paper, No. 468
Gökhan Cebiroglu , Nikolaus Hautsch and Ulrich Horst
University of Vienna, Faculty of Business and Economics , University of Vienna - Department of Statistics and Operations Research and Humboldt University of Berlin
Date Posted: October 04, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper A Liquidity Program to Stabilize Equity Markets
Journal of Portfolio Management, Forthcoming
Nazli Sila Alan , John S Mask and Robert A. Schwartz
Fairfield University , Deutsche Bӧrse AG and Baruch College - CUNY
Date Posted: October 03, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Indicators DZ and RDZ: Essence, Methods of Calculation, Signals and Rules of Trading
Investment Management and Financial Innovations, Volume 8, Issue 3, 2011
Alex Plastun and Serhiy Kozmenko
National Bank of Ukraine - Ukrainian Academy of Banking and Ukrainian Academy of Banking of the National Bank of Ukraine (Ukraine)
Date Posted: October 03, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Applied Stochastic Control in High Frequency and Algorithmic Trading
Jason Ricci
University of Toronto, Department of Statistics
Date Posted: October 03, 2014
Working Paper Series
71 downloads


 

1 2 3 4 ... 105 | Next >
   


 

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 6.329 seconds