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SSRN eLibrary Statistics:

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Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
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  Last 12 months: 		69,655

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Last 12 months: 11,224,008
Last 30 days: 834,562

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SSRN eLibrary Search Results
JEL Code: G1
13,112,931 Total downloads
Showing Papers 1,481 - 1,530 of 36,957
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Incl. Fee Electronic Paper Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories
CEPR Discussion Paper No. DP9297
Lutz Kilian and Thomas K Lee
University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
Date Posted: February 01, 2013
Working Paper Series
3 downloads

Incl. Fee Electronic Paper The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World
CEPR Discussion Paper No. DP9283
 Roger E. A. Farmer , Carine Nourry and Alain Venditti
University of California, Los Angeles (UCLA) - Department of Economics , French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) and National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Date Posted: February 01, 2013
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Trading and Information Diffusion in OTC Markets
CEPR Discussion Paper No. DP9271
 Ana Babus and Peter Kondor
Imperial College London and Central European University (CEU)
Date Posted: February 01, 2013
Working Paper Series
2 downloads

Valuation Risk and Asset Pricing
CEPR Discussion Paper No. DP9262
 Rui A. Albuquerque , Martin Eichenbaum and Sergio T. Rebelo
Boston University - School of Management , Northwestern University and Northwestern University - Kellogg School of Management
Date Posted: February 01, 2013
Working Paper Series

Incl. Fee Electronic Paper When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads
CEPR Discussion Paper No. DP9252
 Jennie Bai and Shang-Jin Wei
Federal Reserve Bank of New York and Columbia Business School - Finance and Economics
Date Posted: February 01, 2013
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Empirical Cross-Sectional Asset Pricing
CEPR Discussion Paper No. DP9227
 Stefan Nagel
Stanford Graduate School of Business
Date Posted: February 01, 2013
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Euro at Risk: The Impact of Member Countries’' Credit Risk on the Stability of the Common Currency
CEPR Discussion Paper No. DP9229
 Lamia Bekkour , Xisong Jin , Thorsten Lehnert , Fanou Rasmouki and Christian C. P. Wolff
Universite du Luxembourg - Luxembourg School of Finance , University of Luxembourg - Luxembourg School of Finance , Universite du Luxembourg - Luxembourg School of Finance , affiliation not provided to SSRN and University of Luxembourg - Luxembourg School of Finance
Date Posted: February 01, 2013
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Household Debt and Social Interactions
CEPR Discussion Paper No. DP9238
 Dimitris Georgarakos , Michael Haliassos and Giacomo Pasini
University of Frankfurt , Goethe University Frankfurt - Faculty of Economics and Business Administration and Ca Foscari University of Venice - Department of Economics
Date Posted: February 01, 2013
Working Paper Series
4 downloads

Incl. Fee Electronic Paper The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis
CEPR Discussion Paper No. DP9249
 John Beirne and Marcel Fratzscher
European Central Bank (ECB) and DIW Berlin
Date Posted: February 01, 2013
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Financial Disclosure and Market Transparency with Costly Information Processing
CEPR Discussion Paper No. DP9207
 Marco Di Maggio and Marco Pagano
Massachusetts Institute of Technology (MIT) and University of Naples Federico II - Department of Economics
Date Posted: February 01, 2013
Working Paper Series
1 downloads

Incl. Fee Electronic Paper The Effect of Housing on Portfolio Choice: A Reappraisal Using French Data
CEPR Discussion Paper No. DP9213
 Denis Fougere and Mathilde Poulhes
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) and affiliation not provided to SSRN
Date Posted: February 01, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper What is a Security in the Crowdfunding Era?
7 Ohio St. Entrepren. Bus. L.J. 335 (2012), University of Tennessee Legal Studies Research Paper No. 204
 Joan MacLeod Heminway
University of Tennessee College of Law
Date Posted: February 01, 2013
Last Revised: April 11, 2013
Accepted Paper Series
421 downloads

Incl. Electronic Paper Public Choice Theory and the Private Securities Market
North Carolina Law Review, Forthcoming
 Zachary James Gubler
ASU Sandra Day O'Connor College of Law
Date Posted: February 01, 2013
Accepted Paper Series
28 downloads

Incl. Electronic Paper Option-Implied Information and Predictability of Extreme Returns
SAFE Working Paper No. 5
 Grigory Vilkov and Yan Xiao
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Date Posted: February 01, 2013
Working Paper Series
89 downloads

Incl. Electronic Paper Stock Ownership and Political Behavior: Evidence from Demutualizations
SAFE Working Paper No. 2
 Markku Kaustia , Samuli Knüpfer and Sami Torstila
Aalto University School of Economics , London Business School and Aalto University
Date Posted: February 01, 2013
Last Revised: June 18, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Does Sophistication Affect Long-Term Return Expectations? Evidence from Financial Advisers’ Exam Scores
SAFE Working Paper No. 3
 Markku Kaustia , Antti Lehtoranta and Vesa Puttonen
Aalto University School of Economics , Aalto University and Aalto University - School of Business
Date Posted: February 01, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Bank Lending in Project Finance: The New Regulatory Capital Framework
International Journal of Economics and Finance, Vol. 5, No. 1, pp. 218-227, 2013
 Enzo Scannella
University of Palermo - Department of Economics, Business and Finance
Date Posted: February 01, 2013
Accepted Paper Series
71 downloads

Incl. Electronic Paper Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function
 Kensuke Ishitani and Takashi Kato
Tokyo Metropolitan University and Osaka University
Date Posted: January 31, 2013
Last Revised: February 20, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper A New Simulation Based Market Timing Test and an Application to Technical Analysis
 Didier Marti
University of Fribourg (Switzerland) - Faculty of Economics and Social Science
Date Posted: January 31, 2013
Working Paper Series
74 downloads

Incl. Electronic Paper A Bitter Brew? Futures Speculation and Commodity Prices
 Jaap W.B. Bos and Maarten van der Molen
Maastricht University and Rabobank International, Netherlands
Date Posted: January 31, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Copula-Based Pairs Trading Strategy
 Wenjun Xie and Yuan Wu
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU) - Division of Banking & Finance
Date Posted: January 31, 2013
Last Revised: April 15, 2013
Working Paper Series
354 downloads

Incl. Electronic Paper The Foster-Hart Measure of Riskiness for General Gambles
Institute of Mathematical Economics Working Paper No. 474
 Frank Riedel and Tobias Hellmann
University of Bielefeld - Institute of Mathematical Economics (IMW) and University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: January 31, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Secular Mean Reversion and Long-Run Predictability of the Stock Market
 Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: January 31, 2013
Last Revised: April 10, 2013
Working Paper Series
162 downloads

Incl. Electronic Paper Modelling Systemic Price Cojumps with Hawkes Factor Models
 Giacomo Bormetti , Lucio Maria Calcagnile , Michele Treccani , Stefano Marmi and Fabrizio Lillo
Scuola Normale Superiore , Scuola Normale Superiore , List Group , Scuola Normale Superiore and University of Palermo
Date Posted: January 31, 2013
Last Revised: March 12, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper Individual Investor Trading Around Earnings Announcements: Noise or Information? Evidence from an Emerging Market
 Zhijuan Chen , William T. LIn and Changfeng Ma
Zhejiang Gongshang University (ZJGSU) , Tamkang University - Banking & Finance and Zhejiang Gongshang University (ZJGSU)
Date Posted: January 31, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Informed Trade, Uninformed Trade, and Stock Price Delay
 Narelle K. Gordon and Qiongbing Wu
Macquarie University and University of Western Sydney
Date Posted: January 31, 2013
Working Paper Series
73 downloads

Incl. Electronic Paper Multiple Equilibria in Dynamic Models of Informed Trade
 Martin J. Dierker
Korea Advanced Institute of Science and Technology (KAIST) - School of Finance and Accounting
Date Posted: January 31, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Ambiguity in the Cross-Section of Expected Returns: An Empirical Assessment
 Julian Thimme and Clemens Völkert
University of Muenster - Finance Center Muenster and affiliation not provided to SSRN
Date Posted: January 31, 2013
Last Revised: February 20, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper On the Relation between Forecast Precision and Trading Profitability of Financial Analysts
 Carlo Marinelli and Alex Weissensteiner
University of Bonn - Institut fuer Angewandte Mathematik and Free University of Bolzano/Bozen
Date Posted: January 31, 2013
Last Revised: May 16, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Can Group Discussion Mitigate Recency Bias on Stock Investment Decision Making?
 Dedhy Sulistiawan
University of Surabaya
Date Posted: January 31, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Collateral-Enhanced Default Risk
 Chris Kenyon and Andrew David Green
Lloyds Banking Group - Wholesale Banking & Markets and Lloyds Banking Group - Wholesale Banking & Markets
Date Posted: January 31, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Does the Post-Acquisition Performance of Bidding Firms Depend on the Organizational Form of Targets Acquired?
 Syed Mohammod Mostofa Shams , Abeyratna Gunasekarage and Sisira R. N. Colombage
Monash University , Monash University and Monash University - Faculty of Business and Economics
Date Posted: January 31, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Bayesian Estimation of Asymmetric Jump-Diffusion Processes
 Samuel J. Frame and Cyrus A. Ramezani
California State Polytechnic University, San Luis Obispo - Department of Statistics and California Polytechnic State University, San Luis Obispo
Date Posted: January 31, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Style Migration in Europe
 John Paul Broussard , Jussi Mikkonen and Vesa Puttonen
Rutgers School of Business - Camden , Aalto University and Aalto University - School of Business
Date Posted: January 30, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Pricing and Hedging Variance Swaps on a Swap Rate
 Deimante Rheinlaender
ICAP
Date Posted: January 30, 2013
Working Paper Series
39 downloads

The Relative Performance of ADRs and U.S. Stocks in October 2007 and October 2008
Global Business & Finance Review, Vol. 15, Issue 2, Fall 2010
 Tibebe A. Assefa and Dave O. Jackson
Kentucky State University and University of Texas-Pan American - College of Business Administration - Department of Economics & Finance
Date Posted: January 30, 2013
Accepted Paper Series

Incl. Electronic Paper Market Timing with Moving Averages
 Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: January 30, 2013
Working Paper Series
474 downloads

Incl. Electronic Paper Effect of Auditor’s Judgment and Specialization on Their Differential Opinion between Semiannual and Annual Financial Reports
Global Journal of Business Research, v. 6 (4) pp. 1-22, 2012
 Hsiang-Tsai Chiang and Shu-Lin Lin
Feng Chia University and Hsiuping University of Science and Technology
Date Posted: January 30, 2013
Accepted Paper Series
49 downloads

Incl. Electronic Paper Mutual Fund Performance and Governance Structure: The Role of Portfolio Managers and Boards of Directors
 Bill Ding and Russ Wermers
State University of New York at Albany - School of Business and University of Maryland - Robert H. Smith School of Business
Date Posted: January 30, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Asset Pricing with Uncertain Betas: A Long-Term Perspective
CESifo Working Paper Series No. 4072
 Christian Gollier
University of Toulouse 1 - Industrial Economic Institute (IDEI)
Date Posted: January 30, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Risk-Taking-Neutral Background Risk
CESifo Working Paper Series No. 4070
 Guenter Franke , Harris Schlesinger and Richard Stapleton
University of Konstanz - Department of Economics , University of Alabama and University of Manchester - Division of Accounting and Finance
Date Posted: January 30, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Comparing Quadratic and Non-Quadratic Local Risk Minimization for the Hedging of Contingent Claims
 Frederic Abergel
Ecole Centrale Paris
Date Posted: January 30, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Alternative Swap Rate Model
 Deimante Rheinlaender
ICAP
Date Posted: January 30, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Do You Know Where Your Derivatives Are?
Global Journal of Business Research, v. 6 (4) pp. 85-95, 2012
 Ann Galligan Kelley
Providence College
Date Posted: January 30, 2013
Accepted Paper Series
11 downloads

Incl. Electronic Paper Moments, Time-Depending Rebates and the Put-Call Parity for Barrier Options
 Dirk Veestraeten
University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: January 30, 2013
Last Revised: February 03, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Does PIN Affect Equity Prices Around the World?
 Sandy Lai , Lilian K. Ng and Bohui Zhang
University of Hong Kong , University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and The University of New South Wales - School of Banking and Finance
Date Posted: January 30, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Taking MPT to the Next Level: The Tendency of Prices to Trend and the Importance of Exit Points
 Robert Dubois
Trend Modus Capital Management LLC
Date Posted: January 30, 2013
Working Paper Series
59 downloads

Incl. Electronic Paper Consistent and Realistic Dynamics of the Implied Volatility Surface under Local Volatility Models
 Erik Doeff and Michael Kamal
Chicago Trading Company, LLC and Chicago Trading Company, LLC
Date Posted: January 30, 2013
Working Paper Series
68 downloads

Incl. Electronic Paper Option Portfolio Value at Risk Using Monte Carlo Simulation Under a Risk Neutral Stochastic Implied Volatility Model
Global Journal of Business Research, v. 6 (5) pp. 65-72, 2012
 Peng He
Investment Technology Group
Date Posted: January 29, 2013
Accepted Paper Series
73 downloads

Incl. Electronic Paper Household Debt and Social Interactions
SAFE Working Paper No. 1
 Dimitris Georgarakos , Michael Haliassos and Giacomo Pasini
University of Frankfurt , Goethe University Frankfurt - Faculty of Economics and Business Administration and Ca Foscari University of Venice - Department of Economics
Date Posted: January 29, 2013
Working Paper Series
43 downloads


 

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