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SSRN eLibrary Statistics:

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

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

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  References: 		238,981
Total References: 8,480,523
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Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,995,280 Total downloads
Showing Papers 1,501 - 1,550 of 36,711
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Incl. Electronic Paper Variance Swap Premium under Stochastic Volatility and Self-Exciting Jumps
Ke Chen and Ser-Huang Poon
University of Manchester - Manchester Business School and University of Manchester - Business School
Date Posted: January 13, 2013
Working Paper Series
74 downloads

Incl. Electronic Paper Illiquid Asset Investing
Columbia Business School Research Paper No. 13-2
 Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: January 13, 2013
Working Paper Series
739 downloads

Incl. Electronic Paper Options as a Marketing Tool: Pricing a Promotional Scheme for a Product with a Secondary Market
 Zvika Afik , Oded Lowengart and Rami Yosef
Ben Gurion University , Ben Gurion University and Ben Gurion University
Date Posted: January 12, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns
2013 Adam Smith Asset Pricing Conference , 2013 China International Conference in Finance
 Harjoat Singh Bhamra and Kyung Hwan Shim
University of British Columbia (UBC) - Sauder School of Business and University of New South Wales (UNSW)
Date Posted: January 12, 2013
Last Revised: April 01, 2013
Working Paper Series
59 downloads

Incl. Electronic Paper The Pricing of Good and Bad Private Information
 Michael J. Brennan , Sahn-Wook Huh and Avanidhar Subrahmanyam
University of California, Los Angeles (UCLA) - Finance Area , State University of New York at Buffalo and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: January 12, 2013
Last Revised: May 09, 2013
Working Paper Series
81 downloads

Incl. Electronic Paper EXcess Idle Time
 Federico M. Bandi , Davide Pirino and Roberto Renò
University of Chicago - Booth School of Business , Scuola Superiore Sant'Anna di Pisa and University of Siena - Department of Economics
Date Posted: January 12, 2013
Last Revised: April 22, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Hedging or Speculation, What Can We Learn from the Volume-Return Relationship?
 Lin Huang and Dayong Zhang
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
Date Posted: January 12, 2013
Working Paper Series
76 downloads

Incl. Electronic Paper Executive Compensation and Informed Trading in Acquiring Firms Around Merger Announcements
 Umut Ordu and Denis Schweizer
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: January 12, 2013
Working Paper Series
64 downloads

Incl. Electronic Paper Real Earnings Management and Cost of Capital
Journal of Accounting and Public Policy, Forthcoming
 Jeong-Bon Kim V and Byungcherl Charlie Sohn
City University of Hong Kong and City University of Hong Kong (CityUHK) - Department of Accountancy
Date Posted: January 12, 2013
Last Revised: January 14, 2013
Accepted Paper Series
207 downloads

Incl. Electronic Paper Subjective Life Horizon and Portfolio Choice
 Christophe Spaenjers and Sven Michael Spira
HEC Paris (Groupe HEC) - Finance Department and HEC Paris (Groupe HEC) - Finance Department
Date Posted: January 12, 2013
Last Revised: May 21, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals
ZEW - Centre for European Economic Research Discussion Paper No. 13-001
 Benjamin Johannes Lutz , Uta Pigorsch and Waldemar Rotfuss
Centre for European Economic Research (ZEW) , University of Mannheim and Centre for European Economic Research (ZEW)
Date Posted: January 12, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Intraday Forex Trading Based on Sentiment Inflection Points
 Peter Ager Hafez and Junqiang Xie
RavenPack and RavenPack
Date Posted: January 12, 2013
Working Paper Series
213 downloads

Incl. Electronic Paper IFRS Adoption and Management Earnings Forecasts of Australian IPOs
 Michael Firth and Jannis Pulm
Lingnan University - Department of Accounting and Finance and University of Surrey - Surrey Business School
Date Posted: January 11, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper Firm-Specific Investor Sentiment
 David Aboody , Omri Even-Tov , Reuven Lehavy and Brett Trueman
University of California, Los Angeles (UCLA) - Accounting Area , University of California, Los Angeles (UCLA) - Anderson School of Management , University of Michigan - Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: January 11, 2013
Working Paper Series
166 downloads

Incl. Electronic Paper Cross-Correlation Dynamics in Financial Time Series
 Thomas Conlon , Heather J. Ruskin and Martin Crane
University College Dublin , Dublin City University and Dublin City University
Date Posted: January 11, 2013
Working Paper Series
89 downloads

Incl. Electronic Paper Optimal Mark-Up and Arbitrages in the Betting Market
 Maurizio Montone
University of Naples Federico II
Date Posted: January 11, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper The Recovery Theorem
Journal of Finance, Forthcoming
 Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: January 11, 2013
Accepted Paper Series
460 downloads

Incl. Electronic Paper A Framework for Examining Asset Allocation Alpha
Journal of Index Investing, Forthcoming
 Jason C. Hsu and Omid Shakernia
Research Affiliates, LLC and Research Affiliates, LLC
Date Posted: January 11, 2013
Accepted Paper Series
244 downloads

Incl. Electronic Paper The Dynamics of Housing Prices
 Sheridan Titman , Ko Wang and Jing Yang
University of Texas at Austin - Department of Finance , CUNY Baruch College and California State University, Fullerton - Department of Finance
Date Posted: January 11, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Bayesian Graphical Models for Structural Vector Autoregressive Processes
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
 Daniel Felix Ahelegbey , Monica Billio and Roberto Casarin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics and University of Brescia - Department of Economics
Date Posted: January 11, 2013
Working Paper Series
64 downloads

Incl. Electronic Paper Listings and IPOs from 1880 to World War II
 Stavros Thomadakis , Christos Panagiotis Nounis and Michalis Riginos
University of Athens - Faculty of Economics , University of Athens - Faculty of Economics and University of Athens - School of Economics
Date Posted: January 11, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Efficient Gibbs Sampling for Markov Switching GARCH Models
 Monica Billio , Roberto Casarin and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics and Ca Foscari University of Venice
Date Posted: January 11, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and its Mitigation with Super-Spreader Tax
IMF Working Paper No. 12/282
 Sheri M. Markose
University of Essex - Department of Economics
Date Posted: January 11, 2013
Working Paper Series
59 downloads

Incl. Electronic Paper Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
Tinbergen Institute Discussion Paper 13-001/III
 Simon A. Broda
University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: January 11, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
Multinational Finance Journal, 5(1), 59-86, 2001
 Wing-Keung Wong , Boon-Kiat Chew and Douglas Sikorski
Hong Kong Baptist University (HKBU) , Independent Economic Analysis (Holdings) Limited and National University of Singapore (NUS)
Date Posted: January 11, 2013
Accepted Paper Series
54 downloads

Incl. Electronic Paper Great Expectations: Managerial Earnings Forecasts in Mergers and Acquisitions
 Amir Amel-Zadeh , Baruch Lev and G. Meeks
University of Cambridge - Judge Business School , New York University - Stern School of Business and University of Cambridge - Judge Business School
Date Posted: January 10, 2013
Working Paper Series
120 downloads

Incl. Electronic Paper The New South-African Volatility Index: New SAVI
 Antonie Kotze , Angelo Joseph and Rudolf Oosthuizen
Financial Chaos Theory , University of South Africa - School of Business Leadership and JSE Securities Exchange
Date Posted: January 10, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Pricing Employee Stock Options under Stochastic Volatility
 Tilman Sayer
Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics ITWM
Date Posted: January 10, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Are Retirement Decisions Vulnerable to Framing Effects? Empirical Evidence from NL and the US
De Nederlandsche Bank Working Paper No. 366
 Federica Teppa and Maarten Van Rooij
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: January 10, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Constructing a South African Index Volatility Surface from Exchange Traded Data
 Antonie Kotze and Angelo Joseph
Financial Chaos Theory and University of South Africa - School of Business Leadership
Date Posted: January 10, 2013
Working Paper Series
63 downloads

Arbitrage-Free Implied Volatility Surfaces for Options on Single Stock Futures
North American Journal of Economics and Finance, Forthcoming
 Antonie Kotze , Coenraad Labuschagne , Merrell Nair and Nadine Padayachi
Financial Chaos Theory , University of the Witwatersrand , ABSA Capital Bank and University of the Witwatersrand
Date Posted: January 10, 2013
Accepted Paper Series

Incl. Electronic Paper Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?
 Mehmet Balcilar , Riza Demirer , Shawkat M. Hammoudeh and Ahmed A.A. Khalifa
Eastern Mediterranean University , Department of Economics & Finance, Southern Illinois University Edwardsville , Drexel University - Lebow College of Business and King Fahd University of Petroleum & Minerals (KFUPM)
Date Posted: January 10, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Investor Sentiment and the Predictability of Asset Returns: Evidence from China
 Changsheng Hu , Yongfeng Wang and Yangchun Chi
Wuhan University - School of Economics and Management , Wuhan University - School of Economics and Management and Wuhan University - School of Economics and Management
Date Posted: January 10, 2013
Working Paper Series
58 downloads

Incl. Electronic Paper The Determinants of Offshore Financial Center Investment
 Hisham S. Foad
San Diego State University - Department of Economics
Date Posted: January 10, 2013
Working Paper Series
56 downloads

Incl. Electronic Paper Information Processing Cost and Stock Return Synchronicity - Evidence from XBRL Adoption
 Yi Dong , Oliver Zhen Li , Yupeng Lin and Chenkai Ni
University of International Business and Economics , National University of Singapore , National University of Singapore (NUS) - Business School and National University of Singapore
Date Posted: January 10, 2013
Working Paper Series
102 downloads

Incl. Electronic Paper Chinese Exports and U.S. Import Prices
FRB of New York Staff Report No. 591
 Benjamin R. Mandel
Federal Reserve Bank of New York
Date Posted: January 10, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper The Expected Rate of Credit Losses on Banks' Loan Portfolios
 Trevor S. Harris , Urooj Khan and Doron Nissim
Columbia University - Columbia Business School , Columbia Business School - Accounting, Business Law & Taxation and Columbia University - Columbia Business School
Date Posted: January 09, 2013
Working Paper Series
107 downloads

Incl. Electronic Paper Double Barrier Cash or Nothing Options: A Short Note
 Antonie Kotze and Angelo Joseph
Financial Chaos Theory and University of South Africa - School of Business Leadership
Date Posted: January 09, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Valuing Asian Options Using Vorst's Approximation
 Antonie Kotze
Financial Chaos Theory
Date Posted: January 09, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper Measuring Economic Policy Uncertainty
Chicago Booth Research Paper No. 13-02
 Scott R. Baker , Nicholas Bloom and Steven J. Davis
Stanford University - Department of Economics , Stanford University - Department of Economics and University of Chicago
Date Posted: January 09, 2013
Working Paper Series
207 downloads

Incl. Electronic Paper Securitization and the Fixed-Rate Mortgage
FRB of New York Staff Report No. 594
 Andreas Fuster and James I. Vickery
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: January 09, 2013
Working Paper Series
71 downloads

Incl. Electronic Paper Inefficient Diversification
Columbia Business School Research Paper No. 13-1
 Kostas Bimpikis and Alireza Tahbaz-Salehi
Massachusetts Institute of Technology (MIT) - Operations Research Center and Columbia Business School - Decision Risk and Operations
Date Posted: January 09, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper When Can Expected Utility Handle First-Order Risk Aversion?
 Georges Dionne and Jingyuan Li
HEC Montreal - Department of Finance and Lingnan University - Department of Finance and Insurance
Date Posted: January 09, 2013
Last Revised: April 04, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Interest Rates and the Volatility and Correlation of Commodity Prices
FRB International Finance Discussion Paper No. 1065
 Joseph W. Gruber and Robert Vigfusson
Federal Reserve Board - Trade and Quantitative Studies Section and Federal Reserve Board - Trade and Quantitative Studies
Date Posted: January 09, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Financial Regulation in a Global Economy
 Fernando Zunzunegui
Universidad Carlos III de Madrid - Faculty of Social Sciences and Law
Date Posted: January 08, 2013
Working Paper Series
68 downloads

Incl. Electronic Paper The Impact of IT-Based Trading on Securities Markets
WI2013 - 11th International Conference on Wirtschaftsinformatik
 Martin Haferkorn , Kai Zimmermann and Michael Siering
Goethe University Frankfurt Faculty of Economics and Business Administration , Goethe University Frankfurt Faculty of Economics and Business Administration and Independent
Date Posted: January 08, 2013
Last Revised: March 08, 2013
Accepted Paper Series
26 downloads

Incl. Electronic Paper The Federal Reserve's Large-Scale Asset Purchase Programs: Rationale and Effects
FEDS Working Paper No. 2012-85
 Stefania D'Amico , William B. English , David Lopez-Salido and Edward Nelson
Federal Reserve Board , Government of the United States of America - Division of Monetary Affairs , Federal Reserve Board and Federal Reserve Bank of St. Louis - Research Division
Date Posted: January 08, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper The Non-Linear Market Impact of Large Trades: Evidence from Buy-Side Order Flow
 Nataliya Bershova and Dmitry Rakhlin
AllianceBernstein LP and AllianceBernstein LP
Date Posted: January 08, 2013
Last Revised: January 12, 2013
Working Paper Series
184 downloads

Incl. Electronic Paper The Best Gain-Loss Ratio is a Poor Performance Measure
 Sara Biagini and Mustafa Pinar
University of Pisa and Bilkent University - Department of Industrial Engineering
Date Posted: January 08, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Strategic Asset Allocation for Central Bank's Management of Foreign Reserves: A New Approach
 Zhichao Zhang , Frankie Chau and Li Xie
Durham University - Durham Business School , Durham University - Durham Business School and Durham University - Durham Business School
Date Posted: January 08, 2013
Working Paper Series
50 downloads


 

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