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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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  Last 12 months: 		68,998

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To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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Total References: 8,463,775
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G14
3,694,760 Total downloads
Showing Papers 1,501 - 1,550 of 9,880
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Incl. Electronic Paper Communication, Excess Comovement and Factor Structures
Baozhong Yang
Georgia State University - Robinson College of Business
Date Posted: November 21, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper What Does Matter in Economy Today: Between Rationality and Animal Spirits
 Abderrazak Dhaoui
University of Sousse - Faculty of Economic Sciences and Management
Date Posted: November 21, 2011
Last Revised: December 24, 2011
Working Paper Series
36 downloads

Are Out-of-Pocket Costs Overweighted Relative to Opportunity Costs? A Disposition Effect -Based Investigation
 Rahul Chhabra and Sankar De
Indian School of Business (ISB), Hyderabad and Indian School of Business
Date Posted: November 20, 2011
Last Revised: March 16, 2012
Working Paper Series

Determinants of the Relative Price Impact of Non-Anticipated Information in U.S. Macroeconomic Releases
Journal of Futures Markets, Vol. 24, No. 7, 2004
 Dieter Hess
University of Cologne - Department of Corporate Finance
Date Posted: November 20, 2011
Working Paper Series

Incl. Electronic Paper Privacy-Preserving Methods for Sharing Financial Risk Exposures
 Emmanuel A. Abbe , Amir Khandani and Andrew W. Lo
Ecole Polytechnique Fédérale de Lausanne , Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: November 20, 2011
Last Revised: November 25, 2011
Working Paper Series
82 downloads

Testing Weak Form of Efficient Market Hypothesis: Empirical Evidence from South Asia
World Applied Sciences Journal 17 (4): 414-427, 2012 ISSN 1818-4952
Saqib Nisar and Muhammad Hanif
FAST School of Business- National University of Computer & Emerging Sciences (NUCES) and National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: November 20, 2011
Last Revised: May 07, 2012
Accepted Paper Series

The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
Journal of Banking and Finance, Vol. 35, No. 10, 2011
 Nikolaus Hautsch , Dieter Hess and David Veredas
Humboldt-Universität zu Berlin , University of Cologne - Department of Corporate Finance and Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: November 20, 2011
Last Revised: March 31, 2012
Accepted Paper Series

Incl. Electronic Paper Does Regulation Fair Disclosure Reduce the Information Quality of Managerial Guidance?
The Financial Review, Forthcoming
 Anna Agapova , Jeff Madura and Zhanel Mailibayeva
Florida Atlantic University , Florida Atlantic University - College of Business and Florida Atlantic University - School of Accounting
Date Posted: November 17, 2011
Accepted Paper Series
72 downloads

Incl. Electronic Paper Is Insider Trading Regulation Effective? Evidence from UK Takeover Activity
 Brendan John Lambe
University of Leicester
Date Posted: November 17, 2011
Working Paper Series
81 downloads

Incl. Electronic Paper Liquidity Risk and Hedge Fund Ownership
FEDS Working Paper No. 2011-49
 Charles Cao and Lubomir Petrasek
Pennsylvania State University and Federal Reserve Board
Date Posted: November 17, 2011
Last Revised: March 07, 2012
Working Paper Series
111 downloads

Incl. Electronic Paper Macroeconomic Determinants of Carry Trade Activity
Bank of Italy Temi di Discussione (Working Paper) No. 817
 Alessio Anzuini and Fabio Fornari
Bank of Italy and European Central Bank (ECB)
Date Posted: November 17, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper Overconfidence and the Rational Expectations Model of the Term Structure of Interest Rates
 Richard D. F. Harris and George Bulkley
University of Exeter - Business School and University of Bristol
Date Posted: November 17, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper The Persistent Effects of a False News Shock
 Carlos Carvalho , Nicholas Klagge and Emanuel Moench
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: November 17, 2011
Working Paper Series
89 downloads

The Persistent Effects of a False News Shock
Journal of Empirical Finance, Vol. 18, No. 4, 2011
 Carlos Carvalho , Nicholas Klagge and Emanuel Moench
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: November 17, 2011
Accepted Paper Series

Incl. Electronic Paper The Sovereign Credit Default Swap Market: Price Discovery, Volumes and Links with Banks' Risk Premia
Bank of Italy Temi di Discussione (Working Paper) No. 821
 Alessandro Carboni
University of Siena
Date Posted: November 17, 2011
Working Paper Series
101 downloads

Incl. Fee Electronic Paper The Choice and Role of Lockups in IPOS: Evidence from Heterogeneous Lockup Agreements
Financial Markets, Institutions & Instruments, Vol. 20, Issue 5, pp. 191-220, 2011
 Hafiz Hoque
City University London - Sir John Cass Business School
Date Posted: November 16, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Market Fragmentation and Information Quality: The Role of TRF Trades
 Christine X. Jiang , Thomas H. McInish and James Upson
University of Memphis - Fogelman College of Business and Economics , University of Memphis - Fogelman College of Business and Economics and University of Texas at El Paso
Date Posted: November 16, 2011
Last Revised: March 27, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Pragmatics, Implicature and the Efficiency of Elevated Disclosure
Johnson School Research Paper Series No. 48-2011
 Robert J. Bloomfield
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: November 16, 2011
Last Revised: December 19, 2011
Working Paper Series
131 downloads

Incl. Electronic Paper Time-Varying Fund Manager Skill
Journal of Finance, Forthcoming
 Marcin T. Kacperczyk , Stijn Van Nieuwerburgh and Laura Veldkamp
New York University (NYU) - Leonard N. Stern School of Business , New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Date Posted: November 16, 2011
Last Revised: December 06, 2012
Accepted Paper Series
1171 downloads

Incl. Electronic Paper Insider Purchases Talk and Buybacks Whisper
 Dimitris Andriosopoulos and Hafiz Hoque
Swansea University and City University London - Sir John Cass Business School
Date Posted: November 15, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Private Information Arrival, Trading Activity, and Price Formation: Evidence from Nonpublic Merger Negotiations
 Shane Heitzman and Sandy Klasa
Simon School of Business, University of Rochester and University of Arizona - Department of Finance
Date Posted: November 15, 2011
Last Revised: February 06, 2013
Working Paper Series
175 downloads

Spillover Effects of Counter-Cyclical Market Regulation: Evidence from the 2008 Ban on Short Sales
 Abraham Lioui
EDHEC Business School
Date Posted: November 15, 2011
Last Revised: November 16, 2011
Working Paper Series

Incl. Electronic Paper The Information Content of Ratings: An Analysis of Australian CDS Spreads
 Jue Wang , Jiri Svec and Maurice Peat
affiliation not provided to SSRN , University of Sydney - Discipline of Finance and University of Sydney
Date Posted: November 15, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper An Improved Moving Average Technical Trading Rule II - Can We Obtain Performance Improvements with Short Sales?
 Fotis Papailias and Dimitrios D. Thomakos
Queen's University Belfast - Queen's University Management School and University of Peloponnese - School of Management and Economics
Date Posted: November 14, 2011
Working Paper Series
911 downloads

Incl. Electronic Paper Heterogeneous Beliefs, Short-Sale Constraints and the Closed-End Fund Puzzle
 Zhiguang Cao , Richard D. F. Harris and Junmin Yang
Shanghai University of Finance and Economics , University of Exeter - Business School and affiliation not provided to SSRN
Date Posted: November 14, 2011
Working Paper Series
46 downloads

Does Regulation FD Work? Evidence from Analysts’ Reliance on Public Disclosure
Journal of Accounting & Economics (JAE), Vol. 53, 2012
 William Kross and Inho Suk
State University of New York at Buffalo - Department of Accounting and State University of New York (SUNY) at Buffalo - School of Management
Date Posted: November 13, 2011
Last Revised: February 15, 2012
Accepted Paper Series

Incl. Electronic Paper Globally Distributed Production and the Pricing of CME Commodity Futures
 Nicolas Merener
Universidad Torcuato Di Tella - School of Business
Date Posted: November 13, 2011
Last Revised: August 30, 2012
Working Paper Series
70 downloads

Incl. Electronic Paper Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns
AFA 2013 San Diego Meetings Paper
 Hao Jiang and Zheng Sun
Erasmus University - Rotterdam School of Management and University of California, Irvine - Paul Merage School of Business
Date Posted: November 12, 2011
Last Revised: December 16, 2012
Working Paper Series
299 downloads

Incl. Electronic Paper Quote Stuffing
 Jared F. Egginton , Bonnie F. Van Ness and Robert A. Van Ness
Louisiana Tech University - Department of Economics and Finance , University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Date Posted: November 12, 2011
Last Revised: March 17, 2012
Working Paper Series
600 downloads

Incl. Electronic Paper Credit Default Swap Spreads and Variance Risk Premia
FEDS Working Paper No. 2011-02
 Hao Zhou , wang hao and Zhou Yi
PBC School of Finance, Tsinghua University , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: November 11, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Does Active Management Pay? New International Evidence
 I. J. Alexander Dyck , Karl V. Lins and Lukasz Pomorski
University of Toronto - Rotman School of Management , University of Utah - Department of Finance and University of Toronto - Rotman School of Management
Date Posted: November 11, 2011
Last Revised: November 23, 2011
Working Paper Series
244 downloads

Incl. Electronic Paper Workforce Diversity and Stock Returns
Sum, V. (2012). Workforce diversity and stock returns. International Research Journal of Finance and Economics, 92, 82-86.
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: November 10, 2011
Last Revised: September 25, 2012
Accepted Paper Series
23 downloads

Incl. Electronic Paper Developing Price Discovery Measures Within a Volatility-Based Model (Second Draft)
 Guangli Lu and Lei Liu
Louisiana State University; Nankai University and Insititute of Economics in Nankai University
Date Posted: November 09, 2011
Last Revised: September 03, 2012
Working Paper Series
135 downloads

Incl. Electronic Paper Do They Do It for the Money?
Journal of Corporate Finance, Forthcoming
 Utpal Bhattacharya and Cassandra D. Marshall
Indiana University Bloomington - Department of Finance and University of Richmond - Department of Finance
Date Posted: November 09, 2011
Accepted Paper Series
225 downloads

Incl. Electronic Paper Price Dynamic, Volatility and Information Flows in the Oil Industry: A Multivariate Analysis
 Alessandro Mauro and Andrea Peri
LITASCO and British Petroleum
Date Posted: November 08, 2011
Last Revised: November 09, 2011
Working Paper Series
168 downloads

Incl. Electronic Paper Effectiveness of the Skewness and Kurtosis Adjusted Black-Scholes Model in Pricing Nifty Call Options
 Vanita Tripathi and Sheetal Gupta
University of Delhi India - Delhi School of Economics - Department of Commerce and affiliation not provided to SSRN
Date Posted: November 07, 2011
Working Paper Series
95 downloads

Incl. Electronic Paper About the Non-Random Content of Financial Markets
 Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
74 downloads

Incl. Electronic Paper Factorial Moments in Complex Systems
 Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
22 downloads

Incl. Electronic Paper Ideas in Algorithmic Trading and System Modeling for Pedestrians
 Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
162 downloads

Incl. Electronic Paper Intermittency in Quantitative Finance
 Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Price Discovery in the Corporate Bond Market: The Informational Role of Short Interest
2012 Financial Markets & Corporate Governance Conference
 Paul A. Griffin and Hyun A. Hong
University of California, Davis - Graduate School of Management and University of Memphis
Date Posted: November 06, 2011
Last Revised: March 20, 2012
Working Paper Series
159 downloads

Incl. Electronic Paper Returns in Futures Markets and v=3 t-Distribution
 Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Time Scales in Futures Markets and Applications
 Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 05, 2011
Working Paper Series
45 downloads

Incl. Fee Electronic Paper Comprehensive Versus Partial Deferred Tax Liabilities and Equity Market Values
Accounting & Finance, Vol. 51, Issue 4, pp. 1087-1106, 2011
 Jilnaught Wong , Norman Wong and Vic Naiker
University of Auckland , University of Auckland Business School and Monash University - Department of Accounting and Finance
Date Posted: November 03, 2011
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Enforcement and Disclosure Under Regulation Fair Disclosure: An Empirical Analysis
Accounting & Finance, Vol. 51, Issue 4, pp. 947-983, 2011
 Paul A. Griffin , David H. Lont and Benjamin Segal
University of California, Davis - Graduate School of Management , University of Otago - Department of Accountancy and Finance and INSEAD - Accounting & Control Area
Date Posted: November 03, 2011
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper The Impact of Company Responses to Exchange Queries on the Australian Equity Market
Accounting & Finance, Vol. 51, Issue 4, pp. 923-945, 2011
 Jozef Drienko and Stephen Sault
Australian National University (ANU) and Australian National University (ANU)
Date Posted: November 03, 2011
Accepted Paper Series
3 downloads

Incl. Electronic Paper Event Driven Trading and the 'New News'
Journal of Portfolio Management, Vol. 38, No. 1, 2011
 David Leinweber and Jacob Sisk
Leinweber & Co. and Thomson Reuters
Date Posted: November 03, 2011
Accepted Paper Series
548 downloads

Incl. Electronic Paper The Economics of Flash Orders and Trading
 Lawrence Harris and Ethan Namvar
University of Southern California - Marshall School of Business - Finance and Business Economics Department and University California, Berkeley
Date Posted: November 03, 2011
Last Revised: February 28, 2013
Working Paper Series
139 downloads

Incl. Electronic Paper Price Impact of Block Trades: New Evidence from Downstairs Trading on the World's Largest Carbon Futures Exchange
 Gbenga Ibikunle , Andros Gregoriou and Naresh Pandit
University of Edinburgh Business School , University of East Anglia and University of East Anglia (UEA) - Norwich Business School
Date Posted: November 02, 2011
Last Revised: April 21, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Do Financial Markets Learn from ECB Monetary Policy?
 Jean-Yves Filbien and Labondance Fabien
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and Louvain School of Management (UCL)
Date Posted: November 02, 2011
Last Revised: January 25, 2012
Working Paper Series
55 downloads


 

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