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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

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,996,942 Total downloads
Showing Papers 1,521 - 1,570 of 36,712
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Incl. Electronic Paper A Temporary Equilibrium Model of Asset Pricing
CERGE-EI Working Paper Series No. 132
George Vachadze
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: January 21, 2010
Last Revised: January 29, 2010
Working Paper Series
10 downloads

Incl. Electronic Paper A Ten-Year Retrospection of the Behavior of Russian Stock Returns
BOFIT Discussion Paper No. 9/2005
Stanislav Anatolyev
New Economic School
Date Posted: July 25, 2007
Working Paper Series
103 downloads

A Term Structure Model for Defaultable Bonds with Macro and Latent Variables
Marco Bonomo and Alexandre Lowenkron
EPGE - Getulio Vargas Foundation and Banco BBM
Date Posted: March 07, 2008
Working Paper Series

Incl. Electronic Paper A Term Structure Model with Level Factor Cannot Be Realistic and Arbitrage Free
Banque de France Working Paper No. 359
Simon Dubecq and Christian Gourieroux
Banque de France and University of Toronto - Department of Economics
Date Posted: January 27, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper A Test for Long Memory in the Conditional Correlation of Bivariate Returns to Stock and Bond Market Index Futures
Kirt C. Butler , William Christopher Gerken and Katsushi Okada
Michigan State University , University of Kentucky - Finance and affiliation not provided to SSRN
Date Posted: August 04, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper A Test for Mean-Variance Efficiency of a Given Portfolio Under Restrictions
ERIM Report Series Reference No. ERS-2005-032-F&A
Thierry Post
Koc University - Graduate School of Business
Date Posted: February 29, 2008
Working Paper Series
164 downloads

Incl. Electronic Paper A Test for the Number of Factors in an Approximate Factor Model
Journal of Finance, Vol. 48, pp. 1263-1291, September 1993
Robert A. Korajczyk and Gregory Connor
Northwestern University - Kellogg School of Management and London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Date Posted: January 24, 2007
Last Revised: August 21, 2009
Accepted Paper Series
141 downloads

A Test for Volatility Spillovers
Economics Letters, Vol. 76, pp. 77-84, 2002
Fabio Spagnolo , Martin Sola and Nicola Spagnolo
Brunel University - Economics and Finance , Universidad Torcuato Di Tella and Brunel University
Date Posted: December 05, 2004
Accepted Paper Series

A Test of CAPM on the Karachi Stock Exchange
International Journal of Business, Vol. 12, No. 4, 2007
Javed Iqbal and Robert Darren Brooks
Department of Statistics, Karachi University and Monash University
Date Posted: June 07, 2008
Accepted Paper Series

Incl. Electronic Paper A Test of Hedging Alternatives for the US Currency and the US Stock Market
Ron Christner , Mehmet F. Dicle and John Levendis
affiliation not provided to SSRN , Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Date Posted: November 03, 2011
Working Paper Series
180 downloads

Incl. Electronic Paper A Test of International Equity Market Integration using Evidence from Cross-border Mergers
London Business School Institute of Finance Paper No. 433
Richard A. Brealey , Ian A. Cooper and Evi Kaplanis
London Business School , London Business School and London Business School
Date Posted: April 06, 2005
Working Paper Series
341 downloads

Incl. Electronic Paper A Test of Mean-Variance Efficiency When Short Selling is Prohibited
Gopal Basak , Guaqiang Sun and Ravi Jagannathan
University of Bristol - Department of Mathematics , Federal National Mortgage Association (Fannie Mae) and Northwestern University - Kellogg School of Management
Date Posted: June 02, 1998
Working Paper Series
521 downloads

A Test of the Cost of Carry Relationship Using the Lead Contract Traded on the London Metals Exchange
Journal of Futures Markets, Vol. 18, No. 2, pp. 1-25, 1998
Richard A. Heaney
University of Western Australia
Date Posted: September 12, 2005
Accepted Paper Series

A Test of the Effect of Carrying Costs on Predictive Ability of Futures Prices Using the LME Lead Contract
International Journal of Forecasting, Vol. 18, No. 1, pp. 45-65, 2002
Richard A. Heaney
University of Western Australia
Date Posted: September 12, 2005
Accepted Paper Series

Incl. Electronic Paper A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data
Richard D. F. Harris
University of Exeter - Business School
Date Posted: August 15, 1998
Working Paper Series
353 downloads

Incl. Electronic Paper A Test of the International CAPM Using Optimal Instruments
Matthijs Breugem
INSEAD
Date Posted: March 11, 2013
Last Revised: May 06, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Test of the Law of One Price: An Examination of Price Integration between Europe and Regional Markets in Africa
Kings College London Department of Management Research Paper No. 46
Jenifer Piesse and Bruce Allen Hearn
Bournemouth University and University of Sussex
Date Posted: January 18, 2009
Last Revised: August 25, 2009
Working Paper Series
94 downloads

A Test of the Market's Mispricing of Domestic and Foreign Earnings
Journal of Accounting and Economics, Vol. 28, No. 3, 1999, 243-267.
Wayne B. Thomas
University of Oklahoma, Michael F. Price College of Business
Date Posted: March 21, 2002
Accepted Paper Series

Incl. Electronic Paper A Test of the Market’s Mispricing of Domestic and Foreign Earnings
Wayne B. Thomas
University of Oklahoma, Michael F. Price College of Business
Date Posted: December 16, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper A Test of the Ohlson (1995) Model: Empirical Evidence from Japan
Koji Ota
Musashi University - Department of Finance
Date Posted: October 20, 2001
Working Paper Series
955 downloads

A Test of the Ohlson (1995) Model: Empirical Evidence from Japan
The International Journal of Accounting, Vol. 37, No. 2, pp. 157-182, May 2002
Koji Ota
Musashi University - Department of Finance
Date Posted: September 17, 2002
Accepted Paper Series

Incl. Electronic Paper A Test of the Ohlson Model on the Italian Stock Exchange
Accounting & Taxation, Vol. 4, No. 1, p. 83, 2012
Antonella Silvestri and Stefania Veltri
Università degli Studi della Calabria and University of Calabria, Italy
Date Posted: December 23, 2011
Last Revised: December 12, 2012
Accepted Paper Series
96 downloads

Incl. Electronic Paper A Test of the Self-Serving Attribution Bias: Evidence from Mutual Funds
Fourth Singapore International Conference on Finance 2010 Paper
Darwin Choi and Dong Lou
Hong Kong University of Science & Technology (HKUST) - Department of Finance and London School of Economics & Political Science (LSE)
Date Posted: March 03, 2008
Last Revised: December 20, 2010
Working Paper Series
314 downloads

Incl. Electronic Paper A Testable EBIT-Based Credit Risk Model
EFMA 2004 Basel Meetings Paper
Manuel Ammann and Michael Genser
University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Date Posted: May 28, 2004
Working Paper Series
358 downloads

Incl. Electronic Paper A Theoretical and Empirical Analysis of the Relationship Between Market and Book Values
Jan Bartholdy , Paula Peare and Roger J. Willett
University of Aarhus - Aarhus School of Business - Department of Business Studies , University of Aarhus - Department of Finance and University of Tasmania
Date Posted: January 11, 2001
Working Paper Series
802 downloads

Incl. Electronic Paper A Theoretical and Empirical Assessment of Bank Risk-Shifting Behavior
James R. Barth , Mark Bertus , Jiang Hai and Triphon Phumiwasana
Auburn University , Auburn University , Jinan University - Department & Institute of Finance and Milken Institute
Date Posted: February 15, 2007
Working Paper Series
147 downloads

Incl. Electronic Paper A Theoretical Extension of the Consumption-Based CAPM Model
Georges Dionne and Jingyuan Li
HEC Montreal - Department of Finance and Lingnan University - Department of Finance and Insurance
Date Posted: December 13, 2010
Last Revised: June 02, 2011
Working Paper Series
134 downloads

Incl. Electronic Paper A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models
Leo Krippner
Reserve Bank of New Zealand
Date Posted: September 03, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper A Theory for Long-Memory in Supply and Demand
Santa Fe Institute Working Paper No. 04-12-041
Fabrizio Lillo , Szabolcs Mike and J. Doyne Farmer
University of Palermo , Santa Fe Institute - Economics and Santa Fe Institute
Date Posted: April 30, 2005
Working Paper Series
133 downloads

Incl. Electronic Paper A Theory of Accounting Relativity: Double-Entry Bookkeeping as a Transformation of Coordinates
Yoshitaka Fukui
Aoyama Business School
Date Posted: January 16, 2007
Working Paper Series
450 downloads

Incl. Electronic Paper A Theory of Aggregate Demand Fluctuations and Asset Bubbles
Rohit Krishnan
Singapore Management University
Date Posted: May 21, 2010
Working Paper Series
60 downloads

A Theory of Analysts Forecast Bias
Murugappa (Murgie) Krishnan and Shiva Sivaramakrishnan
Yeshiva University and Texas A&M University (TAMU) - Department of Accounting
Date Posted: December 31, 1998
Working Paper Series

Incl. Electronic Paper A Theory of Asset Prices Based on Heterogeneous Information
Cowles Foundation Discussion Paper No. 1827
Elias Albagli , Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business , University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Date Posted: October 21, 2011
Accepted Paper Series
81 downloads

Incl. Electronic Paper A Theory of Asset Prices Based on Heterogeneous Information
AFA 2013 San Diego Meetings Paper
Elias Albagli , Aleh Tsyvinski and Christian Hellwig
University of Southern California - Marshall School of Business , Yale University - Cowles Foundation and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: March 15, 2012
Working Paper Series
125 downloads

Incl. Fee Electronic Paper A Theory of Asset Prices Based on Heterogeneous Information
CEPR Discussion Paper No. DP9291
Elias Albagli , Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business , University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Date Posted: February 01, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper A Theory of Asset Pricing and Performance Evaluation for Minority Banks with Implications for Bank Failure Prediction, Compensating Risk, and CAMELS Rating

Date Posted: November 19, 2010
Last Revised: January 29, 2011
Working Paper Series
239 downloads

Incl. Electronic Paper A Theory of Attribution
Barry E. Feldman
Russell Investments
Date Posted: May 25, 2007
Working Paper Series
183 downloads

A Theory of Commodity Price Fluctuations
J. OF POLITICAL ECONOMY, Vol. 104 No. 5, October 1996
Marcus J. Chambers and Roy E. Bailey
University of Essex and University of Essex
Date Posted: February 12, 1997
Accepted Paper Series

Incl. Electronic Paper A Theory of Correlated-Demand Driven Liquidity Commonality
Hong Liu and Yajun Wang
Washington University in St. Louis - Olin Business School and Robert H. Smith School of Business, University of Maryland
Date Posted: March 19, 2012
Last Revised: April 02, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper A Theory of Eurobonds
Angelo S. Baglioni and Umberto Cherubini
Catholic University of the Sacred Heart of Milan and University of Bologna - Department of Mathematical Economics
Date Posted: September 16, 2011
Last Revised: November 18, 2012
Working Paper Series
486 downloads

Incl. Electronic Paper A Theory of Inefficient Quotes: Empirical Evidence in Options Markets
EFA 2007 Ljubljana Meetings Paper
I. Rodriguez Longarela and Silvia Mayoral
University of Tromsø - Department of Economics - NFH and Universidad Carlos III de Madrid
Date Posted: March 05, 2007
Working Paper Series
96 downloads

Incl. Electronic Paper A Theory of Merger-Driven IPOs
Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, pp. 1367-1405, 2011
Evgeny Lyandres , Alexei Zhdanov and Jim Hsieh
Boston University , University of Lausanne - Institute of Banking and Finance (IBF) and George Mason University
Date Posted: February 06, 2008
Last Revised: March 14, 2013
Accepted Paper Series
993 downloads

Incl. Electronic Paper A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization
Yale ICF Working Paper No. 00-50
Matthew I. Spiegel and Harry Mamaysky
Yale University - Yale School of Management, International Center for Finance and Yale School of Management
Date Posted: September 04, 2001
Working Paper Series
1615 downloads

Incl. Electronic Paper A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions
Kent D. Daniel , David A. Hirshleifer and Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics , University of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: May 01, 1997
Working Paper Series
5120 downloads

Incl. Electronic Paper A Theory of Strategic Intermediation and Endogenous Liquidity
EFA 2004 Maastricht Meetings Paper No. 5330
Jean-Pierre Zigrand
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: June 23, 2004
Working Paper Series
115 downloads

Incl. Electronic Paper A Theory of Strategic Intermediation and Endogenous Liquidity
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance and Financial Markets Group
Date Posted: November 14, 2007
Last Revised: January 06, 2008
Working Paper Series
77 downloads

A Theory of Supervision with Endogenous Transaction Costs
CEPR Working Paper No. 1967
Antoine Faure-Grimaud
London School of Economics
Date Posted: January 13, 1999
Working Paper Series

Incl. Electronic Paper A Theory of Takeovers and Disinvestment
EFA 2005 Moscow Meetings Paper
Bart M. Lambrecht and Stewart C. Myers
Lancaster University - Management School and Massachusetts Institute of Technology (MIT)
Date Posted: January 09, 2005
Working Paper Series
1030 downloads

A Theory of the Term Structure with an Official Short Rate
Financial Options Research Centre Working Paper No. 94/49, May 1994
Simon H. Babbs and Nick Webber
The Options Clearing Corporation and University of Warwick - Warwick Business School
Date Posted: October 10, 1998
Working Paper Series

A Theory of Trading Volume Around Earnings Announcements
Seok Woo Jeong and Pradyot K. Sen
Korea University - Department of Accounting and University of Washington Bothell
Date Posted: January 20, 1997
Working Paper Series


 

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