Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,173
Full Text Papers:
393,564
Authors:
226,645
Papers Received in Last 12 months:
68,973
Paper Downloads:
To date:
65,885,359
Last 12 months:
11,172,224
Last 30 days:
1,065,087
CiteReader: What's this?
Papers with
238,027
Total References:
8,463,775
Papers with Cites:
230,038
Total Citation
5,708,794
Papers with
77,375
Total Footnotes:
8,499,290
SSRN eLibrary Search Results
JEL Code: G10
1,446,794 Total downloads
Showing Papers 1,551 - 1,600 of 4,441
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
The Stochastic Conditional Duration Model: A Latent Factor Model for the Analysis of Financial Durations Journal of Econometrics, Vol. 119, No. 2, pp. 381-412, 2004
Luc Bauwens and
David Veredas
Date Posted: April 08, 2005224 downloads
Valuation of Stocks with Prospects of Dividend Growth Journal of Investing, Vol. 11, No. 1, pp., 64-68, Spring 2002
John A. Haslem
Date Posted: June 13, 2008Last Revised: September 30, 2012224 downloads
Applying the Law of Small Numbers to Hedge Fund Returns
Craig W. French
Date Posted: March 12, 2008223 downloads
Diversification and Generalized Tracking Errors For Correlated Non-Normal Returns California Institute of Technology Working Paper No. CALT-68-2400
Mark B. Wise and
Vineer Bhansali
Date Posted: October 01, 2002223 downloads
How Broker Ability Affects Institutional Trading Costs
Alex Frino ,
Carole Comerton-Forde
,
Christian Fernandez
and
Teddy Oetomo
Date Posted: August 13, 2003223 downloads
Persistence in Mutual Fund Performance: 2.0
Date Posted: March 27, 2008Last Revised: August 17, 2008223 downloads
Realized Volatility and Price Spikes in Electricity Markets: The Importance of Observation Frequency EFA 2009 Bergen Meetings Paper
Carl J. Ullrich
Date Posted: February 16, 2009Last Revised: June 30, 2009223 downloads
Risk Arbitrage, A Probabilistic Approach Over 1998-2010 in the US and Canada
Stephane Dieudonne
,
Fabienne Cretin
and
Slimane Bouacha
Date Posted: November 17, 2010223 downloads
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations (Second Version) PIER Working Paper No. 03-013
Francis X. Diebold and
Michael W. Brandt
Date Posted: June 04, 2003222 downloads
Applications of Neural Network Radial Basis Function in Economics and Financial Time Series
Eleftherios Giovanis
Date Posted: August 28, 2010222 downloads
Extremal Dependence between Market and Liquidity Risk: An Analysis for the Swiss Market
Christian Reich
and
Patrick Wegmann
Date Posted: March 22, 2002222 downloads
Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks CREATES Research Paper No. 2007-15
Viktor Todorov
and
Tim Bollerslev
Date Posted: June 23, 2008222 downloads
Lenders' Response to Restatements Along the Supply Chain
Rebecca Files
and
Umit G. Gurun
Date Posted: July 09, 2010Last Revised: October 10, 2011222 downloads
Limited Arbitrage: The Paralysis of the Regulating Mechanism of Financial Markets
Feker Bayoudh
and
Moez Elgaied II
Date Posted: February 10, 2008222 downloads
A New Approach of Kernel Bandwidth Applications for Time-series Using the Example of the Prediction of the Euro's Exchange Rate
Tim Brailsford ,
Jack H.W. Penm and
R. Deane Terrell
Date Posted: February 14, 2004221 downloads
An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics
Katarzyna Bien
,
Ingmar Nolte
and
Winfried Pohlmeier
Date Posted: March 01, 2007Last Revised: June 25, 2009221 downloads
The Impact of Macroeconomic Announcements on Implied Volatility European Business School Research Paper No. 10-11
Roland Füss
,
Ferdinand Mager
,
Holger Wohlenberg
and
Lu Zhao
Date Posted: November 03, 2010Last Revised: May 08, 2011221 downloads
Trading, Price Setting and Volatility in Equity Markets Under Divergent Expectations and Adaptive Valuations
Jacob Paroush ,
Robert A. Schwartz and
Avner Wolf
Date Posted: August 31, 2006221 downloads
A Model of the IPO Process where Underpricing Can Be the Equilibrium Outcome
Peter J. Phillips
Date Posted: March 27, 2007220 downloads
A Survey of University Endowment Management Research
Georg Cejnek
,
Richard Franz
,
Otto Randl and
Neal Stoughton
Date Posted: January 23, 2013220 downloads
An Asset Pricing Model with Time-varying Elasticity of Intertemporal Substitution EFMA 2004 Basel Meetings Paper
Aleksandar Georgiev
Date Posted: May 28, 2004220 downloads
Hindsight Bias and Individual Risk Attitude within the Context of Experimental Asset Markets
Tarek Josef el Sehity ,
Hans Haumer ,
Christian Helmenstein ,
Erich Kirchler
and
Boris Maciejovsky
Date Posted: November 06, 2002220 downloads
Monitoring Risks Before They Go Viral: Is it Time for the Board to Embrace Social Media? Rock Center for Corporate Governance at Stanford University, Closer Look Series: Topics, Issues and Controversies in Corporate Governance No. CGRP-25
David F. Larcker ,
Sarah M. Larcker
and
Brian Tayan
Date Posted: April 05, 2012Last Revised: March 29, 2013220 downloads
Payments and the Development of Finance in Pre-Industrial Europe Dartmouth College Econ. Working Paper No. 01-15
Meir Kohn
Date Posted: November 23, 2001220 downloads
The Information Content of Implied Volatility: Evidence from Australia 21st Australasian Finance and Banking Conference 2008 Paper
Bart Frijns
,
Christian Tallau
and
Alireza Tourani Rad
Date Posted: August 27, 2008220 downloads
A Comparison of EVT and Standard VaR Estimations
Jaroslav Baran
and
Jiri Witzany
Date Posted: February 23, 2011Last Revised: March 07, 2011219 downloads
An Examination of Traditional Style Indexes Journal of Index Investing, vol. 1, no. 2, Fall 2010, pp. 14-23
Jason C. Hsu
,
Vitali Kalesnik and
Himanshu Surti
Date Posted: August 02, 2010Last Revised: November 03, 2010219 downloads
How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan
Kee-Hong Bae ,
Takeshi Yamada and
Keiichi Ito
Date Posted: February 13, 2004219 downloads
Do Individual Investors Trade Stocks as Gambling? Evidence from Repeated Natural Experiments
Xiaohui Gao
and
Tse-Chun Lin
Date Posted: June 09, 2010Last Revised: July 09, 2011218 downloads
Emerging Market Liquidity and Crises
Eduardo Levy Levy-Yeyati ,
Sergio L. Schmukler and
Neeltje van Horen
Date Posted: October 04, 2007218 downloads
Getting Out Early: An Analysis of Market Making Activity at the Recommending Analyst's Firm EFA 2006 Zurich Meetings
Jennifer L. Juergens and
Laura Anne Lindsey
Date Posted: March 15, 2006218 downloads
Herd Behaviour in Stock Exchange Alliances: The Case of EURONEXT
Vasileios Kallinterakis
,
Joni Sakari Ollikainen
and
Fernando Soares
Date Posted: March 26, 2009218 downloads
Non-Parametric Prediction of the Mid-Price Dynamics in a Limit Order Book
Deepan Palguna
and
Ilya Pollak
Date Posted: March 14, 2012Last Revised: January 17, 2013218 downloads
Taking Certification Seriously - Why There is No Such Thing as an Adequate Representative in a Securities Fraud Class Action Villanova Law/Public Policy Research Paper No. 2008-07
Richard A. Booth
Date Posted: November 05, 2007218 downloads
Agent Behaviour, Financial Market and Welfare Theory Cyprus Journal of Sciences, Vol. 5, 2007, Euromed Marseille Working Paper No. 01-2007
Bernard Paranque ,
Walter Baets
and
Henry O. Pruden
Date Posted: August 16, 2005Last Revised: January 15, 2008217 downloads
Creative Destruction and Asset Prices
Joachim Grammig and
Stephan Jank
Date Posted: August 18, 2010Last Revised: May 12, 2013217 downloads
Fallen Angels and Price Pressure
Brent W. Ambrose ,
Kelly Nianyun Cai
and
Jean Helwege
Date Posted: May 16, 2009Last Revised: June 02, 2011217 downloads
How Asymmetric is U.S. Stock Market Volatility?
Louis H. Ederington and
Wei Guan
Date Posted: May 17, 2009217 downloads
Momentum Effects in the Largest Australian and New Zealand Shares INFINZ Journal, pp. 30-33, September 2008
Philip A. Stork
Date Posted: February 21, 2008Last Revised: July 21, 2009217 downloads
Resisting the Manipulation of Performance
Metrics: An Empirical Analysis of The
Manipulation-Proof Performance Measure Finance and Corporate Governance Conference 2010 Paper
Stephen J. Brown ,
MaengSoo Kang
,
Francis Haeuck In
and
Gunhee Lee
Date Posted: January 15, 2010217 downloads
Economic Hedging Portfolios Tilburg University Working Paper
Rob W. J. van den Goorbergh
,
Frans de Roon and
Bas J. M. Werker
Date Posted: May 22, 2003216 downloads
Information Driven Price Jumps and Trading Strategy: Evidence from Stock Index Futures
Hong Miao
,
Sanjay Ramchander and
J. Kenton Zumwalt
Date Posted: September 01, 2011Last Revised: January 18, 2012216 downloads
Market Architecture and Global Exchange Efficiency
Peter L. Swan and
P. Joakim Westerholm
Date Posted: March 16, 2006216 downloads
The Equity Premium: 100 Years of Empirical Evidence from the UK
Andrew Vivian
Date Posted: August 05, 2005Last Revised: March 22, 2011216 downloads
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings
Jing-Zhi Huang and
Ying Wang
Date Posted: November 10, 2008Last Revised: October 12, 2010216 downloads
A Contingent Claims Analysis of the Interest Rate Risk Characteristics of Corporate Liabilities Financial Management Association International Annual Meeting, October 1995, New York
Sanjay K. Nawalkha
Date Posted: April 30, 2007215 downloads
Beyond-GAAP Corporate Reporting: Insights for Practice and Opportunities for Research
Michael Gibbins and
Bradley Pomeroy
Date Posted: July 19, 2007215 downloads
Can Traders Beat the Market? Evidence from Insider Trades
Qin Lei ,
Murli Rajan and
Xuewu Wesley Wang
Date Posted: March 18, 2010Last Revised: December 12, 2010215 downloads
Electronic Communication Networks, Market Makers, and the Components of the Bid-Ask Spread
Phillip R. Daves ,
T. Shawn Strother and
James W. Wansley
Date Posted: October 27, 2007Last Revised: March 01, 2009215 downloads
Joint Modelling of CDS and LCDS Spreads with Correlated Default and Prepayment Intensities and with Stochastic Recovery Rate
Péter Dobránszky
Date Posted: September 02, 2008Last Revised: November 16, 2008215 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.328 seconds
