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Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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Last 12 months: 11,179,664
Last 30 days: 1,087,336

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SSRN eLibrary Search Results
JEL Code: G10
1,446,498 Total downloads
Showing Papers 1,561 - 1,610 of 4,440
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Incl. Electronic Paper Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks
CREATES Research Paper No. 2007-15
Viktor Todorov and Tim Bollerslev
Duke University and Duke University - Finance
Date Posted: June 23, 2008
Working Paper Series
222 downloads

Incl. Electronic Paper Lenders' Response to Restatements Along the Supply Chain
Rebecca Files and Umit G. Gurun
University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: July 09, 2010
Last Revised: October 10, 2011
Working Paper Series
222 downloads

Incl. Electronic Paper Limited Arbitrage: The Paralysis of the Regulating Mechanism of Financial Markets
Feker Bayoudh and Moez Elgaied II
University of Tunis - Faculty of Economic Sciences and Management (ESSEC) and University of Tunis - Faculty of Economic Sciences and Management (ESSEC)
Date Posted: February 10, 2008
Working Paper Series
222 downloads

Incl. Electronic Paper 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
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: February 14, 2004
Working Paper Series
221 downloads

Incl. Electronic Paper An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics
Katarzyna Bien , Ingmar Nolte and Winfried Pohlmeier
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) , Warwick Business School - Finance Group - Financial Econometrics Research Centre and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: March 01, 2007
Last Revised: June 25, 2009
Working Paper Series
221 downloads

Incl. Electronic Paper Applications of Neural Network Radial Basis Function in Economics and Financial Time Series
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
221 downloads

Incl. Electronic Paper 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
University of St. Gallen , EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate , Deutsche Börse AG and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: November 03, 2010
Last Revised: May 08, 2011
Working Paper Series
221 downloads

Incl. Electronic Paper Trading, Price Setting and Volatility in Equity Markets Under Divergent Expectations and Adaptive Valuations
Jacob Paroush , Robert A. Schwartz and Avner Wolf
Bar Ilan University - Department of Economics , Baruch College - CUNY and Baruch College
Date Posted: August 31, 2006
Working Paper Series
221 downloads

Incl. Electronic Paper A Model of the IPO Process where Underpricing Can Be the Equilibrium Outcome
Peter J. Phillips
University of Southern Queensland - Faculty of Business
Date Posted: March 27, 2007
Working Paper Series
220 downloads

Incl. Electronic Paper A Survey of University Endowment Management Research
Georg Cejnek , Richard Franz , Otto Randl and Neal Stoughton
WU Vienna University of Economics and Business , WU Vienna University of Economics and Business , WU Vienna University of Economics and Business and WU Vienna University of Economics and Business
Date Posted: January 23, 2013
Working Paper Series
220 downloads

Incl. Electronic Paper An Asset Pricing Model with Time-varying Elasticity of Intertemporal Substitution
EFMA 2004 Basel Meetings Paper
Aleksandar Georgiev
UBS AG
Date Posted: May 28, 2004
Working Paper Series
220 downloads

Incl. Electronic Paper 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
Institute for Ethical Wealth and Wealth Psychology , Wealth Architecture GmbH , Institute for Advanced Studies , University of Vienna - Department of Psychology and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics
Date Posted: November 06, 2002
Working Paper Series
220 downloads

Incl. Electronic Paper 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
Stanford University - Graduate School of Business , Digitas Health and Stanford University - Graduate School of Business
Date Posted: April 05, 2012
Last Revised: March 29, 2013
Accepted Paper Series
220 downloads

Incl. Electronic Paper Payments and the Development of Finance in Pre-Industrial Europe
Dartmouth College Econ. Working Paper No. 01-15
Meir Kohn
Dartmouth College - Department of Economics
Date Posted: November 23, 2001
Working Paper Series
220 downloads

Incl. Electronic Paper 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
Auckland University of Technology - Faculty of Business & Law , Muenster University of Applied Sciences and Auckland University of Technology - Faculty of Business & Law
Date Posted: August 27, 2008
Working Paper Series
220 downloads

Incl. Electronic Paper A Comparison of EVT and Standard VaR Estimations
Jaroslav Baran and Jiri Witzany
University of Economics, Prague and University of Economics
Date Posted: February 23, 2011
Last Revised: March 07, 2011
Working Paper Series
219 downloads

Incl. Electronic Paper 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
Research Affiliates, LLC , Research Affiliates LLC and Research Affiliates LLC
Date Posted: August 02, 2010
Last Revised: November 03, 2010
Working Paper Series
219 downloads

Incl. Electronic Paper How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan
Kee-Hong Bae , Takeshi Yamada and Keiichi Ito
York University - Schulich School of Business , University of Adelaide - Business School and Nomura Holdings, Inc. (NHI) - Nomura Securities Co., Ltd.
Date Posted: February 13, 2004
Working Paper Series
219 downloads

Incl. Electronic Paper Do Individual Investors Trade Stocks as Gambling? Evidence from Repeated Natural Experiments
Xiaohui Gao and Tse-Chun Lin
University of Hong Kong - Faculty of Business and Economics and University of Hong Kong - Faculty of Business and Economics
Date Posted: June 09, 2010
Last Revised: July 09, 2011
Working Paper Series
218 downloads

Incl. Electronic Paper Emerging Market Liquidity and Crises
Eduardo Levy Levy-Yeyati , Sergio L. Schmukler and Neeltje van Horen
Universidad Torcuato Di Tella - School of Business , World Bank - Development Research Group (DECRG) and De Nederlandsche Bank
Date Posted: October 04, 2007
Working Paper Series
218 downloads

Incl. Electronic Paper 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
Drexel University - Department of Finance and Arizona State University (ASU) - Finance Department
Date Posted: March 15, 2006
Working Paper Series
218 downloads

Incl. Electronic Paper Herd Behaviour in Stock Exchange Alliances: The Case of EURONEXT
Vasileios Kallinterakis , Joni Sakari Ollikainen and Fernando Soares
Durham Business School , Bank of Scotland Corporate and Mercer Portugal
Date Posted: March 26, 2009
Working Paper Series
218 downloads

Incl. Electronic Paper Non-Parametric Prediction of the Mid-Price Dynamics in a Limit Order Book
Deepan Palguna and Ilya Pollak
Purdue University - School of Electrical and Computer Engineering, Purdue University and Purdue University
Date Posted: March 14, 2012
Last Revised: January 17, 2013
Working Paper Series
218 downloads

Incl. Electronic Paper 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
Villanova University School of Law
Date Posted: November 05, 2007
Working Paper Series
218 downloads

Incl. Electronic Paper 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
Kedge Business School - Euromed Management , Euromed Marseille Ecole de Management and Golden Gate University - Ageno School of Business
Date Posted: August 16, 2005
Last Revised: January 15, 2008
Accepted Paper Series
217 downloads

Incl. Electronic Paper Creative Destruction and Asset Prices
Joachim Grammig and Stephan Jank
Eberhard Karls Universitaet Tübingen and University of Cologne - Centre for Financial Research (CFR)
Date Posted: August 18, 2010
Last Revised: May 12, 2013
Working Paper Series
217 downloads

Incl. Electronic Paper Fallen Angels and Price Pressure
Brent W. Ambrose , Kelly Nianyun Cai and Jean Helwege
Pennsylvania State University , University of Michigan at Dearborn - School of Management and University of South Carolina
Date Posted: May 16, 2009
Last Revised: June 02, 2011
Working Paper Series
217 downloads

Incl. Electronic Paper How Asymmetric is U.S. Stock Market Volatility?
Louis H. Ederington and Wei Guan
University of Oklahoma - Division of Finance and University of South Florida St. Petersburg
Date Posted: May 17, 2009
Working Paper Series
217 downloads

Incl. Electronic Paper Momentum Effects in the Largest Australian and New Zealand Shares
INFINZ Journal, pp. 30-33, September 2008
Philip A. Stork
VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: February 21, 2008
Last Revised: July 21, 2009
Accepted Paper Series
217 downloads

Incl. Electronic Paper 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
New York University - Stern School of Business , Sogang Business School , Monash University - Department of Accounting and Finance and Sogang Business School
Date Posted: January 15, 2010
Working Paper Series
217 downloads

Incl. Electronic Paper Economic Hedging Portfolios
Tilburg University Working Paper
Rob W. J. van den Goorbergh , Frans de Roon and Bas J. M. Werker
Tilburg University - Department of Finance , Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Date Posted: May 22, 2003
Working Paper Series
216 downloads

Incl. Electronic Paper Market Architecture and Global Exchange Efficiency
Peter L. Swan and P. Joakim Westerholm
University of New South Wales (UNSW) and The University of Sydney Business School
Date Posted: March 16, 2006
Working Paper Series
216 downloads

Incl. Electronic Paper The Equity Premium: 100 Years of Empirical Evidence from the UK
Andrew Vivian
Loughborough University
Date Posted: August 05, 2005
Last Revised: March 22, 2011
Working Paper Series
216 downloads

Incl. Electronic Paper Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings
Jing-Zhi Huang and Ying Wang
Pennsylvania State University - University Park - Department of Finance and State University of New York at Albany - School of Business
Date Posted: November 10, 2008
Last Revised: October 12, 2010
Working Paper Series
216 downloads

Incl. Electronic Paper 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
University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: April 30, 2007
Working Paper Series
215 downloads

Incl. Electronic Paper Beyond-GAAP Corporate Reporting: Insights for Practice and Opportunities for Research
Michael Gibbins and Bradley Pomeroy
University of Alberta - Department of Accounting, Operations & Information Systems and University of Illinois at Urbana-Champaign - Department of Accountancy
Date Posted: July 19, 2007
Working Paper Series
215 downloads

Incl. Electronic Paper Can Traders Beat the Market? Evidence from Insider Trades
Qin Lei , Murli Rajan and Xuewu Wesley Wang
Southern Methodist University - Edwin L. Cox School of Business , University of Scranton and University of Scranton
Date Posted: March 18, 2010
Last Revised: December 12, 2010
Working Paper Series
215 downloads

Incl. Electronic Paper Electronic Communication Networks, Market Makers, and the Components of the Bid-Ask Spread
Phillip R. Daves , T. Shawn Strother and James W. Wansley
University of Tennessee, Knoxville - Department of Finance , Zayed University and University of Tennessee
Date Posted: October 27, 2007
Last Revised: March 01, 2009
Working Paper Series
215 downloads

Incl. Electronic Paper Information Driven Price Jumps and Trading Strategy: Evidence from Stock Index Futures
Hong Miao , Sanjay Ramchander and J. Kenton Zumwalt
Colorado State University - Department of Finance & Real Estate , Colorado State University - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate
Date Posted: September 01, 2011
Last Revised: January 18, 2012
Working Paper Series
215 downloads

Incl. Electronic Paper Joint Modelling of CDS and LCDS Spreads with Correlated Default and Prepayment Intensities and with Stochastic Recovery Rate
Péter Dobránszky
BNP Paribas, Risk - Investment & Markets
Date Posted: September 02, 2008
Last Revised: November 16, 2008
Working Paper Series
215 downloads

Suggestions for Modern Security Analysts
Joseph Calandro Jr.
Gabelli Center for Global Investment Analysis at Fordham University
Date Posted: April 28, 2010
Last Revised: January 02, 2011
Working Paper Series
215 downloads

Incl. Electronic Paper The Structure and Models of Financial System
Bank i Kredyt, Nos. 11-12, 2007
Anna Matysek-Jędrych
Poznan University of Economics
Date Posted: May 14, 2008
Accepted Paper Series
215 downloads

Incl. Electronic Paper Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Georgetown McDonough School of Business Research Paper 2012-16
Turan G. Bali , Robert F. Engle and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , New York University - Leonard N. Stern School of Business - Department of Economics and Fordham University - School of Business
Date Posted: July 24, 2012
Last Revised: November 01, 2012
Working Paper Series
214 downloads

Incl. Electronic Paper Economic Growth With Bubbles
UPF Economics and Business Working Paper 848
Jaume Ventura
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: November 30, 2005
Working Paper Series
214 downloads

Incl. Electronic Paper Efficiency Tests in the Iberian Stock Markets
Jose Benzinho , José Carlos Dias , Luis Lopes and Vitor Martins
Coimbra Business School – Instituto Superior de Contabilidade e Administracao de Coimbra , ISCAC Business School , Independent and Independent
Date Posted: October 06, 2004
Working Paper Series
214 downloads

Incl. Electronic Paper Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation
Louisiana State University Economics Working Paper No. 2003-10
Eric T. Hillebrand
University of Aarhus - CREATES
Date Posted: January 31, 2005
Working Paper Series
214 downloads

Incl. Electronic Paper The Stock Price Effects from Downward Earnings Guidance Versus Beating Analysts' Forecasts: Which Effect Dominates?
Accounting and Business Research, Vol. 41, pp. 95-118, 2011
Lynn L. Rees and Brady J. Twedt
Texas A&M University (TAMU) - Department of Accounting and Indiana University - Kelley School of Business
Date Posted: October 05, 2010
Last Revised: February 25, 2012
Accepted Paper Series
214 downloads

Incl. Electronic Paper Calculating Betas
Ignacio Velez-Pareja
Master Consultores
Date Posted: March 04, 2011
Last Revised: November 09, 2011
Working Paper Series
213 downloads

Incl. Electronic Paper Do Hedge Funds Outperform Stocks and Bonds?
Turan G. Bali , Stephen J. Brown and K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and CUNY Baruch College - Zicklin School of Business
Date Posted: May 10, 2012
Last Revised: December 20, 2012
Working Paper Series
213 downloads

Incl. Electronic Paper How Much Should Investors Pay For Leverage?
Vineer Bhansali and Mark B. Wise
Pacific Investment Management Company (PIMCO) and California Institute of Technology
Date Posted: April 04, 2005
Working Paper Series
213 downloads


 

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