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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,633
Full Text Papers: 398,485
Authors: 228,803
Papers Received in
  Last 12 months: 		69,680

Paper Downloads:
To date: 66,768,753
Last 12 months: 11,227,318
Last 30 days: 836,975

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  References: 		239,806
Total References: 8,539,827
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Total Citation
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Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G12
5,859,015 Total downloads
Showing Papers 1,561 - 1,610 of 13,883
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Incl. Electronic Paper Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
Leonid Kogan and Dimitris Papanikolaou
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Date Posted: April 10, 2012
Last Revised: March 20, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper The Effect of Issuer Conservatism on IPO Pricing and Performance
Review of Finance, Forthcoming
 Stephen P. Ferris , Grace Qing Hao and Minyu Liao
University of Missouri at Columbia - Department of Finance , University of Missouri at Columbia - Department of Finance and affiliation not provided to SSRN
Date Posted: April 10, 2012
Last Revised: April 18, 2012
Accepted Paper Series
162 downloads

Incl. Electronic Paper Linking Cross-Sectional and Aggregate Expected Returns
 Serhiy Kozak and Shri Santosh
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: April 09, 2012
Last Revised: March 18, 2013
Working Paper Series
200 downloads

Incl. Electronic Paper The Credit Risk Premium and Return Predictability in High Yield Bonds
Date Posted: April 09, 2012
Last Revised: April 18, 2012
Working Paper Series
165 downloads

Incl. Electronic Paper The Money Value of a Man
PIER Working Paper No. 12-014
 Mark Huggett and Greg Kaplan
Georgetown University - Department of Economics and University of Pennsylvania
Date Posted: April 09, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper An Anatomy of Fundamental Indexing
 Lieven De Moor and Tom Vinaimont
Hogeschool-Universiteit Brussel and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: April 06, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Short Run and Long Run Dynamics of Macroeconomics Variables and Stock Prices: Case Study of KSE (Karachi Stock Exchange)
Kashmir Economic Review, Vol. XVIII, Nos. 1 & 2, January-December, 2009
 Adnan Hussain , Irfan Lal and Muhammad Mubin
Benazir Bhutto Shaheed University, Lyari, Karachi , University of Karachi - Applied Economics Research Centre and Govt. Degree Science and Commerce College, Lyari, Karachi
Date Posted: April 06, 2012
Accepted Paper Series
75 downloads

Incl. Electronic Paper Are REITs Real Estate? Evidence from International Sector Level Data
Swiss Finance Institute Research Paper No. 12-15
 Martin Hoesli and Elias Oikarinen
University of Geneva - Graduate School of Business (HEC-Geneva) and Turku School of Economics - Department of Economics
Date Posted: April 05, 2012
Working Paper Series
379 downloads

Capital Rationing and Managerial Retention: The Role of External Capital
Journal of Management Accounting Research, Forthcoming
 Ying-Ju Chen and Mingcherng Deng
University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR) and CUNY Baruch College
Date Posted: April 05, 2012
Last Revised: April 08, 2012
Accepted Paper Series

Incl. Electronic Paper Commonality in Hedge Fund Returns: Driving Factors and Implications
Banque de France Working Paper No. 373
 Matthieu Bussière , Marie Hoerova and Benjamin Klaus
Banque de France , European Central Bank (ECB) and Banque de France
Date Posted: April 05, 2012
Working Paper Series
86 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
229 downloads

Incl. Electronic Paper Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble
25th Australasian Finance and Banking Conference 2012
 Vitor Leone
Nottingham Business School
Date Posted: April 05, 2012
Last Revised: May 22, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Theoretical and Empirical Review of Asset Pricing Models: A Structural Synthesis
International Journal of Economics and Financial Issues, Vol. 2, No. 2, 2012, pp.141-178
 Saban Celik
Deparment of International Trade and Finance
Date Posted: April 05, 2012
Accepted Paper Series
87 downloads

Incl. Electronic Paper Timescale Betas and the Cross Section of Equity Returns: Framework, Application, and Implication for Interpreting the Fama-French Factors
 Byoung Uk Kang , Francis Haeuck In and Tong Suk Kim
The Hong Kong Polytechnic University - School of Accounting and Finance , Monash University - Department of Accounting and Finance and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: April 05, 2012
Last Revised: February 06, 2013
Working Paper Series
91 downloads

Incl. Electronic Paper Why are Mutual Fund Alphas Systematically Negative?
Markets and Investors, 2013
 Patrice C. Fontaine , Radu Burlacu Sr. and Sonia G. Jimenez-Garcès
Eurofidai (CNRS and University of Grenoble 2) , University of Grenoble 2 - ESA - CERAG and French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Date Posted: April 05, 2012
Accepted Paper Series
69 downloads

Incl. Fee Electronic Paper Can Rare Events Explain the Equity Premium Puzzle?
CEPR Discussion Paper No. DP8899
 Anisha Ghosh and Christian Julliard
Carnegie Mellon University and London School of Economics & Political Science (LSE) - Department of Economics
Date Posted: April 04, 2012
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Regulation and Risk: A Cross‐Country Survey of Regulated Companies
Bulletin of Economic Research, Vol. 64, Issue 2, pp. 226-238, 2012
 Alberto A. Gaggero
University of Pavia
Date Posted: April 04, 2012
Accepted Paper Series

Incl. Electronic Paper Discount Rate and Cost of Capital: Some More about the Puzzle
 Alfonso A. Rojo-Ramirez , Juana Alonso Canadas and Salvador Cruz-Rambaud
University of Almería , University of Almeria - Financial Economics and Accounting and University of Almería
Date Posted: April 04, 2012
Working Paper Series
112 downloads

Incl. Electronic Paper Heterogeneous Beliefs and the Cross Section of Asset Returns
 Xuezhong He and Lei Shi
University of Technology, Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney (UTS)
Date Posted: April 04, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Itô’s Excursion Theory, the Hurst Coefficient, and Fractional Excursions in Finance
 Paitoon Wongsasutthikul and Calum G. Turvey
Cornell University - School of Applied Economics and Management and Cornell University - School of Applied Economics and Management
Date Posted: April 04, 2012
Working Paper Series
90 downloads

Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility
Applied Mathematical Finance 17 (3): 241-259
 Martin Forde and Antoine Jacquier
Dublin City University - Department of Mathematical Sciences and Imperial College London - Department of Mathematics
Date Posted: April 04, 2012
Accepted Paper Series

Incl. Electronic Paper The Cross-Section of German Stock Returns: New Data and New Evidence
Schmalenbach Business Review, Vol. 64, January 2012, pp. 20-43
 Sabine Artmann , Philipp Finter , Alexander Kempf , Stefan Koch and Erik Theissen
University of Cologne - Faculty of Management, Economics and Social Sciences , University of Cologne - Department of Finance , University of Cologne - Department of Finance & Centre for Financial Research (CFR) , University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area
Date Posted: April 04, 2012
Accepted Paper Series
62 downloads

Incl. Electronic Paper Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
NYU Working Paper No. FIN-11-019
 Karthik Balakrishnan , Mary Brooke Billings , Bryan T. Kelly and Alexander Ljungqvist
University of Pennsylvania - Accounting DepartmentUniversity of Pennsylvania - The Wharton School , New York University , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: April 03, 2012
Last Revised: April 15, 2013
Working Paper Series
186 downloads

Incl. Electronic Paper Arbitrage-Free SVI Volatility Surfaces
 Jim Gatheral and Antoine Jacquier
Baruch College, CUNY and Imperial College London - Department of Mathematics
Date Posted: April 03, 2012
Last Revised: March 25, 2013
Working Paper Series
866 downloads

Incl. Electronic Paper Asset Pricing Under Keeping Up with the Joneses and Heterogeneous Beliefs
 Xuezhong He , Lei Shi and Min Zheng
University of Technology, Sydney (UTS) - School of Finance and Economics , University of Technology, Sydney (UTS) and affiliation not provided to SSRN
Date Posted: April 02, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper A Dynamic Inflation Hedging Trading Strategy Using a CPPI
Journal of Finance & Risk Perspectives, Volume 1 (2) 2012 , 12th ACRN International Research Conference Proceeding 2012, Steyr , European Business Research Conference Proceedings 2012, Rome
Nicolas Fulli-Lemaire
Amundi Asset Management
Date Posted: April 02, 2012
Last Revised: January 07, 2013
Accepted Paper Series
161 downloads

Fixed Income Valuation in the Equity Market: Evidence from the Canadian Income Trust Sector
Journal of Financial Management and Analysis Vol. 24 No.2 (Jul-Dec 2011)
 Ian Glew
Memorial University of Newfoundland (MUN) - Faculty of Business Administration
Date Posted: April 02, 2012
Accepted Paper Series

Incl. Electronic Paper Homogenization and Asymptotics for Small Transaction Costs
Swiss Finance Institute Research Paper No. 12-13
 Halil Mete Soner and Nizar Touzi
ETH Zürich and Ecole Polytechnique, Paris
Date Posted: April 02, 2012
Working Paper Series
108 downloads

Incl. Electronic Paper Is Error Term Residual?
 Jun Hu
Shanghai University of Finance and Economics - Finance
Date Posted: April 02, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Non-Fundamental Information and Market-Makers' Behavior During the NASDAQ Preopening Session
 Laurence Lescourret
ESSEC Business School
Date Posted: April 02, 2012
Last Revised: December 25, 2012
Working Paper Series
55 downloads

The Impact of Mispricing and Asymmetric Information on the Price Discount of Private Placements of Common Stock
Financial Review (Forthcoming)
 Charmaine Glegg , Oneil Harris , Jeff Madura and Thanh Ngo
East Carolina University - Department of Finance , East Carolina University - Department of Finance , Florida Atlantic University - College of Business and University of Texas-Pan American
Date Posted: April 02, 2012
Accepted Paper Series

Incl. Electronic Paper The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds
 Philipp Schuster and Marliese Uhrig-Homburg
Karlsruhe Institute of Technology and Karlsruhe Institute of Technology (KIT)
Date Posted: April 02, 2012
Last Revised: March 15, 2013
Working Paper Series
193 downloads

Incl. Electronic Paper Value Matters: Predictability of Stock Index Returns
 Natascia Angelini , Giacomo Bormetti , Stefano Marmi and Franco Nardini
University of Bologna - Faculty of Economics , Scuola Normale Superiore , Scuola Normale Superiore and University of Bologna - Department of Mathematics
Date Posted: April 02, 2012
Working Paper Series
1558 downloads

Incl. Electronic Paper A Bridge Between Portfolio Theory & Behavioral Finance, The Market Indifference Curve
 Roger Dayala
The Hague Executive Campus - Department of Finance
Date Posted: April 01, 2012
Last Revised: March 29, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Consistency of Book-Tax Differences and the Information Content of Earnings
The Journal of the American Taxation Association: Fall 2012, Vol. 34, No. 2, pp. 93-116.
Linda H. Chen , Dan S. Dhaliwal and Mark A. Trombley
Washington State University , University of Arizona - Department of Accounting and University of Arizona - Eller College of Management
Date Posted: April 01, 2012
Last Revised: October 29, 2012
Accepted Paper Series
200 downloads

Incl. Electronic Paper Stock Market Co-Movement in Latin America
 Vitor Leone
Nottingham Business School
Date Posted: April 01, 2012
Last Revised: May 22, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper Implementing Black-Litterman Using an Equivalent Formula and Equity Analyst Target Prices
 Zhi Da , Ernst Schaumburg and Leon Chen
University of Notre Dame - Mendoza College of Business , Federal Reserve Banks - Federal Reserve Bank of New York and Minnesota State University, Mankato
Date Posted: March 31, 2012
Working Paper Series
166 downloads

Model Risk Using Stochastic Volatility and Levy Models
 Manuel Wittke and Joerg Kienitz
Deloitte & Touche - Financial Risk Solutions and Deutsche Postbank AG
Date Posted: March 31, 2012
Working Paper Series

Incl. Electronic Paper The Impact of Macroeconomic News on US Interest Rates and Stock Indices Conditional on Their Volatility
 Catherine Lubochinsky and Sukriye Tuysuz
Banque de France and affiliation not provided to SSRN
Date Posted: March 31, 2012
Working Paper Series
125 downloads

Incl. Electronic Paper A Note on Utility-Based Pricing in Models with Transaction Costs
 Mark Davis and Daisuke Yoshikawa
Imperial College London and Bank of Japan
Date Posted: March 30, 2012
Last Revised: April 08, 2012
Working Paper Series
40 downloads

Incl. Electronic Paper Dynamic Strategic Arbitrage
 Vincent Fardeau
Federal Reserve Board
Date Posted: March 30, 2012
Last Revised: November 16, 2012
Working Paper Series
81 downloads

Incl. Electronic Paper Price Discovery Efficiency and Permanent Information Impounding on Nyse Euronext Paris
 Frederick H. deB. Harris , Michael J. Aitken and Elisa-Maree Di Marco
Wake Forest University , University of New South Wales (UNSW) - School of Banking and Finance and affiliation not provided to SSRN
Date Posted: March 30, 2012
Working Paper Series
90 downloads

Incl. Electronic Paper Aggregate Earnings and Loan Values
 N. Bugra Ozel
University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: March 29, 2012
Last Revised: May 11, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Demand-Supply Imbalances in the Credit Default Swap Market: Empirical Evidence
 Lidija Lovreta
CUNEF
Date Posted: March 29, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Fundamental Theorem of Asset Pricing with Taxes
 Marcus Becker
Free University of Berlin (FUB) - Department of Banking and Finance
Date Posted: March 29, 2012
Last Revised: August 21, 2012
Working Paper Series
104 downloads

Incl. Electronic Paper Heterogeneous Beliefs and the Performance of Optimal Portfolios
 Xuezhong He and Lei Shi
University of Technology, Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney (UTS)
Date Posted: March 29, 2012
Working Paper Series
36 downloads

Implementing IFRS and Corporate Governance in Greece: The Case of Proton Bank
 Themistokles G. Lazarides
Technological Educational Institute (TEI) of West Macedonia - Applied Informatics in Business and Economy
Date Posted: March 29, 2012
Working Paper Series

Incl. Electronic Paper The Role of Financial Investments in Agricultural Commodity Derivatives Markets
Bank of Italy Temi di Discussione (Working Paper) No. 849
 Alessandro Borin and Virginia Di Nino
Bank of Italy and Bank of Italy
Date Posted: March 29, 2012
Working Paper Series
70 downloads

Incl. Electronic Paper Valuation of Double Trigger Catastrophe Options with Counterparty Risk
 Sheng-Yung Yang , Ming Jiang , Yu-Hong Liu and Alan T. Wang
National Chung Hsing University - Department of Finance , affiliation not provided to SSRN , National Cheng Kung University and affiliation not provided to SSRN
Date Posted: March 29, 2012
Last Revised: April 11, 2012
Working Paper Series
34 downloads

Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process
Journal of Real Estate Finance and Economics, Vol. 44, No. 4, 2012
 Zeno Adams and Roland Füss
European Business School (EBS) and University of St. Gallen
Date Posted: March 28, 2012
Accepted Paper Series


 

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