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489,519
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398,394
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228,766
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69,683
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JEL Code: G1
13,119,400 Total downloads
Showing Papers 16,051 - 16,100 of 36,976
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The International Wealth Effect: A Global Error-Correcting Analysis
Nils Holinski
and
Robert Vermeulen
affiliation not provided to SSRN
and
De Nederlandsche Bank
Date Posted: February 16, 2009
Working Paper Series
34 downloads
The Semi-Parametric Examination of Industry Risk: The Australian Evidence
Juan Yao
University of Sydney - Business School - Finance Discipline
Date Posted: February 16, 2009
Working Paper Series
52 downloads
The Term Structure of Interest Rates and Macro-Portfolio Returns
Midwest Finance Association 2012 Annual Meetings Paper
Paul A. Bekker
and
Kees E. Bouwman
University of Groningen
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: February 16, 2009
Last Revised: September 16, 2011
Working Paper Series
116 downloads
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach
Ingmar Nolte
and
Valeri Voev
Warwick Business School - Finance Group - Financial Econometrics Research Centre
and
University of Aarhus - CREATES
Date Posted: February 16, 2009
Working Paper Series
59 downloads
Two Accrual Anomalies: A Dichotomy of Accrual-Return Relations
Qiang Kang
,
Qiao Liu and
Rong Qi
Florida International University (FIU) - Department of Finance
,
University of Hong Kong - School of Economics and Finance
and
ING Aeltus Asset Management
Date Posted: February 16, 2009
Last Revised: March 26, 2010
Working Paper Series
132 downloads
Unbiased Disagreement and the Efficient Market Hypothesis
Clotilde Napp
and
Elyes Jouini
Université Paris-Dauphine - CNRS-DRM
and
Universite de Paris 9 Dauphine - CEREMADE
Date Posted: February 16, 2009
Working Paper Series
123 downloads
Vanishing Liquidity, Market Runs, and the Welfare Impact of Tarp
Swiss Finance Institute Research Paper No. 09-01, EFA 2009 Bergen Meetings Paper
Christian Ewerhart
Department of Economics
Date Posted: February 16, 2009
Working Paper Series
143 downloads
Volatility Modeling with Heterogeneous Impulse Response Function: Introducing Non-Parametric Jumps into the FIEGARCH Model
Ping Chen Tsai
Lancaster University Management School
Date Posted: February 16, 2009
Last Revised: February 17, 2009
Working Paper Series
57 downloads
Why are Some Currencies Viewed as Benchmarks? The Roles of Interest Rates, Economic Size, and Exchange-Rate Regime
EFA 2009 Bergen Meetings Paper
Fang Liu
KU Leuven
Date Posted: February 16, 2009
Working Paper Series
64 downloads
Why do Investors Buy Structured Products?
EFA 2009 Bergen Meetings Paper
Thorsten Hens and
Marc Oliver Rieger
University of Zurich - Department of Banking and Finance
and
University of Trier
Date Posted: February 16, 2009
Last Revised: August 18, 2011
Working Paper Series
1345 downloads
Are We Extracting the True Risk Neutral Density from Option Prices? A Question with No Easy Answer
James Huang
Lancaster University - Department of Accounting and Finance
Date Posted: February 15, 2009
Working Paper Series
139 downloads
Broadening the Right to Acquire Capital with the Earnings of Capital: The Missing Link to Sustainable Economic Recovery and Growth
Robert Ashford
Syracuse University - College of Law
Date Posted: February 15, 2009
Last Revised: March 29, 2011
Working Paper Series
183 downloads
Error Trades in Futures Markets
Bahattin Buyuksahin
,
Michael S. Haigh and
Jeffrey H. Harris
Bank of Canada
,
Standard Chartered Bank
and
Syracuse University
Date Posted: February 15, 2009
Last Revised: May 27, 2009
Working Paper Series
201 downloads
Historical Citation Profile of Institutional Investor (II) Journals 1996 Through 2006
Edwin D. Maberly and
Raylene M. Pierce
Monash University
and
Deakin University
Date Posted: February 15, 2009
Working Paper Series
113 downloads
Housewives of Tokyo versus the Gnomes of Zurich: Measuring Price Discovery in Sequential Markets
Jian-Xin Wang and
Minxian Yang
University of Technology Sydney
and
University of New South Wales - Australian School of Business - School of Economics
Date Posted: February 15, 2009
Last Revised: January 22, 2010
Working Paper Series
45 downloads
Investigating the Risk Argument for the Value Premium: A Stochastic Dominance Approach
Desmond Ong
,
Wai-Mun Fong
and
Cheekiat Low
affiliation not provided to SSRN
,
National University of Singapore (NUS) - Department of Accounting
and
National University of Singapore (NUS) - Department of Accounting
Date Posted: February 15, 2009
Last Revised: February 16, 2009
Working Paper Series
55 downloads
Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News
Swiss Finance Institute Research Paper No. 11-36
Pierre Bajgrowicz
and
O. Scaillet
University of Geneva - Graduate School of Business (HEC-Geneva)
and
University of Geneva - HEC
Date Posted: February 15, 2009
Last Revised: September 21, 2011
Working Paper Series
346 downloads
Measurement of International Currency Crises: A Panel Data Approach Using Composite Indices
K. V. Bhanu Murthy and
Dr.Anjala Kalsie
University of Delhi - School of Economics - Commerce Department
and
Fortune Institute of International Business
Date Posted: February 15, 2009
Working Paper Series
151 downloads
Risk is Not Symmetric: An Intraday Study of the Bond Market Term Premia Around Macroeconomic Announcements
Lars Jul Overby
and
Jesper Pedersen
Nykredit Bank
and
Nordea Bank Plc
Date Posted: February 15, 2009
Working Paper Series
43 downloads
The Put Problem with Buying Toxic Assets
Applied Financial Economics, Vol. 20, No. 1, 2010
Linus Wilson
University of Louisiana at Lafayette - College of Business Administration
Date Posted: February 15, 2009
Last Revised: January 06, 2010
Working Paper Series
940 downloads
Two-Step Forecast: A Dynamic Approach to Study Intrinsic Value
Nhat H. Le
affiliation not provided to SSRN
Date Posted: February 15, 2009
Last Revised: February 19, 2009
Working Paper Series
68 downloads
Errors, Robustness, and the Fourth Quadrant
International Journal of Forecasting, Vol. 25, No. 4, 2009
Nassim Nicholas Taleb
NYU-Poly
Date Posted: February 14, 2009
Last Revised: November 16, 2012
Accepted Paper Series
6013 downloads
Analyzing Risks and Returns in Emerging Equity Markets
Peter Went
GARP Research Center
Date Posted: February 14, 2009
Last Revised: July 07, 2009
Working Paper Series
105 downloads
Asset Returns and Scheduled Macroeconomic News Announcements
Pavel G. Savor
and
Mungo Ivor Wilson
University of Pennsylvania - Finance Department
and
University of Oxford - Said Business School
Date Posted: February 14, 2009
Working Paper Series
222 downloads
Bond Market Turnover and Credit Spread Changes
Viorel Roscovan
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: February 14, 2009
Last Revised: February 18, 2013
Working Paper Series
238 downloads
Calculating Equity Risk Premium for Russian Market: An Empirical Analysis
Global Academic Society Journal: Social Science Insight, Vol. 1, No. 5, pp. 4-15, 2008
Teimuraz Vashakmadze
Russian Presidential Academy of National Economy and Public Administration - Institute of Business Studies
Date Posted: February 14, 2009
Last Revised: March 11, 2012
Accepted Paper Series
129 downloads
CAPM with Option-Implied Betas: Another Rescue Attempt
Adrian Buss
,
Christian Schlag and
Grigory Vilkov
INSEAD - Finance
,
Goethe University Frankfurt - Department of Finance
and
Goethe University Frankfurt - Department of Finance
Date Posted: February 14, 2009
Last Revised: March 18, 2009
Working Paper Series
432 downloads
Correlated Errors - Why a Monotone Relationship between Forecast Precision
and Trading Profitability May Not Hold
Jochen Lawrenz
and
Alex Weissensteiner
University of Innsbruck
and
Free University of Bolzano/Bozen
Date Posted: February 14, 2009
Last Revised: March 01, 2012
Working Paper Series
68 downloads
Distressed Sales and Financial Arbitrageurs: Front-Running in Illiquid Markets
Dan Liang
School of Economics, Shanghai University of Finance and Economics
Date Posted: February 14, 2009
Working Paper Series
57 downloads
Dividend Policies in an Unregulated Market: The London Stock Exchange 1895-1905
CentER Discussion Paper Series No. 2008-83, EFA 2009 Bergen Meetings Paper
Lyndon Moore
and
Fabio Braggion
University of Montreal - Department of Economics
and
Tilburg University - Center and Faculty of Economics and Business Administration
Date Posted: February 14, 2009
Last Revised: September 16, 2010
Working Paper Series
359 downloads
Do Audit Committees Reduce the Agency Costs of Ownership Structure?
Charlie X. Cai ,
David Hillier ,
Gao-Liang Tian
and
Qinghua Wu
University of Leeds - Leeds University Business School (LUBS)
,
University of Strathclyde, Glasgow - Department of Accounting and Finance
,
Xi'an Jiaotong University (XJTU) - School of Management
and
Fu Dan University
Date Posted: February 14, 2009
Last Revised: May 11, 2011
Working Paper Series
481 downloads
Downside Risk Aversion, Fixed Income Exposure, and the Value Premium Puzzle
Guido Baltussen
,
Thierry Post and
Pim van Vliet
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Koc University - Graduate School of Business
and
Robeco Asset Management - Quantitative Strategies
Date Posted: February 14, 2009
Working Paper Series
455 downloads
Economics Makes Strange Bedfellows: Pensions, Trusts, and Hedge Funds in an Era of Financial Re-Intermediation
University of Pennsylvania Journal of Business and Employment Law, Vol. 10, No. 1, pp. 63-88, Fall 2007, George Mason Law & Economics Research Paper No. 09-11
J. W. Verret
George Mason University School of Law
Date Posted: February 14, 2009
Accepted Paper Series
204 downloads
Fundamental Value Hypothesis and Return Behavior: Evidence from Emerging Equity Markets
Review of Pacific Basin Financial Markets and Policies (RPBFMP), Vol. 9, No. 1, 2006
Benjamas Jirasakuldech ,
Riza Emekter
and
Peter Went
University of the Pacific (UOP) - Eberhardt School of Business
,
Robert Morris University
and
GARP Research Center
Date Posted: February 14, 2009
Accepted Paper Series
65 downloads
Hedging Portfolios of Financial Guarantees
Journal of Risk, Vol. 11, No. 2, 2008-2009
Van Son Lai ,
Yves Langlois
and
Issouf Soumaré
Universite Laval
,
affiliation not provided to SSRN
and
Laval University
Date Posted: February 14, 2009
Accepted Paper Series
90 downloads
How to Make TARP II Work
Harvard Law and Economics Discussion Paper No. 626, 2009
Lucian A. Bebchuk
Harvard Law School
Date Posted: February 14, 2009
Last Revised: June 29, 2012
Working Paper Series
2076 downloads
Information Production, Retail Investors, and Delegated Portfolio Management
AFA 2010 Atlanta Meetings Paper
Jie He
University of Georgia - Department of Banking and Finance
Date Posted: February 14, 2009
Last Revised: October 27, 2010
Working Paper Series
248 downloads
Irrational Diversification: An Examination of the Portfolio Construction Decision
Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, No. 5, 2011
Guido Baltussen
and
Thierry Post
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Koc University - Graduate School of Business
Date Posted: February 14, 2009
Last Revised: December 16, 2011
Working Paper Series
232 downloads
Long-Run Factors and Fluctuations in Dividend/Price
EFA 2009 Bergen Meetings Paper
Carlo A. Favero ,
Arie Eskenazi Gozluklu
and
Andrea Tamoni
Bocconi University - Department of Finance
,
Warwick Business School
and
London School of Economics & Political Science (LSE)
Date Posted: February 14, 2009
Last Revised: July 21, 2009
Working Paper Series
186 downloads
Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
Stefano Corradin
,
Jose L. Fillat
and
Carles Vergara-Alert
European Central Bank (ECB)
,
Federal Reserve Banks - Federal Reserve Bank of Boston
and
IESE Business School
Date Posted: February 14, 2009
Last Revised: November 20, 2009
Working Paper Series
81 downloads
Participating Mortgages and the Efficiency of Financial Intermediation
Muhammed Shahid Ebrahim
,
Mark B. Shackleton and
Rafal M. Wojakowski
Bangor University - University of Wales System
,
Lancaster University - Department of Accounting and Finance
and
University of Surrey
Date Posted: February 14, 2009
Working Paper Series
101 downloads
Risk-Based Capital and Credit Insurance Portfolios
Van Son Lai and
Issouf Soumaré
Laval University
and
Laval University
Date Posted: February 14, 2009
Working Paper Series
199 downloads
Robust Optimization of the Equity Momentum Strategy
Tinbergen Institute Discussion Paper No. 09-011/4
Arco Van Oord ,
Martin Martens and
H. K. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics
,
Erasmus University Rotterdam (EUR)
and
Tinbergen Institute
Date Posted: February 14, 2009
Working Paper Series
318 downloads
Subscription Patterns, Offer Prices and the Underpricing of IPOs
EFA 2009 Bergen Meetings Paper
Arif Khurshed ,
Alok Pande and
Ajai K. Singh
University of Manchester - Manchester Business School, Division of Accounting Finance
,
Government of India
and
Case Western Reserve University - Department of Banking & Finance
Date Posted: February 14, 2009
Working Paper Series
171 downloads
The Icelandic Banking Collapse: A Story of Broken Promises
Tryggvi Thor Herbertsson
University of Reykjavik
Date Posted: February 14, 2009
Working Paper Series
552 downloads
The Price of Interest Rate Variance Risk and Optimal Investments in Interest Rate Derivatives
EFA 2009 Bergen Meetings Paper
Anders B. Trolle
Ecole Polytechnique Fédérale de Lausanne
Date Posted: February 14, 2009
Last Revised: January 19, 2011
Working Paper Series
140 downloads
The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis
Terry H. F. Cheuk ,
Sigurd Dyrting and
Andrew P. Carverhill
University of Hong Kong - School of Business
,
Hong Kong University of Science & Technology - Department of Finance
and
University of Hong Kong - School of Business
Date Posted: February 14, 2009
Working Paper Series
95 downloads
Using Structural Models for Default Prediction
Gunnar Grass
HEC Montréal
Date Posted: February 14, 2009
Working Paper Series
92 downloads
Estimating Security Betas Using Prior Information Based on Firm Fundamentals
AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper, WFA 2009 San Diego Meetings Paper
Mathijs Cosemans
,
Rik Frehen ,
Peter C. Schotman and
Rob Bauer
Erasmus University - Rotterdam School of Management
,
Tilburg University - Department of Finance
,
Maastricht University
and
Maastricht University
Date Posted: February 13, 2009
Last Revised: January 01, 2013
Working Paper Series
702 downloads
Politics, Instability, and International Investment Flows
Art Durnev ,
Ruben Enikolopov
,
Maria Petrova
and
Veronica Santarosa
University of Iowa - Henry B. Tippie College of Business
,
Institute for Advanced Study
,
Princeton University
and
University of Michigan Law School
Date Posted: February 13, 2009
Last Revised: November 13, 2012
Working Paper Series
32 downloads
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