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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,242
Full Text Papers: 398,123
Authors: 228,655
Papers Received in
  Last 12 months: 		69,587

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To date: 66,708,528
Last 12 months: 11,224,159
Last 30 days: 834,566

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  References: 		239,806
Total References: 8,539,827
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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
5,856,429 Total downloads
Showing Papers 1,621 - 1,670 of 13,873
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Incl. Electronic Paper Price Discovery in Futures and Options Markets
Journal of Futures Markets, Forthcoming
Naomi E. Boyd and Peter Locke
West Virginia University and Texas Christian University
Date Posted: March 26, 2012
Last Revised: April 22, 2013
Accepted Paper Series
55 downloads

Incl. Electronic Paper Fear and Information
 Guy Kaplanski and Haim Levy
Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 24, 2012
Last Revised: June 01, 2013
Working Paper Series
108 downloads

Incl. Electronic Paper Betas Misestimated: Confounding Effects of Time-Varying Risk Premia
 Nuri Volkan Kayacetin
Ozyegin University
Date Posted: March 24, 2012
Last Revised: June 12, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Large Deviations for the Extended Heston Model: The Large-Time Case
 Antoine Jacquier and Aleksandar Mijatovic
Imperial College London - Department of Mathematics and Imperial College London
Date Posted: March 24, 2012
Working Paper Series
17 downloads

Seemingly Irrational but Predictable Price Formation in Seoul's Housing Market
Journal of Real Estate Finance and Economics, Vol. 44, No. 4, 2012
 Hoon Cho and Kyung-Hwan Kim
Korea Advanced Institute of Science and Technology (KAIST) and Sogang University
Date Posted: March 24, 2012
Accepted Paper Series

Incl. Electronic Paper Acceptability Indexes Via 'g-Expectations': An Application to Liquidity Risk
 Emanuela Rosazza Gianin and Carlo Sgarra
University of Milano-Bicocca - Dip. di Metodi Quantitativi and Politecnico di Milano- Dipartimento di Matematica
Date Posted: March 23, 2012
Last Revised: February 27, 2013
Working Paper Series
91 downloads

Incl. Electronic Paper Pricing Implications of Relative Wealth Concerns
 Mohamed Ihab Kira
Arab Academy for Science, Technology & Maritime Transport
Date Posted: March 23, 2012
Working Paper Series
9 downloads

Incl. Electronic Paper What Kind of Financial Regulation for the 21st Century?
 Eric Pichet
BEM Bordeaux Management School
Date Posted: March 23, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Behavioral Measures of Expected Market Return
 C. Thomas Howard
University of Denver - Daniels College of Business
Date Posted: March 22, 2012
Last Revised: August 21, 2012
Working Paper Series
192 downloads

Incl. Electronic Paper Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2012 Edition
 Aswath Damodaran
New York University - Stern School of Business
Date Posted: March 22, 2012
Last Revised: April 20, 2012
Working Paper Series
6859 downloads

Incl. Electronic Paper Foreign Portfolio Flows and the Trading Environment
 Kjell Jorgensen and Richard Priestley
BI Norwegian Business School - Department of Financial Economics and Norwegian Business School
Date Posted: March 22, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
FEDS Working Paper No. 2012-07
 Olesya V. Grishchenko , Eduard Dubin and Vasily Kartashov
Federal Reserve Board , Goethe University Frankfurt - Department of Finance and affiliation not provided to SSRN
Date Posted: March 22, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Betting Against Beta and the Cross Section of Hedge Fund Returns
 Alexander Eisele
University of Lugano
Date Posted: March 21, 2012
Working Paper Series
204 downloads

Incl. Electronic Paper Comment on 'The Large-Maturity Smile for the Heston Model'
 Carole Bernard , Zhenyu Cui and Don McLeish
University of Waterloo , University of Waterloo and affiliation not provided to SSRN
Date Posted: March 21, 2012
Working Paper Series
80 downloads

Incl. Electronic Paper La Insolvencia De Lehman Brothers: Sobre Su Previsibilidad (About the Unexpected Fall of Lehman Brothers) (in Spanish)
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: March 21, 2012
Working Paper Series
990 downloads

Incl. Electronic Paper Synthetic ETFs: Will Full Replication Survive?
 Christian Meinhardt , Sigrid Mueller and Stefan Schoene
Humboldt University of Berlin , Humboldt University of Berlin and Humboldt University of Berlin
Date Posted: March 21, 2012
Last Revised: June 30, 2012
Working Paper Series
591 downloads

Incl. Electronic Paper Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads
 Hui Chen , Yu Xu and Jun Yang
Massachusetts Institute of Technology , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Bank of Canada
Date Posted: March 21, 2012
Last Revised: March 12, 2013
Working Paper Series
369 downloads

Incl. Electronic Paper Debt Covenants and Cross-Sectional Equity Returns
 Yuan Wang
John Molson School of Business, Concordia University
Date Posted: March 20, 2012
Last Revised: May 16, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper A Forward-Looking Model of the Term Structure of Interest Rates
 Albert Lee Chun
Copenhagen Business School
Date Posted: March 20, 2012
Last Revised: June 02, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Dissecting Market Efficiency
 Rasa Karapandza and Jose M. Marin
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate and Universidad Carlos III de Madrid
Date Posted: March 20, 2012
Last Revised: November 26, 2012
Working Paper Series
396 downloads

Incl. Electronic Paper A Unified Italy? - Sovereign Debt and Investor Scepticism
 Stéphanie Collet
Université Libre de Bruxelles (ULB)
Date Posted: March 20, 2012
Working Paper Series
352 downloads

Incl. Electronic Paper Bubbling with Excitement: An Experiment
 Terrance Odean , Shengle Lin and Eduardo Andrade
University of California, Berkeley - Haas School of Business , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: March 20, 2012
Last Revised: June 28, 2012
Working Paper Series
137 downloads

Incl. Electronic Paper Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets
Institute of Mathematical Economics Working Paper No. 443
 Frank Riedel and Frederik Herzberg
University of Bielefeld - Institute of Mathematical Economics (IMW) and University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: March 20, 2012
Last Revised: January 30, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Experience, Loss Aversion, Narrow Framing: Can We Explain the Empirical Evidence on Household Portfolio Choice Over the Life-Cycle?
 Jingjing Chai and Raimond Maurer
Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Finance Department
Date Posted: March 20, 2012
Last Revised: October 09, 2012
Working Paper Series
89 downloads

Finance Without Probabilistic Prior Assumptions
Institute of Mathematical Economics Working Paper No. 450
 Frank Riedel
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: March 20, 2012
Working Paper Series

Incl. Electronic Paper Heterogeneity in Beliefs and Volatility Tail Behavior
 Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: March 20, 2012
Working Paper Series
96 downloads

Incl. Electronic Paper Is World Stock Market Co-Movement Changing?
 Douglas W. Blackburn and N.K. Chidambaran
Fordham University - Schools of Business and Fordham University - Schools of Business
Date Posted: March 20, 2012
Working Paper Series
199 downloads

Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information
Institute of Mathematical Economics Working Paper No. 456
 Sonja Brangewitz and Gael Giraud
University of Bielefeld - Institute of Mathematical Economics (IMW) and French National Center for Scientific Research (CNRS) - Bureau of Economic Theory and Application (BETA)
Date Posted: March 20, 2012
Working Paper Series

Incl. Electronic Paper Modeling The Time-Varying Skewness via Decomposition For Out-of-Sample Forecast
 Xiaochun Liu
Emory University - Department of Economics
Date Posted: March 20, 2012
Last Revised: September 11, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Out-of-Sample Equity Premium Predictability and Sample Split Invariant Inference
 Gueorgui I. Kolev
EDHEC Business School
Date Posted: March 20, 2012
Last Revised: May 23, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper The CDS-Bond Basis
AFA 2013 San Diego Meetings Paper
 Jennie Bai and Pierre Collin-Dufresne
Federal Reserve Bank of New York and Columbia Business School - Finance and Economics
Date Posted: March 20, 2012
Last Revised: April 14, 2013
Working Paper Series
366 downloads

Incl. Electronic Paper The Impact of Quantitative Easing on the U.S. Term Structure of Interest Rates
Johnson School Research Paper No. 2-2012
 Robert A. Jarrow and Hao Li
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: March 20, 2012
Last Revised: November 05, 2012
Working Paper Series
388 downloads

Incl. Electronic Paper Unknown Unknowns: Vol-of-Vol and the Cross-Section of Stock Returns
AFA 2013 San Diego Meetings Paper
 Guido Baltussen , Sjoerd van Bekkum and Bart van der Grient
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University - Erasmus School of Economics and Robeco Asset Management - Quantitative Strategies
Date Posted: March 20, 2012
Last Revised: March 15, 2013
Working Paper Series
1056 downloads

Incl. Electronic Paper Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation
FEEM Working Paper No. 7.2012
 Claudio Morana
Università di Milano Bicocca
Date Posted: March 19, 2012
Last Revised: June 09, 2013
Working Paper Series
61 downloads

Incl. Electronic Paper Belief-Free Price Formation
 Johannes Horner , Stefano Lovo and Tristan Tomala
Yale University - Cowles Foundation , HEC Paris (Groupe HEC) - Finance Department and HEC Paris (Groupe HEC) - Economics & Decision Sciences
Date Posted: March 19, 2012
Last Revised: March 13, 2013
Working Paper Series
31 downloads

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
48 downloads

Incl. Electronic Paper Bayesian Estimation of Dynamic Term Structure Models Under Restrictions on Risk Pricing
 Michael D. Bauer
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Date Posted: March 19, 2012
Working Paper Series
40 downloads

Incl. Electronic Paper Can Equity Volatility Explain the Global Loan Pricing Puzzle?
 Lewis Gaul and Pinar Uysal
Office of the Comptroller of the Currency and EPFL- Chair of International Finance
Date Posted: March 19, 2012
Last Revised: January 15, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Dynamic Networks and Asset Pricing
AFA 2013 San Diego Meetings Paper
 Andrea Buraschi and Paolo Porchia
The University of Chicago and IE Business School
Date Posted: March 19, 2012
Last Revised: December 23, 2012
Working Paper Series
341 downloads

Incl. Electronic Paper Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
AFA 2013 San Diego Meetings Paper
 Robert S. Goldstein , Frederico Belo and Pierre Collin-Dufresne
University of Minnesota - Twin Cities , University of Minnesota and Columbia Business School - Finance and Economics
Date Posted: March 19, 2012
Working Paper Series
196 downloads

Incl. Electronic Paper Information vs. Risk-Sharing: Volume-Return Relationships and Home Bias
 Xi Dong
INSEAD - Finance
Date Posted: March 19, 2012
Last Revised: December 31, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Market Liquidity and Exposure of Hedge Funds
 Denitsa Stefanova and Arjen Siegmann
VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: March 19, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper Downside Risk and Long-Horizon Stock Return Reversals
 Nikolaos T. Artavanis and Gregory B. Kadlec
Virginia Polytechnic Institute & State University - Pamplin College of Business and Virginia Polytechnic Institute & State University - Pamplin College of Business
Date Posted: March 18, 2012
Last Revised: January 28, 2013
Working Paper Series
100 downloads

Incl. Electronic Paper Understanding Short and Long-Run Risk Premia
 Andrea Buraschi and Andrea Carnelli
The University of Chicago and Imperial College London
Date Posted: March 18, 2012
Last Revised: May 25, 2013
Working Paper Series
76 downloads

Incl. Electronic Paper Common Factors in Analysts’ Earnings Revisions: The Role of Changing Economic Conditions
 Vikas Agarwal and Dieter Hess
Georgia State University and University of Cologne - Department of Corporate Finance
Date Posted: March 18, 2012
Working Paper Series
490 downloads

Incl. Electronic Paper Trading on Fluffy News: The Effect of Information Tangibility on Short Sellers’ Behavior
 Bastian von Beschwitz , Oleg Chuprinin and Massimo Massa
INSEAD - Finance , University of New South Wales (UNSW) and INSEAD - Finance
Date Posted: March 18, 2012
Last Revised: May 27, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Beta and Factor Models: Frequency Matters
 Thomas Gilbert , Christopher M. Hrdlicka , Jonathan Kalodimos and Stephan Siegel
University of Washington - Department of Finance and Business Economics , University of Washington - Michael G. Foster School of Business , University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Date Posted: March 18, 2012
Last Revised: April 08, 2013
Working Paper Series
67 downloads

Incl. Electronic Paper Losing Sight of the Trees for the Forest? Attention Allocation and Anomalies
 Heiko Jacobs and Martin Weber
University of Mannheim - Department of Business Administration and Finance, Especially Banking and University of Mannheim - Department of Banking and Finance
Date Posted: March 18, 2012
Last Revised: June 14, 2013
Working Paper Series
242 downloads

Incl. Electronic Paper Brand Capital and Firm Value
 Xiaoji Lin , Frederico Belo and Maria Ana Vitorino
Ohio State University (OSU) - Fisher College of Business , University of Minnesota and University of Minnesota - Carlson School of Management
Date Posted: March 18, 2012
Working Paper Series
117 downloads

Incl. Electronic Paper Is the KOSPI 200 Options Market Efficient? A Nonparametric Tests of the Martingale Restriction
Forthcoming in Journal of Futures Markets
 Qian Han , Biao Guo and DooJin Ryu
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) , Independent and Independent
Date Posted: March 18, 2012
Last Revised: April 16, 2012
Accepted Paper Series
47 downloads


 

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