Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
Papers Received in
  Last 12 months:
69,626

Paper Downloads:
To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

CiteReader:  What's this?
Papers with
  Resolved
  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links:
5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G12
5,857,254 Total downloads
Showing Papers 1,651 - 1,700 of 13,874
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy
CESifo Working Paper Series No. 3391
Burkhard Heer and Alfred Maussner
University of Augsburg and University of Augsburg - Faculty of Business and Economics
Date Posted: March 29, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Asset Revaluation in China: Value Relevance and Timeliness
Dandan Ai
affiliation not provided to SSRN
Date Posted: September 04, 2008
Working Paper Series
216 downloads

Incl. Electronic Paper Asset Securitizations and Credit Risk
Accounting Review, Forthcoming
Mary E. Barth , Gaizka Ormazabal and Daniel J. Taylor
Stanford University - Graduate School of Business , University of Navarra, IESE Business School and University of Pennsylvania - The Wharton School
Date Posted: June 21, 2011
Last Revised: September 12, 2011
Accepted Paper Series
584 downloads

Incl. Electronic Paper Asset Selection Using a Factor Model and Data Envelope Analysis-A Quantile Regression Approach
23rd Australasian Finance and Banking Conference 2010 Paper
David E. Allen and Abhay Kumar Singh
Edith Cowan University - School of Finance and Business Economics and Edith Cowan University
Date Posted: August 25, 2010
Working Paper Series
116 downloads

Incl. Electronic Paper Asset Tangibility, Industry Representation and the Cross Section of Equity Returns
23rd Australasian Finance and Banking Conference 2010 Paper
Paul Docherty , H. Chan and Stephen Andrew Easton
University of Newcastle (Australia) , University of Melbourne - Department of Finance and University of Newcastle
Date Posted: August 14, 2010
Working Paper Series
66 downloads

Incl. Electronic Paper Asset Values and Policy Changes: The Case of Denmark
Silverio Foresi , Pierluigi Balduzzi and Giancarlo Corsetti
Goldman Sachs Group, Inc. - Quantitative Strategy Group , Boston College - Carroll School of Management and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: September 18, 1996
Working Paper Series
239 downloads

Incl. Electronic Paper Asset-Based Hedge-Fund Styles and Portfolio Diversification
Duke University Fuqua School of Business Working Paper
William Fung and David A. Hsieh
London Business School and Duke University - Fuqua School of Business
Date Posted: August 12, 2001
Working Paper Series
2437 downloads

Incl. Electronic Paper Asset-pricing Models and Economic Risk Premia: A Decomposition
Pierluigi Balduzzi and Cesare Robotti
Boston College - Carroll School of Management and Federal Reserve Bank of Atlanta
Date Posted: April 14, 2006
Working Paper Series
49 downloads

Incl. Electronic Paper Asset-Pricing Models and Economic Risk Premia: A Decomposition
FRB of Atlanta Working Paper No. 2005-13
Cesare Robotti and Pierluigi Balduzzi
Federal Reserve Bank of Atlanta and Boston College - Carroll School of Management
Date Posted: August 17, 2005
Working Paper Series
92 downloads

Incl. Electronic Paper Association Between Accounting Earnings and Stock Returns as a Measure of Value Relevance of Accounting Standards: Empirical Evidence from the Swiss Market
EFA 2002 Berlin Meetings Discussion Paper
Levon Babalyan
University of Fribourg, Financial Management Department
Date Posted: February 27, 2002
Working Paper Series
1662 downloads

Incl. Electronic Paper Association Between Markov Regime-Switching Market Volatility and Beta Risk: Evidence from Dow Jones Industrial Securities
Don (Tissa) U. A. Galagedera and Roland George Shami
Monash University - Department of Econometrics and Business Statistics and Monash University
Date Posted: September 30, 2004
Working Paper Series
351 downloads

Assymetric Information and the Predictability of Real Estate Returns
The Journal of Real Estate Finance and Economics, Vol. 20, Issue 2 2000
Michael J. Cooper , David H. Downs and Gary A. Patterson
University of Utah - David Eccles School of Business , Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of South Florida
Date Posted: November 05, 1999
Accepted Paper Series

Incl. Electronic Paper Asymmetric Asset Price Reaction to News and Arbitrage Risk
John A. Doukas and Meng Li
Old Dominion University - College of Business & Public Administration and Roosevelt University in Chicago - Walter E. Heller College of Business
Date Posted: January 08, 2009
Working Paper Series
110 downloads

Incl. Electronic Paper Asymmetric Attention and Stock Returns
AFA 2012 Chicago Meetings Paper
Jordi Mondria and Thomas Wu
University of Toronto - Department of Economics and University of California, Santa Cruz - Department of Economics
Date Posted: March 01, 2011
Last Revised: June 05, 2011
Working Paper Series
460 downloads

Incl. Electronic Paper Asymmetric Correlations of Equity Portfolios
EFA 2001 Barcelona Meetings
Joseph Chen and Andrew Ang
University of California, Davis - Graduate School of Management and Columbia Business School - Finance and Economics
Date Posted: May 19, 2000
Working Paper Series
1246 downloads

Asymmetric Covariance, Volatility, and the Effect of News
Journal of Financial Research, Forthcoming
Warren G. Dean and Robert W. Faff
Monash University - Department of Accounting and Finance and University of Queensland
Date Posted: January 25, 2004
Accepted Paper Series

Asymmetric Effects of Interest Rate Changes on Stock Prices
Financial Review, August 2000

Date Posted: August 30, 2000
Accepted Paper Series

Incl. Electronic Paper Asymmetric Extreme Tails and Prospective Utility of Momentum Returns
Economics Letters, Forthcoming
Russell B. Gregory-Allen , Helen Lu and Philip A. Stork
Massey University - Department of Commerce , University of Otago and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: September 23, 2010
Last Revised: May 07, 2012
Accepted Paper Series
79 downloads

Asymmetric Factor Loadings for Earnings and Price Momentum: A Regime Based Study
Yao Zheng
Augusta State University - College of Business Administration
Date Posted: June 21, 2012
Working Paper Series

Asymmetric Information and News Disclosure Rules
Journal of Financial Intermediation, Vol. 9, No. 4
Matthew I. Spiegel and Avanidhar Subrahmanyam
Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: October 12, 2000
Accepted Paper Series

Incl. Electronic Paper Asymmetric Information and Trading Strategies: Testing Behavior on the Primary and Secondary T-Bond Markets around Auction Days
AFA 2002 Atlanta Meetings
Massimo Massa and Francesco Drudi
INSEAD - Finance and European Central Bank (ECB)
Date Posted: December 18, 2001
Working Paper Series
391 downloads

Asymmetric Information in a Competitive Market Game: Reexamining The Implications of Rational Expectations
Economic Theory, Vol. 13, Iss. 3, April 1999
Matthew O. Jackson and James Peck
Stanford University - Department of Economics and Ohio State University (OSU) - Department of Economics
Date Posted: May 21, 1999
Accepted Paper Series

Incl. Fee Electronic Paper Asymmetric Information in the Stock Market: Economic News and Co-Movement
CEPR Discussion Paper No. 5598
Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston University - School of Management
Date Posted: June 29, 2006
Working Paper Series
19 downloads

Incl. Electronic Paper Asymmetric Information, Adverse Selection, and the Pricing of CMBS
Xudong An , Yongheng Deng and Stuart A. Gabriel
San Diego State University - Department of Finance , National University of Singapore (NUS) - Institute of Real Estate StudiesNational University of Singapore and University of California, Los Angeles - Anderson School of Management
Date Posted: June 18, 2010
Last Revised: April 09, 2011
Working Paper Series
143 downloads

Incl. Electronic Paper Asymmetric Information, Endogenous Illiquidity and Asset Pricing with Imperfect Competition
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: November 22, 2009
Last Revised: December 26, 2010
Working Paper Series
103 downloads

Incl. Electronic Paper Asymmetric Information, Endogenous Illiquidity, and Asset Pricing with Imperfect Competition
AFA 2011 Denver Meetings Paper
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 22, 2010
Last Revised: December 26, 2010
Working Paper Series
225 downloads

Incl. Electronic Paper Asymmetric Jump Processes: Option Pricing Implications
Brice V. Dupoyet
Florida International University - College of Business Administration - Finance
Date Posted: November 15, 2003
Working Paper Series
172 downloads

Incl. Electronic Paper Asymmetric Liquidity Risks and Asset Pricing
Tālis J. Putniņš
University of Technology, Sydney - UTS Business School
Date Posted: December 22, 2012
Last Revised: June 12, 2013
Working Paper Series
128 downloads

Incl. Electronic Paper Asymmetric Loss Functions and the Rationality of Expected Stock Returns
International Journal of Forecasting, Vol. 27, No. 2, pp. 413-437, April-June 2011
Kevin Aretz , Söhnke M. Bartram and Peter F. Pope
Manchester Business School , Warwick Business School - Department of Finance and City University London
Date Posted: March 21, 2006
Last Revised: March 17, 2012
Working Paper Series
200 downloads

Incl. Electronic Paper Asymmetric Momentum Effects Under Uncertainty
David Kelsey , Roman Kozhan and Wei Pang
University of Exeter Business School - Department of Economics , University of Warwick, Warwick Business School and Kingston University
Date Posted: May 20, 2010
Working Paper Series
513 downloads

Incl. Electronic Paper Asymmetric News and Asset Pricing

Date Posted: October 21, 2011
Working Paper Series
94 downloads

Incl. Electronic Paper Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns
Journal of Futures Markets 31 (January 2011), pp. 34-54
Jared DeLisle , James S. Doran and David R. Peterson
Washington State University - Department of Finance, Insurance and Real Estate , Florida State University - Department of Finance and Florida State University - Department of Finance
Date Posted: August 04, 2010
Last Revised: November 15, 2012
Accepted Paper Series
89 downloads

Asymmetric Reaction to Information and Serial Dependence of Short-Run Returns
Journal of Applied Economics, Vol. 5, No. 2, pp. 273-292, November 2002
Pablo Marshall Rivera and Eduardo Walker
Pontifical Catholic University of Chile - School of Business and School of Business Administration - Pontificia Universidad Catolica de Chile
Date Posted: July 19, 2004
Accepted Paper Series

Incl. Electronic Paper Asymmetric Return Patterns: Evidence from 33 International Stock Market Indices
Twm Evans and David G. McMillan
University of Wales, Swansea and University of Stirling
Date Posted: August 15, 2006
Working Paper Series
144 downloads

Incl. Electronic Paper Asymmetric Return-Volatility Relation, Volatility Transmission and Implied Volatility Indexes
Ihsan Badshah
Auckland University of Technology
Date Posted: February 16, 2009
Last Revised: January 27, 2010
Working Paper Series
325 downloads

Asymmetric Stochastic Conditional Duration Model — A Mixture-of-Normal Approach
Journal of Financial Econometrics, Vol. 9, No. 3, 469-488, 2011
Dinghai Xu , John Knight and Tony S. Wirjanto
Independent , University of Western Ontario - Department of Economics and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Incl. Electronic Paper Asymmetric Timeliness of Earnings, Market-to-Book and Conservatism in Financial Reporting
MIT Sloan Research Paper No. 4550-05, Simon Business School Working Paper No. FR 04-21
Sugata Roychowdhury and Ross L. Watts
Boston College and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 20, 2004
Working Paper Series
2883 downloads

Incl. Electronic Paper Asymmetric Valuation of Sustained Growth by Debt- and Equity-Holders
John A. Elliott , Doocheol Moon and Aloke (Al) Ghosh
School of Busineess , SUNY at Old Westbury - School of Business and City University of New York (CUNY) - Baruch College
Date Posted: February 13, 2008
Working Paper Series
192 downloads

Incl. Electronic Paper Asymmetrical Responses to Stock Return News - Evidence from Global Markets Based on a Bayesian Model
Thomas Chinan Chiang , Cathy W. S. Chen and Mike K. P. So
Drexel University - Department of Finance , Feng Chia University - Department of Statistics and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
Date Posted: May 28, 2009
Working Paper Series
90 downloads

Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
The Review of Financial Studies, Vol. 20, No. 5, pp. 1547-1581, 2007
Yongmiao Hong and Guofu Zhou
Cornell University - Department of Economics and Washington University in St. Louis - Olin School of Business
Date Posted: June 25, 2008
Accepted Paper Series

Incl. Electronic Paper Asymmetry in Earnings-Returns Relations: The Case of China
Simon School of Business Working Paper No. FR 02-08
Yan Cao and Chi-Wen Jevons Lee
Simon School, University of Rochester and Tulane University - A.B. Freeman School of Business
Date Posted: January 21, 2002
Working Paper Series
962 downloads

Incl. Electronic Paper Asymmetry in Government Bond Returns
CAMA Working Paper No. 12/2013
Ippei Fujiwara and Lena Koerber
Crawford School of Economics and Government and London School of Economics & Political Science (LSE)
Date Posted: February 21, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Asymmetry Matters: A High-Frequency Risk-Reward Trade-Off
Johannes H. Breckenfelder and Romeo Tedongap
Institute for Financial Research (SIFR) and Stockholm School of Economics
Date Posted: May 01, 2011
Last Revised: June 26, 2012
Working Paper Series
302 downloads

Incl. Electronic Paper Asymptotic Approximations to CEV and SABR Models
Richard Jordan and Charles Tier
Intercontinental Exchange Inc., Quantitative Analytics Group and Illinois Institute of Technology
Date Posted: May 25, 2011
Working Paper Series
1013 downloads

Asymptotic Distribution Expansions in Option Pricing
Journal of Derivatives, Vol. 9, No. 4, pp. 33-44, Summer 2002
Daniel Giamouridis and Michael Tamvakis
Athens University of Economics and Business and City University London - Sir John Cass Business School
Date Posted: July 21, 2004
Last Revised: March 24, 2008
Accepted Paper Series

Incl. Electronic Paper Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators
LSE STICERD Research Paper No. EM451
Hidehiko Ichimura and Oliver B. Linton
University College London - Department of Economics and University of Cambridge
Date Posted: July 21, 2008
Working Paper Series
36 downloads

Incl. Electronic Paper Asymptotic Expansions of the Lognormal Implied Volatility: A Model Free Approach
Cyril Grunspan
Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Date Posted: November 25, 2011
Last Revised: December 06, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Asymptotic Expansions of the Lognormal Implied Volatility: A Model Free Approach
Cyril Grunspan
Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Date Posted: November 29, 2011
Last Revised: December 06, 2011
Working Paper Series
389 downloads

Asymptotic Formulae for Implied Volatility in the Heston Model
Proceedings of the Royal Society A
Martin Forde , Antoine Jacquier and Aleksandar Mijatovic
Dublin City University - Department of Mathematical Sciences , Imperial College London - Department of Mathematics and Imperial College London
Date Posted: November 16, 2009
Last Revised: March 23, 2012
Accepted Paper Series

Incl. Electronic Paper Asymptotic Maturity Behavior of the Term Structure
Klaas Schulze
McMaster University
Date Posted: March 06, 2008
Last Revised: October 06, 2010
Working Paper Series
109 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo4 in 4.860 seconds