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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months: 		68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
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Total Citation
  Links: 		5,722,240
Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,804,146 Total downloads
Showing Papers 1,661 - 1,710 of 13,814
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Incl. Electronic Paper Do Sovereign Credit Default Swaps Represent a Clean Measure of Sovereign Default Risk? A Factor Model Approach
Saad Badaoui , Lara Cathcart and Lina El-Jahel
Imperial College Business School , Imperial College Business School and Imperial College Business School
Date Posted: March 15, 2012
Last Revised: January 29, 2013
Working Paper Series
85 downloads

Incl. Electronic Paper Dual-Listed Shares and Trading
 Clark Liu and Mark S. Seasholes
Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)
Date Posted: March 15, 2012
Working Paper Series
225 downloads

Incl. Electronic Paper Economic Significance of Non-Hedger Investment in Commodity Markets
 Les Coleman and Jonathan Dark
University of Melbourne - Department of Finance and University of Melbourne
Date Posted: March 15, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper High Order Smooth Ambiguity Preferences and Asset Prices
 Julian Thimme and Clemens Völkert
University of Muenster - Finance Center Muenster and affiliation not provided to SSRN
Date Posted: March 15, 2012
Last Revised: November 02, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Information Acquisition and Financial Intermediation
 Nina Boyarchenko
Federal Reserve Bank of New York
Date Posted: March 15, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Institutional Investors, Distress Risk and the Cross Section of Stock Returns
 Lai Van Vo
Louisiana State University
Date Posted: March 15, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Investor Attention and FX Market Volatility
 Arben Kita and Qingwei Wang
Bangor Business School and Bangor Business School
Date Posted: March 15, 2012
Last Revised: January 07, 2013
Working Paper Series
120 downloads

Incl. Electronic Paper Liquidity Shocks and Stock Market Reactions
 Turan G. Bali , Lin Peng , Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , Baruch College/CUNY - Zicklin School of Business , CUNY Baruch College and Fordham University - School of Business
Date Posted: March 15, 2012
Last Revised: July 03, 2012
Working Paper Series
80 downloads

Incl. Electronic Paper Market Integration and Small Stock Returns: A Co-Movement Analysis
 Markus Glaser and Steffen Schaarschmidt
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and University of Konstanz - Department of Economics
Date Posted: March 15, 2012
Last Revised: October 30, 2012
Working Paper Series
230 downloads

Incl. Electronic Paper Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound
 Leo Krippner
Reserve Bank of New Zealand
Date Posted: March 15, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis Was Good for
 Roman Frey , Paulo Rodrigues and Norman Seeger
University of Saint Gallen - Swiss Institute of Banking and Finance , Maastricht University and VU University Amsterdam
Date Posted: March 15, 2012
Last Revised: February 09, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Property Rights Protection, Information Acquisition, and Asset Prices: Theory and Evidence
 Elias Albagli , Pengjie Gao and Yongxiang Wang
University of Southern California - Marshall School of Business , University of Notre Dame - Mendoza College of Business and University of Southern California - Marshall School of Business
Date Posted: March 15, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Realized Expectations and the Equilibrium Risk-Return Trade Off
 Roberto Marfè
Swiss Finance Institute
Date Posted: March 15, 2012
Last Revised: November 23, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Short Arbitrage and Market Anomalies
 Juan (Julie) Wu and Andrew (Jianzhong) Zhang
University of Georgia and University of Nevada, Las Vegas - Department of Finance
Date Posted: March 15, 2012
Last Revised: March 19, 2012
Working Paper Series
105 downloads

Incl. Electronic Paper Short Squeeze
 Wei Xu and Baixiao Liu
Peking University - HSBC School of Business and Florida State University
Date Posted: March 15, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Short-Term Return Reversal: The Long and the Short of It
AFA 2013 San Diego Meetings Paper
 Zhi Da , Qianqiu Liu and Ernst Schaumburg
University of Notre Dame - Mendoza College of Business , University of Hawaii at Manoa - Shidler College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: March 15, 2012
Last Revised: December 06, 2012
Working Paper Series
389 downloads

Incl. Electronic Paper Stock Performance and the Firm’s Training Program
Sum, V. (2012). Stock performance and the firm's training program. International Research Journal of Applied Finance, 3(5), 554-559.
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: March 15, 2012
Last Revised: September 25, 2012
Accepted Paper Series
49 downloads

Incl. Electronic Paper Technical Trading and Strategic Liquidity Provision
 Chun Xia and Ming Guo
The University of Hong Kong and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: March 15, 2012
Last Revised: May 29, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper The Balance Sheet Investment - Cashflow and Cross-Section of Stock Returns
 Suresh Kumar , Jianguo Chen and Udomsak Wongchoti
Massey University , Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Date Posted: March 15, 2012
Last Revised: February 24, 2013
Working Paper Series
126 downloads

Incl. Electronic Paper The Dynamics of Tobin's Q
 Giovanni Walter Puopolo
Bocconi University - Department of Finance
Date Posted: March 15, 2012
Last Revised: November 19, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper The Influence of Fundamental Factors on Chinese Residential Real Estate Prices: A Unique Data Panel Study
 Xiuping Hua , Laixiang Sun and Daniel Borgia
University of Nottingham Ningbo China - Business School , University of London - Department of Financial and Management Studies, SOAS and Nottingham University Business School China
Date Posted: March 15, 2012
Working Paper Series
135 downloads

Incl. Electronic Paper The Real Effects of Hedge Fund Activism: Productivity, Risk, and Product Market Competition
 Alon P. Brav , Wei Jiang and Hyunseob Kim
Duke University - Fuqua School of Business , Columbia Business School - Finance and Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: March 15, 2012
Last Revised: March 12, 2013
Working Paper Series
87 downloads

Incl. Electronic Paper The Relation between Idiosyncratic Volatility and Returns: A Growth Option Model with Stochastic Volatility and Jumps
 Kyung Hwan Shim
University of New South Wales (UNSW)
Date Posted: March 15, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
 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: March 14, 2012
Last Revised: April 15, 2013
Working Paper Series
122 downloads

Incl. Electronic Paper Can the Information Content of Share Repurchases Improve the Accuracy of Equity Premium Predictions?
 Dimitris Andriosopoulos , Dimitris K. Chronopoulos and Fotios I. Papadimitriou
Swansea University , University of St. Andrews and University of Southampton - School of Management
Date Posted: March 14, 2012
Last Revised: April 01, 2013
Working Paper Series
156 downloads

Incl. Electronic Paper An Anatomy of Fundamental Indexing
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
 Lieven De Moor and Tom Vinaimont
Hogeschool-Universiteit Brussel and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: March 14, 2012
Last Revised: June 11, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas
 Mayur Agrawal , Debabrata Mohapatra and Ilya Pollak
Purdue University , Purdue University and Purdue University
Date Posted: March 14, 2012
Last Revised: March 24, 2012
Working Paper Series
168 downloads

Incl. Electronic Paper In Search of Positive Skewness: The Case of Individual Investors
 Patrick Roger , Marie-Hélène Broihanne and Maxime Merli
Strasbourg University - LARGE Research Center - EM Strasbourg Business School , Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and Strasbourg University, LaRGE Research Center, EM Strasbourg Business School
Date Posted: March 14, 2012
Working Paper Series
90 downloads

Incl. Electronic Paper Income Inequality and Asset Prices: A Cross-Country Study
 Yilin Zhang
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 14, 2012
Last Revised: March 16, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Inside Debt and Stock Price Performance
 Bill B. Francis and Gokhan Yilmaz
Rensselaer Polytechnic Institute (RPI) - Lally School of Management and Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology
Date Posted: March 14, 2012
Working Paper Series
123 downloads

Incl. Electronic Paper International Asset Pricing with Recursive Preferences
Journal of Finance, Forthcoming, AFA 2013 San Diego Meetings Paper
 Riccardo Colacito and Mariano Massimiliano Croce
University of North Carolina, Chapel Hill - Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Date Posted: March 14, 2012
Last Revised: January 24, 2013
Accepted Paper Series
145 downloads

Incl. Electronic Paper Return Dispersion and the Predictability of Stock Returns
 Paulo F. Maio
Hanken School of Economics
Date Posted: March 14, 2012
Working Paper Series
208 downloads

Incl. Electronic Paper Sorting Out Inflation
 Martijn Boons , Frans de Roon and Marta Szymanowska
Tilburg University - Department of Finance , Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Department of Finance
Date Posted: March 14, 2012
Last Revised: November 19, 2012
Working Paper Series
69 downloads

Strategic Allocation to Premiums in the Equity Market
Journal of Index Investing, Vol. 2, No. 4, pp. 42-49, 2012
 David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: March 14, 2012
Accepted Paper Series

Incl. Electronic Paper The Dynamics of Tobin's Q
 Giovanni Walter Puopolo
Bocconi University - Department of Finance
Date Posted: March 14, 2012
Last Revised: November 18, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper The Impact of Fiscal Policy on Stock Returns
 Zhi Da , Mitch Warachka and Hayong Yun
University of Notre Dame - Mendoza College of Business , Claremont Colleges - Robert Day School of Economics and Finance and University of Notre Dame
Date Posted: March 14, 2012
Last Revised: July 03, 2012
Working Paper Series
123 downloads

The London 2012 Olympic Games Announcement Effect on London Stock Exchange
Journal of Economic Studies, Forthcoming
 Dimitrios Asteriou , Aristeidis Samitas and Dimitris Kenourgios
Hellenic Open University , University of the Aegean and University of Athens - Faculty of Economics
Date Posted: March 14, 2012
Accepted Paper Series

Incl. Electronic Paper The Role of Volatility Shocks and Rare Events in Long-Run Risk Models
 Nicole Branger , Paulo Rodrigues and Christian Schlag
University of Muenster - Finance Center Muenster , Maastricht University and Goethe University Frankfurt - Department of Finance
Date Posted: March 14, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper A Markov-Switching Range-Based Volatility Model with Applications in Volatility Adjusted VAR Estimation
 Chun-Chou Wu , Yi-Kai Su and Daniel Wei-Chung Miao
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: March 13, 2012
Working Paper Series
61 downloads

Incl. Electronic Paper A Tough Nut to Crack: On the Pricing of Capital Ratio Triggered Contingent Convertibles
 Markus Philipp Henry Buergi
University of Zurich - Department of Banking and Finance
Date Posted: March 13, 2012
Working Paper Series
96 downloads

Incl. Electronic Paper Capital Asset Pricing Under Ambiguity
 Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: March 13, 2012
Last Revised: October 08, 2012
Working Paper Series
395 downloads

Incl. Electronic Paper Liquidity Shocks and Stock Market Reactions
Fordham University Schools of Business Research Paper No. 2020476
 Turan G. Bali , Lin Peng , Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , Baruch College/CUNY - Zicklin School of Business , CUNY Baruch College and Fordham University - School of Business
Date Posted: March 13, 2012
Last Revised: July 09, 2012
Working Paper Series
422 downloads

Incl. Electronic Paper Study Relation between Selected Ratios & Measures in Investment Companies at Tehran Stock Exchange
The Iranian Accounting and Auditing Review, Vol. 18, No. 65, pp. 19-40
 Reza Tehrani , Amaneh Hasbaei and Hamed Ahmadinia
University of Tehran - Faculty of Management , Management Faculty, Kish Campus, Tehran University and Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
Date Posted: March 13, 2012
Last Revised: June 21, 2012
Accepted Paper Series
17 downloads

Incl. Electronic Paper Testing CAPM with a Large Number of Assets
AFA 2013 San Diego Meetings Paper
 M. Hashem Pesaran and Takashi Yamagata
University of Southern California and University of York (UK) - Department of Economics and Related Studies
Date Posted: March 13, 2012
Working Paper Series
163 downloads

Incl. Electronic Paper The Equity Risk Premium in 2012
 John R. Graham and Campbell R. Harvey
Duke University - Fuqua School of Business and Duke University - Fuqua School of Business
Date Posted: March 13, 2012
Working Paper Series
1314 downloads

Incl. Electronic Paper Thirty Years of Shareholder Rights and Stock Returns
AFA 2013 San Diego Meetings Paper
 Martijn Cremers and Allen Ferrell
University of Notre Dame and Harvard Law School
Date Posted: March 13, 2012
Last Revised: December 15, 2012
Working Paper Series
96 downloads

Incl. Electronic Paper Toxic Asset Subsidies and the Early Redemption of TALF Loans
 Linus Wilson
University of Louisiana at Lafayette - College of Business Administration
Date Posted: March 13, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach
 David S. Sun , Shih-Chuan Tsai and Wei Wang
Kai Nan University , National Taiwan Normal University and Jhe Jiang University - School of Economics
Date Posted: March 12, 2012
Working Paper Series
166 downloads

Incl. Electronic Paper Does Trading Remove or Bring Frictions?
Emerging Markets Finance and Trade, Forthcoming
 William T. LIn , David S. Sun and Shih-Chuan Tsai
Tamkang University - Banking & Finance , Kai Nan University and National Taiwan Normal University
Date Posted: March 12, 2012
Last Revised: June 01, 2012
Accepted Paper Series
47 downloads

Incl. Electronic Paper Illiquidity Commonality Across Equity and Credit Markets
 Miriam Marra
University of Reading - ICMA Centre
Date Posted: March 12, 2012
Last Revised: October 26, 2012
Working Paper Series
94 downloads


 

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