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489,370
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228,711
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69,655
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JEL Code: G1
13,112,765 Total downloads
Showing Papers 16,801 - 16,850 of 36,957
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Price Inefficiencies in Commodities-Linked Derivatives Markets: A Model-Free Analysis
Alejandro Balbás and
Javier Gil-Bazo
Universidad Carlos III de Madrid - Department of Business Administration
and
Universitat Pompeu Fabra
Date Posted: November 20, 2008
Working Paper Series
136 downloads
The Economic Geography of European Carbon Market Trading
Eric R. W. Knight
University of Oxford
Date Posted: November 20, 2008
Last Revised: September 25, 2010
Working Paper Series
432 downloads
The Political Economy Under Monetary Union: Has the Euro Made a Difference?
ECB Working Paper No. 956
Marcel Fratzscher
and
Livio Stracca
DIW Berlin
and
European Central Bank (ECB)
Date Posted: November 20, 2008
Working Paper Series
79 downloads
Time-Varying Market Integration and Stock and Bond Return Concordance in Emerging Markets
Journal of Banking and Finance, Vol. 33, No. 6, pp. 1014-1021, 2009
Valentyn Panchenko and
Eliza Wu
University of New South Wales
and
University of Technology, Sydney - UTS Business School
Date Posted: November 20, 2008
Last Revised: January 15, 2011
Accepted Paper Series
Market Liquidity and Stock Size Premia in African Emerging Financial Markets: The Implications for Foreign Investment
Cairo and Alexandria Stock Exchange Occasional Paper Series
Bruce Allen Hearn ,
Jenifer Piesse and
Roger Strange
University of Sussex
,
Bournemouth University
and
University of Sussex
Date Posted: November 19, 2008
Working Paper Series
134 downloads
On Modelling Long Term Stock Returns with Ergodic Diffusion Processes: Arbitrage and Arbitrage-Free Specifications
UNSW Australian School of Business Research Paper No. 2008ACTL17
Bernard Wong
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: November 19, 2008
Working Paper Series
56 downloads
Penny Wise, Dollar Foolish: The Left-Digit Effect in Security Trading
Utpal Bhattacharya ,
Craig W. Holden and
Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance
,
Indiana University Bloomington - Department of Finance
and
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: November 19, 2008
Last Revised: March 10, 2010
Working Paper Series
361 downloads
Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
Ferre De Graeve
,
Maarten Dossche
,
Marina Emiris ,
Henri R. Sneessens and
Rafael Wouters
Sveriges Riksbank
,
National Bank of Belgium
,
National Bank of Belgium - Research Department
,
Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES)
and
National Bank of Belgium
Date Posted: November 19, 2008
Last Revised: October 15, 2009
Working Paper Series
21 downloads
What Determine Financial Analysts' Career Outcomes During Mergers?
Journal of Accounting and Economics, Forthcoming
Joanna Shuang Wu and
Amy Y. Zang
Simon School of Business, University of Rochester
and
Hong Kong University of Science & Technology - School of Business and Management
Date Posted: November 19, 2008
Accepted Paper Series
A Note on Return Predictability and Price Bubbles
Valerio Potì
Dublin City University Business School
Date Posted: November 18, 2008
Working Paper Series
54 downloads
Accounting Irregularities and Executive Turnover in Founder-Managed Firms
Andrew J. Leone and
Michelle Liu
University of Miami
and
Pennsylvania State University
Date Posted: November 18, 2008
Working Paper Series
265 downloads
Algorithmic Activity on Xetra
Journal of Trading, Summer 2009
Markus Gsell
Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: November 18, 2008
Last Revised: June 03, 2009
Accepted Paper Series
Asymmetric-Information and Principal-Agent Problems as
Sources of Value in Fslic-Assisted Acquisitions of Insolvent Thrifts
Journal of Financial Services Research, Vol. 8, No. 1, 1994
Rebel A. Cole ,
Robert A. Eisenbeis and
Joseph McKenzie
Driehaus College of Business at DePaul University
,
affiliation not provided to SSRN
and
Government of the United States of America - Federal Housing Finance Board (FHFB)
Date Posted: November 18, 2008
Accepted Paper Series
74 downloads
Does the Currency Board Matter? U.S. News and Argentine Financial Market Reaction
MAJKS Joint Discussion Paper in Economics No. 23-2008
Bernd Hayo and
Matthias Neuenkirch
University of Marburg - Faculty of Economics and Business Administration
and
RWTH Aachen University - School of Economics and Business Administration
Date Posted: November 18, 2008
Last Revised: July 09, 2012
Working Paper Series
78 downloads
Exploiting Predictability in the Returns to Value and Momentum Investment Strategies: A Portfolio Approach
Elton Babameto
and
Richard D. F. Harris
affiliation not provided to SSRN
and
University of Exeter - Business School
Date Posted: November 18, 2008
Working Paper Series
440 downloads
Illiquidity and Under-Valuation of Firms
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2008
Douglas M. Gale and
Piero Gottardi
New York University (NYU) - Department of Economics
and
European University Institute - Department of Economics
Date Posted: November 18, 2008
Working Paper Series
50 downloads
Levy Based Cross-Commodity Models and Derivative Valuation
SIAM Journal on Financial Mathematics, 2(1), pp. 464-487, 2011
Sebastian Jaimungal
and
Vladimir Surkov
University of Toronto - Department of Statistics
and
RBC Capital Markets
Date Posted: November 18, 2008
Last Revised: June 12, 2013
Accepted Paper Series
953 downloads
On the Market Reaction to Revenue and Earnings Surprises
Journal of Business Finance & Accounting, forthcoming.
Itay Kama
Tel Aviv University - Faculty of Management
Date Posted: November 18, 2008
Accepted Paper Series
Portfolio Returns and Manager Activity: How to Decompose Tracking Error into Security Selection and Market Timing
23rd Australasian Finance and Banking Conference 2010 Paper
Anders G. Ekholm
Hanken School of Economics
Date Posted: November 18, 2008
Last Revised: January 26, 2012
Working Paper Series
1006 downloads
Spreading Information and Media Coverage: Theory and Evidence from Drug Approvals
Asaf Manela
Washington University in Saint Louis - John M. Olin Business School
Date Posted: November 18, 2008
Last Revised: August 26, 2012
Working Paper Series
87 downloads
Sub Prime Crisis in US: Emergence, Impact and Lessons
K. V. Bhanu Murthy and
A. T. Deb
University of Delhi - School of Economics - Commerce Department
and
Delhi University
Date Posted: November 18, 2008
Working Paper Series
776 downloads
When are Thrifts Closed? An Agency-Theoretic Model
Journal of Financial Services Research, Vol. 7, No. 4, 1993
Rebel A. Cole
Driehaus College of Business at DePaul University
Date Posted: November 18, 2008
Accepted Paper Series
42 downloads
Estimating Covariance Via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise
J. Financial Econometrics, 9(2) (2011), 367-408
Maria Elvira Mancino and
Simona Sanfelici
University of Florence - Department of Mathematics for Decisions
and
University of Parma - Facoltà di Economia
Date Posted: November 17, 2008
Last Revised: March 28, 2013
Accepted Paper Series
144 downloads
A Call on Art Investments
Review of Derivatives Research, Vol. 15, No. 1, 2012.
Roman Kräussl and
Christian Wiehenkamp
Universite du Luxembourg - Luxembourg School of Finance
and
RiskLab GmbH
Date Posted: November 17, 2008
Last Revised: March 20, 2012
Accepted Paper Series
419 downloads
A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions
Bank of Finland Research Discussion Paper No. 25/2008
Massimiliano Marzo ,
Silvia Romagnoli and
Paolo Zagaglia
University of Bologna - Department of Economics
,
University of Bologna - Department of Mathematics for Economic and Social Sciences
and
Stockholm University
Date Posted: November 17, 2008
Working Paper Series
49 downloads
Dynamic Portfolio Management: An Application of Fourier Method for Covariance Estimation
Maria Elvira Mancino ,
Elena Rapini
and
Simona Sanfelici
University of Florence - Department of Mathematics for Decisions
,
Centro Leasing Banca, S.p.A.
and
University of Parma - Facoltà di Economia
Date Posted: November 17, 2008
Working Paper Series
211 downloads
Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds
Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: November 17, 2008
Working Paper Series
8410 downloads
Testing the Expectations Hypothesis When Interest Rates are Near Integrated
FRB International Finance Discussion Paper No. 953
Meredith J. Beechey
,
Erik Hjalmarsson and
Pär Österholm
Monetary Policy Division, Sveriges Riksbank
,
Queen Mary - University of London, School of Economics and Finance
and
Uppsala University - Department of Economics
Date Posted: November 17, 2008
Working Paper Series
47 downloads
The Equity Premium and The Volatility Spread : The Role of Risk-Neutral Skewness
EFA 2009 Bergen Meetings Paper
Bruno Feunou
,
Jean-Sebastien Fontaine
and
Romeo Tedongap
Bank of Canada
,
Bank of Canada
and
Stockholm School of Economics
Date Posted: November 17, 2008
Last Revised: January 04, 2012
Working Paper Series
288 downloads
Trading Probability and Turnover as Measures of Liquidity Risk: Evidence from the U.K. Stock Market
21st Australasian Finance and Banking Conference 2008 Paper
Ian D. McManus
,
Peter N. Smith and
Steve Thomas
University of Southampton - School of Management
,
University of York (UK) - Department of Economics and Related Studies
and
City University London - Sir John Cass Business School
Date Posted: November 17, 2008
Last Revised: January 07, 2009
Working Paper Series
218 downloads
A New Approach to Stock Valuation: Continuous Time Abnormal Earnings Model
Yuan Mingzhe
Shandong University - Department of Accounting
Date Posted: November 16, 2008
Working Paper Series
242 downloads
Active Investment, Liquidity Externalities, and Markets for Information
Samuel Lee
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: November 16, 2008
Last Revised: December 17, 2009
Working Paper Series
477 downloads
Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level
FRB International Finance Discussion Paper No. 952
John Ammer ,
Clara Vega
and
Jon Wongswan
U.S. Federal Reserve Board of Governors
,
Board of Governors of the Federal Reserve System
and
Phatra Securities
Date Posted: November 16, 2008
Working Paper Series
32 downloads
Exchange Rates under Robustness: An Account of the Forward Premium Puzzle
Ming Li and
Aaron Tornell
SFSU, Finance
and
University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: November 16, 2008
Working Paper Series
67 downloads
Exit Choices of Venture-Backed Firms: IPO v. Acquisition
Eric R. Ball
,
Hsin-Hui Chiu
and
Richard L. Smith
Oracle Corporation
,
California State University, Northridge
and
University of California, Riverside - Anderson Graduate School of Management
Date Posted: November 16, 2008
Last Revised: April 28, 2009
Working Paper Series
186 downloads
Implicit Diffusions
Yann Lecam
Evry University
Date Posted: November 16, 2008
Last Revised: August 02, 2009
Working Paper Series
148 downloads
Institutional Demand Pressure and the Cost of Corporate Loans
Victoria Ivashina
and
Zheng Sun
Harvard University
and
University of California, Irvine - Paul Merage School of Business
Date Posted: November 16, 2008
Last Revised: May 28, 2010
Working Paper Series
649 downloads
Measuring Equity Risk with Option-Implied Correlations
EFA 2009 Bergen Meetings Paper
Adrian Buss
and
Grigory Vilkov
INSEAD - Finance
and
Goethe University Frankfurt - Department of Finance
Date Posted: November 16, 2008
Last Revised: December 27, 2012
Working Paper Series
1547 downloads
Regional Financial Integration in Asia: Present and Future
BIS Paper No. 42
Bank for International Settlements
Bank for International Settlements
Date Posted: November 16, 2008
Accepted Paper Series
165 downloads
Risk-Neutral Skewness: Return Predictability and Its Sources
Zahid Rehman
and
Grigory Vilkov
BlackRock
and
Goethe University Frankfurt - Department of Finance
Date Posted: November 16, 2008
Last Revised: March 14, 2012
Working Paper Series
1154 downloads
The Co-Movements Along the Forward Curve of Natural Gas Futures: A Structural View
Bank of Finland Research Discussion Paper No. 26/2008
Fabrizio Spargoli
and
Paolo Zagaglia
Università Politecnica delle Marche
and
Stockholm University
Date Posted: November 16, 2008
Last Revised: February 17, 2009
Working Paper Series
189 downloads
The Incremental Information Content of Tone Change in Management Discussion and Analysis
NYU Working Paper No. JOSHUA LIVNAT-09
Suresh Govindaraj and
Benjamin Segal
Rutgers University - Rutgers Business School - Newark and New Brunswick
and
INSEAD - Accounting & Control Area
Date Posted: November 16, 2008
Working Paper Series
154 downloads
Vietnam's Emerging Stock Market: Profitability and Growth in a Statistical View
Vuong Minh Giang
Vietcombank Securities Company
Date Posted: November 16, 2008
Last Revised: April 26, 2009
Working Paper Series
573 downloads
An Extension of CreditGrades Model Approach with Levy Processes
Quantitative Finance, Vol. 11, No. 12, 2011
Takaaki Ozeki
,
Yuji Umezawa
,
Akira Yamazaki
and
Daisuke Yoshikawa
Mizuho-DL Financial Technology Co., Ltd.
,
Mizuho-DL Financial Technology Co., Ltd.
,
Hosei University - Graduate School of Business Administration
and
Bank of Japan
Date Posted: November 15, 2008
Last Revised: November 27, 2011
Accepted Paper Series
Credit Card Debt Puzzles and Debt Revolvers for Self Control
Carol C. Bertaut ,
Michael Haliassos and
Michael Reiter
Board of Governors of the Federal Reserve System
,
Goethe University Frankfurt - Faculty of Economics and Business Administration
and
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: November 15, 2008
Working Paper Series
263 downloads
Explicit Construction of Stochastic Exponentials with Arbitrary Expectation K$/In$(0,1)
UNSW Australian School of Business Research Paper No. 2008ACTL15
Bernard Wong
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: November 15, 2008
Working Paper Series
36 downloads
Competitive Rational Expectations Equilibria without Apology
CESifo Working Paper Series No. 2446
Alex Kovalenkov and
Xavier Vives
University of Glasgow - Department of Econmics
and
University of Navarra - IESE Business School
Date Posted: November 14, 2008
Working Paper Series
45 downloads
Attracting Flows by Attracting Big Clients
Journal of Finance, Forthcoming
Lauren Cohen
and
Breno Schmidt
Harvard Business School
and
Emory University - Goizueta Business School
Date Posted: November 14, 2008
Accepted Paper Series
Firms Gone Dark
University of Chicago Law Review, Vol. 76, pp. 135-160 (2009), UC Berkeley Public Law Research Paper No. 1300751
Jesse M. Fried
Harvard Law School
Date Posted: November 14, 2008
Last Revised: April 26, 2013
Accepted Paper Series
405 downloads
Inflation Ambiguity and the Term Structure of U.S. Government Bonds
AFA 2008 New Orleans Meetings Paper
Maxim Ulrich
Columbia Business School - Finance and Economics
Date Posted: November 14, 2008
Last Revised: August 29, 2012
Working Paper Series
554 downloads
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