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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
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  Last 12 months:
69,655

Paper Downloads:
To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

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239,806
Total References: 8,539,827
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5,733,423
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,112,765 Total downloads
Showing Papers 16,801 - 16,850 of 36,957
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Implicit Diffusions
Yann Lecam
Evry University
Date Posted: November 16, 2008
Last Revised: August 02, 2009
Working Paper Series
148 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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