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SSRN eLibrary Statistics:

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

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

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


SSRN eLibrary Search Results
JEL Code: G1
13,114,510 Total downloads
Showing Papers 1,721 - 1,770 of 36,964
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Incl. Electronic Paper Adjusted Betas under Reference-Day Risk
Marcelo Mauricio Gonzalez , Arturo Rodriguez and Roberto Andres Stein
University of Chile - School of Economics and Business , Universidad de Chile and University of Chile - School of Economics and Business
Date Posted: January 15, 2013
Last Revised: January 17, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Beta vs. Characteristics: A Practitioner's Perspective
 Daehwan Kim
Konkuk University
Date Posted: January 15, 2013
Working Paper Series
103 downloads

Dynamic Portfolio Choices under Incomplete Information
 Wei Simi, Ph.D.
City University of New York
Date Posted: January 15, 2013
Working Paper Series

Incl. Electronic Paper Using a Bayesian Model for Bankruptcy Prediction: A Comparative Approach
 Zhongzhi (Lawrence) He and Samir Trabelsi
Brock University and Brock University - Accounting
Date Posted: January 15, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Risk Parity Optimality
 Gregg S. Fisher , Philip Maymin and Zakhar Maymin
Gerstein Fisher , NYU Poly - Department of Finance and Risk Engineering and Gerstein Fisher
Date Posted: January 15, 2013
Last Revised: March 28, 2013
Working Paper Series
399 downloads

Incl. Electronic Paper An Empirical Analysis of Lead-Lag Relationship of the Movements of Various Financial Markets
 Xiaoli Wang
Marist College - School of Management
Date Posted: January 15, 2013
Working Paper Series
38 downloads

Traffic Light Options
Journal of Banking and Finance, Vol. 31, No. 12, 2007
 Peter Løchte Jørgensen
University of Aarhus - Business and Social Sciences
Date Posted: January 15, 2013
Accepted Paper Series

Incl. Electronic Paper Determinant Factors of Hong Kong Stock Market
International Journal of Finance and Economics, Forthcoming
 Alexandros Garefalakis , Konstantinos Georgios Spinthiropoulos and Dimitris Koemtzopoulos
Hellenic Open University , Technological Educational Institute (TEI) of Crete and Technological Educational Institute (TEI) of West Macedonia
Date Posted: January 15, 2013
Accepted Paper Series
38 downloads

Incl. Electronic Paper Spillovers and Transmission in Emerging and Mature Markets Implied Volatility Indices
International Journal of Financial Management, Volume 2, Issue 4, pp. 47-59, Dec 2012
 Karam Pal Narwal , Ved PAl Sheera and Ruhee Mittal
Haryana School of Business , Haryana School of Business and Haryana School of Business, Guru Jambheshwar University of Science & Technology
Date Posted: January 15, 2013
Last Revised: January 16, 2013
Accepted Paper Series
39 downloads

Incl. Electronic Paper Risk Factors and Value at Risk in Publicly Traded Companies of the Nonrenewable Energy Sector
 Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and Universidade de São Paulo - Department of Economics
Date Posted: January 15, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Tail Risk in Energy Portfolios
 Carlos González-Pedraz , Manuel Moreno and Juan Ignacio Peña
Universidad Carlos III de Madrid , University of Castilla-La Mancha and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: January 15, 2013
Working Paper Series
227 downloads

Incl. Electronic Paper Financial Reporting and Firm Valuation: Relevance Lost or Relevance Regained?
 Luzi Hail
University of Pennsylvania - The Wharton School
Date Posted: January 15, 2013
Last Revised: April 21, 2013
Working Paper Series
255 downloads

Incl. Electronic Paper Product Market Competition, Corporate Investment and Financing: Evidence from Cash Flow Shortfall
 Adrian (Wai-kong) Cheung
Curtin University
Date Posted: January 15, 2013
Working Paper Series
61 downloads

Incl. Electronic Paper An Analysis of CDS Market Liquidity by the Hawkes Process
 Masahiko Egami , Yasuyuki Kato and Tomochika Sawaki
Kyoto University , Kyoto University and Independent
Date Posted: January 15, 2013
Last Revised: March 26, 2013
Working Paper Series
117 downloads

Incl. Electronic Paper Settlement Method of Eurodollar Futures and Expiration Day Effects: An Analysis of Intraday Price Volatility
Journal of Multinational Financial Management, Vol. 5, No. 2/3, 1995
 Tae H. Park and Lorne N. Switzer
Concordia University, Quebec - Department of Finance and Concordia University, Quebec - Department of Finance
Date Posted: January 15, 2013
Accepted Paper Series
21 downloads

Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data
Journal of Banking & Finance, Vol. 37, No. 2, pp. 378-388, 2013
 Kris Jacobs , Stephane Pallage and Michel A. Robe
University of Houston - C.T. Bauer College of Business , University of Quebec at Montreal - Department of Economics and American University - Kogod School of Business
Date Posted: January 15, 2013
Accepted Paper Series

Incl. Electronic Paper International Cross-Listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese Shares
 Yoichi Otsubo
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: January 14, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Risk-Return Analysis of the Chinese Stock Market
 Mohan Nandha
Monash University - Department of Accounting and Finance
Date Posted: January 14, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Large Price Changes and Subsequent Returns
 Suresh Govindaraj , Joshua Livnat , Pavel G. Savor and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick , New York University , University of Pennsylvania - Finance Department and Rutgers University - Rutgers Business School - Newark and New Brunswick
Date Posted: January 14, 2013
Working Paper Series
475 downloads

Incl. Electronic Paper The Private Capital Access Index: Methodology and Implications
 Craig R. Everett and John Paglia
Pepperdine University - Graziadio School of Business and Management and Pepperdine University - Graziadio School of Business and Management
Date Posted: January 14, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper The Cost of Capital for Alternative Investments
Harvard Business School Working Paper No. 1910719
 Jakub W. Jurek and Erik Stafford
Princeton University - Bendheim Center for Finance and Harvard Business School - Finance Unit
Date Posted: January 14, 2013
Last Revised: May 26, 2013
Working Paper Series
1069 downloads

Incl. Electronic Paper Endogenous Recovery and Replication of A Segregated Derivatives Economy with Counterparty Credit, Collateral, and Market Funding -- PDE and Valuation Adjustment (FVA, DVA, CVA)
 Wu Jiang Lou
Independent
Date Posted: January 14, 2013
Last Revised: March 25, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Bid-Ask Spreads, Quoted Depths, and Unexpected Duration between Trades
 Tony Ruan and Tongshu Ma
Xiamen University and Binghamton University
Date Posted: January 14, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Bid-Ask Spreads, Quoted Depths, and Unexpected Duration between Trades
2013 Financial Markets & Corporate Governance Conference
 Tony Ruan and Tongshu Ma
Xiamen University and Binghamton University
Date Posted: January 14, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Variance Swap Premium under Stochastic Volatility and Self-Exciting Jumps
 Ke Chen and Ser-Huang Poon
University of Manchester - Manchester Business School and University of Manchester - Business School
Date Posted: January 13, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper Illiquid Asset Investing
Columbia Business School Research Paper No. 13-2
 Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: January 13, 2013
Working Paper Series
774 downloads

Incl. Electronic Paper Options as a Marketing Tool: Pricing a Promotional Scheme for a Product with a Secondary Market
 Zvika Afik , Oded Lowengart and Rami Yosef
Ben Gurion University , Ben Gurion University and Ben Gurion University
Date Posted: January 12, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns
2013 Adam Smith Asset Pricing Conference in Oxford, Forthcoming , China International Conference in Finance 2013 Annual Meetings in Shanghai, Forthcoming, Northern Finance Association 2013 Annual Meetings in Quebec, Forthcoming, Southern Finance Association 2013 Annual Meetings in Puerto Rico, Forthcoming
 Harjoat Singh Bhamra and Kyung Hwan Shim
University of British Columbia (UBC) - Sauder School of Business and University of New South Wales (UNSW)
Date Posted: January 12, 2013
Last Revised: May 25, 2013
Working Paper Series
64 downloads

Incl. Electronic Paper The Pricing of Good and Bad Private Information
 Michael J. Brennan , Sahn-Wook Huh and Avanidhar Subrahmanyam
University of California, Los Angeles (UCLA) - Finance Area , State University of New York at Buffalo and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: January 12, 2013
Last Revised: May 25, 2013
Working Paper Series
91 downloads

Incl. Electronic Paper EXcess Idle Time
 Federico M. Bandi , Davide Pirino and Roberto Renò
University of Chicago - Booth School of Business , Scuola Superiore Sant'Anna di Pisa and University of Siena - Department of Economics
Date Posted: January 12, 2013
Last Revised: April 22, 2013
Working Paper Series
44 downloads

Incl. Electronic Paper The Effect of Voluntary Disclosure on Firm Risk and Firm Value: Evidence from Management Earnings Forecasts
CAAA Annual Conference 2013
 Stephen R. Foerster , Stephen Sapp and Yaqi Shi
University of Western Ontario - Richard Ivey School of Business , University of Western Ontario - Richard Ivey School of Business and University of Western Ontario - Richard Ivey School of Business
Date Posted: January 12, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Hedging or Speculation, What Can We Learn from the Volume-Return Relationship?
 Lin Huang and Dayong Zhang
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
Date Posted: January 12, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper Executive Compensation and Informed Trading in Acquiring Firms Around Merger Announcements
 Umut Ordu and Denis Schweizer
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: January 12, 2013
Working Paper Series
68 downloads

Incl. Electronic Paper Real Earnings Management and Cost of Capital
Journal of Accounting and Public Policy, Forthcoming
 Jeong-Bon Kim V and Byungcherl Charlie Sohn
City University of Hong Kong and City University of Hong Kong (CityUHK) - Department of Accountancy
Date Posted: January 12, 2013
Last Revised: January 14, 2013
Accepted Paper Series
233 downloads

Incl. Electronic Paper Subjective Life Horizon and Portfolio Choice
HEC Paris Research Paper No. FI-2013-985
 Christophe Spaenjers and Sven Michael Spira
HEC Paris (Groupe HEC) - Finance Department and HEC Paris (Groupe HEC) - Finance Department
Date Posted: January 12, 2013
Last Revised: June 11, 2013
Accepted Paper Series
53 downloads

Incl. Electronic Paper Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals
ZEW - Centre for European Economic Research Discussion Paper No. 13-001
 Benjamin Johannes Lutz , Uta Pigorsch and Waldemar Rotfuss
Centre for European Economic Research (ZEW) , University of Mannheim and Centre for European Economic Research (ZEW)
Date Posted: January 12, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Intraday Forex Trading Based on Sentiment Inflection Points
 Peter Ager Hafez and Junqiang Xie
RavenPack and RavenPack
Date Posted: January 12, 2013
Working Paper Series
226 downloads

Incl. Electronic Paper IFRS Adoption and Management Earnings Forecasts of Australian IPOs
 Michael Firth and Jannis Pulm
Lingnan University - Department of Accounting and Finance and University of Surrey - Surrey Business School
Date Posted: January 11, 2013
Last Revised: May 26, 2013
Working Paper Series
59 downloads

Incl. Electronic Paper Firm-Specific Investor Sentiment
 David Aboody , Omri Even-Tov , Reuven Lehavy and Brett Trueman
University of California, Los Angeles (UCLA) - Accounting Area , University of California, Los Angeles (UCLA) - Anderson School of Management , University of Michigan - Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: January 11, 2013
Working Paper Series
173 downloads

Incl. Electronic Paper Cross-Correlation Dynamics in Financial Time Series
 Thomas Conlon , Heather J. Ruskin and Martin Crane
University College Dublin , Dublin City University and Dublin City University
Date Posted: January 11, 2013
Working Paper Series
90 downloads

Incl. Electronic Paper Optimal Mark-Up and Arbitrages in the Betting Market
 Maurizio Montone
University of Naples Federico II
Date Posted: January 11, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper The Recovery Theorem
Journal of Finance, Forthcoming
 Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: January 11, 2013
Accepted Paper Series
530 downloads

Incl. Electronic Paper A Framework for Examining Asset Allocation Alpha
Journal of Index Investing, Forthcoming
 Jason C. Hsu and Omid Shakernia
Research Affiliates, LLC and Research Affiliates, LLC
Date Posted: January 11, 2013
Accepted Paper Series
253 downloads

Incl. Electronic Paper The Dynamics of Housing Prices
 Sheridan Titman , Ko Wang and Jing Yang
University of Texas at Austin - Department of Finance , CUNY Baruch College and California State University, Fullerton - Department of Finance
Date Posted: January 11, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper Bayesian Graphical Models for Structural Vector Autoregressive Processes
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
 Daniel Felix Ahelegbey , Monica Billio and Roberto Casarin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics and University of Brescia - Department of Economics
Date Posted: January 11, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper Listings and IPOs from 1880 to World War II
 Stavros Thomadakis , Christos Panagiotis Nounis and Michalis Riginos
University of Athens - Faculty of Economics , University of Athens - Faculty of Economics and University of Athens - School of Economics
Date Posted: January 11, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Efficient Gibbs Sampling for Markov Switching GARCH Models
 Monica Billio , Roberto Casarin and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics and Ca Foscari University of Venice
Date Posted: January 11, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and its Mitigation with Super-Spreader Tax
IMF Working Paper No. 12/282
 Sheri M. Markose
University of Essex - Department of Economics
Date Posted: January 11, 2013
Working Paper Series
62 downloads

Incl. Electronic Paper Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
Tinbergen Institute Discussion Paper 13-001/III
 Simon A. Broda
University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: January 11, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?
Multinational Finance Journal, 5(1), 59-86, 2001
 Wing-Keung Wong , Boon-Kiat Chew and Douglas Sikorski
Hong Kong Baptist University (HKBU) , Independent Economic Analysis (Holdings) Limited and National University of Singapore (NUS)
Date Posted: January 11, 2013
Accepted Paper Series
56 downloads


 

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