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SSRN eLibrary Statistics:

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Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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  Last 12 months: 		68,973

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To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: G15
1,806,091 Total downloads
Showing Papers 1,721 - 1,770 of 6,315
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Incl. Electronic Paper Foreign Equity Trading and Emerging Market Volatility: Evidence from Indonesia and Thailand
Journal of Development Economics, Forthcoming
Jian-Xin Wang
University of Technology Sydney
Date Posted: May 09, 2006
Accepted Paper Series
260 downloads

Incl. Electronic Paper Modeling Market Downside Volatility
Review of Finance (2013), 17(1), 443-481, doi: 10.1093/rof/rfr024
 Bruno Feunou , Mohammad R. Jahan-Parvar and Romeo Tedongap
Bank of Canada , Federal Reserve Board and Stockholm School of Economics
Date Posted: March 09, 2010
Last Revised: January 07, 2013
Accepted Paper Series
260 downloads

Incl. Electronic Paper Twilight Falls on the Limit Order Book: Endogeneity and the Demise of Broker Identity
 Owen , Peter L. Swan and P. Joakim Westerholm
affiliation not provided to SSRN , University of New South Wales (UNSW) and The University of Sydney Business School
Date Posted: February 11, 2008
Working Paper Series
260 downloads

Incl. Electronic Paper A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
 Chatayan Wiphatthanananthakul and Michael McAleer
Chulachomklao Royal Military Academy and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: March 18, 2009
Working Paper Series
259 downloads

Incl. Electronic Paper Crash-Free Sequencing Strategies for Financial Development and Liberalization
 Jorge A. Chan-Lau and Zhaohui Chen
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Date Posted: December 29, 1998
Working Paper Series
259 downloads

Incl. Electronic Paper Currency Crisis Prediction Using ADR Market Data - An Options-Based Approach
EFA 2008 Athens Meetings Paper
 Stefan Eichler and Dominik Maltritz
Dresden University of Technology - Faculty of Economics and Business Management and Dresden University of Technology - Faculty of Economics and Business Management
Date Posted: March 08, 2008
Working Paper Series
259 downloads

Incl. Electronic Paper Evaluating the Performance and the Trading Characteristics of iShares
 Gerasimos Georgiou Rompotis
University of Athens - Faculty of Economics
Date Posted: November 25, 2006
Working Paper Series
259 downloads

Incl. Electronic Paper Heteroscedasticity and Interval Effects in Estimating Beta: UK Evidence
22nd Australasian Finance and Banking Conference 2009
 Seth Armitage and Janusz Brzeszczynski
University of Edinburgh Business School and Heriot-Watt University, Edinburgh
Date Posted: March 06, 2008
Last Revised: May 14, 2011
Working Paper Series
259 downloads

Incl. Electronic Paper Liquidity Management in Islamic Banking
 Muhammad Hanif
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: February 14, 2011
Last Revised: November 21, 2011
Working Paper Series
259 downloads

Incl. Electronic Paper Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis
BIS Working Paper No. 264
 Yasuaki Amatatsu and Naohiko Baba
affiliation not provided to SSRN and Bank of Japan - Financial Markets Department
Date Posted: January 29, 2009
Working Paper Series
259 downloads

Incl. Electronic Paper Testing International Asset Pricing Models Using Implied Costs of Capital
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
 Charles M.C. Lee , David Ng and Bhaskaran Swaminathan
Stanford University - Graduate School of Business , Cornell University and LSV Asset Management
Date Posted: January 16, 2008
Accepted Paper Series
259 downloads

Incl. Electronic Paper Corporate Governance Issues & Stock Exchanges: The Egyptian Example
Date Posted: April 27, 2005
Working Paper Series
258 downloads

Incl. Electronic Paper Corporate Insider Trading and the Short-Run Price Impact of Private Information in Continental Europe
 Wolfgang Aussenegg and Robert Ranzi
Vienna University of Technology and Vienna University of Technology
Date Posted: September 10, 2008
Working Paper Series
258 downloads

Incl. Electronic Paper International Linkage of Russian Market and Russian Financial Crisis: A Multivariate Garch Analysis
 Kashif Saleem
Lappeenranta University of Technology - School of Business (LSB)
Date Posted: November 27, 2007
Working Paper Series
258 downloads

Incl. Electronic Paper Moment Component Analysis: An Illustration with International Stock Markets
Swiss Finance Institute Research Paper No. 10-43
 Eric Jondeau , Emmanuel Jurczenko and Michael Rockinger
University of Lausanne , ESCP Europe - Department of Economics and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: October 21, 2010
Working Paper Series
258 downloads

Incl. Electronic Paper The Foreign Exchange Rate Exposure of Nations
Zentrum Fuer Europaeische Wirtschaftsforschung (ZEW) - Center for European Economic Research Paper No. 07-005
 Horst Entorf , Jochen Moebert and Katja Sonderhof
Goethe University Frankfurt , Darmstadt University of Technology - Department of Economics and Leibniz University Hannover
Date Posted: June 16, 2006
Working Paper Series
258 downloads

Incl. Electronic Paper The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry
21st Australasian Finance and Banking Conference 2008 Paper
 Giuliano Iannotta , Giacomo Nocera and Andrea Sironi
Università Cattolica , Audencia Nantes School of Management and Bocconi University - Department of Finance
Date Posted: July 22, 2008
Last Revised: August 09, 2009
Working Paper Series
258 downloads

Incl. Electronic Paper Trading Rule Profitability and Interventions in the Dollar-Deutschmark Market
 Michael Frenkel and Georg Stadtmann
WHU Otto Beisheim Graduate School of Management and WHU Otto Beisheim School of Management
Date Posted: April 03, 2000
Working Paper Series
258 downloads

Incl. Electronic Paper Emerging Markets - Is Today the Best Predictor of Tomorrow?
 Anna Zalewska
University of Bath - Centre for Governance and Regulation; School of Management
Date Posted: May 30, 2008
Working Paper Series
257 downloads

Incl. Electronic Paper International Accounting Education and Certification in the Former Soviet Union
Barry University Working Paper Series
 Robert W. McGee
Fayetteville State University
Date Posted: October 13, 2004
Working Paper Series
257 downloads

Incl. Electronic Paper Old Stocks, New Owners: Two Cases of Ownership Change in China's Stock Market
Journal of Chinese Economic and Business Studies, Forthcoming
 Stephen Paul Green and Jenna Ho
Standard Chartered Bank (Hong Kong) Limited and Royal Institute of International Affairs
Date Posted: February 19, 2004
Accepted Paper Series
257 downloads

Incl. Electronic Paper Common Liquidity Shocks and Market Collapse: Lessons from the Market for Perps
Journal of Banking and Finance, Forthcoming
 Chitru S. Fernando , Richard J. Herring and Avanidhar Subrahmanyam
University of Oklahoma - Michael F. Price College of Business , University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: March 13, 2008
Accepted Paper Series
256 downloads

Incl. Electronic Paper Do Privatization IPOs Outperform in the Long-Run?
 Seung-Doo Choi Sr., Inmoo Lee and William L. Megginson
Dongeui University - School of Business , KAIST Graduate School of Finance and University of Oklahoma
Date Posted: January 18, 2007
Last Revised: July 15, 2008
Working Paper Series
256 downloads

Incl. Electronic Paper Does the Early Exercise Premium Contain Information About Future Underlying Returns?
AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
 Rossen I. Valkanov , Yuzhao Zhang and Pradeep K. Yadav
University of California, San Diego (UCSD) - Rady School of Management , Oklahoma State University - Stillwater - Department of Finance and University of Oklahoma - Division of Finance
Date Posted: August 05, 2005
Last Revised: October 18, 2011
Working Paper Series
256 downloads

Incl. Electronic Paper Earnings Opacity and Closed-End Country Fund Discounts
 Feng Chen , Ole-Kristian Hope , Qingyuan Li and Xin Wang
University of Toronto - Rotman School of Management , University of Toronto - Rotman School of Management , Wuhan University - School of Economics and Management and University of Hong Kong - School of Business
Date Posted: July 28, 2012
Last Revised: April 01, 2013
Working Paper Series
256 downloads

Incl. Electronic Paper International Mutual Fund Flow and Local Markets: The Case of U.K. Units and OEICs
KSRI Working Paper No. 03-01
 Kwangsoo Ko and Moongyum Kim
Korea Securities Research Institute (KSRI) and Soongsil University - Small Business Administration
Date Posted: August 04, 2003
Working Paper Series
256 downloads

Incl. Electronic Paper International Portfolio Diversification and Market Linkages in the Presence of Regime-Switching Volatility
IIIS Working Paper No. 167
 Thomas Flavin and Ekaterini Panopoulou
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and University of Piraeus - Department of Statistics and Insurance Science
Date Posted: August 10, 2006
Working Paper Series
256 downloads

Incl. Electronic Paper Is There an S&P 500 Index Effect?
FRB of New York Staff Report
Maria Kasch and Asani Sarkar
University of Mannheim - Department of Finance and Federal Reserve Bank of New York
Date Posted: March 21, 2009
Last Revised: October 15, 2012
Working Paper Series
256 downloads

Incl. Electronic Paper Large Investors: Implications for Equilibrium Asset, Returns, Shock Absorption, and Liquidity
FEDS Working Paper No. 2005-36
 Matt Pritsker
Federal Reserve Bank of Boston
Date Posted: October 20, 2005
Working Paper Series
256 downloads

Incl. Electronic Paper Liquidity Risk and Stock Returns Around the World
Journal of Banking and Finance, 2012, Vol. 36, No. 12, pp. 3274-3288
 Samuel Xin Liang and K. C. John Wei
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: February 17, 2005
Last Revised: October 29, 2012
Accepted Paper Series
256 downloads

Incl. Electronic Paper Macro Financial Determinants of the Great Financial Crisis: Implications for Financial Regulation
 Gerard Caprio Jr. , Vincenzo D'Apice , Giovanni Ferri and Giovanni Walter Puopolo
Williams College , Italian Banking Association , Maria Assunta Free University and Bocconi University - Department of Finance
Date Posted: October 21, 2010
Last Revised: June 22, 2011
Working Paper Series
256 downloads

Incl. Electronic Paper Refining the Distribution of GARCH Models: Application to Stock Indexes Returns
 Ahmed BenSaïda
Faculty of Economics and Management
Date Posted: April 12, 2007
Working Paper Series
256 downloads

Incl. Electronic Paper Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
 Andrew Ang and Francis A. Longstaff
Columbia Business School - Finance and Economics and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: April 21, 2011
Working Paper Series
256 downloads

Incl. Electronic Paper The Response of Industry Stock Returns to Market, Exchange Rate and Interest Rate Risks
Manchester Business School Working Paper No. 491
 Stuart Hyde
University of Manchester - Manchester Business School
Date Posted: March 19, 2007
Working Paper Series
256 downloads

Incl. Electronic Paper Central Bank Intervention and the Intraday Process of Price Formation in the Currency Markets
EFA 2001 Barcelona Meetings; Stern School of Business Working Paper
 Paolo Pasquariello
University of Michigan - Stephen M. Ross School of Business
Date Posted: July 11, 2001
Working Paper Series
255 downloads

Cointegration and Causality Among International Gold and ASEAN Emerging Stock Markets
 Giam Quang Do and Songsak Sriboonchitta
Chiang Mai University and Chiang Mai University
Date Posted: January 10, 2010
Working Paper Series
255 downloads

Incl. Electronic Paper Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Countries
Journal of International Money and Finance, Vol. 26, No. 7, 2007
 Thomas Chinan Chiang , Bang Nam Jeon and Humin Li
Drexel University - Department of Finance , Drexel University - Department of Economics & International Business and West Chester University of Pennsylvania - School of Business and Public Affairs - Department of Economics and Finance
Date Posted: November 23, 2008
Accepted Paper Series
255 downloads

Incl. Electronic Paper Financial Liberalization, Bank Crises and Growth: Assessing the Links
Economics and Finance Working Paper No. 567
 Alessandra Bonfiglioli and Caterina Mendicino
Spanish Council for Scientific Research (CSIC) - Insitute for Economic Analysis and Bank of Portugal
Date Posted: July 23, 2007
Working Paper Series
255 downloads

Incl. Electronic Paper Foreign Participation in Local-Currency Bond Markets
Darden Business School Working Paper No. 05-07, FRB International Finance Discussion Paper No. 794
 Francis E. Warnock and John D. Burger
University of Virginia - Darden Business School and Loyola University Maryland
Date Posted: July 22, 2005
Working Paper Series
255 downloads

Incl. Electronic Paper International Diversification: The Within- and Between-Region Effects
 Kevin C.H. Chiang and Christian Leonhard
University of Alaska Fairbanks - School of Management (SOM) and University of Alaska Fairbanks - School of Management (SOM)
Date Posted: February 04, 2003
Working Paper Series
255 downloads

Incl. Electronic Paper Lessons from the Evolution of Foreign Exchange Trading Strategies
Midwest Finance Association 2012 Annual Meetings Paper
 Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Date Posted: September 15, 2011
Working Paper Series
255 downloads

Incl. Electronic Paper Modeling Adverse Selection on Electronic Order-Driven Markets
 Louis R. Mercorelli , David Michayluk and Tony Hall
University of Technology Sydney , University of Technology, Sydney and University of Technology, Sydney
Date Posted: March 25, 2008
Working Paper Series
255 downloads

Incl. Electronic Paper Operational Risk Management in Practice: Implementation, Success Factors and Pitfalls: Efficient Implementation for Midsize and Small Asset Managers, Hedge Funds, Private Equity Funds, Family Offices
 Claus Huber and Daniel Imfeld
Rodex Risk Advisers LLC and Risk and Finance Management (RFM)
Date Posted: November 04, 2012
Last Revised: November 26, 2012
Working Paper Series
255 downloads

Incl. Electronic Paper Stock Market Responses to Bank Restructuring Policies during the East Asian Crisis
World Bank Policy Research Working Paper No. 2571
 Daniela Klingebiel , Randall S. Kroszner , Luc Laeven and Pieter H. Van Oijen
World Bank - Policy Unit , Booth School of Business, University of Chicago , International Monetary Fund (IMF) and University of Amsterdam - Faculty of Economics and Business (FEB)
Date Posted: September 12, 2001
Working Paper Series
255 downloads

Incl. Electronic Paper The Role of Anchor Banks and Efficiency of Bank Consolidation: Evidence from Malaysia
 Guan Hua Lim and Dipinder S. Randhawa
National University of Singapore - NUS Business School and National University of Singapore
Date Posted: February 01, 2004
Working Paper Series
255 downloads

Incl. Electronic Paper Trading Volume and Momentum Returns in Europe's Largest Shares
 Philip A. Stork
VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: March 31, 2008
Working Paper Series
255 downloads

Incl. Electronic Paper Does Cross-Listing Mitigate Insider Trading?
 Adriana Korczak and Meziane Lasfer
University of Bristol - School of Economics, Finance and Management and City University London - Cass Business School
Date Posted: March 17, 2008
Working Paper Series
254 downloads

Incl. Electronic Paper Global Financial Integration and Real Estate Security Returns
 Robert H. Edelstein , Ashok Bardhan and Desmond Tsang
University of California, Berkeley - Fisher Center for Real Estate and Urban Economics , University of California, Berkeley - Haas School of Business and McGill University - Desautels Faculty of Management
Date Posted: June 01, 2006
Working Paper Series
254 downloads

Incl. Electronic Paper Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why?
National Bank of Belgium Working Paper
 Patrick Van Roy
National Bank of Belgium
Date Posted: September 12, 2005
Working Paper Series
254 downloads

Incl. Electronic Paper The Efficiency of Canadian Capital Markets: Some Bank of Canada Research
Bank of Canada Review, Summer 2004
 Scott Hendry and Michael R. King
Bank of Canada and University of Western Ontario - Richard Ivey School of Business
Date Posted: February 22, 2005
Accepted Paper Series
254 downloads


 

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