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484,173
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226,645
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JEL Code: G14
3,696,329 Total downloads
Showing Papers 1,801 - 1,850 of 9,882
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Corporate Credit: An Opportunity on a Global Scale
Brandes Institute Research Paper No. 04, 2009
Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
16 downloads
Equity Dispersion: Value Stocks Yet to Be Rewarded
Brandes Institute Research Paper No. 2011-01
Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
57 downloads
Structured Products Asset-Backed Securities: Opportunities Resulting from Systematic Mispricing
Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
28 downloads
The Role of Expectations in Value and Glamour Stock Returns
Journal of Behavioral Finance, 2011, Brandes Institute Research Paper No. 03-2011
Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Accepted Paper Series
66 downloads
Value vs. Glamour Revisited: Historical P/B Ratio Disparities and Subsequent Value Stock Outperformance
Brandes Institute Research Paper No. 05, 2009
Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
53 downloads
Value vs. Glamour: A Global Phenomenon
Brandes Institute Research Paper No. 2010-03
Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
57 downloads
An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading
Journal of Banking and Finance, Forthcoming
Yuxing Yan
and
Shaojun Zhang
Hofstra University
and
Hong Kong Polytechnic University
Date Posted: August 09, 2011
Accepted Paper Series
The Lake Wobegon Effect: Informed Trading Through the Accounts of Children
Henk Berkman ,
Paul D. Koch and
P. Joakim Westerholm
University of Auckland - Faculty of Business & Economics
,
University of Kansas - Finance Area
and
The University of Sydney Business School
Date Posted: August 07, 2011
Working Paper Series
54 downloads
Stock Market Returns and Shipping Freight Market Information: Yet Another Puzzle!
Amir H. Alizadeh
and
Yaz Gulnur Muradoglu
City University London - Sir John Cass Business School
and
Queen Mary University of London
Date Posted: August 06, 2011
Last Revised: September 21, 2011
Working Paper Series
365 downloads
30-Day Interbank Futures: Investigating the Process of Price Discovery Following RBA Cash Target Rate Announcements
Journal of International Financial Markets, Institutions and Money, Forthcoming, 24th Australasian Finance and Banking Conference 2011 Paper
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: August 05, 2011
Last Revised: January 10, 2012
Accepted Paper Series
54 downloads
Extracting Risk-Neutral Density and its Moments from American Option Prices
Journal of Derivatives, Vol. 18, No. 3, 2011
Yisong S. Tian
York University - Schulich School of Business
Date Posted: August 05, 2011
Accepted Paper Series
211 downloads
Investing in the 'New Economy': Mutual Fund Performance and the Nature of the Firm
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Swasti Gupta-Mukherjee
Loyola University Chicago - Department of Finance
Date Posted: August 05, 2011
Last Revised: August 23, 2012
Accepted Paper Series
71 downloads
Managing Financial Risk via Prediction Markets
Russ Ray
affiliation not provided to SSRN
Date Posted: August 05, 2011
Working Paper Series
158 downloads
Did the SEC Impact Banks’ Loan Loss Reserve Policies and Their Informativeness?
Paul J. Beck and
Ganapathi S. Narayanamoorthy
University of Illinois at Urbana-Champaign - Department of Accountancy
and
University of Illinois at Urbana-Champaign
Date Posted: August 04, 2011
Last Revised: April 04, 2012
Working Paper Series
277 downloads
Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis
Oscar Arce
,
Sergio Mayordomo
and
Juan Ignacio Peña
CNMV
,
University of Navarra - School of Economics and Business Administration
and
Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: August 03, 2011
Last Revised: February 07, 2012
Working Paper Series
350 downloads
Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index
European Financial Management, 2012
Laurent Deville
,
Carole Gresse and
Béatrice de Séverac
Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG)
,
Université Paris-Dauphine
and
Université Paris Ouest Nanterre La Défense
Date Posted: August 03, 2011
Last Revised: January 24, 2012
Accepted Paper Series
133 downloads
The UMO (Undervalued Minus Overvalued) Factor
David A. Hirshleifer and
Danling Jiang
University of California, Irvine - Paul Merage School of Business
and
Florida State University - The College of Business
Date Posted: August 03, 2011
Working Paper Series
159 downloads
The January Effect, Does Options Trading Matter?
Cameron Truong
Monash University
Date Posted: August 02, 2011
Working Paper Series
46 downloads
To Catch a Thief: Can Forensic Accounting Help Predict Stock Returns?
Messod Daniel Beneish ,
Craig Nichols
and
Charles M.C. Lee
Indiana University Bloomington - Department of Accounting
,
Syracuse University
and
Stanford University - Graduate School of Business
Date Posted: August 02, 2011
Last Revised: August 15, 2011
Working Paper Series
867 downloads
Dynamic Effects of Idiosyncratic Volatility and Liquidity on Corporate Bond Spreads
Journal of Banking and Finance, Forthcoming
Madhu Kalimipalli ,
Subhankar Nayak and
Marcos Fabricio Perez
Wilfrid Laurier University - School of Business & Economics
,
Wilfrid Laurier University - Clarica Financial Services Research Centre
and
Wilfrid Laurier University - School of Business & Economics
Date Posted: August 01, 2011
Last Revised: April 17, 2013
Accepted Paper Series
91 downloads
A Microstructure Analysis of the Carbon Finance Market
Don Bredin
,
Stuart Hyde and
Cal B. Muckley
University College Dublin
,
University of Manchester - Manchester Business School
and
University College Dublin (UCD) - UCD Smurfit Graduate School of Business
Date Posted: August 01, 2011
Last Revised: January 08, 2013
Working Paper Series
224 downloads
Higher Order Expectations, Illiquidity, and Short-Term Trading
Giovanni Cespa and
Xavier Vives
Cass Business School
and
University of Navarra - IESE Business School
Date Posted: August 01, 2011
Working Paper Series
55 downloads
Exchange-Traded Funds, Persistence in Tracking Errors and Information Dissemination
Journal of Multinational Financial Management, Vol. 20, Nos. 4-5, 2010
Sangheon Shin and
Gokce Soydemir
South University-Montgomery
and
California State University, Stanislaus
Date Posted: July 30, 2011
Accepted Paper Series
115 downloads
Forecasting Gold Price Changes: Rolling and Recursive Neural Network Models
Journal of Multinational Financial Management, Vol. 18, No. 5, pp. 477-487, 2008
Antonino Parisi
,
Franco Parisi and
David Diaz
affiliation not provided to SSRN
,
University of Chile
and
Universidad de Chile - Escuela de Economia y Negocios
Date Posted: July 30, 2011
Accepted Paper Series
Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion
Journal of Financial and Quantitative Analysis, Forthcoming
Alan Guoming Huang ,
Changling Chen and
Ranjini Jha
University of Waterloo
,
University of Waterloo - School of Accounting and Finance
and
University of Waterloo - School of Accounting and Finance
Date Posted: July 30, 2011
Accepted Paper Series
81 downloads
Individual Investors Surpass Their Reputation: Trading Behaviour on the Polish Futures Market
Economic Systems, Vol. 34, No. 4, 2010
Martin T. Bohl ,
Christiane Goodfellow
and
Jedrzej Pawel Bialkowski
University of Muenster
,
University of Muenster
and
University of Canterbury - Department of Economics and Finance
Date Posted: July 30, 2011
Accepted Paper Series
Fragmentation Nodes: A Study in Financial Innovation, Complexity and Systemic Risk
Stanford Law Review, Forthcoming, Columbia Law and Economics Working Paper No. 406
Kathryn Judge
Columbia Law School
Date Posted: July 29, 2011
Last Revised: January 25, 2012
Accepted Paper Series
315 downloads
Liquidity Spillovers in Sovereign Bond and CDS Markets: An Analysis of The Eurozone Sovereign Debt Crisis
Paolo Baffi Centre Research Paper No. 2011-105
Giovanni Calice
,
Jing Chen and
Julian M. Williams
University of Birmingham - Department of Economics
,
Swansea University
and
University of Aberdeen Business School
Date Posted: July 29, 2011
Last Revised: September 17, 2011
Working Paper Series
236 downloads
Constructing the Best Trading Strategy: A New General Framework
Philip Maymin
and
Zakhar Maymin
NYU Poly - Department of Finance and Risk Engineering
and
Gerstein Fisher
Date Posted: July 28, 2011
Last Revised: October 12, 2011
Working Paper Series
221 downloads
Time-Varying International Equity Market Integration: Evidence from Market Price of Exchange-Traded Funds
Sangheon Shin
South University-Montgomery
Date Posted: July 28, 2011
Working Paper Series
43 downloads
Determinants of Winning and Losing Persistence in the Polish Banking Sector
Bank I Kredyt, Vol. 40, No. 3, pp. 5-23, 2009
Date Posted: July 27, 2011
Accepted Paper Series
24 downloads
The Determinants of Reputational Risk in the Banking Sector
Franco Fiordelisi ,
Maria-Gaia Soana
and
Paola Schwizer
University of Rome III, Italy
,
University of Rome (Tor Vergata)
and
University of Parma
Date Posted: July 27, 2011
Working Paper Series
156 downloads
Value Creation in Banking Through Strategic Alliances and Joint Ventures
Alessandra Amici
,
Franco Fiordelisi ,
Francesco Masala
,
Ornella Ricci and
Federica Sist
affiliation not provided to SSRN
,
University of Rome III, Italy
,
affiliation not provided to SSRN
,
University of Rome III
and
affiliation not provided to SSRN
Date Posted: July 26, 2011
Working Paper Series
150 downloads
Problems of Changing Volatility Models to Explain the Deviation in Return Probability Distribution of Liquid Investment Instruments
Bohumil Stádník
University of Economics, Prague - Faculty of Finance
Date Posted: July 25, 2011
Last Revised: August 12, 2011
Working Paper Series
27 downloads
Return Evaluation in FTSE100 to be Used Momentum Strategies
Md Faisul Alam
University of Greenwich - Accounting and Finance
Date Posted: July 25, 2011
Working Paper Series
66 downloads
Director Alpha: An Objective Measure of Director Contribution
Waquar Ahmad ,
Jacqueline L. Garner
and
Adam S. Yore
Drexel University - Bennett S. LeBow College of Business
,
Mississippi State University - Department of Finance and Economics
and
Northern Illinois University - Department of Finance
Date Posted: July 23, 2011
Working Paper Series
68 downloads
Is Regulation Essential to Stock Market Development? Going Public in London and Berlin, 1900-1913
MPI Collective Goods Preprint, No. 2011/15
Carsten Burhop
,
David Chambers
and
Brian R. Cheffins
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods
,
University of Cambridge - Judge Business School, Department of Finance & Accounting
and
University of Cambridge - Faculty of Law
Date Posted: July 23, 2011
Working Paper Series
Limited Market Participation and Asset Prices in the Presence of Earnings Management
FRB International Finance Discussion Paper No. 1019
Bo Sun
Board of Governors of the Federal Reserve System - Division of International Finance - International Banking and Finance Section
Date Posted: July 23, 2011
Working Paper Series
41 downloads
What’s Not There: The Odd-Lot Bias in TAQ Data
Johnson School Research Paper Series No. 31-2011, Midwest Finance Association 2012 Annual Meetings Paper
Maureen O'Hara ,
Chen Yao
and
Mao Ye
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
University of Illinois at Urbana-Champaign
and
University of Illinois at Urbana-Champaign
Date Posted: July 23, 2011
Last Revised: September 16, 2011
Working Paper Series
625 downloads
Market Integrity, Market Efficiency, Market Accuracy
The Business Review, Cambridge, Vol. 17, No. 2, pp. 14-20, Summer 2011
Donald Margotta
Northeastern University - Finance and Insurance Area
Date Posted: July 22, 2011
Accepted Paper Series
46 downloads
Covariances, Characteristics, and General Equilibrium: A Critique
Fisher College of Business Working Paper No. 2011-03-015, Charles A. Dice Center Working Paper No. 2011-15
Xiaoji Lin
and
Lu Zhang
Ohio State University (OSU) - Fisher College of Business
and
Ohio State University - Fisher College of Business
Date Posted: July 22, 2011
Last Revised: February 27, 2012
Working Paper Series
98 downloads
Do Gamblers Correctly Price Momentum in NBA Betting Markets?
Journal of Prediction Markets, Vol. 5, No. 1, pp. 31-50, 2011
Jeremy Arkes
Naval Postgraduate School
Date Posted: July 21, 2011
Accepted Paper Series
60 downloads
Corporate Social Responsibility and Shareholder Value: The Environmental Consciousness of Investors
Caroline Flammer
MIT Sloan School of Management
Date Posted: July 20, 2011
Working Paper Series
438 downloads
Identification of Clusters of Investors from Their Real Trading Activity in a Financial Market
Michele Tumminello
,
Fabrizio Lillo
,
Jyrki Piilo
and
Rosario N. Mantegna
Carnegie Mellon University - Department of Social and Decision Sciences
,
University of Palermo
,
University of Turku
and
Central European University
Date Posted: July 20, 2011
Last Revised: July 25, 2011
Working Paper Series
76 downloads
Large Sample Evidence on the Informativeness of Text in Analyst Reports
Allen Huang ,
Amy Y. Zang and
Rong Zheng
Hong Kong University of Science & Technology (HKUST) - Department of Accounting
,
Hong Kong University of Science & Technology (HKUST) - School of Business and Management
and
Hong Kong University of Science and Technology - School of Business and Management
Date Posted: July 19, 2011
Last Revised: February 28, 2013
Working Paper Series
212 downloads
Examining the Effect of Target Rate News on Australian Interest Rate Futures
International Research Journal of Finance and Economics, Vol. 81, December 2011
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: July 18, 2011
Last Revised: January 20, 2012
Accepted Paper Series
23 downloads
Modeling Stock Prices by Multifractional Brownian Motion: An Improved Estimation of the Pointwise Regularity
Quantitative Finance, Forthcoming
Sergio Bianchi
,
Alexandre Pantanella
and
Augusto Pianese
University of Cassino
,
University of Cassino
and
affiliation not provided to SSRN
Date Posted: July 18, 2011
Accepted Paper Series
Scaling Laws in Stock Markets: An Analysis of Prices and Volumes
MATHEMATICAL AND STATISTICAL METHODS FOR INSURANCE AND FINANCE, Vol. XIV, pp. 35-42, Perna, Cira, Sibillo, Marilena, eds., Springer, 2008
Sergio Bianchi
and
Augusto Pianese
University of Cassino
and
University of Cassino
Date Posted: July 18, 2011
Last Revised: July 30, 2011
Accepted Paper Series
Can Emerging African Stock Markets Improve Their Informational Efficiency by Formally Harmonising and Integrating Their Operations?
Collins G. Ntim ,
Kwaku K. Opong ,
Jo Danbolt and
Frank Senyo Dewotor
University of Southampton - School of Management
,
University of Glasgow - Adam Smith Business School
,
University of Edinburgh Business School
and
Databank Securities Limited
Date Posted: July 17, 2011
Working Paper Series
20 downloads
Liquidity Effects on Carbon Financial Instruments in the EU Emissions Trading Scheme: New Evidence from the Kyoto Commitment Phase
Gbenga Ibikunle
,
Andros Gregoriou and
Naresh Pandit
University of Edinburgh Business School
,
University of East Anglia
and
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 16, 2011
Last Revised: April 21, 2013
Working Paper Series
110 downloads
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