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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
Papers Received in
  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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  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
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5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G12
5,856,674 Total downloads
Showing Papers 181 - 230 of 13,874
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Incl. Electronic Paper Die Bestimmung Des Unternehmenswertes Konventioneller Mikrofinanzbanken Ohne Börsennotierung Anhand Von Kundenlebenswerten Unter Berücksichtigung Von Handlungsflexibilität (Valuation of Microfinance Banks)
Dirk Lebe
Independent
Date Posted: April 22, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper A Reduced Form CoCo Model with Deterministic Conversion Intensity
Patrick Cheridito and Zhikai Xu
Princeton University and Princeton University
Date Posted: April 21, 2013
Last Revised: April 26, 2013
Working Paper Series
44 downloads

Measuring Monetary Policy Expectations
Australian Journal of Management, Vol. 38, No. 1, 2013
Vijay A. Murik
Independent
Date Posted: April 19, 2013
Accepted Paper Series

The January Effect, Does Options Trading Matter?
Australian Journal of Management, Vol. 38, No. 1, 2013
Cameron Truong
Monash University
Date Posted: April 19, 2013
Last Revised: May 02, 2013
Accepted Paper Series

Incl. Electronic Paper The Conditional Relation between Dispersion and Return
Review of Financial Economics, Forthcoming
Riza Demirer and Shrikant Jategaonkar
Southern Illinois University Edwardsville - Department of Economics & Finance and Southern Illinois University at Edwardsville
Date Posted: April 19, 2013
Accepted Paper Series
40 downloads

Incl. Electronic Paper Probability Weighting and Asset Prices
Maik Dierkes
University of Muenster - Finance Center Muenster
Date Posted: April 19, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Madera Inc: Significado de Fondos Propios y Beneficio (Meaning of Net Worth and Net Income)
Pablo Fernandez , Isabel Fernández Acín and Pablo Linares
University of Navarra - IESE Business School , University of Navarra and University of Navarra, IESE Business School
Date Posted: April 18, 2013
Last Revised: April 30, 2013
Working Paper Series
553 downloads

Incl. Electronic Paper Monte Carlo Pricing with Local Volatility Grids
Damian Abasto , Bernhard Hientzsch and Mark P. Kust
Independent , Independent and Independent
Date Posted: April 18, 2013
Last Revised: April 28, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
Columbia Business School Research Paper No. 13-32
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: April 17, 2013
Working Paper Series
298 downloads

Incl. Electronic Paper …and the Cross-Section of Expected Returns
Campbell R. Harvey , Yan Liu and Heqing Zhu
Duke University - Fuqua School of Business , Duke University and Duke University - Fuqua School of Business
Date Posted: April 17, 2013
Last Revised: June 15, 2013
Working Paper Series
555 downloads

Incl. Electronic Paper Linear Beta Pricing with Inefficient Benchmarks
Quarterly Journal of Finance, Forthcoming, FIRN Research Paper
George Diacogiannis and David Feldman
University of Piraeus - Department of Banking and Financial Management and University of New South Wales - Banking & Finance, Australian School of Business
Date Posted: April 17, 2013
Accepted Paper Series
28 downloads

Incl. Electronic Paper Russian Financial Market in 2008-2009: Trends, Crisis Mitigation Measures, Institutional Issues
Russian Economy in 2009. Trends and Outlooks. Issue 31. Vol. 1. Moscow 2010
Alexander E. Abramov
Gaidar Institute for Economic Policy
Date Posted: April 16, 2013
Accepted Paper Series
27 downloads

Incl. Electronic Paper Momentum and Reversion in Risk Neutral Martingale Probabilities
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: April 16, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper The Returns on Investment Grade Diamonds
CentER Discussion Paper Series No. 2013-025
Luc Renneboog
Tilburg University - Department of Finance
Date Posted: April 16, 2013
Last Revised: April 17, 2013
Working Paper Series
43 downloads

Incl. Electronic Paper Corporates and Financial Engineering: A Few Case Studies
Antonie Kotze
Financial Chaos Theory
Date Posted: April 16, 2013
Working Paper Series
22 downloads

Role of Independent Supervisory Board Members in Central and Eastern European Countries
International Journal of Disclosure and Governance, 2011, Vol. 8, No. 1, pp. 77-98.
Anna Zamojska , Maria Aluchna and Michal Przybylowski
University of Gdansk - Econometrics , Independent and Gdansk Institute for Market Economy
Date Posted: April 16, 2013
Accepted Paper Series

Incl. Electronic Paper Projection Hedging in Incomplete Markets
Hirbod Assa and Nikolay Gospodinov
Concordia University, Quebec and Concordia University, Quebec - Department of Economics
Date Posted: April 15, 2013
Working Paper Series
23 downloads

Strategic Illegal Insider Trading Prior to Price Sensitive Announcements
Journal of Financial Crime, 2011, 18(3), 247-253
Frank Sensenbrenner III , Alex Frino and Thomas H. McInish
Johns Hopkins University School of Advanced International Studies , University of Sydney - Discipline of Finance and University of Memphis - Fogelman College of Business and Economics
Date Posted: April 14, 2013
Accepted Paper Series

Incl. Electronic Paper Price Discovery in Liquid UK Shares Pre and Post MiFID
Michael J. Aitken , Frederick H. deB. Harris and Frank Sensenbrenner III
University of New South Wales (UNSW) - School of Banking and Finance , Wake Forest University and Johns Hopkins University School of Advanced International Studies
Date Posted: April 14, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Predictability on Complete Financial Markets
Gabriel Frahm
Helmut Schmidt University
Date Posted: April 14, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Investor Sentiment and Accruals Anomaly: European Evidence
Francisca Beer , Badreddine Hamdi and Mohamed Zouaoui
California State University, San Bernardino , University of Burgundy and University of Burgundy
Date Posted: April 14, 2013
Working Paper Series
63 downloads

The Volatility Effect in Emerging Markets
Emerging Markets Review (2013, Forthcoming)
David Blitz , Juan Pang and Pim van Vliet
Robeco Asset Management - Quantitative Strategies , Shell Asset Management Company and Robeco Asset Management - Quantitative Strategies
Date Posted: April 14, 2013
Accepted Paper Series

Incl. Electronic Paper Application of Synthetic Straddles for Equity Risk Management
Materiály VII Mezinárodní Vědecko Praktická Konference, Zprávy Vědecké Ideje, 2011,
Yuriy Vasilievich Trifonov , Sergey Nikolaevitch Yashin , Egor Viktorovich Koshelev and Dimitry V. Chuhmanov
Lobachevsky State University of Nizhni Novgorod , Nizhni Novgorod State University , Lobachevsky State University of Nizhni Novgorod and Lobachevsky State University of Nizhni Novgorod
Date Posted: April 13, 2013
Accepted Paper Series
22 downloads

Incl. Electronic Paper On Dynamic Hedging of Single-Tranche Collateralized Debt Obligations
Swiss Finance Institute Research Paper No. 13-18
Zehra Eksi and Damir Filipovic
Vienna University of Economics and Business Administration-Institute for Statistics and Mathematics and Ecole Polytechnique Fédérale de Lausanne
Date Posted: April 12, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Refund Options on South African Equities
Antonie Kotze
Financial Chaos Theory
Date Posted: April 12, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Analysts, Macroeconomic News, and the Benefit of In-House Economists
Artur Hugon , Alok Kumar and An-Ping Lin
Arizona State University (ASU) , University of Miami - School of Business Administration and Arizona State University (ASU) - W.P. Carey School of Business
Date Posted: April 12, 2013
Last Revised: May 20, 2013
Working Paper Series
73 downloads

Incl. Electronic Paper Optimal Execution Comparison Across Risks and Dynamics, with Solutions for Displaced Diffusions
Damiano Brigo and Giuseppe Di Graziano
Department of Mathematics, Imperial College, London and Deutsche Bank AG
Date Posted: April 11, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Refund Options on South African Equities
Antonie Kotze
Financial Chaos Theory
Date Posted: April 11, 2013
Last Revised: April 16, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Revealed Preference and the Strength/Weight Hypothesis
Constantinos Antoniou , Glenn W. Harrison , Morten I. Lau and Daniel Read
University of Exeter - Xfi Centre for Finance and Investment , Georgia State University - J. Mack Robinson College of Business , Durham Business School and University of Warwick - Warwick Business School
Date Posted: April 11, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper American Options: Upper Bounds on the Cost of Delayed Exercise
Arun Chockalingam and Haolin Feng
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences and Lingnan (University) College, Sun Yat-sen University
Date Posted: April 11, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Post-Issue Performance of IPOs in India
International Journal of Financial Management, Volume 3 Issue 1 January 2013, pp 19-30 (ISSN 2229-5682).
Sudesh Kumar Sharma , Sanjiv Mittal and Naresh K. Gupta
Sinhgad Institute of Management , Guru Gobind Singh Indraprastha University - University School of Management Studies and University of Delhi
Date Posted: April 10, 2013
Accepted Paper Series
19 downloads

Incl. Electronic Paper Limits to Arbitrage: Empirical Evidence from Euro Area Sovereign Bond Markets
Stefano Corradin and Maria Rodriguez Moreno
European Central Bank (ECB) and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: April 10, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Subjective Bayesian Beliefs
Constantinos Antoniou , Glenn W. Harrison , Morten I. Lau and Daniel Read
University of Exeter - Xfi Centre for Finance and Investment , Georgia State University - J. Mack Robinson College of Business , Durham Business School and University of Warwick - Warwick Business School
Date Posted: April 10, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Bond Market Response to the Collapse of Prominent Investment Banks
Si Li , Jeff Madura and Nivine Richie
Wilfrid Laurier University - School of Business & Economics , Florida Atlantic University - College of Business and University of North Carolina Wilmington
Date Posted: April 10, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Insider Trading and Credit Rating: Evidence from the US.
Bill M. Kiwia
Institute of Finance Management
Date Posted: April 10, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Utility Maximization in an Illiquid Market
Swiss Finance Institute Research Paper No. 13-17
Halil Mete Soner and Mirjana Vukelja
ETH Zürich and Independent
Date Posted: April 10, 2013
Working Paper Series
98 downloads

Incl. Electronic Paper The General Structure of Optimal Investment and Consumption with Small Transaction Costs
Swiss Finance Institute Research Paper No. 13-15
Jan Kallsen and Johannes Muhle-Karbe
Munich University of Technology and ETH Zürich
Date Posted: April 09, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Expectations of Functions of Stochastic Time with Application to Credit Risk Modeling
FEDS Working Paper No. 2013-14
Ovidiu Costin , Michael B. Gordy , Min Huang and Pawel Szerszen
Ohio State University , Board of Governors of the Federal Reserve , University of Chicago and Federal Reserve Board
Date Posted: April 09, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Is the Rational Investor Dead? Behavorial Finance vs. Portfolio Theory
The Hague Executive Campus Private Equity Summit 2013 - Discussion Paper
Roger Dayala
The Hague Executive Campus - Department of Finance
Date Posted: April 09, 2013
Last Revised: April 26, 2013
Working Paper Series
63 downloads

Incl. Electronic Paper Credit-Easing Policy in an Incomplete Markets Economy
Tokyo Center for Economic Research (TCER) Paper No. E-50
Shiba Suzuki
Department of Economics, Meisei University
Date Posted: April 09, 2013
Working Paper Series
19 downloads

Religion and Stock Price Crash Risk
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Rotman School of Management Working Paper No. 2246476
Jeffrey L. Callen and Xiaohua Fang
University of Toronto - Rotman School of Management and Georgia State University - J. Mack Robinson College of Business
Date Posted: April 08, 2013
Last Revised: June 06, 2013
Accepted Paper Series

Incl. Electronic Paper Unit IPO's: A Case of Specified Purpose Acquisition Companies (SPACs)
Mirjana Cizmovic , Milan Lakicevic and Milos Vulanovic
Mediterranean University , College of Economics and Western New England University
Date Posted: April 08, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Does Fund Trading Pressure Trigger Firm Timing of Payout Policies?
Gianpaolo Parise
Swiss Finance Institute
Date Posted: April 07, 2013
Last Revised: May 03, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Deferred Taxes and Cost of Debt: Evidence from Japan
Yumi Inamura and Shin'ya Okuda
Niigata University - Faculty of Economics and Osaka Gakuin University
Date Posted: April 07, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Portfolio Selection with Bayesian Risk in Brazilian Stock Market
Melquiades Pereira Lima , Vinicio Almeida and Rodrigo Jose Pires Ferreira Sr.
Federal University of Rio Grande do Norte - UFRN , Federal University of Rio Grande do Norte - UFRN and UFPE
Date Posted: April 07, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market
Robin K. Chou , George H. K. Wang and Yun-Yi Wang
National Chengchi University , George Mason University - Finance Area and Feng Chia University
Date Posted: April 06, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper The Mystery of Zero-Leverage Firms
Journal of Financial Economics (JFE), Forthcoming
Ilya A. Strebulaev and Baozhong Yang
Stanford University - Graduate School of Business and Georgia State University - Robinson College of Business
Date Posted: April 06, 2013
Accepted Paper Series
69 downloads

Incl. Electronic Paper Important Characteristics, Weaknesses and Errors in German Equity Data from Thomson Reuters Datastream and Their Implications for the Size Effect
Roman Brückner
University of Mannheim - Department of Business Administration and Finance
Date Posted: April 06, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Stock Prices, News, and Economic Fluctuations: Comment
FEDS Working Paper No. 2013-08
André Kurmann and Elmar Mertens
Federal Reserve Board and Government of the United States of America - Division of Monetary Affairs
Date Posted: April 06, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Rafi Replication: Easier Done than Said?
Journal of Asset Management Vol. 13, 3, 210-225
Paskalis Glabadanidis , Ivan Obaydin and Ralf Zurbruegg
University of Adelaide Business School , University of Adelaide - Business School and University of Adelaide
Date Posted: April 05, 2013
Accepted Paper Series
15 downloads


 

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