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SSRN eLibrary Statistics:

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

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

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  References: 		238,981
Total References: 8,480,523
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Total Citation
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Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G14
3,696,489 Total downloads
Showing Papers 1,821 - 1,870 of 9,882
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper The Impact of the Disposition Effect on Liquidity and Stock Prices
 Darwin Choi
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: July 16, 2011
Last Revised: March 20, 2013
Working Paper Series
88 downloads

Incl. Electronic Paper The Financial Crisis as a Crisis of Democracy: Towards Prudential Regulation Through Public Reasoning
 Matthias Goldmann
Max Planck Institute for Comparative Public Law and International Law
Date Posted: July 15, 2011
Last Revised: May 01, 2013
Working Paper Series
269 downloads

Bank Competition, Interest Rates and Access to Finance in the WAEMU
QUEL SECTEUR BANCAIRE POUR LE FINANCEMENT DES ÉCONOMIES DE I’UEMOA? Sogué Diarisso, Ahmadou Aly Mbaye, Ibrahima Thione Diop, eds., L'Harmattan, March 2011 ,
Mame Fatou Diagne
Université Gaston Berger de Saint-Louis - GERSEG
Date Posted: July 15, 2011
Working Paper Series
23 downloads

Incl. Electronic Paper Market Liquidity: Does Insider Trading Matter?
 Christoph G. Rösch and Christoph Kaserer
Technische Universität München (TUM) and Technische Universität München (TUM)
Date Posted: July 15, 2011
Last Revised: January 15, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets
International Journal of Trade, Economics and Finance, Vol. 2, No. 1, pp. 52-60
 Sergio Bianchi and Alexandre Pantanella
University of Cassino and University of Cassino
Date Posted: July 15, 2011
Accepted Paper Series
21 downloads

Incl. Electronic Paper Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models
 Axel Groß-Klußmann and Nikolaus Hautsch
Humboldt Universität zu Berlin and Humboldt-Universität zu Berlin
Date Posted: July 15, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper Out of Sight, Out of Mind: The Value of Political Connections in Social Networks
 Quoc-Anh Do , Yen Teik Lee , Bang Dang Nguyen and Kieu-Trang Nguyen
Sciences Po - Department of Economics , Singapore Management University - School of Business , University of Cambridge - Judge Business School and London School of Economics & Political Science
Date Posted: July 13, 2011
Last Revised: August 29, 2011
Working Paper Series
122 downloads

Incl. Electronic Paper The Rise and Fall of US Dollar Interest Rate Volatility: Evidence from Swaptions
BIS Quarterly Review, Forthcoming
Bank for International Settlements and Fabio Fornari
Bank for International Settlements and European Central Bank (ECB)
Date Posted: July 13, 2011
Accepted Paper Series
29 downloads

Incl. Electronic Paper Price Discovery of Credit Spreads in Tranquil and Crisis Periods
ICMA Centre Discussion Papers in Finance DP2011-17
 Davide Avino , Emese Lazar and Simone Varotto
University of Reading - ICMA Centre , University of Reading - ICMA Centre and ICMA Centre - Henley Business School, University of Reading
Date Posted: July 12, 2011
Last Revised: August 08, 2012
Working Paper Series
110 downloads

Incl. Electronic Paper Regulating IPOs: Evidence from Going Public in London and Berlin, 1900-1913
ECGI - Law Working Paper No. 180/2011, University of Cambridge Faculty of Law Research Paper No. 2/2012
 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 12, 2011
Last Revised: March 16, 2012
Working Paper Series
230 downloads

Incl. Electronic Paper Stock Market Crashes in 2007-2009: Were We Able to Predict Them?
 Sebastien Lleo and William T. Ziemba
Reims Management School (RMS) and University of British Columbia (UBC) - Sauder School of Business
Date Posted: July 12, 2011
Last Revised: March 18, 2012
Working Paper Series
269 downloads

Incl. Fee Electronic Paper IPO Trading Without Market Makers or Underwriter Price Support
Financial Review, Vol. 46, Issue 3, pp. 459-483, 2011
 Daniel J. Bradley , Mingsheng Li and Jing Shi
University of South Florida , Bowling Green State University - College of Business Administration and Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics
Date Posted: July 11, 2011
Accepted Paper Series
2 downloads

Long-Term Growth in Housing Prices and Stock Returns
Real Estate Economics, Forthcoming
 Henock Louis and Amy X. Sun
Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Department of Accounting
Date Posted: July 10, 2011
Accepted Paper Series

Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market
Journal of Futures Markets, Forthcoming
 Zhiguang Wang , Scott W. Fausti and Bashir A. Qasmi
South Dakota State University , South Dakota State University - Department of Economics and affiliation not provided to SSRN
Date Posted: July 10, 2011
Accepted Paper Series

Incl. Electronic Paper VPIN and the Flash Crash
 Torben G. Andersen and Oleg Bondarenko
Northwestern University - Kellogg School of Management and University of Illinois at Chicago - Department of Finance
Date Posted: July 09, 2011
Last Revised: October 12, 2011
Working Paper Series
743 downloads

Incl. Electronic Paper Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
Journal of Finance, Forthcoming
 Mozaffar Khan , Leonid Kogan and George Serafeim
University of Minnesota - Twin Cities - Carlson School of Management , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard University - Harvard Business School
Date Posted: July 08, 2011
Accepted Paper Series
150 downloads

Regulatory Trading Restrictions, Overvaluation, and Insider Selling
The Journal of Trading (Summer 2012), pp. 1-18
 Rustin T. Yerkes
Samford University
Date Posted: July 08, 2011
Last Revised: June 12, 2012
Accepted Paper Series

Incl. Electronic Paper The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector
 Martin Rohleder
University of Augsburg
Date Posted: July 08, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Are Stock-for-Stock Acquirers of Unlisted Targets Really Less Overvalued?
 Henock Louis
Pennsylvania State University - Smeal College of Business
Date Posted: July 07, 2011
Last Revised: December 03, 2012
Working Paper Series
139 downloads

Incl. Electronic Paper Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios
 Vladyslav Sushko , Makoto Nirei and Theodoros G. Stamatiou
Bank for International Settlements (BIS) - Monetary and Economic Department , Hitotsubashi University and EFG Eurobank - Division of Research and Forecasting
Date Posted: July 07, 2011
Last Revised: January 13, 2012
Working Paper Series
71 downloads


 

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