Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months: 		68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
  Resolved
  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G1
12,992,379 Total downloads
Showing Papers 18,901 - 18,950 of 36,704
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Do Firms Believe in Interest Rate Parity?
Review of Finance, Forthcoming
Matthew R. McBrady , Sandra Mortal and Michael J. Schill
University of Virginia (UVA) - Darden School of Business , University of Memphis and University of Virginia - Darden Graduate School of Business Administration
Date Posted: March 08, 2008
Last Revised: August 18, 2010
Accepted Paper Series
170 downloads

Incl. Electronic Paper Does FOMC News Increase Global FX Trading?
 Andreas M. Fischer and Angelo Ranaldo
Swiss National Bank and University of St. Gallen
Date Posted: March 08, 2008
Working Paper Series
82 downloads

Incl. Electronic Paper Insider Trade Disclosure, Market Efficiency, and Liquidity
 Andrea M. Buffa
Boston University
Date Posted: March 08, 2008
Last Revised: May 19, 2013
Working Paper Series
409 downloads

Incl. Electronic Paper Inverse Currency Futures Hedging
 Eric Terry
Ryerson University
Date Posted: March 08, 2008
Working Paper Series
196 downloads

Incl. Electronic Paper Macroeconomic Conditions and Capital Structure Adjustment Speed
 Douglas O. Cook and Tian Tang
University of Alabama - Culverhouse College of Commerce & Business Administration and University of Alabama
Date Posted: March 08, 2008
Working Paper Series
636 downloads

Incl. Electronic Paper Optimal Housing, Consumption, and Investment Decisions over the Life-Cycle
 Holger Kraft and Claus Munk
Goethe University Frankfurt and Copenhagen Business School
Date Posted: March 08, 2008
Last Revised: January 12, 2011
Working Paper Series
390 downloads

Incl. Electronic Paper Private Acquisition Gains: A Contingent Claims Explanation
 John A. Doukas , Halit Gonenc and Auke Plantinga
Old Dominion University - College of Business & Public Administration , University of Groningen - Faculty of Economics and Business and University of Groningen
Date Posted: March 08, 2008
Last Revised: January 16, 2012
Working Paper Series
93 downloads

Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences
Review of Finance, Vol. 15, pp. 441-474, 2011
 Martin Rohleder , Hendrik Scholz and Marco Wilkens
University of Augsburg , Friedrich-Alexander-University (FAU) Erlangen-Nürnberg and University of Augsburg
Date Posted: March 08, 2008
Last Revised: July 09, 2011
Accepted Paper Series

Incl. Electronic Paper The Effect of CSR on Stock Performance: New Evidence for the USA and Europe
CER-ETH - Center of Economic Research at ETH Zurich, Working Paper No. 08/85
 Urs von Arx and Andreas Ziegler
ETH Zürich and Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Date Posted: March 08, 2008
Last Revised: November 18, 2009
Working Paper Series
669 downloads

Incl. Electronic Paper The Liquidity Component of the Equity Premium
 Peter L. Swan and André Levy
University of New South Wales (UNSW) and Australian Prudential Regulation Authority
Date Posted: March 08, 2008
Working Paper Series
183 downloads

Incl. Electronic Paper The Performance of Deterministic and Stochastic Interest Rate Risk Measures
 Luís Oliveira , João Pedro Vidal Nunes and Luís Malcato
Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - ISCTE Business School , ISCTE Business School and ISCTE Business School / Portuguese Association of Insurers (APS)
Date Posted: March 08, 2008
Working Paper Series
303 downloads

Incl. Electronic Paper Yield Curve Factors, Yield Volatility, and the Predictability of Bond Excess Returns
 Nikolaus Hautsch and Yangguoyi Ou
Humboldt-Universität zu Berlin and Humboldt University of Berlin - School of Business and Economics
Date Posted: March 08, 2008
Working Paper Series
336 downloads

A Term Structure Model for Defaultable Bonds with Macro and Latent Variables
 Marco Bonomo and Alexandre Lowenkron
EPGE - Getulio Vargas Foundation and Banco BBM
Date Posted: March 07, 2008
Working Paper Series

Deposit Interest Ceiling and the Cost of Bank Borrowing
Eastern Economic Journal, Vol. 6, No. 2, pp. 119-130, April 1980
Robert L. Greenfield and Uzi Yaari
Fairleigh Dickinson University - Silberman College of Business and Rutgers University
Date Posted: March 07, 2008
Last Revised: March 13, 2008
Accepted Paper Series

Incl. Electronic Paper Does Using Time-Varying Target Leverage Ratios in Structural Credit Risk Models Improve Their Accuracy?
Journal of Risk Model Validation, Volume 6/Number 3, page 27-49, 2012
 C. H. Hui , T. C. Wong , C.F. Lo and M. X. Huang
Hong Kong Monetary Authority - Research Department , Hong Kong Monetary Authority - Research Department , Chinese University of Hong Kong (CUHK) and Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics
Date Posted: March 07, 2008
Last Revised: October 05, 2012
Accepted Paper Series
177 downloads

Incl. Electronic Paper Dynamic Jump Intensities and Risk Premia: Evidence from S&P500 Returns and Options
Journal of Financial Economics, Forthcoming., AFA 2010 Atlanta Meetings Paper, EFA 2008 Athens Meetings Paper
 Peter Christoffersen , Kris Jacobs and Chayawat Ornthanalai
University of Toronto - Rotman School of Management , University of Houston - C.T. Bauer College of Business and University of Toronto - Rotman School of Management
Date Posted: March 07, 2008
Last Revised: January 22, 2012
Working Paper Series
690 downloads

Heterogeneity of Agents and Exchange Rate Dynamics
 Eelke de Jong and Willem F. C. Verschoor
Radboud University Nijmegen - Department of Economics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: March 07, 2008
Working Paper Series

Incl. Electronic Paper Locally-Capped Investment Products and the Retail Investor
Journal of Derivatives, Vol. 18, No. 4, pp. 72-88
 Carole Bernard , Phelim P. Boyle and William Gornall
University of Waterloo , Wilfrid Laurier University - School of Business & Economics and University of Waterloo
Date Posted: March 07, 2008
Last Revised: January 29, 2012
Accepted Paper Series
770 downloads

Incl. Electronic Paper Speed of Learning About Firms' Profitability and Their Price Multiples: A Global Perspective
EFA 2008 Athens Meetings Paper
 Pankaj K. Jain and Udomsak Wongchoti
University of Memphis - Fogelman College of Business and Economics and Massey University - School of Economics and Finance
Date Posted: March 07, 2008
Last Revised: March 01, 2010
Working Paper Series
174 downloads

Incl. Electronic Paper Strategic Asset Allocation with Relative Performance Concerns
EFA 2008 Athens Meetings Paper
 Suleyman Basak and Dmitry Makarov
London Business School and New Economic School
Date Posted: March 07, 2008
Working Paper Series
131 downloads

Incl. Electronic Paper The Role of Soft and Hard Information in the Pricing of Assets and Contract Design - Evidence from Screenplay Sales
EFA 2008 Athens Meetings Paper
 William N. Goetzmann , S. Abraham Ravid , Ronald Sverdlove and Vicente Pons-Sanz
Yale School of Management - International Center for Finance , Yeshiva University - Syms School of Business , New Jersey Institute of Technology, School of Management and Yale School of Management
Date Posted: March 07, 2008
Working Paper Series
160 downloads

Time-Varion in Term Premia
 Willem F. C. Verschoor , Ron Jongen and Christian C. P. Wolff
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Dutch Central Bank (DNB) and University of Luxembourg - Luxembourg School of Finance
Date Posted: March 07, 2008
Working Paper Series

Incl. Electronic Paper Developed Market Crises and Developed-Emerging Return Comovements
 Xi Dong
INSEAD - Finance
Date Posted: March 06, 2008
Last Revised: April 26, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Strategic Default, Debt Structure, and Stock Returns
 Philip Valta
HEC Paris (Groupe HEC) - Finance Department
Date Posted: March 06, 2008
Last Revised: March 13, 2013
Working Paper Series
100 downloads

Incl. Electronic Paper Hedging Under Model Misspecification: All Risk Factors are Equal, But Some are More Equal than Others ...
The Journal of Futures Markets, Vol. 32, No. 5, 397–430 (2012),
Nicole Branger , Christian Schlag , Eva Schneider and Norman Seeger
University of Muenster - Finance Center Muenster , Goethe University Frankfurt - Department of Finance , Goethe University Frankfurt - Department of Finance and VU University Amsterdam
Date Posted: March 06, 2008
Last Revised: January 29, 2013
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks
Journal of Finance, Vol. 65, No. 5, pp. 1949-1986, AFA 2009 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper
 Steven R. Grenadier and Andrey Malenko
Stanford Graduate School of Business and MIT Sloan School of Management
Date Posted: March 06, 2008
Last Revised: November 21, 2010
Accepted Paper Series
417 downloads

Incl. Electronic Paper Ambiguity, no Arbitrage, and the Limits to Rational Expectations
 Hendri Adriaens , Bas Donkers and Bertrand Melenberg
CentERdata, Tilburg University , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tilburg University - Center for Economic Research (CentER)
Date Posted: March 06, 2008
Working Paper Series
167 downloads

Incl. Electronic Paper Asset Pricing Models and Economic Risk Premia: A Decomposition
Journal of Empirical Finance, Forthcoming
 Pierluigi Balduzzi and Cesare Robotti
Boston College - Carroll School of Management and Federal Reserve Bank of Atlanta
Date Posted: March 06, 2008
Last Revised: September 10, 2009
Working Paper Series
107 downloads

Incl. Electronic Paper Asymmetric Information in the Interbank Foreign Exchange Market
 Geir Hoidal Bjonnes , Carol L. Osler and Dagfinn Rime
The Norwegian School of Management BI , Brandeis University - International Business School and Central Bank of Norway
Date Posted: March 06, 2008
Working Paper Series
167 downloads

Incl. Electronic Paper Asymptotic Maturity Behavior of the Term Structure
 Klaas Schulze
McMaster University
Date Posted: March 06, 2008
Last Revised: October 06, 2010
Working Paper Series
109 downloads

Incl. Electronic Paper Bad Days and Good Nights: A Re-Examination of Non-Traded and Traded Period Returns
 Zvi Wiener and Robert Tompkins
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Business School of Finance & Management (HfB) - Bankakademie Group
Date Posted: March 06, 2008
Working Paper Series
92 downloads

Incl. Electronic Paper By How Much Can a Diversified Approach to Investing Improve the Prospects of Reducing a DB Pension Deficit?
 Andrew Brigden , Shamik Dhar and Andrew Clare
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: March 06, 2008
Working Paper Series
107 downloads

Incl. Electronic Paper Commodity Asian Options: A Closed-Form Formula
EFA 2008 Athens Meetings Paper
 Gianluca Fusai , Marina Marena and Andrea Roncoroni
University of Piemonte Orientale - Facoltà di Economia , University of Eastern Piedmont and ESSEC Business School
Date Posted: March 06, 2008
Working Paper Series
706 downloads

Incl. Electronic Paper Credit Ratings and the Cross-Section of Stock Returns
EFA 2008 Athens Meetings Paper
 Doron Avramov , Tarun Chordia , Gergana Jostova and Alexander Philipov
Hebrew University of Jerusalem , Emory University - Department of Finance , George Washington University - Department of Finance and George Mason University - Finance Area
Date Posted: March 06, 2008
Last Revised: February 08, 2009
Working Paper Series
1086 downloads

Incl. Electronic Paper Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System
 Christoph M. Breig and Ralf Elsas
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: March 06, 2008
Last Revised: July 23, 2009
Working Paper Series
164 downloads

Incl. Electronic Paper Differences in Portfolios Across Countries: Economic Environment versus Household Characteristics
 Dimitris Christelis , Dimitris Georgarakos and Michael Haliassos
European Central Bank (ECB) - Directorate General Research , University of Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: March 06, 2008
Last Revised: November 26, 2012
Working Paper Series
628 downloads

Incl. Electronic Paper Dividend Yield Strategy in the British Stock Market 1994-2007
 Janusz Brzeszczynski , Kathryn Archibald , Jerzy Gajdka and Joanna Brzeszczynska
Heriot-Watt University, Edinburgh , Heriot-Watt University , University of Lodz and Heriot-Watt University
Date Posted: March 06, 2008
Working Paper Series
975 downloads

Incl. Electronic Paper Does Investor Awareness Matter for Asset Pricing?
 Burcu Hacibedel
SIFR
Date Posted: March 06, 2008
Working Paper Series
84 downloads

Incl. Electronic Paper Emerging versus Developed Volatility Indexes: The Comparison of VIW20 and VIX Index
 Robert Slepaczuk and Grzegorz Zakrzewski
Warsaw University, Department of Economics and affiliation not provided to SSRN
Date Posted: March 06, 2008
Working Paper Series
374 downloads

Incl. Electronic Paper Escape from New York: The Market Impact of Loosening Disclosure Requirements
EFA 2008 Athens Meetings Paper
 Nuno Goncalves Gracias Fernandes , Ugur Lel and Darius P. Miller
IMD International , Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: March 06, 2008
Last Revised: October 02, 2012
Working Paper Series
318 downloads

Incl. Electronic Paper Estimating the Costs of International Equity Investments
 Rosanne Vanpee
KU Leuven Faculty of Economics and Business
Date Posted: March 06, 2008
Working Paper Series
89 downloads

Incl. Electronic Paper Estimating the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data
 Oliver Entrop , Christoph Memmel , Marco Wilkens and Alexander Zeisler
University of Passau , Deutsche Bundesbank , University of Augsburg and Barclays
Date Posted: March 06, 2008
Last Revised: June 17, 2011
Working Paper Series
928 downloads

Incl. Electronic Paper Financial Development and Asymmetric Information
 Angelos A. Antzoulatos , Chris Tsoumas and Dimitris Kyriazis
University of Piraeus - Department of Banking and Financial Management , University of Piraeus - Department of Banking and Financial Management and University of Piraeus - Department of Banking and Financial Management
Date Posted: March 06, 2008
Working Paper Series
277 downloads

Incl. Electronic Paper Hedging the Time-Varying Risk Exposures of Momentum Returns
 Martin Martens and Arco Van Oord
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: March 06, 2008
Last Revised: October 12, 2012
Working Paper Series
241 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 How Do Euro Area Inflation Expectations Evolve Over Time?
 Magnus Andersson , Jacob Ejsing and Julian von Landesberger
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: March 06, 2008
Working Paper Series
102 downloads

Incl. Electronic Paper Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns
Journal of Finance forthcoming
 Esther Eiling
University of Toronto - Joseph L. Rotman School of Management
Date Posted: March 06, 2008
Last Revised: December 13, 2011
Accepted Paper Series
536 downloads

Incl. Electronic Paper Integrating Multiple Commodities in a Model of Stochastic Price Dynamics
Journal of Energy Markets, Vol. 2, No. 3, 2009
 Raphael Paschke and Marcel Prokopczuk
University of Mannheim - Department of Business Administration and Finance and Zeppelin University - Institute of Corporate Management & Economics
Date Posted: March 06, 2008
Last Revised: April 24, 2012
Accepted Paper Series
584 downloads

Incl. Electronic Paper Investing at Home and Abroad: Different Costs, Different People?
University of Salerno, CSEF Working Paper No. 188
 Dimitris Christelis and Dimitris Georgarakos
European Central Bank (ECB) - Directorate General Research and University of Frankfurt
Date Posted: March 06, 2008
Last Revised: April 13, 2011
Working Paper Series
174 downloads

Incl. Electronic Paper Leaders, Followers, and Risk Dynamics in Industry Equilibrium
AFA 2007 Chicago Meetings Paper, EFA 2009 Bergen Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
 Murray Carlson , Engelbert J. Dockner , Adlai J. Fisher and Ron Giammarino
University of British Columbia (UBC) - Sauder School of Business , WU Vienna University of Economics and Business , University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
Date Posted: March 06, 2008
Last Revised: May 06, 2013
Accepted Paper Series
593 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo8 in 7.673 seconds