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JEL Code: G10
1,465,056 Total downloads
Showing Papers 1,901 - 1,950 of 4,474
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The Risk of Relying on Reputational Capital: A Case Study of the 2007 Failure of New Century Financial
BIS Working Paper No. 294
Allen Frankel
Bank for International Settlements (BIS)
Date Posted: January 05, 2010
Working Paper Series
168 downloads
Board Networks and the Cost of Corporate Debt
Tuugi Chuluun
,
Andrew K. Prevost and
John Puthenpurackal
Loyola University Maryland
,
Ohio University - Department of Finance
and
University of Nevada, Las Vegas - Department of Finance
Date Posted: March 22, 2010
Last Revised: August 18, 2010
Working Paper Series
167 downloads
Constant Maturity Yield Estimates for India: How well do they Depict the Term Structure?
Suchismita Bose
ICRA Ltd
Date Posted: June 14, 2004
Working Paper Series
167 downloads
Counterparty Risk in Exchange Traded Notes (ETNs): Theory and Evidence
Balazs Cserna
,
Ariel Levy
and
Zvi Wiener
University of Frankfurt
,
affiliation not provided to SSRN
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 11, 2012
Working Paper Series
167 downloads
Integration among G7 Equity Markets: Evidence from iShares
Mahu Barari
,
Brian M. Lucey and
Svitlana Voronkova
Missouri State University - Department of Economics
,
Trinity College, Dublin - School of Business
and
Centre for European Economic Research (ZEW)
Date Posted: May 31, 2005
Working Paper Series
167 downloads
Interdealer Trading in the UK Government Bond Market
Purnendu Nath
London Business School
Date Posted: July 19, 2004
Working Paper Series
167 downloads
Internal Liquidity Risk in Corporate Bond Yield Spreads: Bond- and Market-Level Evidences
Hsien-Hsing Liao
,
Tsung-Kang Chen
and
tsai pei-ling
National Taiwan University
,
Fu Jen Catholic University
and
affiliation not provided to SSRN
Date Posted: March 18, 2009
Last Revised: September 05, 2010
Working Paper Series
167 downloads
Lead-Lag Relationship and its Variation around Information Release: Empirical Evidence from Indian Cash and Futures Markets
Dr. Kedar Nath Mukherjee
and
R. K. Mishra
National Institute of Bank Management
and
Institute of Public Enterprise (IPE)
Date Posted: September 19, 2006
Working Paper Series
167 downloads
Short Interest, Insider Trading, and Stock Returns
Tak Yan Leung and
Steven Shuye Wang
City University of Hong Kong (CityUHK) - Department of Accountancy
and
Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: February 19, 2009
Working Paper Series
167 downloads
The Fed’s Policy Decisions and Implied Volatility
Journal of Futures Markets, Vol. 31, No. 10, pp. 995-1010, 2011
Sami Vähämaa
and
Janne Jaakko Äijö
University of Vaasa
and
University of Vaasa, Department of Accounting and Finance
Date Posted: March 25, 2010
Last Revised: November 29, 2011
Working Paper Series
167 downloads
The Long and Short of It: Why are Stocks with Shorter Runs Preferred?
Priya Raghubir
and
Sanjiv Ranjan Das
University of California, Berkeley - Marketing Group
and
Santa Clara University - Leavey School of Business
Date Posted: February 12, 2004
Working Paper Series
167 downloads
Time Variation in Asset Return Dependence: Strength or Structure?
22nd Australasian Finance and Banking Conference 2009, ERIM Report Series Reference No. ERS-2009-052-F&A
Thijs D. Markwat ,
Erik Kole
and
Dick J. C. van Dijk
Robeco Asset Managment
,
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: August 25, 2009
Last Revised: January 27, 2010
Working Paper Series
167 downloads
Tobin Tax, Minimum Income and the End of Famine in Brazil
Leonardo Cruz Basso ,
Fernando Martha Pinho and
Marcelo Roque da Silva
Mackenzie Presbiterian University - Business Administration
,
Universidade Mackenzie
and
Universidade Presbiteriana Mackenzie
Date Posted: June 20, 2001
Working Paper Series
167 downloads
Change and Constancy in the Financial System: Implications for Financial Distress and Policy
BIS Working Paper No. 237
Claudio E. V. Borio
Bank for International Settlements (BIS) - Research and Policy Analysis
Date Posted: October 19, 2007
Working Paper Series
166 downloads
Competition Without Fungibility: Evidence from Alternative Market Structures for Derivatives
Journal of Banking and Finance, Vol. 31, No. 3, pp. 659-677, March 2007
Söhnke M. Bartram and
Frank Fehle
Warwick Business School - Department of Finance
and
BlueCrest Capital
Date Posted: February 23, 2006
Last Revised: August 20, 2010
Accepted Paper Series
166 downloads
Econometric Analysis of Intra-Daily Activity on Tokyo Stock Exchange
IMES Discussion Paper No. 2005-E-3
Luc Bauwens
Université catholique de Louvain
Date Posted: April 14, 2005
Working Paper Series
166 downloads
Liquidity-Adjusted Market Risk Measures with Stochastic Holding Period
Damiano Brigo and
Claudio Nordio
Department of Mathematics, Imperial College, London
and
Banco Popolare
Date Posted: September 21, 2010
Last Revised: October 22, 2010
Working Paper Series
166 downloads
Pre-Announcement and Event-Period Private Information: A Trading Volume Analysis of Firm Size and Institutional Ownership Effects
Richard A. Schneible Jr. and
Douglas E. Stevens
University at Albany
and
Florida State University
Date Posted: October 03, 2005
Working Paper Series
166 downloads
Trading Activity and Bid-Ask Spreads of Individual Equity Options
Journal of Banking and Finance, Forthcoming
Jinguo Zheng
and
Jason Zhanshun Wei
Peking University - Guang Hua School of Management
and
University of Toronto - Rotman School of Management
Date Posted: February 15, 2010
Working Paper Series
166 downloads
Arbitrage in Stationary Markets
Swiss Finance Institute Research Paper No. 07-32
Igor V. Evstigneev and
Dhruv Kapoor
University of Manchester - Economics, School of Social Sciences
and
affiliation not provided to SSRN
Date Posted: October 09, 2007
Working Paper Series
165 downloads
Bias in the Estimation of Non-Linear Transformations of the Conditional Variance of Returns
Richard D. F. Harris and
Cherif Guermat
University of Exeter - Business School
and
Bristol Business School
Date Posted: January 27, 2003
Working Paper Series
165 downloads
Bits & Pieces & Moral Authority: The Paradox of Success in the 'Unregulated' 19th Century New York Capital Markets
Christian C. Day
Syracuse University - College of Law
Date Posted: August 03, 2004
Working Paper Series
165 downloads
Ideas that Changed the Theory and Practice of Investing: A Conversation with Eugene F. Fama, Phd
Journal of Investment Consulting, Vol. 9, No. 1, pp. 6-14, Fall 2008
Journal of Investment Consulting
Investment Management Consultants Association
Date Posted: October 13, 2010
Accepted Paper Series
165 downloads
The Impact of the Securities Transaction Tax on the Chinese Stock Market
Emerging Markets Finance and Trade, Forthcoming
Yongyang Su
Suffolk University - Department of Economics
Date Posted: July 23, 2009
Last Revised: November 18, 2010
Accepted Paper Series
165 downloads
Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of GARCH, Option Implied and Composite Forecast Models
Banco de Mexico, Research Document No. 2006-04
Guillermo Benavides
Banco de Mexico
Date Posted: December 17, 2008
Accepted Paper Series
165 downloads
Applying the Teachings of Behavioural Finance to Risk Arbitrage Strategy
Stephane Dieudonne
,
Fabienne Cretin
and
Slimane Bouacha
OFI Asset Management
,
OFI Asset Management
and
OFI Asset Management
Date Posted: October 09, 2012
Working Paper Series
164 downloads
Dynamic Asset Beta Measurement
Brandon Chen
and
Jonathan J. Reeves
Victoria University of Wellington
and
Australian School of Business, University of New South Wales
Date Posted: November 21, 2009
Last Revised: January 29, 2012
Working Paper Series
164 downloads
Explanatory Mining for Gold: Contrasting Evidence from Simple and Multiple Regressions
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: September 20, 2010
Working Paper Series
164 downloads
Generic Levy One-Factor Models for the Joint Modelling of Prepayment and Default: Modelling LCDX
Péter Dobránszky
and
Wim Schoutens
BNP Paribas, Risk - Investment & Markets
and
KU Leuven - Department of Mathematics
Date Posted: July 31, 2008
Working Paper Series
164 downloads
Government Policy and Ownership of Equity Securities
ECGI - Finance Working Paper No. 263/2009, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Kristian Rydqvist ,
Joshua D. Spizman
and
Ilya A. Strebulaev
State University of New York at Binghamton - School of Management
,
Loyola Marymount University - Department of Finance and Computer Information Systems
and
Stanford University - Graduate School of Business
Date Posted: July 02, 2009
Last Revised: January 01, 2013
Working Paper Series
164 downloads
Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk
David P. Brown and
Miguel A. Ferreira
University of Wisconsin - Madison - Department of Finance, Investment and Banking
and
Nova School of Business and Economics
Date Posted: March 21, 2006
Working Paper Series
164 downloads
Long Term Bond Markets and Investor Welfare
University of Pennsylvania Finance Working Paper
Yihong Xia (deceased)
University of California, Los Angeles (Deceased)
Date Posted: May 24, 2001
Working Paper Series
164 downloads
Macroeconomic Factors as Determinants of Company Value in the Context of the Ohlson Residual Income Valuation Model; Greek Findings
Konstantinos P. Vergos ,
Apostolos G. Christopoulos
and
Vasilios Kalogirou
University of Portsmouth
,
University of Athens - Department of Economics
and
affiliation not provided to SSRN
Date Posted: June 12, 2011
Working Paper Series
164 downloads
Russian Equity Market Linkages Before and After the 1998 Crisis: Evidence from Time-Varying and Stochastic Cointegration Tests
BOFIT Discussion Paper No. 12/2005
Brian M. Lucey and
Svitlana Voronkova
Trinity College, Dublin - School of Business
and
Centre for European Economic Research (ZEW)
Date Posted: July 26, 2007
Working Paper Series
164 downloads
Stocks, Bills and Inflation in Sri Lanka
Vidyodaya Journal of Social Science, Vol. 8, pp. 157-183, 1997
Lalith P. Samarakoon
University of St. Thomas
Date Posted: April 28, 2009
Accepted Paper Series
164 downloads
The Impact of H-Share Derivatives on the Underlying Equity Market
Steven Shuye Wang ,
Wei Li and
Louis T. W. Cheng
Hong Kong Polytechnic University - School of Accounting and Finance
,
Hong Kong Polytechnic University - School of Accounting and Finance
and
Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: June 16, 2008
Working Paper Series
164 downloads
A Structural Model of Default Risk
Journal of Fixed Income, Vol. 19, No. 3, pp. 77-94, Winter 2010
Jason C. Hsu
,
Jesus Saa-Requejo and
Pedro Santa-Clara
Research Affiliates, LLC
,
Vega Asset Management LLC
and
Nova School of Business and Economics
Date Posted: March 20, 2010
Last Revised: November 03, 2010
Accepted Paper Series
163 downloads
A Study of Granger Causality of Macroeconomic Factors on Indian Stock Markets
Govind Lairellakpam
and
Mihir Dash
Alliance Business School (ABS)
and
Alliance University - School of Business
Date Posted: January 21, 2012
Working Paper Series
163 downloads
Central Banking Post-Crisis: What Compass for Uncharted Waters?
BIS Working Paper No. 353
Claudio E. V. Borio
Bank for International Settlements (BIS) - Research and Policy Analysis
Date Posted: October 19, 2011
Accepted Paper Series
163 downloads
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Turan G. Bali and
Scott Murray
Georgetown University - Robert Emmett McDonough School of Business
and
University of Nebraska - Lincoln
Date Posted: January 30, 2012
Last Revised: April 25, 2012
Working Paper Series
163 downloads
Generalized Hyperbolic Distributions and Brazilian Data
Banco Central do Brasil Working Paper No. 52
José Fajardo and
Aquiles Farias
Getulio Vargas Foundation
and
Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: March 02, 2003
Working Paper Series
163 downloads
Hierarchical Structure of the Internationalized Spanish Hotel Industry
Tourism Management, Vol. 31, No. 1, pp. 57-73, 2010
María Jesús Such
,
Wiston Adrián Risso
,
Laura Parte Esteban
and
Juan Gabriel Brida
Universidad de Alcalá
,
University of Siena - Department of Economics
,
UNED
and
Free University of Bolzano
Date Posted: February 06, 2008
Last Revised: June 18, 2011
Accepted Paper Series
163 downloads
Limit Order Book Reconstruction and Beyond: An Application to Istanbul Stock Exchange
Cumhur Ekinci
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: November 05, 2005
Working Paper Series
163 downloads
Modelling a Multivariate Transaction Process
Ingmar Nolte
Warwick Business School - Finance Group - Financial Econometrics Research Centre
Date Posted: June 26, 2006
Last Revised: November 26, 2007
Working Paper Series
163 downloads
On the New Transformation-based Approach to Value-at-Risk: An Application to Indian Stock Market
Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Gobinda Prasad Samanta
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM)
Date Posted: January 24, 2006
Working Paper Series
163 downloads
Seasonality in the Pakistani Equity Market: The Ramadhan Effect
Pakistan Development Review, Vol. 37, No. 1, 1998
Fazal Husain
Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE)
Date Posted: December 27, 2007
Accepted Paper Series
163 downloads
Shaping Reforms and Business Models for the OTC Derivatives Market: Quo Vadis?
ECMI Research Report No. 5
Diego Valiante
Centre for European Policy Studies (CEPS)
Date Posted: April 20, 2010
Last Revised: February 16, 2012
Working Paper Series
163 downloads
Volatility of Interest Rates in the Euro Area: Evidence from High Frequency Data
ECB Working Paper No. 235
Nuno Cassola
and
Claudio Morana
European Central Bank (ECB)
and
Università di Milano Bicocca
Date Posted: December 02, 2003
Working Paper Series
163 downloads
What do Professional Forecasters' Stock Market Expectations tell us about Herding, Information Extraction and Beauty Contests?
ZEW - Centre for European Economic Research Discussion Paper No. 09-042
Jesper Rangvid ,
Maik Schmeling
and
Andreas Schrimpf
Copenhagen Business School
,
City University London - Sir John Cass Business School
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: September 20, 2009
Last Revised: February 22, 2012
Working Paper Series
163 downloads
Is Difference of Opinion Among Investors a Source of Risk?
Philip Gharghori ,
Madhu Veeraraghavan
and
Quin See
Monash University
,
Monash University – Department of Accounting and Finance and Corporate Finance Cluster
and
Monash University
Date Posted: February 15, 2008
Working Paper Series
162 downloads
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