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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,050
Full Text Papers: 397,938
Authors: 228,554
Papers Received in
  Last 12 months:
69,482

Paper Downloads:
To date: 66,677,453
Last 12 months: 11,211,022
Last 30 days: 825,416

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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
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G10
1,465,056 Total downloads
Showing Papers 1,901 - 1,950 of 4,474
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Interdealer Trading in the UK Government Bond Market
Purnendu Nath
London Business School
Date Posted: July 19, 2004
Working Paper Series
167 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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