Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

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

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
  Links: 		5,708,794
Papers with
  Resolved
  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,797,340 Total downloads
Showing Papers 1,921 - 1,970 of 13,811
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper The Fed and Stock Market Anomalies
Paulo F. Maio and Pedro Santa-Clara
Hanken School of Economics and Nova School of Business and Economics
Date Posted: January 17, 2012
Last Revised: April 18, 2013
Working Paper Series
157 downloads

Incl. Electronic Paper The Relation between Corporate Social Responsibility and Stock Prices: An Analysis of the Italian Listed Companies
 Maria Federica Izzo and Francesca di Donato
LUISS Guido Carli University and LUSPIO
Date Posted: January 17, 2012
Working Paper Series
386 downloads

Incl. Electronic Paper Downside Risk in Emerging Markets
Emerging Markets Finance and Trade, Forthcoming
 Yigit Atilgan and K. Ozgur Demirtas
Sabanci University and CUNY Baruch College - Zicklin School of Business
Date Posted: January 16, 2012
Last Revised: December 12, 2012
Accepted Paper Series
94 downloads

Incl. Electronic Paper Fundamental Theorems of Asset Pricing for Piecewise Semimartingales of Stochastic Dimension
Swiss Finance Institute Research Paper No. 11-65
 Winslow Strong
University of California Santa Barbara
Date Posted: January 16, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper The Cross-Section of Stock Returns and Monetary Policy
 Sungjun Cho
Manchester Business School
Date Posted: January 16, 2012
Last Revised: May 13, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper Empirical Evidence for State and Time Separable Preferences: Case Finland
 Nader Shahzad Virk
Hanken School of Economics - Department of Finance and Statistics
Date Posted: January 15, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Internal Inconsistency of Downside CAPM Models
Черемушкин С.В. Противоречивость конструкции моделей CAPM с односторонним риском (Internal Inconsistency of Downside CAPM Models) // Электронный журнал Корпоративные Финансы, 2011, № 4 (20), с. 90-111.,
Sergei Vasilievich Cheremushkin
affiliation not provided to SSRN
Date Posted: January 15, 2012
Last Revised: August 13, 2012
Accepted Paper Series
126 downloads

Incl. Electronic Paper Volatility Forecasting Using Financial Statement Information
 Suhas A. Sridharan
Stanford University - Graduate School of Business
Date Posted: January 15, 2012
Last Revised: March 15, 2012
Working Paper Series
228 downloads

Incl. Electronic Paper Deriving the Free Cash Flow (FCF) for Firm Valuation - Why We Should Include the Change in Non-Operational Working Capital in the Net Working Capital Calculation When Deriving the FCF
 Robert Richard Stockfis
affiliation not provided to SSRN
Date Posted: January 14, 2012
Last Revised: January 20, 2012
Working Paper Series
245 downloads

Incl. Electronic Paper Does Disclosure Regulation Work? Evidence from International IPO Markets
Contemporary Accounting Research, Forthcoming
 Charles Shi , Kuntara Pukthuanthong and Thomas John Walker
NUS Business School, National University of Singapore , San Diego State University - College of Business Administration and Concordia University, Quebec - Department of Finance
Date Posted: January 14, 2012
Accepted Paper Series
70 downloads

Incl. Electronic Paper Dynamic Strategic Arbitrage
AFA 2013 San Diego Meetings Paper
 Vincent Fardeau
Federal Reserve Board
Date Posted: January 14, 2012
Last Revised: November 16, 2012
Working Paper Series
97 downloads

Incl. Electronic Paper Market Structure and the Limits of Arbitrage
 Vincent Fardeau
Federal Reserve Board
Date Posted: January 14, 2012
Last Revised: November 30, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Valuing GWBs with Stochastic Interest Rates and Volatility
 Sebastian Jaimungal , Ryan Donnelly and Dmitri Rubisov
University of Toronto - Department of Statistics , University of Toronto - Department of Mathematics and BMO Capital Markets
Date Posted: January 14, 2012
Last Revised: January 19, 2012
Working Paper Series
184 downloads

Incl. Electronic Paper A Direct Approach to Cross Market Spillovers
 Siri Valseth and Kjell Jorgensen
University of Stavanger Business School and BI Norwegian Business School - Department of Financial Economics
Date Posted: January 13, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper On the Robustness of the Extended Fama-French Three Factor Model
 Intan Nurul Awwaliyah and Zaafri Ananto Husodo
Department of Management, Universitas Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: January 12, 2012
Last Revised: February 13, 2013
Working Paper Series
95 downloads

Incl. Electronic Paper Price Discovery in Government Bond Markets
 Siri Valseth
University of Stavanger Business School
Date Posted: January 12, 2012
Last Revised: June 30, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper A Survey of Systemic Risk Analytics
U.S. Department of Treasury, Office of Financial Research No. 0001
 Dimitrios Bisias , Mark D. Flood , Andrew W. Lo and Stavros Valavanis
Massachusetts Institute of Technology (MIT) , Independent , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Date Posted: January 11, 2012
Last Revised: January 13, 2012
Working Paper Series
1340 downloads

Incl. Electronic Paper Ambiguity Measurement
 Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: January 11, 2012
Last Revised: July 09, 2012
Working Paper Series
438 downloads

Incl. Electronic Paper Financial Market Segmentation, Stock Market Volatility and the Role of Monetary Policy
 Anastasia S. Zervou
Texas A&M University (TAMU) - Department of Economics
Date Posted: January 11, 2012
Last Revised: January 29, 2013
Working Paper Series
33 downloads

Informativeness of Value-at-Risk Disclosure in the Banking Industry
 Xiaohua Fang
Georgia State University- J. Mack Robinson College of Business
Date Posted: January 11, 2012
Working Paper Series

Incl. Electronic Paper On the Definition of Discount Rates in a Multi-Period Equity Valuation Setting
 Matthias Meitner and Felix Streitferdt
Allianz SE and affiliation not provided to SSRN
Date Posted: January 11, 2012
Working Paper Series
54 downloads

Incl. Electronic Paper The Term Structure of Inflation Compensation in the Nominal Yield Curve
FRB of Cleveland Working Paper No. 11-33
 Mehmet Pasaogullari and Simeon Tsonev
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 11, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis
Applied Mathematical Finance, Volume 19, Issue 6, 2012, 535-552
 Álvaro Cartea and Dimitris Karyampas
University College London and UBS AG
Date Posted: January 10, 2012
Last Revised: March 11, 2013
Accepted Paper Series
205 downloads

Incl. Electronic Paper There is No Hidden Reinvestment Assumption in Discounting Formula and IRR: Logical and Mathematical Arguments
 Sergei Vasilievich Cheremushkin
affiliation not provided to SSRN
Date Posted: January 10, 2012
Last Revised: October 22, 2012
Working Paper Series
189 downloads

Incl. Electronic Paper Liquidity Risk and the Cross-Section of Hedge-Fund Returns
FDIC Working Paper No. 2010-10
 Ronnie Sadka
Boston College - Carroll School of Management
Date Posted: January 09, 2012
Working Paper Series
40 downloads

Incl. Electronic Paper Originate-to-Distribute Model and the Subprime Mortgage Crisis
FDIC Working Paper No. 2010-08
 Amiyatosh K. Purnanandam
University of Michigan - Stephen M. Ross School of Business
Date Posted: January 09, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Smiles All Around: FX Joint Calibration in a Multi-Heston Model
 Alvise De Col , Alessandro Gnoatto and Martino Grasselli
affiliation not provided to SSRN , Ludwig-Maximilians-Universität Munich and University of Padua
Date Posted: January 09, 2012
Working Paper Series
122 downloads

Is Unlevered Firm Volatility Asymmetric?
Journal of Empirical Finance, Vol. 18, No. 4, 2011
 Hazem Daouk and David Ng
Cornell University - School of Applied Economics and Management and Cornell University
Date Posted: January 08, 2012
Accepted Paper Series

Incl. Electronic Paper Does Voluntary Disclosure Level Affect the Value Relevance of Accounting Information?
Accounting & Taxation, Vol. 3, No. 2, pp. 65-84, 2011
 Mishari M Alfaraih and Faisal S. Alanezi
Public Authority for Applied Education and Training (PAAET) and Public Authority for Applied Education and Training (PAAET)
Date Posted: January 07, 2012
Accepted Paper Series
195 downloads

Incl. Electronic Paper Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
 Andras Fulop , Junye Li and Jun Yu
ESSEC Business School , ESSEC Business School and Singapore Management University
Date Posted: January 07, 2012
Last Revised: October 09, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper Relative Valuation of U.S. Insurance Companies
Review of Accounting Studies, Forthcoming, Columbia Business School Research Paper No. 12-3
 Doron Nissim
Columbia University - Columbia Business School
Date Posted: January 07, 2012
Accepted Paper Series
211 downloads

Incl. Electronic Paper Are Downside Higher Order Co-Moments Priced?: Evidence from the French Market
The International Journal of Business and Finance Research, Vol. 6, No. 1, pp. 65-81, 2012
 Houda Hafsa and Dorra Hmaied
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 06, 2012
Accepted Paper Series
52 downloads

Incl. Electronic Paper Integrated Alpha Modeling
Advanced Risk & Portfolio Management Paper
 Xavier Gerard , Ron Guido and Peter Wesselius
Achmea , Solo Capital and Independent
Date Posted: January 06, 2012
Last Revised: October 24, 2012
Working Paper Series
269 downloads

Incl. Electronic Paper Is the Value Effect Seasonal? Evidence from Global Equity Markets
The International Journal of Business and Finance Research, Vol. 6, No. 2, pp. 21-33, 2012
 Praveen Das and S. P. Uma Rao
University of Louisiana at Lafayette and University of Louisiana at Lafayette
Date Posted: January 06, 2012
Accepted Paper Series
143 downloads

Incl. Electronic Paper Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual Notes
The International Journal of Business and Finance Research, Vol. 6, No. 2, pp. 91-100, 2012
 Po-Cheng Wu , Arthur C. Lee and Cheng-Kun Kuo
Kainan University , National Taipei College of Business and National Taiwan University - College of Management
Date Posted: January 06, 2012
Accepted Paper Series
33 downloads

Incl. Electronic Paper Propuesta De Un Indicador De Salud Financiera Y Su Efecto En La Predicción Del Fracaso Empresarial (Indicator of Financial Health Proposal and its Impact on Probability of Default)
Revista International Administración & Finanzas, Vol. 5, No. 3, pp. 19-40, 2012,
 Antonina Módica-Milo , J. Samuel Baixauli and Susana Alvarez
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 06, 2012
Accepted Paper Series
43 downloads

Incl. Electronic Paper Sorting Out Downside Beta
 Thierry Post , Pim van Vliet and Simon D. Lansdorp
Koc University - Graduate School of Business , Robeco Asset Management - Quantitative Strategies and Robeco Quantitative Strategies
Date Posted: January 06, 2012
Last Revised: October 10, 2012
Working Paper Series
507 downloads

Incl. Electronic Paper Why is Price Discovery in Credit Default Swap Markets News-Specific?
European Banking Center Discussion Paper No. 2012-004, CentER Discussion Paper Discussion Paper Series No. 2012-006
 Ian W. Marsh and Wolf Wagner
City University London - Sir John Cass Business School and Tilburg University - Department of Economics
Date Posted: January 06, 2012
Last Revised: January 25, 2012
Working Paper Series
67 downloads

Incl. Electronic Paper Speculative Bubbles in Agricultural Prices
 Philipp Adämmer , Martin T. Bohl and Patrick M. Stephan
University of Muenster , University of Muenster and University of Muenster
Date Posted: January 05, 2012
Last Revised: March 27, 2013
Working Paper Series
610 downloads

Incl. Fee Electronic Paper Short Selling Behavior and Mad Money
Financial Review, Vol. 47, Issue 1, pp. 65-89, 2012
 Jeffrey Hobbs , Terrill R. Keasler and Chris McNeil
affiliation not provided to SSRN , Appalachian State University - John A. Walker College of Business and Appalachian State University - Finance, Banking & Insurance
Date Posted: January 05, 2012
Accepted Paper Series
3 downloads

Incl. Fee Electronic Paper Short Selling: The Impact of Sec Rule 201 of 2010
Financial Review, Vol. 47, Issue 1, pp. 37-64, 2012
 Chinmay Jain , Pankaj K. Jain and Thomas H. McInish
University of Memphis - Fogelman College of Business and Economics , University of Memphis - Fogelman College of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Date Posted: January 05, 2012
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Sovereign CDS Spreads, Volatility, and Liquidity: Evidence from 2010 German Short Sale Ban
Financial Review, Vol. 47, Issue 1, pp. 171-197, 2012
 Xiaoling Pu and Jianing Zhang
Kent State University - Department of Finance and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: January 05, 2012
Accepted Paper Series
2 downloads

Incl. Electronic Paper Central Bank Communication and Correlation between Financial Markets: Canada and the United States
 Melanie-Kristin Beck , Bernd Hayo and Matthias Neuenkirch
affiliation not provided to SSRN , University of Marburg - Faculty of Economics and Business Administration and RWTH Aachen University - School of Economics and Business Administration
Date Posted: January 05, 2012
Last Revised: July 09, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Do Investors Use Customer Metrics to Value High Growth Service Firms?
The International Journal of Business and Finance Research, Vol. 6, No. 2, pp. 1-19, 2012
 Neeraj Gupta and Joseph H. Golec
affiliation not provided to SSRN and University of Connecticut - Department of Finance
Date Posted: January 05, 2012
Accepted Paper Series
33 downloads

Incl. Electronic Paper The Cross-Country Comparability of IFRS Earnings and Book Values: Evidence from France and Germany
Journal of International Accounting Research, Forthcoming
 Qing Liao , Thorsten Sellhorn and Hollis Ashbaugh Skaife
University of Wisconsin - Madison , WHU - Otto Beisheim School of Management and University of Wisconsin, Madison - Department of Accounting and Information Systems
Date Posted: January 05, 2012
Accepted Paper Series
231 downloads

Incl. Electronic Paper An Equilibrium Asset Pricing Model with Labor Market Search
Fisher College of Business Working Paper No. 2012-03-001, Charles A. Dice Center Working Paper No. 2012-1
 Lars-Alexander Kuehn , Nicolas Petrosky-Nadeau and Lu Zhang
Carnegie Mellon University - David A. Tepper School of Business , Carnegie Mellon University - David A.Tepper School of Business and Ohio State University - Fisher College of Business
Date Posted: January 04, 2012
Last Revised: January 18, 2013
Working Paper Series
198 downloads

Incl. Electronic Paper Don’t Confuse Brains with a Bull Market: Attribution Bias, Market Condition, and Trading Behavior of Individual Investors
 Zhen Shi and Na Wang
Georgia State University and Hofstra University
Date Posted: January 04, 2012
Working Paper Series
214 downloads

Incl. Electronic Paper The Information Content of the Embedded Deflation Option in TIPS
FEDS Working Paper No. 2011-58
 Olesya V. Grishchenko , Joel M. Vanden and Jianing Zhang
Federal Reserve Board , Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: January 04, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper A Dynamic Inflation Hedging Trading Strategy Using a CPPI
Journal of Finance & Risk Perspectives, Volume 1 (2) 2012, 12th ACRN International Research Conference Proceeding 2012, Steyr, European Business Research Conference Proceedings 2012, Rome
Nicolas Fulli-Lemaire
Amundi Asset Management
Date Posted: January 03, 2012
Last Revised: January 07, 2013
Accepted Paper Series
255 downloads

Incl. Electronic Paper Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns
International Journal of Economic Sciences and Applied Research, Vol. 4, No. 3, pp. 75-92, 2011
 Emmanuel Anoruo
Coppin State University
Date Posted: January 03, 2012
Last Revised: January 23, 2013
Accepted Paper Series
79 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 apollo6 in 4.407 seconds