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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

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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
12,993,050 Total downloads
Showing Papers 1,951 - 2,000 of 36,705
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Incl. Electronic Paper Deleveraging Risk
Pedro A. C. Saffi and Kari Sigurdsson
Cambridge Judge Business School - Finance and Blackrock
Date Posted: November 27, 2012
Last Revised: March 18, 2013
Working Paper Series
116 downloads

Incl. Electronic Paper The Determinants of the CDS-Bond Basis During the Financial Crisis of 2007-2009
Netspar Discussion Paper No. 11/2011-124
Jennie Bai and Pierre Collin-Dufresne
Federal Reserve Bank of New York and Columbia Business School - Finance and Economics
Date Posted: November 27, 2012
Working Paper Series
66 downloads

Incl. Electronic Paper A Quasi-Bounded Target Zone Model – Theory and Application to Hong Kong Dollar
HKIMR Working Paper No.28/2012
C.F. Lo , C. H. Hui , S.W. Chu and Tom Fong
Chinese University of Hong Kong (CUHK) , Hong Kong Monetary Authority - Research Department , Chinese University of Hong Kong (CUHK) and Hong Kong Monetary Authority
Date Posted: November 27, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper The Modified Dividend-Price Ratio
Ioannis Neokosmidis and Vassilis Polimenis
affiliation not provided to SSRN and Aristotle University of Thessaloniki
Date Posted: November 26, 2012
Last Revised: December 13, 2012
Working Paper Series
61 downloads

Incl. Electronic Paper Do Foreign Listings in the U.S. Affect U.S. Firms?
Sergei Sarkissian and Yan Wang
McGill University and McGill University - Desautels Faculty of Management
Date Posted: November 26, 2012
Last Revised: February 20, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Introducing Daylight to Structured Credit Products
Hendrik Bessembinder , William F. Maxwell and Kumar Venkataraman
University of Utah - Department of Finance , SMU - Cox School and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: November 26, 2012
Working Paper Series
57 downloads

Incl. Electronic Paper What is the Real Story for Interest Rate Volatility?
FRB Richmond Working Paper No. 99-9
Andreas Hornstein and Harald Uhlig
Federal Reserve Bank of Richmond and University of Chicago - Department of Economics
Date Posted: November 26, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Impact of Canadian SOX from an Acquisition Perspective
Ash Hossain
Concordia University - John Molson School of Business
Date Posted: November 26, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Foreign Capital Investments and Economic Crises in Turkey
International Journal of Social Sciences and Humanity Studies, Vol. 3, No. 1, 2011
Mustafa Öztürk and Osman Nuri Aras
Fatih University - Department of International Trade and Fatih University - Department of International Trade
Date Posted: November 26, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper The Survival and Success of Canadian Penny Stock IPOs
CIRANO - Scientific Publications 2009s-28
Cécile Carpentier and Jean-Marc Suret
Laval University and Laval University
Date Posted: November 26, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper An FBSDE Approach to American Option Pricing with an Interacting Particle Method
Masaaki Fujii , Seisho Sato and Akihiko Takahashi
University of Tokyo - Faculty of Economics , The Graduate University for Advanced Studies - The Institute of Statistical Mathematics and University of Tokyo - Graduate School of Economics
Date Posted: November 26, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Applications of Robust Statistics in Portfolio Theory
Mathematical Economics, 8(15), 2012
Bartosz Kaszuba
Wroclaw University of Economics
Date Posted: November 25, 2012
Last Revised: April 07, 2013
Accepted Paper Series
133 downloads

Incl. Electronic Paper Downside Market Risk of Carry Trades
Victoria Dobrynskaya
London School of Economics & Political Science (LSE)
Date Posted: November 25, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper Outside Directors and Stock Return Volatility: The Foreign Investor Connection
Steven J. Jordan , Ji-Hwan Lee and Elisabeth A. Bui
affiliation not provided to SSRN , KAIST Business School and Graduate School of International Studies
Date Posted: November 25, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Information Content in Sneer Asymmetry: An Application to OOS Implied Volatility Forecasting
Youngsoo Choi , Steven J. Jordan and Wonchang Lee
Hankuk University of Foreign Studies , affiliation not provided to SSRN and Hi Investment & Securities Co., Ltd.
Date Posted: November 25, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Phase Transition in a Log-Normal Markov Functional Model
Journal of Mathematical Physics, Vol.. 52, 2011
Dan Pirjol
affiliation not provided to SSRN
Date Posted: November 25, 2012
Accepted Paper Series
15 downloads

Incl. Electronic Paper Corporate Governance, Minority Shareholders and Dynamic Value: The Italian Experience of the Freeze-Out
Corporate Governance & Control, Volume 7, Issue 1, Fall 2009
Mauro Romano
University of Foggia
Date Posted: November 25, 2012
Accepted Paper Series
117 downloads

Incl. Electronic Paper Optimal Stock Allocation under Loss Aversion in Consumption
Giuliano Curatola
Swiss Finance Institute
Date Posted: November 24, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Risk, Uncertainty, and Expected Returns
AFA 2013 San Diego Meetings Paper
Turan G. Bali and Hao Zhou
Georgetown University - Robert Emmett McDonough School of Business and PBC School of Finance, Tsinghua University
Date Posted: November 24, 2012
Last Revised: January 11, 2013
Working Paper Series
414 downloads

Incl. Electronic Paper How You Estimate the Yield Curve Matters!
Luiz Paulo Fichtner
New University of Lisbon - Faculdade de Economia
Date Posted: November 24, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Can There Be an Explicit Formula for Implied Volatility?
Stefan Gerhold
Vienna University of Technology
Date Posted: November 24, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Inter-Linkages, Co-Integration and Global Financial Crisis: India's Experience and Preparedness
Vanita Tripathi , Ritika Seth and Mohit Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce , Motilal Nehru College, University of Delhi and affiliation not provided to SSRN
Date Posted: November 24, 2012
Working Paper Series
28 downloads

Martingale Difference Hypothesis and Financial Crisis: Empirical Evidence from European Emerging Foreign Exchange Markets
Economic Systems, Vol. 36, No. 3, 2012
Dorina Lazar , Alexandru Todea and Diana Filip
Babes-Bolyai University - Faculty of Economics and Business Administration , Babes-Bolyai University - Faculty of Economics and Business Administration and Babes-Bolyai University - Faculty of Economics and Business Administration
Date Posted: November 24, 2012
Accepted Paper Series

Incl. Electronic Paper Implied Probabilities of Default from Colombian Money Market Spreads: The Merton Model under Equity Market Informational Constraints
Borradores de Economia, Num. 743, 2012
Carlos León
Banco de la República (Central Bank of Colombia)
Date Posted: November 24, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Investment Horizon Dependent CAPM: Adjusting Beta for Long-Term Dependence
Carlos León , Karen Leiton and Alejandro Reveiz
Banco de la República (Central Bank of Colombia) , affiliation not provided to SSRN and World Bank
Date Posted: November 24, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper Explaining Momentum and Value Simultaneously
Jun Li
University of Texas at Dallas
Date Posted: November 23, 2012
Working Paper Series
101 downloads

Incl. Electronic Paper Money for Nothing…: A Case Study of Financial Class Action Litigation
Jens Carsten Jackwerth
University of Konstanz - Department of Economics
Date Posted: November 23, 2012
Working Paper Series
21 downloads

Monetary Policy and Stock Prices in Small Open Economies: Empirical Evidence for the New EU Member States
Economic Systems, Vol. 36, No. 3, 2012
Mara Pirovano
affiliation not provided to SSRN
Date Posted: November 23, 2012
Accepted Paper Series

Incl. Electronic Paper Are CDS Spreads Predictable? An Analysis of Linear and Non-Linear Forecasting Models
Davide Avino and Ogonna Nneji
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: November 23, 2012
Last Revised: April 29, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Investor Reaction to Mandatory Offers on the Warsaw Stock Exchange
Contemporary Economics, Vol. 6, No. 2, pp. 74-83, 2012
Szymon Okoń
Poznan University of Economics
Date Posted: November 23, 2012
Accepted Paper Series
20 downloads

Incl. Electronic Paper Robust Inference in Linear Asset Pricing Models
Rotman School of Management Working Paper No. 2179620
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Concordia University, Quebec - Department of Economics , University of Toronto - Rotman School of Management and Federal Reserve Bank of Atlanta
Date Posted: November 23, 2012
Last Revised: March 23, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Geography and Capital: Foreign Listings of U.S. Railroads during the First Era of Financial Globalization
Darden Business School Working Paper No. 2179088
David Chambers , Sergei Sarkissian and Michael J. Schill
University of Cambridge - Judge Business School, Department of Finance & Accounting , McGill University and University of Virginia - Darden Graduate School of Business Administration
Date Posted: November 23, 2012
Last Revised: January 23, 2013
Working Paper Series
70 downloads

Incl. Electronic Paper Development of the Banking Sector in Russia in 2011
Russian Economy in 2011, Trends and Outlooks, Issue 33, Moscow, 2012
Alexey Vedev and Michael Khromov
Gaidar Institute for economic policy and Gaidar Institute for Economic Policy
Date Posted: November 23, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper ‘Is Residual Income Model (RIM) Really Superior to Dividend Discount Model (DDM)?’ – A Misconception
IOSR Journal of Business and Management (IOSR-JBM), Volume 5, Issue 6 (Nov. -Dec.), Page 36-44 , ISSN: 2278-487X. DOI: 10.9790/487X-0563644, 2012
Mohammad Ali Tareq
Shiga University - Department of Economics
Date Posted: November 22, 2012
Last Revised: May 05, 2013
Accepted Paper Series
67 downloads

Incl. Electronic Paper The Rapid Growth of Open Architecture in the Japanese Investment Trust Industry
Nomura Journal of Capital Markets, Vol. 4, No. 1, 2012
Takahiro Hattori
Nomura Institute of Capital Markets Research
Date Posted: November 22, 2012
Accepted Paper Series
10 downloads

Incl. Electronic Paper Impact of Changes in Best-Selling Investment Trusts on Sales Commission: Asset Class-Based Analysis
Nomura Journal of Capital Markets, Vol. 4, No. 1, 2012
Takahiro Hattori
Nomura Institute of Capital Markets Research
Date Posted: November 22, 2012
Accepted Paper Series
6 downloads

Incl. Electronic Paper Catalysts for Price Discovery in the European Union Emissions Trading System
Emma Schultz and John Swieringa
Australian National University (ANU) and Australian National University (ANU)
Date Posted: November 22, 2012
Working Paper Series
10 downloads

Incl. Electronic Paper High Frequency Trading and Listed Companies - The Shrinking Role of Disclosure
Giuseppe Ciallella
LUISS Guido Carli
Date Posted: November 22, 2012
Last Revised: December 01, 2012
Working Paper Series
127 downloads

Incl. Electronic Paper Combining Latin Hypercube Sampling with Other Variance Reduction Techniques
Natalie Packham
Frankfurt School of Finance & Management gemeinnützige GmbH
Date Posted: November 22, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Modeling Hedge Fund Lifetimes: A Dependent Competing Risks Framework with Latent Exit Types
Sherry Haghani
York University
Date Posted: November 22, 2012
Last Revised: December 12, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Interconnectedness and Contagion
Hal S. Scott
Harvard Law School
Date Posted: November 22, 2012
Last Revised: December 10, 2012
Working Paper Series
124 downloads

Getting Real Forecasts, State Price Densities and Risk Premium from Euribor Options
Vesela Ivanova and Josep Maria Puigvert Gutierrez
Goethe University Frankfurt - House of Finance and European Central Bank
Date Posted: November 22, 2012
Last Revised: April 27, 2013
Working Paper Series

Incl. Electronic Paper A Portfolio-Balance Approach to the Nominal Term Structure
Thomas B. King
Federal Reserve Board
Date Posted: November 21, 2012
Working Paper Series
24 downloads

Contagious Runs in Money Market Funds and the Impact of a Government Guarantee
Hugh Hoikwang Kim
University of Pennsylvania - The Wharton School
Date Posted: November 21, 2012
Working Paper Series

Incl. Electronic Paper Measures of Fiscal Risk in Hydrocarbon-Exporting Countries
IMF Working Paper No. 12/260
Carlos Caceres and Leandro Medina
International Monetary Fund (IMF) and George Washington University - Department of Economics
Date Posted: November 21, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper Does the Law of Diminishing Return Drive Down Return on Equity Investments?
Ulugbek Saidiev
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Date Posted: November 21, 2012
Last Revised: November 29, 2012
Working Paper Series
16 downloads

Derivatives Mismarking Cases
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: November 21, 2012
Last Revised: November 28, 2012
Working Paper Series

Incl. Electronic Paper How Experience Sampling Affects Risk Taking Behavior in Financial Product Choices
Meike Bradbury , Thorsten Hens and Stefan Zeisberger
University of Zurich - Department of Banking and Finance , Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: November 21, 2012
Last Revised: December 06, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper On Diversification
Ben Jacobsen and Frans de Roon
New Zealand Institute of Advanced Study and Tilburg University - Department of Finance
Date Posted: November 21, 2012
Working Paper Series
200 downloads

Incl. Electronic Paper Global Return Premiums on Earnings Quality, Value, and Size
Max Kozlov and Antti Petajisto
BlackRock and New York University (NYU) - Department of Finance
Date Posted: November 21, 2012
Last Revised: January 08, 2013
Working Paper Series
305 downloads


 

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