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226,737
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JEL Code: G1
12,988,429 Total downloads
Showing Papers 2,051 - 2,100 of 36,695
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Does Renegotiation of Financial Contracts Matter for Shareholders? Empirical Evidence from Europe
Christophe J. Godlewski
LaRGE Research Center (University of Strasbourg)
Date Posted: November 16, 2012
Working Paper Series
14 downloads
Bank Capital Regulation with Asymmetric Countries
La Trobe University: School of Economics Working Paper No. 8
Damien Eldridge ,
Heidi Ryoo
and
Axel Wieneke
La Trobe University School of Economics
,
La Trobe University - School of Economics and Finance
and
La Trobe University
Date Posted: November 16, 2012
Working Paper Series
24 downloads
The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market
Yee Cheng Loon
and
Zhaodong Zhong
State University of New York at Binghamton
and
Rutgers University
Date Posted: November 15, 2012
Working Paper Series
90 downloads
Has Financial Innovation Made the World Riskier? CDS, Regulatory Arbitrage and Systemic Risk
Tanju Yorulmazer
Federal Reserve Bank of New York
Date Posted: November 15, 2012
Last Revised: April 26, 2013
Working Paper Series
118 downloads
Can Tight and Centralized Financial Regulations Prevent Financial Crises? Effects of Financial Regulations on Monetary Policy
Eurozone and Its Neighbors: The Third Year of Crisis, Bučovice: Martin Stříž Publishing,
2012,
Tomáš Otáhal
and
Václav Rybáček
FBE MENDELU in Brno
and
University of Economics, Prague - Faculty of Economics and Public Administration
Date Posted: November 15, 2012
Last Revised: December 12, 2012
Working Paper Series
26 downloads
Characterization of Optimal Strategy for Multi-Asset Investment and Consumption with Transaction Costs
Xinfu Chen
and
Min Dai
affiliation not provided to SSRN
and
National University of Singapore (NUS) - Department of Mathematics
Date Posted: November 15, 2012
Working Paper Series
50 downloads
Financial Analysts Impact on Stock Volatility
Clara I. Gonzalez
and
Ricardo Gimeno
Foundation for Applied Economic Research (FEDEA)
and
Bank of Spain
Date Posted: November 15, 2012
Working Paper Series
55 downloads
A New Test of Financial Contagion with Application to the US Banking Sector
Cody Yu-Ling Hsiao
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: November 15, 2012
Working Paper Series
37 downloads
Credit Rating Changes and Institutional Trading
Journal of Trading, Forthcoming
Pankaj K. Jain and
Qin Wang
University of Memphis - Fogelman College of Business and Economics
and
University of Michigan - Dearborn
Date Posted: November 15, 2012
Last Revised: December 07, 2012
Accepted Paper Series
45 downloads
Disagreement, Underreaction, and Stock Returns: A Decomposition Perspective of the Return Predictability of Analyst Forecast Dispersion
Ling Cen
,
K. C. John Wei and
Liyan Yang
University of Toronto - Rotman School of Management
,
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
University of Toronto - Rotman School of Management
Date Posted: November 15, 2012
Last Revised: March 11, 2013
Working Paper Series
58 downloads
Portfolio Selection with Multiple Spectral Risk Constraints
Advanced Risk & Portfolio Management Paper
Carlos Abad
and
Garud Iyengar
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: November 15, 2012
Accepted Paper Series
118 downloads
Modeling Credit Risk with Partial Information
Annals of Applied Probability, Forthcoming, Johnson School Research Paper Series No. 4-2013
Umut Cetin
,
Robert A. Jarrow ,
Philip Protter
and
Yildiray Yildirim
Cornell University - Cornell Theory Center (CTC)
,
Cornell University - Samuel Curtis Johnson Graduate School of Management
,
Columbia University
and
Syracuse University - Whitman School of Management
Date Posted: November 14, 2012
Last Revised: February 07, 2013
Working Paper Series
44 downloads
Speed, Algorithmic Trading, and Market Quality Around Macroeconomic News Announcements
Tinbergen Institute Discussion Paper No. 12-121/III
Martin L. Scholtus ,
Dick J. C. van Dijk and
Bart Frijns
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
,
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Auckland University of Technology - Faculty of Business & Law
Date Posted: November 14, 2012
Working Paper Series
192 downloads
Trade Execution Skill by Floor Traders in Futures Markets: A Reexamination
Haiwei Chen
University of Texas, Pan American
Date Posted: November 14, 2012
Working Paper Series
7 downloads
Building Castles in the Air: Evidence from Industry IPO Waves
Zhi Da
,
Ravi Jagannathan and
Jianfeng Shen
University of Notre Dame - Mendoza College of Business
,
Northwestern University - Kellogg School of Management
and
The University of New South Wales - School of Banking and Finance, Australian School of Business
Date Posted: November 14, 2012
Last Revised: January 26, 2013
Working Paper Series
64 downloads
Suitability of Microfinance as an Investment Option
CERGE-EI Working Paper Series No. 470
Karel Janda and
Barbora Svárovská
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
and
Charles University in Prague
Date Posted: November 14, 2012
Working Paper Series
28 downloads
Exchange-Traded Funds: Sector Performance and Diversification
Carl F. Luft
and
John P. Plamondon
DePaul University - Department of Finance
and
DePaul University - Department of Finance
Date Posted: November 14, 2012
Working Paper Series
70 downloads
Systematic and Idiosyncratic Risk in the Cross-Section of Price Target Expected Returns
Georgetown McDonough School of Business Research Paper
Turan G. Bali and
Scott Murray
Georgetown University - Robert Emmett McDonough School of Business
and
University of Nebraska - Lincoln
Date Posted: November 14, 2012
Last Revised: April 19, 2013
Working Paper Series
107 downloads
No-Arbitrage Taylor Rules with Switching Regimes
Management Science, Forthcoming
Haitao Li ,
Tao Li
and
Cindy Yu
University of Michigan - Stephen M. Ross School of Business
,
City University of Hong Kong (CityUHK) - Department of Economics & Finance
and
Iowa State University
Date Posted: November 13, 2012
Last Revised: December 11, 2012
Accepted Paper Series
24 downloads
International Diversification and Dependence Structure of Equity Portfolios during Market Crashes: The Archimedean Copula Approach
Proceedings of 19th International Business Research Conference 2012
John Weirstrastrass Muteba Mwamba
and
Paula Mokwena
University of Johannesburg
and
affiliation not provided to SSRN
Date Posted: November 13, 2012
Working Paper Series
Empirical Cross-Sectional Asset Pricing
Stefan Nagel
Stanford Graduate School of Business
Date Posted: November 13, 2012
Working Paper Series
145 downloads
What Do Dividend Paying Firms Tell Us about the Return Decomposition?
Abhay Abhyankar and
Pedro Angel Garcia-Ares
University of Exeter Business School, University of Exeter
and
University of Exeter
Date Posted: November 13, 2012
Working Paper Series
91 downloads
Alternative Defaultable Term Structure Models
Quantitative Finance Research Centre Research Paper No. 242
Nicola Bruti-Liberati
,
Christina Nikitipoulos Sklibosios ,
Eckhard Platen and
Erik Schlogl
affiliation not provided to SSRN
,
University of Technology, Sydney - Faculty of Business
,
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: November 13, 2012
Working Paper Series
13 downloads
Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability
FRB of New York Staff Report No. 581
Eric Ghysels ,
Casidhe Horan
and
Emanuel Moench
University of North Carolina (UNC) at Chapel Hill - Department of Economics
,
The Stephen M. Ross School of Business at the University of Michigan
and
Federal Reserve Bank of New York
Date Posted: November 13, 2012
Last Revised: November 15, 2012
Working Paper Series
181 downloads
When is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads
FRB of New York Staff Report No. 579
Jennie Bai and
Shang-Jin Wei
Federal Reserve Bank of New York
and
Columbia Business School - Finance and Economics
Date Posted: November 13, 2012
Working Paper Series
26 downloads
Have Financial Markets Become More Informative?
FRB of New York Staff Report No. 578
Jennie Bai ,
Thomas Philippon and
Alexi Savov
Federal Reserve Bank of New York
,
New York University (NYU) - Department of Finance
and
New York University (NYU) - Department of Finance
Date Posted: November 13, 2012
Last Revised: April 18, 2013
Working Paper Series
43 downloads
On Bounding Credit Event Risk Premia
FRB of New York Staff Report No. 577
Jennie Bai ,
Pierre Collin-Dufresne ,
Robert S. Goldstein
and
Jean Helwege
Federal Reserve Bank of New York
,
Columbia Business School - Finance and Economics
,
University of Minnesota - Twin Cities
and
University of South Carolina
Date Posted: November 13, 2012
Working Paper Series
31 downloads
Do Contagion Effects Exist in Capital Flow Volatility?
Asian Development Bank Economics Working Paper Series No. 302
Hyun-Hoon Lee
,
Cyn‐Young Park and
Hyung-suk Byun
Kangwon National University
,
Asian Development Bank - Economic Research
and
Kangwon National University
Date Posted: November 13, 2012
Working Paper Series
12 downloads
A Fresh Look at Cross-Border Valuation and FX Hedging Decisions
Journal of Applied Finance, Forthcoming
Kirt C. Butler ,
Thomas J. O'Brien and
Gwinyai Utete
Michigan State University
,
University of Connecticut - Department of Finance
and
Louisiana State University
Date Posted: November 13, 2012
Accepted Paper Series
57 downloads
Relaxing Competition Through Speculation: Committing to a Negative Supply Slope
TILEC Discussion Paper No. 2012-039, CentER Discussion Paper Series No. 2012-088
Par Holmberg
and
Bert Willems
Research Institute of Industrial Economics (IFN)
and
Tilburg University - Department of Economics - CentER & TILEC
Date Posted: November 13, 2012
Working Paper Series
15 downloads
Do Money Market Funds Require Further Reform?
Robert Comment
Independent
Date Posted: November 12, 2012
Last Revised: December 31, 2012
Working Paper Series
48 downloads
An Examination of the Value Relevance of Intellectual Capital: The Case of Banking Industry
Proceedings of 19th International Business Research Conference 2012
Sampath Kehelwalatenna
and
Gamini Premaratne
University of Brunei Darussalam - Universiti Brunei Darussalam
and
University of Brunei Darussalam - Universiti Brunei Darussalam
Date Posted: November 12, 2012
Working Paper Series
90 downloads
GMRAs 1995 and 2000 - Management and Termination
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: November 12, 2012
Last Revised: November 19, 2012
Working Paper Series
International Portfolio Diversification: An ICAPM Approach with Currency Risk
Macroeconomics and Finance in Emerging Market Economies 2012, pp. 1-13, Advanced Risk & Portfolio Management Paper
Dimitrios I. Dimitriou
and
Theodore Simos
University of Ioannina - Department of Economics
and
University of Ioannina - Department of Economics
Date Posted: November 12, 2012
Working Paper Series
Risk and Returns to Education
Jeffrey R. Brown ,
Chichun Fang
and
Francisco Gomes
University of Illinois College of Law
,
University of Michigan at Ann Arbor - Survey Research Center
and
London Business School
Date Posted: November 11, 2012
Working Paper Series
37 downloads
What Drives Short-Term GCC Stock Market Returns? Empirical Evidence from Fat-Tailed Distribution
Afro-Asian J. Finance and Accounting, Vol. 1, No. 1, 2008
Ibrahim Ahmed Onour
University of Khartoum
Date Posted: November 11, 2012
Accepted Paper Series
18 downloads
What Drives the Libor-OIS Spread? Evidence from Five Major Currency Libor-OIS Spreads
Jin Cui
,
Francis Haeuck In
and
Elizabeth Ann Maharaj
Monash University
,
Monash University - Department of Accounting and Finance
and
Monash University
Date Posted: November 11, 2012
Working Paper Series
171 downloads
Dynamic Leverage as a Generalization of Traditional Value-at-Risk Measures and its Use in Portfolio Construction
Mikhail Smirnov
Columbia University
Date Posted: November 11, 2012
Last Revised: November 18, 2012
Working Paper Series
181 downloads
Linkages between Thai Stock and Foreign Exchange Markets Under the Floating Regime
Journal of Financial Economic Policy, Vol. 4, No. 4, pp. 305-319, 2012
Komain Jiranyakul
National Institute of Development Administration
Date Posted: November 11, 2012
Accepted Paper Series
Shareholder Nonparticipation in Valuable Rights Offerings
Clifford G. Holderness and
Jeffrey Pontiff
Boston College - Department of Finance
and
Boston College - Department of Finance
Date Posted: November 11, 2012
Last Revised: January 09, 2013
Working Paper Series
55 downloads
Short-Sale Constraints and Securities Lending by Exchange-Traded Funds
Managerial Finance, Vol. 39, No. 5, pp. 444 - 456 (2013)
Naresh Bansal
,
Ryan McKeon
and
Marko Svetina
Saint Louis University - Department of Finance
,
University of San Diego
and
University of San Diego
Date Posted: November 11, 2012
Last Revised: April 19, 2013
Accepted Paper Series
Investors’ Demand for Sell-Side Research: SEC Filings, Media Coverage, and Market Factors
Alastair Lawrence
,
James Ryans
and
Yuan Sun
University of California, Berkeley - Haas School of Business
,
University of California, Berkeley - Haas School of Business
and
University of California, Berkeley - Haas School of Business
Date Posted: November 11, 2012
Last Revised: April 26, 2013
Working Paper Series
92 downloads
Product Market Competition and Industry Returns
Maria Cecilia Bustamante
and
Andres Donangelo
London School of Economics & Political Science (LSE)
and
University of Texas at Austin - Department of Finance
Date Posted: November 11, 2012
Last Revised: December 05, 2012
Working Paper Series
125 downloads
Super-Replication of Financial Derivatives Via Convex Programming
Nabil Kahalé
ESCP Europe
Date Posted: November 11, 2012
Working Paper Series
82 downloads
Does Relationship Matter? The Choice of Financial Advisors
Bank of Finland Research Discussion Paper No. 28/2012
Bill Francis
,
Iftekhar Hasan and
Xian Sun
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology
,
Fordham University
and
Johns Hopkins University - Carey Business School
Date Posted: November 11, 2012
Working Paper Series
49 downloads
The Internal-Rate-Of-Return Approach and the AIRR Paradigm: A Refutation and a Corroboration
The Engineering Economist, Forthcoming
Carlo Alberto Magni
University of Modena and Reggio Emilia - Department of Economics
Date Posted: November 10, 2012
Last Revised: January 09, 2013
Accepted Paper Series
38 downloads
A Hybrid Model for Equity Indices and Stochastic Interest Rates
Jan F. Baldeaux
,
Man Chung Fung
,
Katja Ignatieva
and
Eckhard Platen
University of Technology, Sydney
,
University of New South Wales (UNSW)
,
University of New South Wales - Australian School of Business
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: November 10, 2012
Last Revised: November 16, 2012
Working Paper Series
33 downloads
Portfolio Management under Constraints on Ex-Ante and Ex-Post Tracking-Errors
Bankers, Markets & Investors, n°79, November-December 2005,
Riadh Belhaj
,
Didier Maillard
and
Roland Portait
Conservatoire National des Arts et Metiers (CNAM)
,
Conservatoire National des Arts et Métiers (CNAM)
and
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: November 10, 2012
Last Revised: April 05, 2013
Accepted Paper Series
74 downloads
Efficient Tax Planning: An Analysis of Its Relationship with Market Risk
André Pinto Coelho Vello
and
Antonio Lopo Martinez
FUCAPE Business School
and
FUCAPE Business School
Date Posted: November 10, 2012
Working Paper Series
49 downloads
Multivariate Wishart Stochastic Volatility and Changes in Regime
Bastian Gribisch
University of Cologne
Date Posted: November 10, 2012
Working Paper Series
41 downloads
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