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228,655
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JEL Code: G10
1,465,700 Total downloads
Showing Papers 2,051 - 2,100 of 4,475
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Short-Selling and Floating Constraints and Cross-Listed Stock Prices
Steven Shuye Wang and
Wei Li
Hong Kong Polytechnic University - School of Accounting and Finance
and
Hong Kong Polytechnic University - School of Accounting and Finance
Date Posted: July 17, 2009
Working Paper Series
149 downloads
The Contemporary Transformation of the Financial System and its Consequences
Bank i Kredyt No. 1/2008
Anna Matysek-Jędrych
Poznan University of Economics
Date Posted: June 12, 2008
Last Revised: May 13, 2013
Working Paper Series
149 downloads
The Trade-Off Between Liquidity and Precision of Position in Option Contracts
Review of Applied Economics, Vol. 3, No. 1-2, pp. 25-48, 2007
Alexander K. Koch
and
Zdravetz Lazarov
University of Aarhus - School of Economics and Management
and
Bonn Graduate School of Economics
Date Posted: March 08, 2002
Last Revised: October 16, 2008
Working Paper Series
149 downloads
Volatility Clustering and the Bid-Ask Spread: Exchange Rate Behavior in Early Renaissance Florence
Umit G. Gurun
and
G. Geoffrey Booth
University of Texas at Dallas - Naveen Jindal School of Management
and
Michigan State University - Department of Finance
Date Posted: January 19, 2012
Working Paper Series
149 downloads
A Network-Based Analysis of Over-the-Counter Markets
AFA 2012 Chicago Meetings Paper
Michael Gofman
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Date Posted: September 23, 2010
Last Revised: August 16, 2011
Working Paper Series
148 downloads
An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Northwestern University Finance Working Paper No. 247
Mark D. Schroder and
Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management
and
Northwestern University - Kellogg School of Management
Date Posted: March 14, 2000
Working Paper Series
148 downloads
Fractal Market Time
James McCulloch
University of Technology, Sydney
Date Posted: April 08, 2011
Last Revised: April 16, 2012
Working Paper Series
148 downloads
Information Inertia
Scott Condie ,
Jayant V. Ganguli and
Philipp K. Illeditsch
Brigham Young University - Department of Economics
,
University of Essex - Department of Economics
and
University of Pennsylvania - Finance Department
Date Posted: June 16, 2012
Last Revised: August 10, 2012
Working Paper Series
148 downloads
Short Interest vs. Short Selling
Benjamin M. Blau
,
Bonnie F. Van Ness and
Robert A. Van Ness
Utah State University - Huntsman School of Business
,
University of Mississippi - Department of Finance
and
University of Mississippi - Department of Finance
Date Posted: September 20, 2011
Working Paper Series
148 downloads
Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
Journal of International Money and Finance, Vol. 24, 2005
Giancarlo Corsetti ,
Marcello Pericoli and
Massimo Sbracia
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
,
Bank of Italy
and
Bank of Italy
Date Posted: September 05, 2008
Accepted Paper Series
148 downloads
Are There Benefits to Being Naked?
Giovanni Calice
,
Jing Chen and
Julian M. Williams
University of Birmingham - Department of Economics
,
Swansea University
and
University of Aberdeen Business School
Date Posted: January 16, 2011
Last Revised: February 08, 2011
Working Paper Series
147 downloads
Dodd-Frank, Securitization, and the Subprime Mortgage Crisis
Stephen Hoffman
University of Arizona - James E. Rogers College of Law
Date Posted: September 13, 2012
Last Revised: September 22, 2012
Working Paper Series
147 downloads
Dynamic Trading and Asset Prices: Keynes vs. Hayek
CESifo Working Paper Series No. 2839
Giovanni Cespa and
Xavier Vives
Cass Business School
and
University of Navarra - IESE Business School
Date Posted: November 06, 2009
Working Paper Series
147 downloads
Foreclosure of Real Estate - Ideas from a Different Legal System (Denmark)
Date Posted: June 07, 2009
Working Paper Series
147 downloads
Inferring Information from Trading
Hans G. Heidle
U.S. Securities and Exchange Commission
Date Posted: February 08, 2007
Working Paper Series
147 downloads
Law Invariant Risk Measures Have the Fatou Property
Elyes Jouini ,
Walter Schachermayer and
Nizar Touzi
Universite de Paris 9 Dauphine - CEREMADE
,
Vienna University of Technology
and
Ecole Polytechnique, Paris
Date Posted: August 23, 2007
Working Paper Series
147 downloads
Risk-Free Internal Gains -- Black and Scholes Re-Examined
Gergei Bana
University of Pennsylvania - Department of Mathematics
Date Posted: May 19, 2005
Working Paper Series
147 downloads
Stable Models for the Distribution of Equity Capital
INTECH Working Paper
E. Robert Fernholz
Enhanced Investment Technologies, Inc. (INTECH)
Date Posted: February 22, 2001
Working Paper Series
147 downloads
Tenor Specific Pricing
Robert H. Smith School Research Paper No. RHS-06-143
Dilip B. Madan and
Wim Schoutens
University of Maryland - Robert H. Smith School of Business
and
KU Leuven - Department of Mathematics
Date Posted: January 31, 2011
Last Revised: February 23, 2012
Working Paper Series
147 downloads
Testing the Markov Property With Ultra-High Frequency Financial Data
FEUNL Working Paper No. 462
Joao Amaro de Matos
and
Marcelo Fernandes
Nova School of Business and Economics
and
Queen Mary University of London - Economics Department
Date Posted: February 22, 2006
Working Paper Series
147 downloads
Transparency and International Investor Behavior
IMF Working Paper No. 02/174
Gaston Gelos and
Shang-Jin Wei
International Monetary Fund (IMF) - Research Department
and
Columbia Business School - Finance and Economics
Date Posted: February 03, 2006
Working Paper Series
147 downloads
A Multifactor Model of Stock Returns with Endogenous Regime Switching
EFMA 2004 Basel Meetings Paper; University of St. Gallen Economics Discussion Paper No. 2004-01
Patrick Coggi
and
Bogdan Manescu
Universität St. Gallen
and
Universität St. Gallen
Date Posted: May 28, 2004
Working Paper Series
146 downloads
Do Macro Variables Drive Stock and Bond Returns?
Paulo F. Maio
and
Dennis Philip
Hanken School of Economics
and
Durham University Business School
Date Posted: March 15, 2012
Last Revised: June 03, 2013
Working Paper Series
146 downloads
Entropy Densities
HEC Department of Finance Working Paper No. 709
Michael Rockinger and
Eric Jondeau
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
and
University of Lausanne
Date Posted: May 10, 2001
Working Paper Series
146 downloads
High Frequency Quoting: Short-Term Volatility in Bids and Offers
Joel Hasbrouck
New York University (NYU) - Department of Finance
Date Posted: March 24, 2013
Last Revised: May 03, 2013
Working Paper Series
146 downloads
Information Driven Price Jumps and Trading Strategy: Evidence from Stock Index Futures
Midwest Finance Association 2012 Annual Meetings Paper
Hong Miao
,
Sanjay Ramchander and
J. Kenton Zumwalt
Colorado State University - Department of Finance & Real Estate
,
Colorado State University - Department of Finance & Real Estate
and
Colorado State University - Department of Finance & Real Estate
Date Posted: September 15, 2011
Working Paper Series
146 downloads
Is it Time to Reduce the Minimum Tick Sizes of the E-mini Futures?
Alexander Kurov
and
Tatyana Zabotina
West Virginia University - College of Business & Economics
and
University of Illinois at Springfield
Date Posted: January 03, 2004
Working Paper Series
146 downloads
Stock-Market Equilibrium and the Dividend Yield
IMF Working Paper No. 96/90
Charles Kramer
International Monetary Fund (IMF) - Capital Markets and Financial Studies Research Department
Date Posted: February 15, 2006
Working Paper Series
146 downloads
The Macroeconomic Effects of Fiscal Policy in Portugal: A Bayesian SVAR Analysis
ISEG-UTL Department of Economics Working Paper No. 09/2009/DE/UECE, University of Minho, NIPE Working Paper No. 3/2009
Antonio Afonso and
Ricardo M. Sousa
Technical University of Lisbon - ISEG (School of Economics and Management)
and
University of Minho
Date Posted: February 05, 2009
Last Revised: February 11, 2009
Working Paper Series
146 downloads
A Stochastic Model for Credit Spreads Under a Risk-Neutral Framework Through the Use of an Extended Version of the Jarrow, Lando and Turnbull Model
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 25, 2011
Working Paper Series
145 downloads
American Equity Rights Security Offerings - A Distinctive Class of Financial Transactions (Notes on 'European' Rights Including HSBC/Goldman Sachs)
M. A. Gumport
MG Holdings/SIP
Date Posted: July 08, 2009
Last Revised: September 01, 2009
Working Paper Series
145 downloads
Assessing Models of Individual Equity Option Prices
Gurdip Bakshi ,
Charles Cao and
Zhaodong Zhong
University of Maryland - Robert H. Smith School of Business
,
Pennsylvania State University
and
Rutgers University
Date Posted: April 11, 2012
Working Paper Series
145 downloads
Consumption Risk and the Cross-Section of Government Bond Returns
Abhay Abhyankar ,
Olga Klinkowska and
Soyeon Lee
University of Exeter Business School, University of Exeter
,
University of Aberdeen - Business School
and
University of Edinburgh
Date Posted: March 25, 2008
Last Revised: September 15, 2011
Working Paper Series
145 downloads
Further Evidence On Technology and Liquidity Provision: The Blurring of Traditional Definitions
Sven S. Groth
Goethe University Frankfurt Faculty of Economics and Business Administration
Date Posted: January 24, 2010
Working Paper Series
145 downloads
Opening Jump and Noise Trading
22nd Australasian Finance and Banking Conference 2009
Srinivasan Maheswaran ,
G. Balasubramanian
and
Chirackel Ahammed Yoonus
IFMR
,
Institute for Financial Management and Research, Nungambakkam
and
Institute for Financial Management and Research
Date Posted: August 27, 2009
Last Revised: July 11, 2011
Working Paper Series
145 downloads
Reinterpretation of Solvency Capital Requirements Through an Analytical Formula
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 25, 2011
Working Paper Series
145 downloads
Strategic Trading with Market Closures
Alex Boulatov
and
Dmitry Livdan
University of Houston - C.T. Bauer College of Business
and
University of California, Berkeley
Date Posted: December 23, 2005
Working Paper Series
145 downloads
Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets
Turan G. Bali ,
Nusret Cakici and
Frank J. Fabozzi
Georgetown University - Robert Emmett McDonough School of Business
,
Fordham University - Graduate School of Business
and
EDHEC Business School
Date Posted: March 13, 2012
Last Revised: March 19, 2012
Working Paper Series
144 downloads
Online Learning of Informed Market Making
Gal Zahavi and
Ori Gil
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
and
Technion-Israel Institute of Technology
Date Posted: June 18, 2012
Working Paper Series
144 downloads
Partial Adjustment to Public Information in IPO Pricing: Theory and Tests
AFA 2013 San Diego Meetings Paper
Tore E. Leite and
Einar Bakke
Norwegian School of Economics (NHH)
and
University of Gothenburg
Date Posted: March 15, 2012
Working Paper Series
144 downloads
The Variance Drain and Jensen's Inequality
CAEPR Working Paper No. 2012-004
Robert A. Becker
Indiana University Bloomington
Date Posted: March 24, 2012
Working Paper Series
144 downloads
Commodities as Inflation Protection
Andrew Marks
,
George Crawford
and
Jim Kyung-Soo Liew
The Investment Research Foundation
,
The Investment Research Foundation
and
Johns Hopkins University - Carey Business School
Date Posted: May 09, 2013
Working Paper Series
143 downloads
Do Mutual Fund Media Recommendations Hold Value? An Empirical Analysis of the Wall Street Journal's SmartMoney Fund Screen
George Comer III
and
Javier Rodriguez
Georgetown University - Department of Finance
and
University of Puerto Rico
Date Posted: February 25, 2008
Last Revised: February 27, 2012
Working Paper Series
143 downloads
Earnings Dispersion and the Stock Market Reaction to Aggregate Earnings News
Musa Subasi
University of Missouri at Columbia
Date Posted: May 12, 2011
Working Paper Series
143 downloads
Financial Crisis and Public Policy
Cato Policy Analysis Series, No. 634, March 23, 2009
Jagadeesh Gokhale
Cato Institute
Date Posted: August 31, 2009
Accepted Paper Series
143 downloads
Information Arrival as Price Jumps
Vassilis Polimenis
Aristotle University of Thessaloniki
Date Posted: June 11, 2011
Last Revised: September 25, 2011
Working Paper Series
143 downloads
Investor Protection, Price Synchronicity and Systematic Risk: Evidence from Closed-End Country Funds
Huimin Chung
National Chiao-Tung University - Graduate Institute of Finance
Date Posted: March 08, 2007
Working Paper Series
143 downloads
Price Discovery in the Dual-Platform US Treasury Market
Peter G. Dunne ,
Youwei Li
and
Zhuowei Sun
Central Bank of Ireland
,
Queen's University Belfast - School of Management
and
Queen's University Belfast - School of Management
Date Posted: January 11, 2011
Last Revised: September 19, 2011
Working Paper Series
143 downloads
Public News Arrival and Cross-Asset Correlation Breakdown: Implications for Algorithmic Trading
Kin-Yip Ho ,
Wai-Man (Raymond) Liu and
Jing Yu
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
,
School of Finance, Actuarial Studies & Applied Statistics, Australian National University
and
University of Western Australia - Department of Accounting and Finance
Date Posted: March 16, 2012
Working Paper Series
143 downloads
Real Options: Applications in Public Economics
Mathew Thomas
affiliation not provided to SSRN
Date Posted: July 16, 2008
Working Paper Series
143 downloads
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