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SSRN eLibrary Statistics:

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

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


SSRN eLibrary Search Results
JEL Code: G12
5,854,964 Total downloads
Showing Papers 2,061 - 2,110 of 13,872
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Incl. Electronic Paper The Microstructure of the TIPS Market
Economic Policy Review, 2012
Michael J. Fleming and Neel Krishnan
Federal Reserve Bank of New York and affiliation not provided to SSRN
Date Posted: December 24, 2011
Working Paper Series
86 downloads

Incl. Electronic Paper The Real Effects of Financial Markets
ECGI - Finance Working Paper No. 323/2012
 Philip Bond , Alex Edmans and Itay Goldstein
University of Minnesota - Twin Cities , London Business School - Institute of Finance and Accounting and University of Pennsylvania - The Wharton School - Finance Department
Date Posted: December 24, 2011
Last Revised: March 28, 2012
Working Paper Series
633 downloads

Incl. Electronic Paper Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
 David E. Allen , Ron Amram and Michael McAleer
Edith Cowan University - School of Finance and Business Economics , affiliation not provided to SSRN and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: December 24, 2011
Working Paper Series
197 downloads

Incl. Electronic Paper Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM
Date Posted: December 23, 2011
Working Paper Series
196 downloads

Liquidity and Asset Pricing: Evidence from the Hong Kong Stock Market
Journal of Banking and Finance, Vol. 35, No. 9, 2011
 Keith Lam and Lewis Tam
University of Macau and University of Macau
Date Posted: December 23, 2011
Accepted Paper Series

Incl. Electronic Paper Measuring Market Liquidity: An Introductory Survey
Quaderni DSE Working Paper No. 802
 Alexandros Gabrielsen , Massimiliano Marzo and Paolo Zagaglia
Sumitomo Mitsui Banking Corporation Europe , University of Bologna - Department of Economics and University of Bologna
Date Posted: December 23, 2011
Working Paper Series
101 downloads

Incl. Electronic Paper Trade and Payments Theory in a Financialized Economy
Levi Economics Institute Working Paper No. 699
 Michael Hudson
University of Missouri at Kansas City - Department of Economics
Date Posted: December 23, 2011
Working Paper Series
44 downloads

Incl. Fee Electronic Paper Great Moderation or Great Mistake: Can Rising Confidence in Low Macro-Risk Explain the Boom in Asset Prices?
CEPR Discussion Paper No. DP8700
 Tobias Broer and Afroditi Kero
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: December 22, 2011
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Hope, Change, and Financial Markets: Can Obama's Words Drive the Market?
CEPR Discussion Paper No. DP8713
 Sharmin Sazedj and José Tavares
affiliation not provided to SSRN and Universidad Nova de Lisboa - Faculdade de Economia
Date Posted: December 22, 2011
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Pricing Liquidity Risk with Heterogeneous Investment Horizons
CEPR Discussion Paper No. DP8710
 Alessandro Beber , Joost Driessen and Patrick Tuijp
Cass Business School , Tilburg University - Department of Finance and Tilburg University - Department of Finance
Date Posted: December 22, 2011
Working Paper Series
9 downloads

Incl. Fee Electronic Paper Scattered Trust - Did the 2007-08 Financial Crisis Change Risk Perceptions?
CEPR Discussion Paper No. DP8714
 Roland Füss , Thomas Gehrig and Philipp B. Rindler
University of St. Gallen , University of Vienna - Faculty of Business, Economics, and Statistics and EBS Universität für Wirtschaft und Recht - EBS Business School
Date Posted: December 22, 2011
Working Paper Series
5 downloads

Incl. Electronic Paper Earnings News, Expected Earnings and Aggregate Stock Returns
 Jung Ho Choi , Alon Kalay and Gil Sadka
University of Chicago - Booth School of Business , Columbia Business School - Accounting, Business Law & Taxation and Columbia Business School - Accounting, Business Law & Taxation
Date Posted: December 21, 2011
Last Revised: May 03, 2013
Working Paper Series
245 downloads

Incl. Electronic Paper Asset Pricing with a Bank Risk Factor
 João Pedro Pereira and Antonio Rua
ISCTE-IUL Business School - Lisbon and Bank of Portugal - Economic Research Department
Date Posted: December 21, 2011
Last Revised: March 15, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Fundamental Analysis and Option Returns
 Theodore H. Goodman , Monica Neamtiu and Frank Zhang
Purdue University - Department of Accounting , University of Arizona - Eller College of Management and Yale School of Management
Date Posted: December 21, 2011
Last Revised: January 03, 2013
Working Paper Series
577 downloads

Incl. Electronic Paper Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures
Journal of Futures Markets, Forthcoming
 Junmao Chiu , Huimin Chung and George H. K. Wang
National Chiao Tung University- Graduate Institute of Finance , National Chiao-Tung University - Graduate Institute of Finance and George Mason University - Finance Area
Date Posted: December 21, 2011
Last Revised: August 03, 2012
Accepted Paper Series
133 downloads

Incl. Electronic Paper Internet Appendix for 'Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums'
 Loriano Mancini , Angelo Ranaldo and Jan Wrampelmeyer
Ecole Polytechnique Fédérale de Lausanne , University of St. Gallen and University of St. Gallen
Date Posted: December 20, 2011
Last Revised: June 11, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper Idiosyncratic Risk and Mutual Fund Performance Persistence
Midwest Finance Association 2013 Annual Meeting Paper
 Nan Qin
Virginia Polytechnic Institute & State University
Date Posted: December 20, 2011
Last Revised: January 25, 2013
Working Paper Series
111 downloads

Incl. Electronic Paper Liquidity Spillovers in Sovereign Bond and CDs Markets: An Analysis of the Eurozone Sovereign Debt Crisis
 Giovanni Calice , Jing Chen and Julian M. Williams
University of Birmingham - Department of Economics , Swansea University and University of Aberdeen Business School
Date Posted: December 20, 2011
Last Revised: January 21, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Mind the Solvency II Gap: A Coherent Measure of Market Consistent Embedded Value to Interest Rate Risk in ALM
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: December 20, 2011
Working Paper Series
306 downloads

Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis
Journal of Financial Economics (JFE), Vol. 84, No. 1, 2007
 Robert Kosowski , Narayan Y. Naik and Melvyn Teo
Imperial College Business School , London Business School - Institute of Finance and Accounting and Singapore Management University - School of Business
Date Posted: December 19, 2011
Accepted Paper Series

Incl. Electronic Paper Dynamic Risk, Accounting-Based Valuation and Firm Fundamentals
CAAA Annual Conference 2012
 Matthew R. Lyle , Jeffrey L. Callen and Robert J. Elliott
University of Toronto - Rotman School of Management , University of Toronto - Rotman School of Management and University of Calgary - Haskayne School of Business
Date Posted: December 19, 2011
Last Revised: April 19, 2012
Working Paper Series
165 downloads

Incl. Electronic Paper Pricing of Derivatives Contracts under Collateral Agreements: Liquidity and Funding Value Adjustments
 Antonio Castagna
Iason Ltd.
Date Posted: December 19, 2011
Last Revised: June 13, 2013
Working Paper Series
337 downloads

Incl. Electronic Paper Stock Issues and Speculative Demand
 Maurizio Montone
University of Naples Federico II
Date Posted: December 18, 2011
Last Revised: June 13, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Beyond the Planning Period - Tips on Crafting a Terminal Valuation (TV) Part I: The Impracticality of Forecasting to an Infinite Time Horizon Using the FCF Valuation Approach Makes the Construction of a TV Inevitable
 Robert Richard Stockfis
affiliation not provided to SSRN
Date Posted: December 18, 2011
Last Revised: August 02, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper The Effects of Monetary Policy Regime Shifts on the Term Structure of Interest Rates
 Azamat Abdymomunov and Kyu Ho Kang
Federal Reserve Banks - Federal Reserve Bank of Richmond and affiliation not provided to SSRN
Date Posted: December 18, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper The Impact of Corporate Board Meetings on Corporate Performance in South Africa
African Review of Economics and Finance, Vol. 2, No. 2, pp.83-103, 2011
 Collins G. Ntim and Kofi
University of Southampton - School of Management and University of Ghana Business School
Date Posted: December 18, 2011
Last Revised: January 13, 2012
Accepted Paper Series
82 downloads

The Relative Value Relevance of Shareholder Versus Stakeholder Corporate Governance Disclosure Policy Reforms in South Africa
Corporate Governance: An International Review, Vol. 20, No. 1, pp. 84-105, 2012
 Collins G. Ntim , Kwaku K. Opong and Jo Danbolt
University of Southampton - School of Management , University of Glasgow - Adam Smith Business School and University of Edinburgh Business School
Date Posted: December 18, 2011
Last Revised: January 14, 2012
Accepted Paper Series

Voluntary Corporate Governance Disclosures by Post-Apartheid South African Corporations
Journal of Applied Accounting Research, April 2012
 Collins G. Ntim , Kwaku K. Opong , Jo Danbolt and Dennis A. Thomas
University of Southampton - School of Management , University of Glasgow - Adam Smith Business School , University of Edinburgh Business School and Aberystwyth University
Date Posted: December 18, 2011
Accepted Paper Series

Incl. Electronic Paper Up Close It Feels Dangerous: ‘Anxiety’ in the Face of Risk
Economic Theory Center Working Paper No. 29-2011
 Thomas M. Eisenbach and Martin C. Schmalz
Federal Reserve Bank of New York and University of Michigan - Stephen M. Ross School of Business
Date Posted: December 17, 2011
Last Revised: April 02, 2013
Working Paper Series
115 downloads

Incl. Electronic Paper Discount Factor in Analyst’s Notes in Russian Capital Market (37 Analytical Teams): Testing Predicted Beta with Liquidity Adjustment
Vanguard Scientific Instruments, Vol. 3, 2010
 Tamara Teplova
National Research University Higher School of Economics
Date Posted: December 17, 2011
Last Revised: January 31, 2012
Accepted Paper Series
65 downloads

Incl. Electronic Paper Estimating the Cost of Capital with Basis Assets
 Stephen J. Brown , Paul Lajbcygier and Woon Weng Wong
New York University - Stern School of Business , Monash University - Department of Accounting and Finance and Monash University - Department of Econometrics & Business Statistics
Date Posted: December 17, 2011
Last Revised: April 21, 2012
Working Paper Series
82 downloads

Incl. Electronic Paper Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
 Olesya V. Grishchenko , Eduard Dubin and Vasily Kartashov
Federal Reserve Board , Goethe University Frankfurt - Department of Finance and affiliation not provided to SSRN
Date Posted: December 17, 2011
Last Revised: June 11, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper Information Environment and Equity Risk Premium Volatility Around the World
 Sie Ting Lau , Lilian K. Ng and Bohui Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance , University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and The University of New South Wales - School of Banking and Finance
Date Posted: December 17, 2011
Working Paper Series
117 downloads

Incl. Electronic Paper Portfolio Home Bias and External Habit Formation
 Andreas Stathopoulos
University of Southern California - Marshall School of Business
Date Posted: December 17, 2011
Last Revised: December 22, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Realized Expectations and the Equilibrium Risk-Return Trade Off
 Roberto Marfè
Swiss Finance Institute
Date Posted: December 17, 2011
Last Revised: November 23, 2012
Working Paper Series
144 downloads

Incl. Electronic Paper Speculative Dynamics I: Imperfect Competition, and the Implications for High Frequency Trading
 Su Li
University of Maryland - Robert H. Smith School of Business
Date Posted: December 17, 2011
Last Revised: March 17, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper The Role of Transitory Shocks in Equity Financing: Evidence from IPOs
 Sung Bin Sohn
Peking University - HSBC Business School
Date Posted: December 17, 2011
Last Revised: May 17, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Aggregate Investment and its Consequences
 Salman Arif
Indiana University - Kelley School of Business
Date Posted: December 16, 2011
Last Revised: March 06, 2012
Working Paper Series
97 downloads

Incl. Electronic Paper Learning to Forecast
 Kelvin Law
Tilburg University - Center and Faculty of Economics and Business Administration
Date Posted: December 16, 2011
Last Revised: December 14, 2012
Working Paper Series
118 downloads

Incl. Electronic Paper A Hierarchical Model of Tail-Dependent Asset Returns
Credit Securitisations and Derivatives, D. Rösch and H. Scheule, eds, John Wiley & Sons Inc, 2013.,
 Natalia Puzanova
Deutsche Bundesbank
Date Posted: December 15, 2011
Last Revised: December 01, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper A Persistence Based Decomposition of Macroeconomic and Financial Time Series
 Andrea Tamoni , Claudio Tebaldi and Fulvio Ortu
London School of Economics & Political Science (LSE) , Bocconi University - Department of Finance and Bocconi University - Department of Finance
Date Posted: December 15, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Examining Macroeconomic Models Through the Lens of Asset Pricing
FRB of Chicago Working Paper No. 2012-01
 Jaroslav Borovička and Lars Peter Hansen
University of Chicago - Department of Economics and University of Chicago - Department of Economics
Date Posted: December 15, 2011
Working Paper Series
86 downloads

Incl. Electronic Paper Grey Market for Indian IPOs: Investor Sentiment and After-Market Performance
2012 Financial Markets & Corporate Governance Conference
 Chandrasekhar Krishnamurti , Tiong Yang Thong and Vishwanath Ramanna
University of Southern Queensland , Singapore Management University and T A Pai Management Institute
Date Posted: December 15, 2011
Working Paper Series
84 downloads

Incl. Electronic Paper Regime-Switching Measure of Systemic Financial Stress
 Azamat Abdymomunov
Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: December 15, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Valuation of Liabilities in Hybrid Pension Plans
De Nederlandsche Bank Working Paper No. 326
 Dirk Broeders , An Chen and David R. Rijsbergen
De Nederlandsche Bank , University of Ulm - Department of Mathematics and Economics and De Nederlandsche Bank
Date Posted: December 15, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
 Andrew Ellul , Pab Jotikasthira , Christian T. Lundblad and Yihui Wang
Indiana University Bloomington - Department of Finance , University of North Carolina at Chapel Hill - Kenan-Flagler Business School , University of North Carolina at Chapel Hill - Kenan-Flagler Business School and Fordham University - Finance Area
Date Posted: December 14, 2011
Last Revised: September 22, 2012
Working Paper Series
213 downloads

Incl. Electronic Paper Product Differentiation and Systematic Risk: Theory and Empirical Evidence
 Santiago Bazdresch
University of Minnesota - Finance Department
Date Posted: December 14, 2011
Working Paper Series
92 downloads

Incl. Electronic Paper Currency Momentum Strategies
BIS Working Paper No. 366
 Lukas Menkhoff , Lucio Sarno , Maik Schmeling and Andreas Schrimpf
Leibniz Universitaet Hannover - Department of Economics , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: December 13, 2011
Working Paper Series
332 downloads

Incl. Electronic Paper FX Basic Notions and Randomization
 Ilya I. Gikhman
Independent
Date Posted: December 13, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper Misunderstanding Risk and Return?
 Abraham Lioui and Patrice Poncet
EDHEC Business School and ESSEC Business School
Date Posted: December 13, 2011
Working Paper Series
106 downloads


 

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