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SSRN eLibrary Statistics:

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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months: 		68,968

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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G12
5,805,564 Total downloads
Showing Papers 2,081 - 2,130 of 13,819
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Incl. Electronic Paper Size-Portfolio Idiosyncratic Volatility with Aggregate Return, Cross-Sectional Return, and GDP Growth: U.S. and International Evidence
Banking and Finance Review, Vol. 2, 2011
Chris Kuo
Boston University - School of Management
Date Posted: December 06, 2011
Accepted Paper Series
71 downloads

Incl. Electronic Paper What Drives Housing Price Dynamics: Cross-Country Evidence
BIS Quarterly Review
Kostas Tsatsaronis and Haibin Zhu
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Date Posted: December 06, 2011
Accepted Paper Series
919 downloads

Incl. Electronic Paper Fire Sales and Contagion in Financial Assets
 Paul G. Geertsema
The University of Auckland
Date Posted: December 05, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Learning from Experience in the Stock Market
Banco de Espana Working Paper No. 1132
 Anton Nakov and Galo Nuno
Bank of Spain and Bank of Spain - Department of International Economics & International Relations
Date Posted: December 05, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper Evaluation Performance of 50 Top Companies Listed in Tehran Stock Exchange by Sortino, EROV and M3
International Journal of Economics and Finance, Vol. 4, No. 1, pp. 213-222
 Younes Ataei , Hamed Ahmadinia and Javad Afrasiabishani
Management Faculity, Islamic Azad University, Tehran Central Branch , Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch and Islamic Azad University, Tehran Central Branch - Management Faculty
Date Posted: December 03, 2011
Last Revised: March 05, 2012
Accepted Paper Series
29 downloads

Incl. Electronic Paper Labor Intensity and Expected Stock Returns
 Peter Pontuch
Université Paris-Dauphine - DRM-CEREG
Date Posted: December 03, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Market Timing in Investment Companies and Mutual Funds, Evidence from Iran
World Applied Sciences Journal, Vol. 13, No. 8, pp. 1793-1799
 Reza Daghani , Sara Farahbakhsh and Hamed Ahmadinia
TMU , Islamic Azad University, Tehran Central Branch - Management Faculty and Islamic Azad University - Management and Accounting Faculty - Shahre E. Ray Branch
Date Posted: December 03, 2011
Last Revised: March 01, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper The Nature of Credit Risk in Project Finance
BIS Quarterly Review
Marco Sorge
World Bank Group - International Finance Corporation
Date Posted: December 03, 2011
Accepted Paper Series
344 downloads

Incl. Electronic Paper Competing on Speed
 Emiliano Pagnotta and Thomas Philippon
New York University (NYU)- Stern School of Business Dept. of Finance and New York University (NYU) - Department of Finance
Date Posted: December 02, 2011
Last Revised: May 01, 2012
Working Paper Series
380 downloads

Incl. Electronic Paper ETFs, Arbitrage, and Shock Propagation
Fisher College of Business Working Paper No. 2011-03-20, Charles A. Dice Center Working Paper No. 2011-20, Swiss Finance Institute Research Paper No. 11-66, AFA 2013 San Diego Meetings Paper
 Itzhak Ben-David , Francesco A. Franzoni and Rabih Moussawi
Ohio State University - Fisher College of Business, Finance Department , University of Lugano and University of Pennsylvania - The Wharton School
Date Posted: December 02, 2011
Last Revised: December 11, 2012
Working Paper Series
865 downloads

Incl. Electronic Paper Monitoring Leverage
Cowles Foundation Discussion Paper No. 1838
 John Geanakoplos and Lasse Heje Pedersen
Yale University - Cowles Foundation and New York University (NYU) - Department of Finance
Date Posted: December 02, 2011
Working Paper Series
166 downloads

Incl. Electronic Paper Out of the Limelight But in Play: Trading and Liquidity of Media and Off-Media Stocks
INSEAD Working Paper No. 2011/124/FIN
 Lily H. Fang , Huiping Zhang and Jun Qian
INSEAD - Finance , Shanghai University of Finance and Economics and Boston College - Finance Department
Date Posted: December 02, 2011
Last Revised: March 15, 2012
Working Paper Series
61 downloads

Incl. Electronic Paper Price Discovery and Information Transmission Among Asset Markets: A High-Frequency Perspective
European Business School Research Paper No. 11-12
 Roland Füss , Ferdinand Mager and Lu Zhao
University of St. Gallen , EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: December 02, 2011
Last Revised: July 23, 2012
Working Paper Series
104 downloads

Incl. Electronic Paper The Relation between Momentum and Drift: Industry-Level Evidence from Equity Real Estate Investment Trusts (REITs)
Journal of Real Estate Research, Forthcoming
 Zhilan Feng , S. McKay Price and C. F. Sirmans
Union College , Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: December 01, 2011
Last Revised: May 15, 2013
Accepted Paper Series
112 downloads

Incl. Electronic Paper Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School
Cowles Foundation Discussion Paper No. 1837
 John Geanakoplos
Yale University - Cowles Foundation
Date Posted: December 01, 2011
Working Paper Series
301 downloads

Incl. Electronic Paper Implied Risk Premium and the Business Cycle
 Georg Bestelmeyer , Kristian Dicke and Dieter Hess
University of Cologne - Department of Corporate Finance , University of Cologne - Cologne Graduate School in Management, Economics and Social Sciences and University of Cologne - Department of Corporate Finance
Date Posted: December 01, 2011
Last Revised: July 12, 2012
Working Paper Series
240 downloads

Incl. Electronic Paper The Smallest Firm Effect: An International Study
 Lieven De Moor
Hogeschool-Universiteit Brussel
Date Posted: December 01, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper A New Explanation for Call Option Overpricing: Theory and Empirical Evidence
 Sang Baum Kang
Illinois Institute of Technology - Stuart School of Business
Date Posted: November 30, 2011
Last Revised: September 17, 2012
Working Paper Series
106 downloads

Incl. Electronic Paper Learning From Experience in the Stock Market
ECB Working Paper No. 1396
 Anton Nakov and Galo Nuno
Bank of Spain and Bank of Spain - Department of International Economics & International Relations
Date Posted: November 30, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics
Swiss Finance Institute Research Paper No. 11-58
 Peter Cauwels and Didier Sornette
ETH Zürich and Swiss Finance Institute
Date Posted: November 30, 2011
Working Paper Series
369 downloads

Disclosure and the Cost of Equity Capital: An Analysis at the Market Level
 Yan Li and Holly Yang
Temple University - Department of Finance and University of Pennsylvania - The Wharton School
Date Posted: November 29, 2011
Last Revised: January 20, 2013
Working Paper Series

Incl. Electronic Paper Asymptotic Expansions of the Lognormal Implied Volatility: A Model Free Approach
 Cyril Grunspan
Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Date Posted: November 29, 2011
Last Revised: December 06, 2011
Working Paper Series
373 downloads

Incl. Electronic Paper Commitment and Cost of Equity Capital: An Examination of Timely Balance Sheet Disclosure in Earnings Announcements
 Mark E. Evans
Indiana University Bloomington - Kelley School of Business
Date Posted: November 29, 2011
Working Paper Series
89 downloads

Incl. Electronic Paper Credit and Liquidity Risks in Euro Area Sovereign Yield Curves
Banque de France Working Paper No. 352
 Alain Monfort and Jean-Paul Renne
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France
Date Posted: November 29, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper Foreign Investor Heterogeneity and Stock Liquidity Around the World
 Lilian K. Ng , Fei Wu , Jing Yu and Bohui Zhang
University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business , Jiangxi University of Finance and Economics , University of Western Australia - Department of Accounting and Finance and The University of New South Wales - School of Banking and Finance
Date Posted: November 28, 2011
Last Revised: January 28, 2013
Working Paper Series
132 downloads

Incl. Electronic Paper Volatility Bounds, Size, and Real Activity Prediction
Review of Finance, Forthcoming
 Belen Nieto and Gonzalo Rubio
University of Alicante and Universidad Cardenal Herrera CEU
Date Posted: November 28, 2011
Last Revised: January 07, 2013
Accepted Paper Series
18 downloads

Incl. Electronic Paper Multiplicity in Financial Equilibrium with Portfolio Constrains Under the Generalized Logarithmic Utility Model
 Alex Barrachina , Gonzalo Rubio and Amparo Urbano
affiliation not provided to SSRN , Universidad Cardenal Herrera CEU and University of Valencia - Department of Economics
Date Posted: November 28, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper The Cross Section of Expected Returns with MIDAS Betas
 Mariano Gonzalez-Sanchez , Gonzalo Rubio and Juan Nave
Universidad CEU Cardenal Herrera , Universidad Cardenal Herrera CEU and affiliation not provided to SSRN
Date Posted: November 28, 2011
Working Paper Series
85 downloads

Incl. Electronic Paper Buy Low Sell High: A High Frequency Trading Perspective
 Álvaro Cartea , Sebastian Jaimungal and Jason Ricci
University College London , University of Toronto - Department of Statistics and University of Toronto, Department of Statistics
Date Posted: November 26, 2011
Last Revised: December 31, 2012
Working Paper Series
1491 downloads

Incl. Electronic Paper Enhanced Valuation of European Options Under Jump Processes and Innovative Characterization of Implied Volatility Smile
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 26, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Review of Econometric Models Applicable to Hedge Fund Returns Capturing Serial Correlation and Illiquidity
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 26, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Innovative Capacity and the Asset Growth Anomaly
 Praveen Kumar and Dongmei Li
University of Houston - Department of Finance and UC San Diego - Rady School of Management
Date Posted: November 25, 2011
Last Revised: November 25, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper A Formalized Hybrid Portfolio Replication Technique Applied to Participating Life Insurance Portfolios
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 25, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper 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
141 downloads

Accounting Quality, Stock Price Delay and Future Stock Returns
Contemporary Accounting Research, Forthcoming
 Jeffrey L. Callen , Mozaffar Khan and Hai Lu
University of Toronto - Rotman School of Management , University of Minnesota - Twin Cities - Carlson School of Management and University of Toronto - Rotman School of Management
Date Posted: November 25, 2011
Accepted Paper Series

Incl. Electronic Paper Asymptotic Expansions of the Lognormal Implied Volatility: A Model Free Approach
 Cyril Grunspan
Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Date Posted: November 25, 2011
Last Revised: December 06, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Fixed Income Basic Notions and Randomization
 Ilya I. Gikhman
Independent
Date Posted: November 25, 2011
Working Paper Series
73 downloads

Incl. Electronic Paper Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
Quaderni DSE Working Paper No. 797
 Massimiliano Marzo , Daniele Ritelli and Paolo Zagaglia
University of Bologna - Department of Economics , University of Bologna - Department of Mathematics for Economic and Social Sciences and University of Bologna
Date Posted: November 25, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Pricing Liquidity Risk with Heterogeneous Investment Horizons
 Alessandro Beber , Joost Driessen and Patrick Tuijp
Cass Business School , Tilburg University - Department of Finance and Tilburg University - Department of Finance
Date Posted: November 25, 2011
Last Revised: October 15, 2012
Working Paper Series
156 downloads

Incl. Electronic Paper The Impact of Financial Interdependence on the Czech, Hungarian and Polish Interbank, Stock and Currency Market
International Journal of Management Cases, Vol. 13, No. 3, pp. 555-565
 Gábor Dávid Kiss
University of Szeged - Faculty of Economics and Business Administration
Date Posted: November 25, 2011
Accepted Paper Series
31 downloads

Incl. Fee Electronic Paper Sovereign CDS and Bond Pricing Dynamics in the Euro-Area
CEPR Discussion Paper No. DP8651
 Giorgia Palladini and Richard Portes
affiliation not provided to SSRN and London Business School - Department of Economics
Date Posted: November 24, 2011
Working Paper Series
7 downloads

Incl. Electronic Paper Can We Beat the Market with Beta? An Intuitive Test of the CAPM
Spanish Journal of Finance and Accounting, vol. XLI, nº 155, pp. 333-352,
 Fernando Gómez-Bezares , Luis Ferruz and María Vargas Magallón
University of Deusto , University of Zaragoza - Faculty of Business and Economics and University of Zaragoza
Date Posted: November 24, 2011
Last Revised: February 17, 2013
Accepted Paper Series
269 downloads

Incl. Electronic Paper Credit Risk Modeling Through the Use of an Extended and Numerically Stable Version of CreditRisk and a Merton Model
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 24, 2011
Working Paper Series
171 downloads

Incl. Electronic Paper Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
 Monica Billio , Andrew W. Lo , Mila Sherman and Loriana Pelizzon
Ca Foscari University of Venice - Department of Economics , Massachusetts Institute of Technology (MIT) - Sloan School of Management , University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management and Ca Foscari University of Venice - Department of Economics
Date Posted: November 23, 2011
Last Revised: April 25, 2012
Working Paper Series
3249 downloads

Incl. Electronic Paper Investment Horizon, Capital Protection, and Risk-Taking Incentives: Evidence from Variable Annuity Funds
 Oleg Chuprinin and Massimo Massa
University of New South Wales (UNSW) and INSEAD - Finance
Date Posted: November 23, 2011
Last Revised: March 16, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper Key Human Capital
 Ryan D. Israelsen and Scott E. Yonker
Indiana University Bloomington - Department of Finance and Indiana University Bloomington - Department of Finance
Date Posted: November 23, 2011
Last Revised: November 10, 2012
Working Paper Series
117 downloads

Incl. Electronic Paper Leverage Causes Fat Tails and Clustered Volatility
Cowles Foundation Discussion Paper No. 1745R
 Stefan Thurner , J. Doyne Farmer and John Geanakoplos
Institute for Science of Complex Systems, Medical University of Vienna , Santa Fe Institute and Yale University - Cowles Foundation
Date Posted: November 23, 2011
Working Paper Series
189 downloads

Incl. Electronic Paper Order Flow and Expected Option Returns
 Dmitriy Muravyev
Boston College
Date Posted: November 23, 2011
Last Revised: September 03, 2012
Working Paper Series
352 downloads

Incl. Electronic Paper Risk and Return of Illiquid Investments: A Trade-Off for Superannuation Funds Offering Transferable Accounts
Australian Prudential Regulation Authority Working Paper
 James Richard Cummings and Katrina Ellis
Macquarie University, Faculty of Business and Economics and Government of the Commonwealth of Australia - Australian Prudential Regulation Authority (APRA)
Date Posted: November 23, 2011
Last Revised: December 28, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Stock Return Prediction by History Mapping
 Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: November 23, 2011
Working Paper Series
158 downloads


 

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