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SSRN eLibrary Statistics:

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Abstracts: 483,847
Full Text Papers: 393,252
Authors: 226,504
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  Last 12 months: 		69,023

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Last 12 months: 11,180,656
Last 30 days: 1,101,551

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SSRN eLibrary Search Results
JEL Code: G12
5,794,849 Total downloads
Showing Papers 2,141 - 2,190 of 13,808
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Incl. Electronic Paper Liquidity Risk and Hedge Fund Ownership
FEDS Working Paper No. 2011-49
Charles Cao and Lubomir Petrasek
Pennsylvania State University and Federal Reserve Board
Date Posted: November 17, 2011
Last Revised: March 07, 2012
Working Paper Series
110 downloads

Incl. Electronic Paper Macroeconomic Determinants of Carry Trade Activity
Bank of Italy Temi di Discussione (Working Paper) No. 817
 Alessio Anzuini and Fabio Fornari
Bank of Italy and European Central Bank (ECB)
Date Posted: November 17, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper Macroeconomic Factors of Emerging Stock Market: The Evidence from Thailand
 Nopphon Tangjitprom
Assumption University of Thailand
Date Posted: November 17, 2011
Working Paper Series
189 downloads

Incl. Electronic Paper Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)
Betriebswirtschaftliche Forschung & Praxis, Forthcoming, CEFS Working Paper 01-2011
 Matthias Hanauer , Christoph Kaserer and Marc Steffen Rapp
Technische Universität München (TUM) , Technische Universität München (TUM) and University of Marburg - Faculty of Economics and Business Administration
Date Posted: November 17, 2011
Last Revised: April 03, 2013
Working Paper Series
1089 downloads

Incl. Electronic Paper Structural Models of the Firm under State-Dependent Volatility and Jump Process Asset Dynamics
 Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - John Molson School of Business
Date Posted: November 17, 2011
Last Revised: May 16, 2013
Working Paper Series
74 downloads

Incl. Electronic Paper The Pricing of Policy Instability in Interest Rates: The China Experience
 Swee Sum Lam and Weina Zhang
National University of Singapore - NUS Business School and National University of Singapore (NUS) - Department of Finance
Date Posted: November 17, 2011
Last Revised: November 28, 2011
Working Paper Series
70 downloads

Incl. Fee Electronic Paper The Choice and Role of Lockups in IPOS: Evidence from Heterogeneous Lockup Agreements
Financial Markets, Institutions & Instruments, Vol. 20, Issue 5, pp. 191-220, 2011
 Hafiz Hoque
City University London - Sir John Cass Business School
Date Posted: November 16, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Are Capital Markets Inefficient on a Macro Level?
 Jan Bernhard and Michael Verhofen
Allianz Global Investors and Allianz Global Investors
Date Posted: November 16, 2011
Last Revised: December 04, 2011
Working Paper Series
172 downloads

Short Selling in Emerging Markets: A Comparison of Market Performance During the Global Financial Crisis
HANDBOOK OF SHORT SELLING, pp. 339-352, Elsevier, 2012
 Mario Maggi
affiliation not provided to SSRN
Date Posted: November 16, 2011
Accepted Paper Series

Short Selling in Russia: Main Regulations and Empirical Evidence from Medium- and Long-Term Portfolio Strategies
HANDBOOK OF SHORT SELLING, pp. 387-400, Elsevier, 2012
 Alexander Kudrov , Andrew Zlotnik and Elena Dukhovnaya
National Research University Higher School of Economics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: November 16, 2011
Accepted Paper Series

Incl. Electronic Paper The Real Effects of Stock Market Prices
 Gustavo Grullon , Sebastien Michenaud and James Weston
Rice University - Jesse H. Jones Graduate School of Business , Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: November 16, 2011
Last Revised: March 17, 2012
Working Paper Series
230 downloads

Incl. Electronic Paper Time-Varying Fund Manager Skill
Journal of Finance, Forthcoming
 Marcin T. Kacperczyk , Stijn Van Nieuwerburgh and Laura Veldkamp
New York University (NYU) - Leonard N. Stern School of Business , New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Date Posted: November 16, 2011
Last Revised: December 06, 2012
Accepted Paper Series
1171 downloads

Incl. Electronic Paper Default and Idiosyncratic Risk Anomalies Revisited
 Björn Bick , Christian W. Hirsch , Holger Kraft and Yildiray Yildirim
Goethe University Frankfurt , University of Frankfurt , Goethe University Frankfurt and Syracuse University - Whitman School of Management
Date Posted: November 15, 2011
Working Paper Series
168 downloads

Incl. Electronic Paper Private Information Arrival, Trading Activity, and Price Formation: Evidence from Nonpublic Merger Negotiations
 Shane Heitzman and Sandy Klasa
Simon School of Business, University of Rochester and University of Arizona - Department of Finance
Date Posted: November 15, 2011
Last Revised: February 06, 2013
Working Paper Series
175 downloads

Should More Local Governments Purchase a Bond Rating?
Review of Quantitative Finance and Accounting, Vol. 32, p. 421, 2009
 Arthur C. Allen , George Sanders and Donna Dudney
University of Nebraska at Lincoln - School of Accountancy , Western Washington University and University of Nebraska at Lincoln - Department of Finance
Date Posted: November 15, 2011
Accepted Paper Series

Incl. Electronic Paper Heterogeneous Beliefs, Short-Sale Constraints and the Closed-End Fund Puzzle
 Zhiguang Cao , Richard D. F. Harris and Junmin Yang
Shanghai University of Finance and Economics , University of Exeter - Business School and affiliation not provided to SSRN
Date Posted: November 14, 2011
Working Paper Series
46 downloads

Incl. Fee Electronic Paper Liquidity Supply by a Risk‐Averse Market Maker
Economic Record, Vol. 87, Issue 279, pp. 617-628, 2011
 Suren Basov and Xiangkang Yin
La Trobe University and La Trobe University - La Trobe Business School
Date Posted: November 13, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Globally Distributed Production and the Pricing of CME Commodity Futures
 Nicolas Merener
Universidad Torcuato Di Tella - School of Business
Date Posted: November 13, 2011
Last Revised: August 30, 2012
Working Paper Series
70 downloads

Incl. Electronic Paper Stock Wealth, Consumption, and Return Predictability
 Mark Rachwalski
Emory University - Department of Finance
Date Posted: November 13, 2011
Last Revised: November 06, 2012
Working Paper Series
61 downloads

An Empirical Evaluation of Normative Commercial Real Estate Swap Pricing
Journal of Portfolio Management, Vol. 35, No. 5, 2011
 Christian Rehring and Bertram I. Steininger
University of Regensburg - IREBS International Real Estate Business School and RWTH Aachen University
Date Posted: November 12, 2011
Accepted Paper Series

Incl. Electronic Paper Asset and Business Valuation in Estate Tax Cases: The Role of the Courts
 Mark Jackson , Sonja Pippin and Jeffrey Wong
University of Nevada, Reno - Department of Accounting and Information Systems , University of Nevada, Reno - Department of Accounting and Information Systems and University of Nevada, Reno
Date Posted: November 12, 2011
Last Revised: October 10, 2012
Working Paper Series
195 downloads

Incl. Electronic Paper Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns
AFA 2013 San Diego Meetings Paper
 Hao Jiang and Zheng Sun
Erasmus University - Rotterdam School of Management and University of California, Irvine - Paul Merage School of Business
Date Posted: November 12, 2011
Last Revised: December 16, 2012
Working Paper Series
299 downloads

Incl. Electronic Paper Investing for the Long Run
 Andrew Ang and Knut N. Kjaer
Columbia Business School - Finance and Economics and affiliation not provided to SSRN
Date Posted: November 12, 2011
Working Paper Series
2191 downloads

Incl. Electronic Paper Quote Stuffing
 Jared F. Egginton , Bonnie F. Van Ness and Robert A. Van Ness
Louisiana Tech University - Department of Economics and Finance , University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Date Posted: November 12, 2011
Last Revised: March 17, 2012
Working Paper Series
600 downloads

Incl. Electronic Paper An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation
FEDS Working Paper No. 2011-47
 Qiang Dai and Olesya V. Grishchenko
affiliation not provided to SSRN and Federal Reserve Board
Date Posted: November 11, 2011
Last Revised: August 20, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper Credit Default Swap Spreads and Variance Risk Premia
FEDS Working Paper No. 2011-02
 Hao Zhou , wang hao and Zhou Yi
PBC School of Finance, Tsinghua University , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: November 11, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Survival and Long-Run Dynamics with Heterogeneous Beliefs Under Recursive Preferences
FRB of Chicago Working Paper No. 2011-06
 Jaroslav Borovička
University of Chicago - Department of Economics
Date Posted: November 10, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper Workforce Diversity and Stock Returns
Sum, V. (2012). Workforce diversity and stock returns. International Research Journal of Finance and Economics, 92, 82-86.
Vichet Sum
University of Maryland, Eastern Shore
Date Posted: November 10, 2011
Last Revised: September 25, 2012
Accepted Paper Series
23 downloads

Incl. Electronic Paper Belief Dispersion Among Household Investors and Stock Trading Volume
FEDS Working Paper No. 2011-39
 Geng Li and Dan Li
Federal Reserve Board and Federal Reserve Board
Date Posted: November 09, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper Re-Action of Market to Sharia Compliant Index (KMI-30): An Opinion Survey of Accounting & Finance Executives
16th Annual Business Research Conference April 12-13, Dubai, UAE
 Muhammad Hanif
National University of Computer & Emerging Sciences (NUCES) - FAST School of Business
Date Posted: November 09, 2011
Last Revised: April 23, 2012
Accepted Paper Series
136 downloads

Incl. Electronic Paper Collateral Smile
Swiss Finance Institute Research Paper No. 11-51
 Markus Leippold and Lujing Su
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: November 08, 2011
Last Revised: November 24, 2011
Working Paper Series
208 downloads

Incl. Electronic Paper Legal Applications of Modern Finance
31 Quinnipiac L. Rev. 119 (2013)
Matthew Edward Cavanaugh
Western State University College of Law
Date Posted: November 08, 2011
Last Revised: January 16, 2013
Accepted Paper Series
55 downloads

Incl. Electronic Paper Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets
Banque de France Working Paper No. 350
 Vladimir Borgy , Thomas Laubach , Jean-Stéphane Mésonnier and Jean-Paul Renne
Banque de France , Goethe University Frankfurt , Banque de France -DGEI-DEMFI-RECFIN and Banque de France
Date Posted: November 07, 2011
Working Paper Series
66 downloads

Incl. Electronic Paper A Survey of Production-Based CAPM
 Wenqian Huang
Tinbergen Institute
Date Posted: November 06, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Corporate Bonds, Aggregate Wealth, and Stock Market Risk
 Mark Rachwalski
Emory University - Department of Finance
Date Posted: November 06, 2011
Last Revised: September 25, 2012
Working Paper Series
80 downloads

Incl. Electronic Paper Price Discovery in the Corporate Bond Market: The Informational Role of Short Interest
2012 Financial Markets & Corporate Governance Conference
 Paul A. Griffin and Hyun A. Hong
University of California, Davis - Graduate School of Management and University of Memphis
Date Posted: November 06, 2011
Last Revised: March 20, 2012
Working Paper Series
159 downloads

Incl. Electronic Paper Private Information, Human Capital, and Optimal 'Home Bias' in Financial Markets
IZA Discussion Paper No. 6060
 Isaac Ehrlich , Jong Kook Shin and Yong Yin
State University of New York at Buffalo - Department of Economics , Queen's University Belfast and State University of New York (SUNY), Buffalo - College of Arts & Sciences - Department of Economics
Date Posted: November 06, 2011
Last Revised: February 06, 2012
Working Paper Series
91 downloads

Incl. Electronic Paper Is Default Risk Priced in Equity Returns?
(S-WoPEc) Scandinavian Working Papers in Economics No 2011-38
Caren Yinxia G. Nielsen
Lund University
Date Posted: November 05, 2011
Last Revised: February 09, 2012
Working Paper Series
77 downloads

Incl. Electronic Paper Global Liquidity Risk in the Foreign Exchange Market
 Chiara Banti , Kate Phylaktis and Lucio Sarno
Cass Business School , City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: November 04, 2011
Working Paper Series
74 downloads

Incl. Fee Electronic Paper Idiosyncratic Volatility and Cross‐Sectional Stock Returns in Southeast Asian Stock Markets
Accounting & Finance, Vol. 51, Issue 4, pp. 1031-1054, 2011
 Gilbert V. Nartea , Bert D Ward and Lee J. Yao
Lincoln University (NZ) , affiliation not provided to SSRN and Loyola University New Orleans
Date Posted: November 03, 2011
Accepted Paper Series
1 downloads

Incl. Electronic Paper Event Driven Trading and the 'New News'
Journal of Portfolio Management, Vol. 38, No. 1, 2011
 David Leinweber and Jacob Sisk
Leinweber & Co. and Thomson Reuters
Date Posted: November 03, 2011
Accepted Paper Series
547 downloads

Information Asymmetry and Bank Regulation: Can the Spread of Debt Contracts be Explained by Recovery Rates?
Journal of Financial Intermediation, Forthcoming
 Wenchien Liu , Peter Miu , Yuanchen Chang and Bogie Ozdemir
Chung Yuan Christian University - Department of Finance , McMaster University - DeGroote School of Business , National Chengchi University - College of Commerce and Standard & Poor's
Date Posted: November 03, 2011
Accepted Paper Series

Incl. Electronic Paper Price Impact of Block Trades: New Evidence from Downstairs Trading on the World's Largest Carbon Futures Exchange
 Gbenga Ibikunle , Andros Gregoriou and Naresh Pandit
University of Edinburgh Business School , University of East Anglia and University of East Anglia (UEA) - Norwich Business School
Date Posted: November 02, 2011
Last Revised: April 21, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Access to Private Equity and Real Firm Activity: Evidence from PIPEs
Journal of Corporate Finance, Forthcoming
 James R. Brown and Ioannis V. Floros
Iowa State University - Department of Finance and Iowa State University - Department of Finance
Date Posted: November 02, 2011
Accepted Paper Series
103 downloads

Incl. Electronic Paper Hedging Volatility Risk of Exotic Structures Using Variance Derivatives
 Iliyan Radev Zarov
affiliation not provided to SSRN
Date Posted: November 02, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Nominal Bonds, Real Bonds, and Equity
 Andrew Ang and Maxim Ulrich
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Date Posted: November 02, 2011
Last Revised: April 17, 2012
Working Paper Series
172 downloads

Incl. Electronic Paper Pricing with Standard CSA Defined by Currency Buckets
 Guillaume Macey
HSBC France
Date Posted: November 02, 2011
Working Paper Series
188 downloads

Incl. Fee Electronic Paper Political Uncertainty and Risk Premia
CEPR Discussion Paper No. DP8601
 Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: November 01, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting the Size Premium Over Different Time Horizons
Journal of Banking and Finance, Forthcoming
 Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: November 01, 2011
Last Revised: November 06, 2012
Accepted Paper Series
297 downloads

Global Tactical Sector Allocation: A Quantitative Approach
Journal of Portfolio Management, Vol. 38, No. 1, 2011
 Ronald Q. Doeswijk and Pim van Vliet
Robeco and Robeco Asset Management - Quantitative Strategies
Date Posted: November 01, 2011
Accepted Paper Series


 

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