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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G10
1,448,700 Total downloads
Showing Papers 2,151 - 2,200 of 4,442
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Incl. Electronic Paper Asymmetric CAPM Dependence for Large Dimensions: The Canonical Vine Autoregressive Copula Model
Andréas Heinen and Alfonso Valdesogo
University of Cergy-Pontoise - THEMA and Universidad Carlos III de Madrid
Date Posted: November 09, 2008
Last Revised: November 02, 2009
Working Paper Series
387 downloads

Incl. Electronic Paper Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Markets
Yiu, C.Y., Wong, S. K. and Chau, K. W. (2009) "Transaction volume and price dispersion in the presale and spot real estate markets", Journal of Real Estate Finance and Economics, 38 (3), 241-253. 2009
Chung Yim Edward Yiu , Siu Kei Wong and K.W. Chau
University of Hong Kong - Department of Real Estate and Construction , University of Hong Kong and The University of Hong Kong
Date Posted: November 09, 2008
Last Revised: June 04, 2012
Accepted Paper Series
40 downloads

Incl. Electronic Paper White Paper = Worldwide Markets are Jittering: More Emphasis on Investor Education is Required

Date Posted: November 09, 2008
Last Revised: December 13, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Bankruptcy Code Modifications and Mortgage Markets
David P. Bernstein
U.S. Treasury Department
Date Posted: October 31, 2008
Last Revised: December 03, 2008
Working Paper Series
95 downloads

Incl. Electronic Paper The Impact of Order Size on Stock Liquidity - A Representative Study
CEFS Working Paper No. 2008-9
Sebastian Stange and Christoph Kaserer
Technische Universität München (TUM) - Chair of Business and International Financial Management and Technische Universität München (TUM)
Date Posted: October 31, 2008
Last Revised: December 21, 2008
Working Paper Series
508 downloads

Incl. Electronic Paper Clearing Up Misconceptions on Clearing
Regulation, Vol. 31, No. 3, Fall 2008
Craig Pirrong
University of Houston - Department of Finance
Date Posted: October 28, 2008
Accepted Paper Series
114 downloads

Incl. Electronic Paper Extreme Volatilities, Financial Crises and L-Moment Estimations of Tail Indexes
Bertrand B. Maillet and Jean-Philippe Medecin
University of Orléans and CES/CNRS - University of Paris-1 (Panthéon-Sorbonne)
Date Posted: October 28, 2008
Last Revised: April 26, 2010
Working Paper Series
246 downloads

Incl. Electronic Paper Hedging and Value at Risk: A Semi-Parametric Approach
XFi Working Paper No. 08/08
Zhiguang Cao , Richard D. F. Harris and Jian Shen
affiliation not provided to SSRN , University of Exeter - Business School and University of Exeter Business School
Date Posted: October 28, 2008
Last Revised: January 21, 2009
Working Paper Series
202 downloads

Incl. Electronic Paper The Functional Integration of Operations Management in Banks
Thomas Ilin
Cranfield University - School of Management
Date Posted: October 28, 2008
Last Revised: April 16, 2010
Working Paper Series
648 downloads

Incl. Electronic Paper Analysis of Financial Time-Series Using Fourier and Wavelet Methods
Philippe Masset
Ecole hôtelière de Lausanne
Date Posted: October 27, 2008
Working Paper Series
838 downloads

Incl. Electronic Paper Macroeconomic Factors and Stock Market Movement: Evidence from Ghana
Anokye M. Adam and George Tweneboah
University of Cape Coast - School of Business and University of Leicester - School of Management
Date Posted: October 26, 2008
Last Revised: March 16, 2009
Working Paper Series
794 downloads

Incl. Electronic Paper What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: October 25, 2008
Working Paper Series
2665 downloads

Incl. Electronic Paper Re-Regulating Global Finance with the Poor in Mind: A Policy Paper
Sydney Law School Research Paper No. 08/118
David Kinley
University of Sydney - Faculty of Law
Date Posted: October 24, 2008
Last Revised: November 05, 2008
Working Paper Series
183 downloads

Incl. Electronic Paper An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient
NHH Dept. of Finance & Management Science Discussion Paper No. 2008/24
Steinar Ekern
Norwegian School of Economics (NHH) - Department of Finance and Management Science
Date Posted: October 23, 2008
Working Paper Series
71 downloads

Incl. Electronic Paper Market Timing with Option-Implied Distributions: A Forward-Looking Approach
Alexandros Kostakis , Nikolaos Panigirtzoglou and George S. Skiadopoulos
University of Manchester - Manchester Business School , Queen Mary, University of London and University of Piraeus
Date Posted: October 23, 2008
Last Revised: March 07, 2011
Working Paper Series
714 downloads

Incl. Electronic Paper Market Dominance and Barriers to Competition in Financial Trading Venues
NET Institute Working Paper No. 08-35
Ricardo Ribeiro
Universidade do Porto - Faculdade de Economia (FEP)
Date Posted: October 22, 2008
Last Revised: October 15, 2010
Working Paper Series
103 downloads

Incl. Electronic Paper Stock Market Liquidity and Firm Performance: Wall Street Rule or Wall Street Rules?
Journal of Financial Economics (JFE), Vol. 94, pp. 150-169, 2009
Vivian W. Fang , Thomas H. Noe and Sheri Tice
University of Minnesota - Twin Cities - Department of Accounting , University of Oxford - Said Business School and Tulane University - A.B. Freeman School of Business
Date Posted: October 21, 2008
Last Revised: August 29, 2011
Accepted Paper Series
644 downloads

Is the Investor Sentiment Approach the Solution to the IPO Underpricing Phenomenon?
Andreas Oehler , Marco Rummer and Peter N. Smith
Bamberg University , University of Oxford - Said Business School and University of York (UK) - Department of Economics and Related Studies
Date Posted: October 20, 2008
Working Paper Series

Yield Structures on the German Investment Markets: Estimate and Prognosis with the Help of a Portfolio Model
Kredit und Kapital, Vol. 27, No. 4, 1994
Martin Larch
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Date Posted: October 20, 2008
Accepted Paper Series

Incl. Electronic Paper From Dissonance to Resonance: Cognitive Interdependence in Quantitative Finance
Daniel Beunza and David Stark
London School of Economics & Political Science (LSE) - Department of Management and Columbia University
Date Posted: October 16, 2008
Last Revised: July 29, 2011
Working Paper Series
1944 downloads

Incl. Electronic Paper Metanoia and the Market
Advances in Behavioral Finance and Economics, Vol. 1, No. 1, pp. 27-42, Winter 2011
Philip Maymin
NYU Poly - Department of Finance and Risk Engineering
Date Posted: October 14, 2008
Last Revised: March 07, 2011
Accepted Paper Series
133 downloads

Incl. Electronic Paper Humans, Robots and Market Crashes: A Laboratory Study
Todd Feldman and Daniel Friedman
affiliation not provided to SSRN and University of California, Santa Cruz - Department of Economics
Date Posted: October 13, 2008
Working Paper Series
76 downloads

Incl. Electronic Paper Testing the Overreaction Hypothesis in the UK Stock Market by Using Inter & Intra Industry Contrarian Strategies
Angelos Pepelas
Hellenic Vehicle Industry S.A.
Date Posted: October 12, 2008
Last Revised: October 07, 2009
Working Paper Series
354 downloads

Incl. Electronic Paper Non-Linear Forecast of Returns at Bovespa: Trading Volume in a Smooth Transition Auto Regressive Model (Previsao Nao-Linear De Retornos Na Bovespa: Volume Negociado Em Um Modelo Auto-Regressivo De Transicao Suave)
(RAC) Revista de Administração Comtemporânea, Vol. 14, No. 1, January/Feburary 2010,
Robert Aldo Iquiapaza , Aureliano Angel Bressan and AMARAL, H. F. Sr.
Federal University of Minas Gerais (UFMG) - Center for Post Graduation and Research in Administration (CEPEAD) , Federal University of Minas Gerais (UFMG) - Center for Post Graduation and Research in Administration (CEPEAD) and CEPEAD - UFMG
Date Posted: October 10, 2008
Last Revised: January 21, 2010
Accepted Paper Series
175 downloads

Incl. Electronic Paper Day-of-the-Month Effects in the Performance of Momentum Trading Strategies in the Foreign Exchange Market
XFi Working Paper No. 08-07
Richard D. F. Harris , Evarist Stoja and Fatih Yilmaz
University of Exeter - Business School , University of Bristol and Bank of America, U.K.
Date Posted: October 06, 2008
Last Revised: October 28, 2008
Working Paper Series
458 downloads

Incl. Electronic Paper Are There Investor Clienteles in Rental Housing?
Real Estate Economics, Vol. 32, No. 3, pp. 413-436, 2004
Gavin A. Wood and Yong Tu
RMIT University - School of Economics, Finance and Marketing and National University of Singapore
Date Posted: October 02, 2008
Accepted Paper Series
18 downloads

Incl. Electronic Paper Are Women Executives Disadvantaged?
Ross School of Business Paper No. 1128
Sreedhar T. Bharath , M. P. Narayanan and H. Nejat Seyhun
Arizona State University - W.P. Carey School of Business , University of Michigan - Stephen M. Ross School of Business and University of Michigan at Ann Arbor - Stephen M. Ross School of Business
Date Posted: October 01, 2008
Last Revised: July 23, 2009
Working Paper Series
272 downloads

Incl. Electronic Paper Equity Risk Premiums (ERP): Determinants, Estimation and Implications
Aswath Damodaran
New York University - Stern School of Business
Date Posted: October 01, 2008
Last Revised: October 17, 2008
Working Paper Series
3222 downloads

Incl. Electronic Paper Is it the Weather?
Ben Jacobsen and Wessel Marquering
New Zealand Institute of Advanced Study and Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: September 30, 2008
Last Revised: October 20, 2008
Working Paper Series
719 downloads

Liquidity and Market Efficiency: A Large Sample Study
Journal of Banking and Finance, Vol. 34, No. 10, pp. 2346-2357, 2010
Dennis Y. Chung and Karel Hrazdil
Simon Fraser University and Simon Fraser University
Date Posted: September 30, 2008
Last Revised: October 27, 2010
Accepted Paper Series

Incl. Electronic Paper Technology Adoption with Exit in Imperfectly Informed Equity Markets
Katrin Tinn
Imperial College London - Accounting, Finance, and Macroeconomics
Date Posted: September 29, 2008
Last Revised: November 30, 2008
Working Paper Series
47 downloads

Incl. Electronic Paper Capital Protection: Modeling the CPPI Portfolio
Alessandro Paolo Luigi Cipollini
Deutsche Bank, Fixed Income Research
Date Posted: September 20, 2008
Working Paper Series
958 downloads

Incl. Electronic Paper CoVaR
FRB of New York Staff Report No. 348
Tobias Adrian and Markus K. Brunnermeier
Federal Reserve Bank of New York and Princeton University - Department of Economics
Date Posted: September 19, 2008
Last Revised: November 09, 2010
Working Paper Series
1543 downloads

Incl. Electronic Paper Asset Prices and Monetary Policy Rules: Should We Forsake Financial Markets Stabilisation?
MONETARY POLICY, PROFITS AND FINANCE, G. Nardozzi, ed., LUISS University Press, Forthcoming
Roberto Violi
Bank of Italy
Date Posted: September 18, 2008
Accepted Paper Series
254 downloads

Incl. Electronic Paper Estimating Pervasive Economic Factors with Missing Observations
Gregory Connor and Robert A. Korajczyk
London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Northwestern University - Kellogg School of Management
Date Posted: September 18, 2008
Working Paper Series
112 downloads

Alternative Beta Applied - An Introduction to Hedge Fund Replication
Financial Markets and Portfolio Management, Vol. 22, No. 3, pp. 259-279, 2008
Roman Tancar and Jan Viebig
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 17, 2008
Accepted Paper Series

Securitization of Mezzanine Capital in Germany
Financial Markets and Portfolio Management, Vol. 22, No. 3, pp. 219-240, 2008
Julia Hein and Guenter Franke
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics
Date Posted: September 17, 2008
Accepted Paper Series

Service Provision and Loans: Price and Risk Implications
Revue d' Economie Politique, May 2008
Emmanuelle Nys
Université de Limoges, LAPE
Date Posted: September 16, 2008
Accepted Paper Series

From the Efficient Market Hypothesis to Behavioral Finance: How Investors' Psychology Changes the Vision of Financial Markets
ICFAI READER, The Icfai University Press, pp. 68-76, 2008
Adam Szyszka
Warsaw School of Economics
Date Posted: September 15, 2008
Accepted Paper Series

Incl. Electronic Paper How Markets Slowly Digest Changes in Supply and Demand
Jean-Philippe Bouchaud , J. Doyne Farmer and Fabrizio Lillo
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) , Santa Fe Institute and University of Palermo
Date Posted: September 15, 2008
Working Paper Series
865 downloads

Industry Signals Relayed by Corporate Earnings Restatements
Financial Review, Vol. 43, No. 4, November 2008
Aigbe Akhigbe and Jeff Madura
University of Akron - Department of Finance and Florida Atlantic University - College of Business
Date Posted: September 14, 2008
Accepted Paper Series

Incl. Electronic Paper Lévy Jump Risk: Evidence from Options and Returns
EFA 2009 Bergen Meetings
Chayawat Ornthanalai
University of Toronto - Rotman School of Management
Date Posted: September 13, 2008
Last Revised: December 13, 2011
Working Paper Series
337 downloads

Conservatism Measures that Control for the Effects of Economic Rents on Stock Returns
Review of Quantitative Finance and Accounting, Forthcoming
Judson Caskey and Kyle Peterson
University of Texas at Austin - Red McCombs School of Business and University of Oregon - Charles H. Lundquist School of Business
Date Posted: September 11, 2008
Last Revised: March 05, 2013
Accepted Paper Series

Incl. Electronic Paper Ranking Mutual Fund Families: Minimum Expenses and Maximum Loads as Markers for Moral Turpitude
Economic Research Initiatives at Duke (ERID) Working Paper No. 8
Edward Tower and Wei Zheng
Chulalongkorn University-Economics Department and affiliation not provided to SSRN
Date Posted: September 11, 2008
Working Paper Series
188 downloads

Incl. Electronic Paper Rating Agency Adjustments to GAAP Financial Statements and Their Effect on Ratings and Credit Spreads
AAA 2009 Financial Accounting and Reporting Section (FARS) Paper
Pepa Kraft
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 11, 2008
Last Revised: November 06, 2012
Working Paper Series
783 downloads

Incl. Electronic Paper Differences of Opinion, Information and the Timing of Trades
IESE Business School Working Paper No. 747
Pedro A. C. Saffi
Cambridge Judge Business School - Finance
Date Posted: September 10, 2008
Working Paper Series
98 downloads

Incl. Electronic Paper What do Bond Holdings Reveal About International Funds' Preferences?
Emerging Markets Review, Vol. 8, No. 3, 2007
Yingbin Xiao
International Monetary Fund (IMF)
Date Posted: September 10, 2008
Last Revised: July 20, 2009
Accepted Paper Series
26 downloads

Incl. Electronic Paper A High-Low Model of Daily Stock Price Ranges
CESifo Working Paper Series No. 2387
Stephen Yan-Leung Cheung , Yin-Wong Cheung and Alan T. K. Wan
City University of Hong Kong (CityUHK) - Department of Economics & Finance , City University of Hong Kong - Department of Economics & Finance and City University of Hong Kong (CityUHK) - Department of Management
Date Posted: September 08, 2008
Working Paper Series
188 downloads

A Liquidity Motivated Algorithm for Discerning Trade Direction
Multinational Finance Journal, Vol. 12, No. 1/2, 2008
David Michayluk and Laurie Prather
University of Technology, Sydney and Bond University - Faculty of Business, Technology and Sustainable Development
Date Posted: September 07, 2008
Last Revised: September 09, 2008
Accepted Paper Series

Incl. Electronic Paper Laying Off Credit Risk: Loan Sales versus Credit Default Swaps
Christine A. Parlour and Andrew Winton
University of California, Berkeley - Finance Group and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: September 06, 2008
Last Revised: April 28, 2009
Working Paper Series
573 downloads


 

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