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JEL Code: G10
1,448,700 Total downloads
Showing Papers 2,151 - 2,200 of 4,442
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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