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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,633
Full Text Papers: 398,485
Authors: 228,803
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  Last 12 months:
69,680

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To date: 66,768,753
Last 12 months: 11,227,318
Last 30 days: 836,975

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239,806
Total References: 8,539,827
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5,733,423
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G1
13,119,737 Total downloads
Showing Papers 22,201 - 22,250 of 36,978
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Incl. Electronic Paper Multivariate Asset Price Dynamics with Stochastic Covariation
Julian M. Williams and Christos Ioannidis
University of Aberdeen Business School and University of Bath-Department of Economics
Date Posted: January 18, 2007
Working Paper Series
170 downloads

Incl. Electronic Paper Pricing Interest Rate-Sensitive Credit Portfolio Derivatives
Swiss Finance Institute Research Paper No. 06-39
Philippe Ehlers and Philipp Schönbucher
Swiss Federal Institute of Technology Zurich - Department of Mathematics and Swiss Federal Institute of Technology Zurich - Department of Mathematics
Date Posted: January 18, 2007
Working Paper Series
327 downloads

Incl. Electronic Paper The Rise of Accelerated Seasoned Equity Underwritings
FEEM Working Paper No. 5.2007, EFA 2007 Ljubljana Meetings Paper
Bernardo Bortolotti , William L. Megginson and Scott Smart
Università di Torino , University of Oklahoma and Indiana University Dept. of Finance
Date Posted: January 18, 2007
Working Paper Series
189 downloads

Incl. Electronic Paper Discussion of Investor Protection and Analysts' Cash Flow Forecasts Around the World
Luzi Hail
University of Pennsylvania - The Wharton School
Date Posted: January 17, 2007
Working Paper Series
311 downloads

Incl. Electronic Paper Do Large Hedgers and Speculators React to Events? A Stability and Events Analysis
Applied Financial Economics Letters, Vol. 4, No., pp. 259-267, July 2008
Ikhlaas Gurrib
Prince Sultan University
Date Posted: January 17, 2007
Last Revised: October 29, 2009
Accepted Paper Series
174 downloads

Incl. Electronic Paper Liquidity and Efficiency in Three Related Foreign Exchange Options Markets
Menachem Brenner and Ben Z. Schreiber
New York University (NYU) - Department of Finance and Bank of Israel
Date Posted: January 17, 2007
Working Paper Series
105 downloads

Incl. Electronic Paper A Theory of Accounting Relativity: Double-Entry Bookkeeping as a Transformation of Coordinates
Yoshitaka Fukui
Aoyama Business School
Date Posted: January 16, 2007
Working Paper Series
451 downloads

Incl. Electronic Paper Countering Over-Confidence and Over-Optimism By Creating Awareness and Experiential Learning Amongst Stock Market Players
Gauri Manglik
University of California, Los Angeles (UCLA)
Date Posted: January 16, 2007
Working Paper Series
189 downloads

Incl. Electronic Paper Do Analysts Herd? An Analysis of Recommendations and Market Reactions
Narasimhan Jegadeesh and Woojin Kim
Emory University - Department of Finance and Seoul National University - Business School
Date Posted: January 16, 2007
Working Paper Series
501 downloads

Incl. Electronic Paper Large Dimensional Covariance Matrix Estimation Via a Factor Model
Jianqing Fan , Yingying Fan and Jinchi Lv III
Princeton University - Bendheim Center for Finance , Princeton University and Princeton University
Date Posted: January 16, 2007
Working Paper Series
767 downloads

Incl. Electronic Paper Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
Jianqing Fan and Yazhen Wang
Princeton University - Bendheim Center for Finance and University of Wisconsin - Madison - Department of Statistics
Date Posted: January 16, 2007
Working Paper Series
454 downloads

Incl. Electronic Paper The Economic Value of Distributional Timing
Swiss Finance Institute Research Paper No. 06-35
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 16, 2007
Working Paper Series
136 downloads

Incl. Electronic Paper The Return of the Size Anomaly: Evidence from the German Stock Market
University of Cambridge, Judge Business School Working Paper No. 23/2006
Amir Amel-Zadeh
University of Cambridge - Judge Business School
Date Posted: January 16, 2007
Last Revised: July 05, 2009
Working Paper Series
1712 downloads

Incl. Electronic Paper Ambiguity and Familiarity Effects on Analyst-Manager Interactions
Ning Du and Marjorie K. Shelley
DePaul University - School of Accountancy and MIS and Texas A&M University - Department of Accounting
Date Posted: January 15, 2007
Last Revised: September 13, 2010
Working Paper Series
173 downloads

Incl. Electronic Paper Does Insider Trading Regulation Deter Private Information Trading? International Evidence
Art Durnev and Amrita Nain
University of Iowa - Henry B. Tippie College of Business and University of Iowa - Henry B. Tippie College of Business
Date Posted: January 15, 2007
Working Paper Series
326 downloads

Incl. Electronic Paper Equilibrium Asset Pricing: With Non-Gaussian Factors and Exponential Utilities
Quantitative Finance, Vol. 6, No. 6, pp. 455-463, December 2006
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: January 15, 2007
Accepted Paper Series
236 downloads

Incl. Electronic Paper Financial Contagion through Attention Reallocation: An Empirical Analysis
Jordi Mondria and Climent Quintana-Domeque
University of Toronto - Department of Economics and Princeton University - Department of Economics
Date Posted: January 15, 2007
Working Paper Series
104 downloads

Incl. Electronic Paper From Local Volatility to Local Levy Models
Quantitative Finance, Vol. 4, No. 5, October 2004
Peter Carr , Hélyette Geman , Dilip B. Madan and Marc Yor
New York University (NYU) - Courant Institute of Mathematical Sciences , University of London, Birkbeck College - School of Economics, Mathematics and Statistics , University of Maryland - Robert H. Smith School of Business and Universite Paris
Date Posted: January 15, 2007
Accepted Paper Series
445 downloads

Incl. Electronic Paper Regulation and Bonding: The Sarbanes-Oxley Act and the Flow of International Listings
Rock Center for Corporate Governance at Stanford University Working Paper No. 11
Joseph D. Piotroski and Suraj Srinivasan
Stanford University - Graduate School of Business and Harvard Business School
Date Posted: January 15, 2007
Last Revised: September 29, 2009
Accepted Paper Series
3447 downloads

Incl. Electronic Paper Sato Processes and the Valuation of Structured Products
Dilip B. Madan and Ernst Eberlein
University of Maryland - Robert H. Smith School of Business and University of Freiburg
Date Posted: January 15, 2007
Working Paper Series
567 downloads

The Effects of Leverage on the Pricing S&P 500 Index Call Options
Robert L. Geske and Yi Zhou
University of California, Los Angeles (UCLA) - Finance Area and Florida State University, College of Business, Department of Finance
Date Posted: January 15, 2007
Working Paper Series

Incl. Electronic Paper Time Series Volatility Forecasts for Option Valuation and Risk Management
AFA 2008 New Orleans Meetings Paper
Louis H. Ederington and Wei Guan
University of Oklahoma - Division of Finance and University of South Florida St. Petersburg
Date Posted: January 15, 2007
Last Revised: August 30, 2008
Working Paper Series
384 downloads

Incl. Electronic Paper Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum and Peter Tind Larsen
Copenhagen Business School and University of Aarhus - School of Economics and Management
Date Posted: January 14, 2007
Last Revised: July 16, 2008
Working Paper Series
925 downloads

Incl. Electronic Paper Constraints of Operational Risk Measurement and the Treatment of Operational Risk Under the New Basel Framework
Andreas A. Jobst
Bermuda Monetary Authority (BMA)
Date Posted: January 14, 2007
Working Paper Series
579 downloads

Incl. Electronic Paper Cross-Border Offers of Securities in the EU: The Standard Life Flotation
Eilis Ferran
University of Cambridge - Faculty of Law
Date Posted: January 14, 2007
Working Paper Series
798 downloads

Incl. Electronic Paper Default Correlation, Cluster Dynamics and Single Names: The GPCL Dynamical Loss Model
Damiano Brigo , Andrea Pallavicini and Roberto Torresetti
Department of Mathematics, Imperial College, London , Banca IMI and Quaestio Capital Management
Date Posted: January 14, 2007
Working Paper Series
230 downloads

Incl. Electronic Paper DTS (Duration Times Spread)
Journal of Portfolio Management, Winter 2007
Arik Ben Dor , Lev Dynkin , Jay Hyman , Patrick Houweling , Erik van Leeuwen and Olaf Penninga
Lehman Brothers, New York - Fixed Income Research , Lehman Brothers , Lehman Brothers , Robeco Quantitative Strategies , Robeco Asset Management and Robeco Asset Management
Date Posted: January 14, 2007
Accepted Paper Series
1185 downloads

Export Incentives, Financial Constraints, and the (Mis)Allocation of Credit: Micro-Level Evidence from Subsidized Export Loans
Journal of Financial Economics, Forthcoming
Bilal Zia
World Bank - Finance Research Group
Date Posted: January 14, 2007
Accepted Paper Series

Incl. Electronic Paper Lockup and Voluntary Earnings Forecast Disclosure in IPOs
Financial Management, Forthcoming
Beng Soon Chong and Kim Wai Ho
Nanyang Technological University (NTU) - Nanyang Business School and Nanyang Techonological University (NTU) - Nanyang Business School
Date Posted: January 14, 2007
Accepted Paper Series
261 downloads

Incl. Electronic Paper Skewed Libor Market Model and Gaussian HJM Explicit Approaches to Rolled Deposit Options
Marc P. A. Henrard
OpenGamma
Date Posted: January 14, 2007
Working Paper Series
174 downloads

The Adoption of a Comprehensive Income Statement in Italy: Has the Time of a New Disclosure Come?
Alessandro Pili
University of Cagliari
Date Posted: January 14, 2007
Working Paper Series

Incl. Electronic Paper A Simple Approximation of Tobin's Q
Financial Management, Vol. 23, No. 3, 1994
Kee H. Chung and Stephen W. Pruitt
State University of New York at Buffalo - School of Management and University of Missouri at Kansas City - Department of Finance, Information Management, and Strategy
Date Posted: January 13, 2007
Accepted Paper Series
2343 downloads

Incl. Electronic Paper Determinants of Financial Supervision Regimes: Markets, Institutions, Politics, Law or Geography?
2nd Annual Conference on Empirical Legal Studies Paper
Donato Masciandaro
Bocconi University - Department of Economics
Date Posted: January 13, 2007
Working Paper Series
339 downloads

Incl. Electronic Paper Disclosure Quality and its Effect on Litigation Risk
Saumya Mohan
University of Texas at Austin - Department of Finance
Date Posted: January 13, 2007
Working Paper Series
354 downloads

Environmental Reporting and Firm Performance: Evidence from Thailand
Journal of Corporate Citizenship, Vol. 13, pp. 137-149, 2004
J. Thomas Connelly and Piman Limpaphayom
Chulalongkorn University - Faculty of Commerce and Accountancy and Sasin GIBA of Chulalongkorn University
Date Posted: January 13, 2007
Accepted Paper Series

Incl. Electronic Paper Hedge Fund Replication Beyond Alphas and Betas
Ernst Eberlein and Dilip B. Madan
University of Freiburg and University of Maryland - Robert H. Smith School of Business
Date Posted: January 13, 2007
Working Paper Series
391 downloads

Mixed-Gaussian Term Structure Models
Marco Realdon
affiliation not provided to SSRN
Date Posted: January 13, 2007
Working Paper Series

Incl. Electronic Paper Utility Based Pricing and Exercising of Real Options Under Geometric Mean Reversion and Risk Aversion Toward Idiosyncratic Risk
Zhaojun Yang and Christian-Oliver Ewald
Hunan University - School of Finance and Statistics and University of Glasgow
Date Posted: January 13, 2007
Last Revised: October 14, 2008
Working Paper Series
449 downloads

Incl. Electronic Paper The Evolution of the East Asian Currency Baskets - Still Undisclosed and Changing
CESifo Working Paper Series No. 1873
Gunther Schnabl
University of Leipzig - Institute for Economic Policy
Date Posted: January 12, 2007
Working Paper Series
82 downloads

Incl. Electronic Paper Long-Run Performance Evaluation of Journalists' Stock Recommendations
Kredit und Kapital (2009), Volume 42, Issue 2, pp 213-243.
Alexander Gabriel Kerl and Andreas Walter
University of Giessen - Department of Financial Services and University of Giessen - Department of Financial Services
Date Posted: January 12, 2007
Last Revised: November 14, 2012
Accepted Paper Series
285 downloads

Incl. Electronic Paper Policy Credibility and Sovereign Credit - The Case of New EU Member States
IMF Working Paper No. 07/01
David Hauner , Jiri Jonas and Manmohan Kumar
International Monetary Fund (IMF) - African Department , International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Date Posted: January 12, 2007
Working Paper Series
92 downloads

Incl. Electronic Paper Regulatory Lessons from the Crisis of Costa Rica's Mutual Fund Industry
IMF Working Paper No. 06/288
Ana Carvajal
International Monetary Fund (IMF)
Date Posted: January 12, 2007
Working Paper Series
118 downloads

Incl. Electronic Paper Testing the Transparency Benefits of Inflation Targeting: Evidence from Private Sector Forecasts
IMF Working Paper No. 06/289
Christopher Crowe
International Monetary Fund (IMF)
Date Posted: January 12, 2007
Working Paper Series
81 downloads

Incl. Electronic Paper Asian Equity Markets: Growth, Opportunities, and Challenges
IMF Working Paper No. 06/266
Catriona Purfield , Hiroko Oura , Charles Kramer and Andreas A. Jobst
International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Capital Markets and Financial Studies Research Department and Bermuda Monetary Authority (BMA)
Date Posted: January 12, 2007
Working Paper Series
284 downloads

Incl. Electronic Paper Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications
IMF Working Paper No. 06/269
Jorge A. Chan-Lau and Andre Oliveira Santos Sr.
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Date Posted: January 12, 2007
Working Paper Series
215 downloads

Incl. Electronic Paper The IMF's Reserves Template and Nominal Exchange Rate Volatility
IMF Working Paper No. 06/274
John Cady and Jesus Gonzalez-Garcia
International Monetary Fund (IMF) - Statistics Department and International Monetary Fund (IMF)
Date Posted: January 12, 2007
Working Paper Series
51 downloads

Incl. Electronic Paper A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transitions
Nicholas M. Kiefer and C. Erik Larson
Cornell University - Department of Economics and Promontory Financial Group
Date Posted: January 12, 2007
Working Paper Series
69 downloads

Incl. Electronic Paper Conditional Properties of Hedge Funds: Evidence from Daily Returns
Ying Li and Hossein B. Kazemi
University of Washington Bothell and University of Massachusetts at Amherst - Isenberg School of Management
Date Posted: January 12, 2007
Working Paper Series
292 downloads

Incl. Electronic Paper FX Market Behavior and Valuation
Harvey J. Stein
Bloomberg L.P.
Date Posted: January 12, 2007
Working Paper Series
2564 downloads

Incl. Electronic Paper Higher Risk Aversion in Older Agents: Its Asset Pricing Implications
Amadeu DaSilva and Christos I. Giannikos
Columbia University, Graduate School of Arts and Sciences, Department of Economics and CUNY - Baruch College
Date Posted: January 12, 2007
Working Paper Series
122 downloads


 

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