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393,865
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12,991,740 Total downloads
Showing Papers 22,451 - 22,500 of 36,703
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Binomial Approximations of Singular Diffusions in Financial Models
International Journal of Financial Engineering, pp. 443-465, December 1993
Anlong Li
Spot Trading LLC
Date Posted: October 20, 2006
Accepted Paper Series
170 downloads
Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle
Georges Dionne ,
Oussama Chakroun
and
Amélie Dugas-Sampara
HEC Montreal - Department of Finance
,
HEC Montreal
and
HEC Montreal
Date Posted: October 20, 2006
Working Paper Series
105 downloads
How Anomalous are the Anomalies in Common Stock Returns? Fresh Evidence from Pre-World War I Germany
Caroline Fohlin and
Steffen Reinhold
Johns Hopkins University - Department of Economics
and
University of Mannheim - Mannheim Research Institute for the Economics of Aging (MEA)
Date Posted: October 20, 2006
Working Paper Series
120 downloads
Identifying Noise Traders: The Head-And-Shoulders Pattern in U.S. Equities
FRB of New York Staff Report No. 42
Carol L. Osler
Brandeis University - International Business School
Date Posted: October 20, 2006
Working Paper Series
362 downloads
Optimal Hedging of Option Portfolios with Transaction Costs
Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: October 20, 2006
Working Paper Series
1295 downloads
Using Stock Price as Numeraire in Option Pricing Models with Non-Constant Volatility
Advances in Futures and Options Research, Vol. 9, 1997
Anlong Li
Spot Trading LLC
Date Posted: October 20, 2006
Accepted Paper Series
500 downloads
Volatility Modeling with Jumps: Applications to Russian and American Stock Markets
Quantile Journal, Vol. 1, pp. 101-110, 2006
Sergey Belousov Sr.
Alpha Bank
Date Posted: October 20, 2006
Accepted Paper Series
66 downloads
A Note on the Mean-Variance Analysis of Self-Financing Portfolios
Zhidong Bai
,
Huixia Liu
and
Wing-Keung Wong
Northeast Normal University
,
Northeast Normal University
and
Hong Kong Baptist University (HKBU)
Date Posted: October 19, 2006
Working Paper Series
183 downloads
A One-Factor Volatility Smile Model with Closed-form Solutions for European Options
European Financial Management Journal, Vol. 5, pp. 203-222, 1999
Anlong Li
Spot Trading LLC
Date Posted: October 19, 2006
Accepted Paper Series
268 downloads
Cost of Capital Effects and Changes in Growth Expectations around U.S. Cross-Listings
ECGI - Finance Working Paper No. 46/2004, Wharton Financial Institutions Center Working Paper Series #06-19
Luzi Hail and
Christian Leuz
University of Pennsylvania - The Wharton School
and
University of Chicago - Booth School of Business
Date Posted: October 19, 2006
Last Revised: November 20, 2011
Working Paper Series
2121 downloads
Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Riksbank Research Paper No. 16, Sveriges Riksbank Working Paper No. 177
Henrik Amilon
European Central Bank (ECB)
Date Posted: October 19, 2006
Working Paper Series
124 downloads
Multifactor Efficiency and Bayesian Inference
Yale ICF Working Paper No. 06-28
Martijn Cremers
University of Notre Dame
Date Posted: October 19, 2006
Working Paper Series
287 downloads
Multivariate Realized Stock Market Volatility
Gregory H. Bauer and
Keith Vorkink
Bank of Canada
and
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: October 19, 2006
Working Paper Series
249 downloads
Optimal Portfolios with Fixed Consumption or Income Streams
Ralf Korn and
Martin Krekel
University of Kaiserslautern - Department of Mathematics
and
HypoVereinsbank - Quantitative Research
Date Posted: October 19, 2006
Working Paper Series
97 downloads
Stock Liquidity and Investment Opportunities: Evidence from Index Additions
Financial Management, Vol. 35, No. 3, Autumn 2006
John R. Becker-Blease and
Donna L. Paul
Washington State University, Vancouver
and
Washington State University
Date Posted: October 19, 2006
Accepted Paper Series
187 downloads
Asset Pricing and the Consumption-Investment Allocation under Robustness and Short Sales Constraints, using Martingale Methods
Purnur Agiacai
University of Neuchatel
Date Posted: October 18, 2006
Working Paper Series
108 downloads
Bonds Versus Stocks: Investors' Age and Risk Taking
Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Turan G. Bali ,
K. Ozgur Demirtas
,
Haim Levy and
Avner Wolf
Georgetown University - Robert Emmett McDonough School of Business
,
CUNY Baruch College - Zicklin School of Business
,
Hebrew University of Jerusalem - Jerusalem School of Business Administration
and
Baruch College
Date Posted: October 18, 2006
Last Revised: February 27, 2012
Accepted Paper Series
833 downloads
Covariance Matrix Extrapolation for Energy Forward Prices
Anlong Li
Spot Trading LLC
Date Posted: October 18, 2006
Working Paper Series
402 downloads
Life Cycle Portfolio Choice: A Swiss Perspective
Florian Zainhofer
University of Fribourg (Switzerland) - Chair for Financial Management
Date Posted: October 18, 2006
Working Paper Series
190 downloads
Refinements to the Sharpe Ratio: Comparing Alternatives for Bear Markets
Journal of Asset Management, Vol. 7, No. 5, pp. 347-357, 2007
Hendrik Scholz
Friedrich-Alexander-University (FAU) Erlangen-Nürnberg
Date Posted: October 18, 2006
Accepted Paper Series
The 7 Deadly Sins of Investors
Institute for International Integration Studies (IIIS) Paper
Michael M. Dowling
and
Brian M. Lucey
Dublin City University Business School
and
Trinity College, Dublin - School of Business
Date Posted: October 18, 2006
Working Paper Series
2033 downloads
The Pricing of Firm Bond with Extendable Maturity by Reduced
Xue-min Ren and
Ning Wan
Tongji University
and
Tongji University
Date Posted: October 18, 2006
Working Paper Series
A Link Mining Algorithm for Earnings Forecast and Trading
Data Mining and Knowledge Discovery, Vol. 18, No. 3
Germán Creamer and
Salvatore Stolfo
Stevens Institute of Technology - Wesley J. Howe School of Technology Management
and
Columbia University - Computer Science Department
Date Posted: October 17, 2006
Last Revised: February 20, 2013
Accepted Paper Series
345 downloads
Closed End Fund Performance on a Daily Basis: The Discovery of a New Anomaly
Ben S. Branch ,
Aixin Ma
and
Jill Sawyer
University of Massachusetts at Amherst - Isenberg School of Management
,
Oklahoma City University - Meinders School of Business
and
University of Massachusetts at Amherst
Date Posted: October 17, 2006
Working Paper Series
371 downloads
Gender Differences in Marketing Styles
Lewis Cunningham III ,
B. Wade Brorsen ,
Kim Anderson
and
Emilio Tostao
Oklahoma State University - Stillwater - Department of Agricultural Economics
,
Oklahoma State University - Stillwater - Department of Agricultural Economics
,
Oklahoma State University - Stillwater - Department of Agricultural Economics
and
Oklahoma State University - Stillwater - Department of Agricultural Economics
Date Posted: October 17, 2006
Working Paper Series
206 downloads
Risky Debt Dynamic, Jumps and Optimal Financial Policy
Jean Claude Gabillon
and
Laurent Germain
University of Toulouse III
and
Toulouse Business School
Date Posted: October 17, 2006
Working Paper Series
131 downloads
Similarity between Mean-Variance and Mean-Gini: Testing for Equality of Gini Correlations
Edna Schechtman
,
Shlomo Yitzhaki and
Yevgeny Artsev
Ben-Gurion University of the Negev - Department of Industrial Engineering and Management
,
Hebrew University of Jerusalem
and
affiliation not provided to SSRN
Date Posted: October 17, 2006
Working Paper Series
122 downloads
Testing Mean Reversion in Stock Market Volatility
Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Turan G. Bali and
K. Ozgur Demirtas
Georgetown University - Robert Emmett McDonough School of Business
and
CUNY Baruch College - Zicklin School of Business
Date Posted: October 17, 2006
Last Revised: February 27, 2012
Working Paper Series
1006 downloads
The Economic Value of Volatility Transmission Between the Stock and Bond Markets
Helena Chuliá and
Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies
and
University of Valencia
Date Posted: October 17, 2006
Working Paper Series
261 downloads
The Overnight Return, One More Anomaly
Ben S. Branch and
Aixin Ma
University of Massachusetts at Amherst - Isenberg School of Management
and
Oklahoma City University - Meinders School of Business
Date Posted: October 17, 2006
Working Paper Series
667 downloads
The Performance of Investment Newsletters
FRB of New York Staff Report No. 48
Jeffrey F. Jaffe and
James M. Mahoney
University of Pennsylvania - Finance Department
and
Federal Reserve Bank of New York
Date Posted: October 17, 2006
Working Paper Series
201 downloads
Clustering in Emerging Equity Markets
Beatriz V.M. Mendes
and
Ricardo P.C. Leal
Universidade Federal do Rio de Janeiro (UFRJ) - Instituto de Matematica
and
COPPEAD Graduate School of Business at the Federal University of Rio de Janeiro (UFRJ)
Date Posted: October 16, 2006
Working Paper Series
113 downloads
Cross Hedging With Single Stock Futures
Assurances et Gestion des Risques, Vol. 74, No. 4, pp. 473-504, 2007
Chris Brooks
,
Ryan J. Davies and
Sang Soo Kim
University of Reading - ICMA Centre
,
Babson College - Finance Division
and
The Korea Development Bank
Date Posted: October 16, 2006
Accepted Paper Series
Does the Basle Capital Accord Reduce Bank Fragility? An Assessment of the Value-at-Risk Approach
Journal of Monetary Economics, Vol. 53, No. 7, pp. 1631-1660, October 2006
Gordon J. Alexander and
Alexandre M. Baptista
University of Minnesota - Twin Cities - Carlson School of Management
and
George Washington University - School of Business
Date Posted: October 16, 2006
Accepted Paper Series
Portfolio Performance Evaluation Using Value at Risk
Journal of Portfolio Management, Vol. 29, pp. 93-102, Summer 2003
Gordon J. Alexander and
Alexandre M. Baptista
University of Minnesota - Twin Cities - Carlson School of Management
and
George Washington University - School of Business
Date Posted: October 16, 2006
Accepted Paper Series
The Performance of Reverse Leveraged Buyouts
Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Josh Lerner
Harvard Business School - Finance Unit
Date Posted: October 16, 2006
Working Paper Series
1466 downloads
Valuation in the US Commercial Real Estate
Eric Ghysels ,
Rossen I. Valkanov and
Alberto Plazzi
University of North Carolina (UNC) at Chapel Hill - Department of Economics
,
University of California, San Diego (UCSD) - Rady School of Management
and
University of Lugano - Institute of Finance
Date Posted: October 16, 2006
Working Paper Series
1104 downloads
Contrarian Investment, New Share Issues and Repurchases
Turan G. Bali ,
K. Ozgur Demirtas
and
Armen Hovakimian
Georgetown University - Robert Emmett McDonough School of Business
,
CUNY Baruch College - Zicklin School of Business
and
Baruch College - Zicklin School of Business
Date Posted: October 15, 2006
Last Revised: February 27, 2012
Working Paper Series
1127 downloads
Implied Mortgage Refinancing Thresholds
FRB of New York Staff Report No. 49
Paul G. Bennett ,
Richard W. Peach
and
Stavros Peristiani
University of Edinburgh - School of GeoSciences
,
Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: October 15, 2006
Working Paper Series
70 downloads
Institutional Affiliation and the Role of Venture Capital: Evidence from Initial Public Offerings in Japan
FRB of New York Staff Report No. 52
Yasushi Hamao ,
Jay R. Ritter
and
Frank Packer
University of Southern California - Marshall School of Business - Finance and Business Economics Department
,
University of Florida - Department of Finance, Insurance and Real Estate
and
Bank for International Settlements (BIS)
Date Posted: October 15, 2006
Working Paper Series
174 downloads
Is Self-Regulated Peer Review Effective at Signaling Audit Quality?
Jeffrey R. Casterella ,
Kevan L. Jensen
and
W. Robert Knechel
Colorado State University
,
University of Oklahoma - John T. Steed School of Accounting
and
University of Florida - Fisher School of Accounting
Date Posted: October 15, 2006
Working Paper Series
546 downloads
What Was the Market's View of U.K. Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds
FRB of New York Staff Report No. 57
Eli M. Remolona ,
Michael R. Wickens and
Frank F. Gong
Bank for International Settlements (BIS) - Monetary and Economic Department
,
University of York (UK) - Department of Economics and Related Studies
and
Bank of America - Bank of America, Hong Kong
Date Posted: October 15, 2006
Working Paper Series
118 downloads
Executive Compensation and Investor Clientele
Laura Frieder
and
Avanidhar Subrahmanyam
Purdue University - Krannert School of Management
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: October 13, 2006
Working Paper Series
146 downloads
Globalization and Risk Sharing
CEPR Discussion Paper No. 5820
Fernando A. Broner and
Jaume Ventura
CREI
and
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: October 13, 2006
Working Paper Series
23 downloads
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model
Management Science, Vol. 50, No. 9, pp. 1261-1273, September 2004
Gordon J. Alexander and
Alexandre M. Baptista
University of Minnesota - Twin Cities - Carlson School of Management
and
George Washington University - School of Business
Date Posted: October 12, 2006
Accepted Paper Series
Corporate Marginal Tax Rate, Tax Loss Carryforwards and Investment Functions - Empirical Analysis Using a Large German Panel Data Set
Fred Ramb
Deutsche Bundesbank, Economics Department, Monetary Policy and Monetary Analysis
Date Posted: October 12, 2006
Working Paper Series
172 downloads
Divergence of Opinion and Post-Acquisition Performance
George Alexandridis ,
Antonios Antoniou and
Dimitris Petmezas
ICMA Centre, Henley Business School
,
Wealth Associates
and
University of Surrey - Surrey Business School
Date Posted: October 12, 2006
Working Paper Series
290 downloads
Portfolio Selection With a Drawdown Constraint
Journal of Banking and Finance, Vol. 30, No. 11, pp. 3171-3189, November 2006
Gordon J. Alexander and
Alexandre M. Baptista
University of Minnesota - Twin Cities - Carlson School of Management
and
George Washington University - School of Business
Date Posted: October 12, 2006
Accepted Paper Series
The Dangers and Drawbacks of the Disclosure Antidote: Toward a More Substantive Approach to Securities Regulation
Baylor Law Review, Vol. 58, No. 1, 2006, Chapman University Law Research Paper No. 2007-08
Susanna Kim Ripken
Chapman University School of Law
Date Posted: October 12, 2006
Accepted Paper Series
339 downloads
The Introduction of the Euro and the Currency Risk Premium
Olasupo Olusi
and
Antonios Antoniou
Durham University - Centre for Empirical Research in Finance
and
Wealth Associates
Date Posted: October 12, 2006
Working Paper Series
174 downloads
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