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SSRN eLibrary Statistics:

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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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5,722,240
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  Footnotes:
77,812
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SSRN eLibrary Search Results
JEL Code: G10
1,449,381 Total downloads
Showing Papers 2,251 - 2,300 of 4,443
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Incl. Electronic Paper Limited Attention and Asset Price Efficiency: Evidence from NYSE Opening and Closing Ceremonies
Steve Crawford and Shastri Sandy
Rice University and University of Missouri
Date Posted: March 16, 2013
Last Revised: April 16, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Limited Stock Market Participation and Asset Prices in a Dynamic Economy
EFMA 2003 Helsinki Meetings
Hui Guo
University of Cincinnati - Department of Finance - Real Estate
Date Posted: June 12, 2003
Working Paper Series
260 downloads

Linear and Nonlinear Granger Causality: Evidence from the FT-SE 100 Stock Index Futures and Cash Markets
Abhay Abhyankar
University of Exeter Business School, University of Exeter
Date Posted: December 20, 1998
Working Paper Series

Incl. Electronic Paper Linear Beta Pricing with Inefficient Benchmarks
Quarterly Journal of Finance, Forthcoming
George Diacogiannis and David Feldman
University of Piraeus - Department of Banking and Financial Management and University of New South Wales - Banking & Finance, Australian School of Business
Date Posted: April 17, 2013
Accepted Paper Series
18 downloads

Incl. Electronic Paper Linear Beta Pricing with Inefficient Benchmarks
Forthcoming, Quarterly Journal of Finance, 20th Australasian Finance & Banking Conference 2007 Paper, UNSW Australian School of Business Research Paper No. 2011 BFIN 08
George Diacogiannis and David Feldman
University of Piraeus - Department of Banking and Financial Management and University of New South Wales - Banking & Finance, Australian School of Business
Date Posted: March 29, 2006
Last Revised: April 17, 2013
Accepted Paper Series
1784 downloads

Incl. Electronic Paper Linkages and Relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998
Brian M. Lucey and Svitlana Voronkova
Trinity College, Dublin - School of Business and Centre for European Economic Research (ZEW)
Date Posted: December 02, 2004
Working Paper Series
201 downloads

Incl. Electronic Paper Linkages between the Malaysian Market and Some Selected Markets
21st Australasian Finance and Banking Conference 2008 Paper
Lim Ai Li and Shaista Wasiuzzaman
affiliation not provided to SSRN and Multimedia University
Date Posted: June 03, 2008
Last Revised: November 23, 2008
Working Paper Series
202 downloads

Incl. Electronic Paper Liquidation in the Face of Adversity: Stealth vs. Sunshine Trading
EFA 2008 Athens Meetings Paper
Torsten Schoeneborn and Alexander Schied
AHL (Man Investments) and University of Mannheim
Date Posted: August 27, 2007
Last Revised: March 20, 2009
Working Paper Series
412 downloads

Incl. Electronic Paper Liquidity (Risk) Concepts: Definitions and Interactions
ECB Working Paper No. 1008
Kleopatra Nikolaou
Warwick Business School
Date Posted: February 23, 2009
Working Paper Series
768 downloads

Incl. Electronic Paper Liquidity Across Developed and Emerging Markets
Christof W. Stahel
US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation
Date Posted: March 15, 2006
Working Paper Series
347 downloads

Incl. Electronic Paper Liquidity and Asset Prices: An Empirical Investigation of the Finnish Stock Market
Midwest Finance Association 2013 Annual Meeting Paper
Hilal Anwar Butt and Nader Shahzad Virk
Hanken School of Economics, Vasa Campus and Hanken School of Economics - Department of Finance and Statistics
Date Posted: October 02, 2012
Last Revised: January 22, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Liquidity and Asset Prices: How Strong are the Linkages
DIW Berlin Discussion Paper No. 860
Christian Dreger and Jürgen Wolters
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: July 07, 2009
Working Paper Series
113 downloads

Incl. Electronic Paper Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
EFA 2008 Athens Meetings Paper
Randi Naes and Bernt Arne Ødegaard
Norwegian Ministry of Trade and Industry and University of Stavanger
Date Posted: March 17, 2008
Last Revised: May 25, 2010
Working Paper Series
304 downloads

Incl. Electronic Paper Liquidity and Asset Returns: A Literature Survey

Date Posted: December 05, 2009
Working Paper Series
240 downloads

Incl. Electronic Paper Liquidity and Financial Risk
Xiao-yan Chen , Yi Wei and Qin Xu
Tongji University - School of Economics and Management , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 20, 2009
Last Revised: May 15, 2009
Working Paper Series
268 downloads

Liquidity and Foreign Ownership in Vietnam Stock Markets
Võ Xuân Vinh
Vietnam Posts and Telecommunications Group (VNPT)
Date Posted: March 05, 2011
Working Paper Series

Incl. Electronic Paper Liquidity and Initial Public Offering Underpricing
TeWhan Hahn and James A. Ligon
Auburn University Montgomery and University of Alabama
Date Posted: September 10, 2006
Working Paper Series
508 downloads

Incl. Electronic Paper Liquidity and Leverage
FRB of New York Staff Report No. 328
Tobias Adrian and Hyun Song Shin
Federal Reserve Bank of New York and Princeton University - Department of Economics
Date Posted: June 04, 2008
Last Revised: November 11, 2010
Working Paper Series
2184 downloads

Incl. Electronic Paper Liquidity and Market Efficiency
Tarun Chordia , Richard Roll and Avanidhar Subrahmanyam
Emory University - Department of Finance , University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: September 04, 2005
Working Paper Series
1222 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

Liquidity and Market Efficiency: Analysis of NASDAQ Firms
Global Finance Journal, Vol. 21, No. 3, pp. 262-274, 2010
Dennis Y. Chung and Karel Hrazdil
Simon Fraser University and Simon Fraser University
Date Posted: January 16, 2009
Last Revised: December 14, 2010
Accepted Paper Series

Incl. Electronic Paper Liquidity and Prediction Market Efficiency
Paul C. Tetlock
Columbia Business School - Finance and Economics
Date Posted: March 25, 2008
Last Revised: August 30, 2011
Working Paper Series
875 downloads

Incl. Electronic Paper Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis of the SPI 200 Futures
24th Australasian Finance and Banking Conference 2011 Paper
Tina Viljoen , Hui Zheng and P. Joakim Westerholm
The University of Sydney Business School , Discipline of Finance, The University of Sydney and The University of Sydney Business School
Date Posted: August 22, 2011
Last Revised: August 06, 2012
Working Paper Series
211 downloads

Liquidity and Risk Management
American Economic Review Papers and Proceedings, Forthcoming
Nicolae Garleanu and Lasse Heje Pedersen
University of California, Berkeley - Haas School of Business and New York University (NYU) - Department of Finance
Date Posted: January 27, 2007
Accepted Paper Series

Incl. Electronic Paper Liquidity and the Evolution of Price Discovery on Floor versus Screen-Based Trading Systems: An Analysis of the Foreign Exchange Futures Markets

Aysegul Ates and George H. K. Wang
Commodity Futures Trading Commission (CFTC) and George Mason University - Finance Area
Date Posted: July 13, 2005
Working Paper Series
207 downloads

Incl. Electronic Paper Liquidity and the Threat of Fraudulent Assets
FRB of Cleveland Working Paper No. 11-24
Yiting Li , Guillaume Rocheteau and Pierre-Olivier Weill
National Taiwan University , University of California, Irvine and University of California, Los Angeles
Date Posted: October 04, 2011
Accepted Paper Series
19 downloads

Incl. Electronic Paper Liquidity as an Investment Style
Roger G. Ibbotson , Zhiwu Chen , Daniel Y.-J. Kim and Wendy Yunchun Hu
Yale School of Management , Yale University - International Center for Finance , Zebra Capital Management, LLC and Zebra Capital Management, LLC
Date Posted: April 24, 2011
Last Revised: August 26, 2012
Working Paper Series
584 downloads

Incl. Electronic Paper Liquidity as an Investment Style
Yale SOM Working Paper
Zhiwu Chen , Roger G. Ibbotson and Wendy Hu
Yale University - International Center for Finance , Yale School of Management and affiliation not provided to SSRN
Date Posted: September 12, 2010
Last Revised: September 15, 2010
Working Paper Series
1304 downloads

Incl. Electronic Paper Liquidity Beyond the Inside Spread: Measuring and Using Information in the Limit Order Book
Paul J. Irvine , George J. Benston and Eugene Kandel
University of Georgia - Department of Banking and Finance , Emory University - Department of Accounting and Hebrew University of Jerusalem - Department of Economics
Date Posted: August 17, 2000
Working Paper Series
1280 downloads

Incl. Electronic Paper Liquidity Biases in TRACE
Journal of Fixed Income, Vol. 19, No. 2, 2009
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance
Date Posted: June 24, 2009
Last Revised: June 29, 2011
Working Paper Series
426 downloads

Incl. Electronic Paper Liquidity Clienteles
Deniz Anginer
Virginia Tech Pamplin Business School
Date Posted: June 03, 2010
Last Revised: April 30, 2011
Working Paper Series
85 downloads

Incl. Fee Electronic Paper Liquidity Dynamics Across Small and Large Firms
Economic Notes, Vol. 33, No. 1, pp. 111-143, February 2004
Tarun Chordia , Lakshmanan Shivakumar and Avanidhar Subrahmanyam
Emory University - Department of Finance , London Business School and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: July 03, 2004
Accepted Paper Series
26 downloads

Incl. Electronic Paper Liquidity Dynamics and Cross-Autocorrelations
FRB of New York Staff Report No. 303
Tarun Chordia , Asani Sarkar and Avanidhar Subrahmanyam
Emory University - Department of Finance , Federal Reserve Bank of New York and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: September 24, 2007
Last Revised: February 18, 2011
Working Paper Series
601 downloads

Incl. Electronic Paper Liquidity Effect in OTC Options Markets: Premium or Discount?
Journal of Financial Markets, Forthcoming
Prachi Deuskar , Anurag Gupta and Marti G. Subrahmanyam
University of Illinois at Urbana-Champaign , Case Western Reserve University - Department of Banking & Finance and New York University - Stern School of Business
Date Posted: December 05, 2005
Last Revised: August 20, 2010
Working Paper Series
752 downloads

Incl. Electronic Paper Liquidity Effects on Carbon Financial Instruments in the EU Emissions Trading Scheme: New Evidence from the Kyoto Commitment Phase
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: July 16, 2011
Last Revised: April 21, 2013
Working Paper Series
110 downloads

Incl. Electronic Paper Liquidity in an Automated Auction
AFA 2002 Atlanta Meetings
Mark Coppejans , Ian Domowitz and Ananth Madhavan
BlackRock , ITG, Inc. and BlackRock, Inc.
Date Posted: January 05, 2002
Working Paper Series
1053 downloads

Incl. Electronic Paper Liquidity in the Futures Pits: Inferring Market Dynamics with Incomplete Data
Joel Hasbrouck
New York University (NYU) - Department of Finance
Date Posted: September 21, 1998
Working Paper Series
432 downloads

Incl. Electronic Paper Liquidity in the Over-the-Counter Market for Corporate Bonds
Melissa Woodley
Samford University - Brock School of Business
Date Posted: January 17, 2008
Working Paper Series
305 downloads

Incl. Electronic Paper Liquidity Providers on an Electronic Order-Driven Market
Edward H. Chow , Yuan-Lin Emma Hsu and Ivan Tso
National Chengchi University (NCCU) - Department of Finance and Banking , National Chengchi University (NCCU) and Grand Cathay Securities - Research & Development Department
Date Posted: March 20, 2002
Working Paper Series
402 downloads

Incl. Electronic Paper Liquidity Risk Premia in Unsecured Interbank Money Markets
ECB Working Paper No. 1025
Jens Eisenschmidt and Jens Tapking
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: March 06, 2009
Working Paper Series
355 downloads

Liquidity Risk, Credit Risk, and the Federal Reserve’s Responses to the Crisis
Financial Markets and Portfolio Management, Vol. 23, No. 4, pp. 335-348, 2009
Asani Sarkar
Federal Reserve Bank of New York
Date Posted: June 19, 2010
Accepted Paper Series

Incl. Fee Electronic Paper Liquidity Risk, Leverage and Long-Run IPO Returns
CEPR Discussion Paper No. 4832
B. Espen Eckbo and Oyvind Norli
Dartmouth College - Tuck School of Business and Norwegian School of Management - Department of Financial Economics
Date Posted: April 22, 2005
Working Paper Series
19 downloads

Incl. Electronic Paper Liquidity Shocks and Stock Market Reactions
Georgetown McDonough School of Business Research Paper No. 2012-02
Turan G. Bali , Lin Peng , Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , Baruch College/CUNY - Zicklin School of Business , CUNY Baruch College and Fordham University - School of Business
Date Posted: May 10, 2012
Last Revised: October 25, 2012
Working Paper Series
162 downloads

Incl. Electronic Paper Liquidity Shocks and Stock Market Reactions
Turan G. Bali , Lin Peng , Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , Baruch College/CUNY - Zicklin School of Business , CUNY Baruch College and Fordham University - School of Business
Date Posted: March 15, 2012
Last Revised: July 03, 2012
Working Paper Series
80 downloads

Incl. Electronic Paper Liquidity Shocks and Stock Market Reactions
Fordham University Schools of Business Research Paper No. 2020476
Turan G. Bali , Lin Peng , Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , Baruch College/CUNY - Zicklin School of Business , CUNY Baruch College and Fordham University - School of Business
Date Posted: March 13, 2012
Last Revised: July 09, 2012
Working Paper Series
422 downloads

Incl. Electronic Paper Liquidity Style of Mutual Funds
Thomas Idzorek , James X. Xiong and Roger G. Ibbotson
Ibbotson Associates - A Morningstar Company , Ibbotson Associates and Yale School of Management
Date Posted: March 28, 2011
Last Revised: February 17, 2012
Working Paper Series
267 downloads

Incl. Electronic Paper Liquidity Supply and Adverse Selection in a Pure Limit Order Book Market
EFA 2005 Moscow Meetings Paper
Stefan Frey and Joachim Grammig
Leibniz University Hannover and Eberhard Karls Universitaet Tübingen
Date Posted: March 01, 2005
Last Revised: July 01, 2009
Working Paper Series
363 downloads

Incl. Electronic Paper Liquidity, Labels, and Medium-Term Notes
Donald J. Mullineaux and Ivan C. Roten
University of Kentucky - Gatton College of Business and Economics and Appalachian State University - John A. Walker College of Business
Date Posted: March 21, 2001
Working Paper Series
294 downloads

Incl. Electronic Paper Liquidity, Ownership Structure, and Market Share Repurchases: Evidence from Japan
Takaaki Hoda and Jun Uno
Otaru Univesrity of Commerce and Waseda University
Date Posted: August 22, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Liquidity, Risk Concentration and Network Structure in the Austrian Large Value Payment System
Stefan W. Schmitz and Claus Puhr
Oesterreichische Nationalbank (OeNB)University of Vienna - Institute Vienna Circle (IVC) and Oesterreichische Nationalbank (OeNB)
Date Posted: March 01, 2006
Working Paper Series
129 downloads


 

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