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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months: 		69,683

Paper Downloads:
To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

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Papers with
  Resolved
  References: 		239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links: 		5,733,423
Papers with
  Resolved
  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: G12
5,858,519 Total downloads
Showing Papers 2,261 - 2,310 of 13,882
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Incl. Electronic Paper Price Impact of Block Trades: New Evidence from Downstairs Trading on the World's Largest Carbon Futures Exchange
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: November 02, 2011
Last Revised: April 21, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Access to Private Equity and Real Firm Activity: Evidence from PIPEs
Journal of Corporate Finance, Forthcoming
 James R. Brown and Ioannis V. Floros
Iowa State University - Department of Finance and Iowa State University - Department of Finance
Date Posted: November 02, 2011
Accepted Paper Series
103 downloads

Incl. Electronic Paper Hedging Volatility Risk of Exotic Structures Using Variance Derivatives
 Iliyan Radev Zarov
affiliation not provided to SSRN
Date Posted: November 02, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Nominal Bonds, Real Bonds, and Equity
 Andrew Ang and Maxim Ulrich
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Date Posted: November 02, 2011
Last Revised: April 17, 2012
Working Paper Series
175 downloads

Incl. Electronic Paper Pricing with Standard CSA Defined by Currency Buckets
 Guillaume Macey
HSBC France
Date Posted: November 02, 2011
Working Paper Series
196 downloads

Incl. Fee Electronic Paper Political Uncertainty and Risk Premia
CEPR Discussion Paper No. DP8601
 Lubos Pastor and Pietro Veronesi
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Date Posted: November 01, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting the Size Premium Over Different Time Horizons
Journal of Banking and Finance, Forthcoming
 Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: November 01, 2011
Last Revised: November 06, 2012
Accepted Paper Series
307 downloads

Global Tactical Sector Allocation: A Quantitative Approach
Journal of Portfolio Management, Vol. 38, No. 1, 2011
 Ronald Q. Doeswijk and Pim van Vliet
Robeco and Robeco Asset Management - Quantitative Strategies
Date Posted: November 01, 2011
Accepted Paper Series

Incl. Electronic Paper Time-Varying Volatility, Precautionary Saving and Monetary Policy
Bank of England Working Paper No. 440
 Michael Hatcher
University of Wales System - Cardiff University
Date Posted: November 01, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management
 Marco Bianchetti
Intesa Sanpaolo - Market Risk Management
Date Posted: October 31, 2011
Last Revised: October 29, 2012
Working Paper Series
372 downloads

Incl. Electronic Paper Cumulative Prospect Theory and the Representative Investor
 Jonathan E. Ingersoll Jr.
Yale School of Management - International Center for Finance
Date Posted: October 29, 2011
Working Paper Series
161 downloads

Incl. Electronic Paper Statistical Evidence on the Mean Reversion of Interest Rates
De Nederlandsche Bank Working Paper No. 284
 Jan Willem van den End
De Nederlandsche Bank
Date Posted: October 29, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper Wealth Effects of the SEC's 'Terror Tool'
 Wolfgang Breuer and Moritz Felde
Aachen University - Department of Finance and RWTH Aachen University
Date Posted: October 29, 2011
Last Revised: February 26, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
 Karthik Balakrishnan , Mary Brooke Billings , Bryan T. Kelly and Alexander Ljungqvist
University of Pennsylvania - Accounting DepartmentUniversity of Pennsylvania - The Wharton School , New York University , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: October 28, 2011
Last Revised: April 15, 2013
Working Paper Series
669 downloads

Incl. Electronic Paper Analysis of Risk Premiums and Risk-Adjusted Excess Returns of the Best Companies to Work for in the United States
 Vichet Sum
University of Maryland, Eastern Shore
Date Posted: October 28, 2011
Last Revised: August 02, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper International Equity Valuation: The Relative Importance of Country and Industry Factors Vs. Company-Specific Financial Reporting Information
Accounting and Finance, Wiley-Blackwell, 2012
 George Foster , Ron Kasznik and Baljit Sidhu
Stanford Graduate School of Business , Stanford Graduate School of Business and University of New South Wales - Australian School of Business
Date Posted: October 28, 2011
Last Revised: November 04, 2011
Accepted Paper Series
147 downloads

Incl. Electronic Paper Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound
CAMA Working Paper No. 36/2011
 Leo Krippner
Reserve Bank of New Zealand
Date Posted: October 28, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper State Prices of Conditional Quantiles: New Evidence on Time-Varying Expected Returns
 Konstantinos Metaxoglou and Aaron Smith
affiliation not provided to SSRN and University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: October 28, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Statistical Methods for Modeling Home Values
 Joseph Wadalawala
Columbia University - Department of Statistics
Date Posted: October 28, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper The Risk Premium and Long-Run Global Imbalances
 YiLi Chien and Kanda Naknoi
Federal Reserve Bank of St. Louis and Purdue University - Department of Economics
Date Posted: October 28, 2011
Last Revised: February 08, 2012
Working Paper Series
33 downloads

Incl. Electronic Paper Dynamic Signal Weighting: When it is Expected to Add Value and When it is Not
 Mathieu L'Hoir
affiliation not provided to SSRN
Date Posted: October 27, 2011
Last Revised: October 29, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper Incorporating Model Uncertainty and Model Instability in Forecasting Bond Risk Premia and Term Structure of Government Bond Yield – A Bayesian Model Averaging Approach
 Hao (David) Zhou
State Street Corporation - State Street Investment Analytics
Date Posted: October 27, 2011
Last Revised: September 10, 2012
Working Paper Series
114 downloads

Incl. Electronic Paper Expected Volatility, Unexpected Volatility, and the Cross-Section of Stock Returns
Journal of Financial Research, Vol. 33, No. 2, 2010
 Choong Tze Chua , Jeremy Goh and Zhe Zhang
Singapore Management University , Singapore Management University and Singapore Management University
Date Posted: October 26, 2011
Accepted Paper Series
140 downloads

Incl. Electronic Paper How Do Leverage Ratios Affect Bank Share Performance During Financial Crises: The Japanese Experience of the Late 1990s
 Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 26, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper An Empirical Investigation of International Asset Pricing
Review of Financial Studies, Vol. 2, No. 4, pp. 553-585, 1989
 Robert A. Korajczyk and Claude Viallet
Northwestern University - Kellogg School of Management and INSEAD
Date Posted: October 25, 2011
Accepted Paper Series
26 downloads

Incl. Electronic Paper Analysis of Improved Bids in the Scope of a Risk Arbitrage Strategy
 Stephane Dieudonne , Fabienne Cretin and Slimane Bouacha
OFI Asset Management , OFI Asset Management and OFI Asset Management
Date Posted: October 25, 2011
Working Paper Series
121 downloads

Incl. Electronic Paper Efficient Semi-Analytical Simulation for Heston Model
Forthcoming, Computational Economics
 Xianming Sun
Central South University
Date Posted: October 25, 2011
Last Revised: April 19, 2013
Accepted Paper Series
27 downloads

Incl. Electronic Paper Fast Computation of Vanilla Prices in Time-Changed Models and Implied Volatilities Using Rational Approximations
 Martijn Pistorius and Johannes Stolte
Imperial College London and Imperial College London
Date Posted: October 25, 2011
Last Revised: November 04, 2011
Working Paper Series
81 downloads

Incl. Electronic Paper Performance-Sensitive Government Bonds
Midwest Finance Association 2013 Annual Meeting Paper
 Matthias Bank , Alexander Kupfer and Rupert Sendlhofer
University of Innsbruck , University of Innsbruck and University of Innsbruck - Department of Public Finance
Date Posted: October 25, 2011
Last Revised: January 25, 2013
Working Paper Series
136 downloads

Incl. Electronic Paper Strategic Allocation to Premiums in the Equity Market
 David Blitz
Robeco Asset Management - Quantitative Strategies
Date Posted: October 25, 2011
Working Paper Series
1146 downloads

Incl. Electronic Paper The Attributes, Behavior, and Performance of U.S. Mutual Funds
Review of Quantitative Finance and Accounting, Vol. 1, No. 1, pp. 5-26, 1990
 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: October 25, 2011
Accepted Paper Series
30 downloads

Incl. Electronic Paper An Intertemporal Equilibrium Beta Pricing Model
Review of Financial Studies, Vol 2, No. 3, pp. 373-392, 1989
 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: October 24, 2011
Accepted Paper Series
30 downloads

Incl. Electronic Paper Asset Pricing with Incomplete Information in a Discrete Time Pure Exchange Economy
Journal of Applied Research in Finance, Vol. III, No. 1(5), pp. 9-26, 2011
 Prasad V. Bidarkota and Brice V. Dupoyet
Florida International University (FIU) - Department of Economics and Florida International University - College of Business Administration - Finance
Date Posted: October 24, 2011
Accepted Paper Series
22 downloads

Consumption Equilibrium Asset Pricing in Two Asian Emerging Markets
Journal of Asian Economics, Vol. 15, pp. 305–319, 2004,
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 24, 2011
Accepted Paper Series

Incl. Electronic Paper Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors
 Man Fu and Prasad V. Bidarkota
affiliation not provided to SSRN and Florida International University (FIU) - Department of Economics
Date Posted: October 23, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Pricing Derivatives with Liquidity Limitations
 Mark Syrkin
affiliation not provided to SSRN
Date Posted: October 23, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper The Present Value Model with Stochastic Discount Rate and an ANN Process for Broad Dividends
 Man Fu and Prasad V. Bidarkota
affiliation not provided to SSRN and Florida International University (FIU) - Department of Economics
Date Posted: October 23, 2011
Working Paper Series
23 downloads

Incl. Electronic Paper Critical Analysis of the Binomial-Tree Approach to Convertible Bonds in the Framework of Tsiveriotis-Fernandes Model
 Krasimir Milanov and Ognyan Kounchev
Bulgarian Academy of Sciences, Institute of Mathematics and Informatics and Bulgarian Academy of Sciences and IZKS-University of Bonn
Date Posted: October 22, 2011
Last Revised: October 09, 2012
Working Paper Series
111 downloads

Incl. Electronic Paper Do Margin Requirements Affect Asset Prices?
 Bruno Cara Giovannetti and Guilherme Martins
University of Sao Paulo (USP) - Department of Economics and Itau BBA
Date Posted: October 22, 2011
Last Revised: March 19, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper Short Sale Constraints and the Likelihood of Crashes and Bubbles
 Arne Christian Klein and Martin T. Bohl
University of Muenster and University of Muenster
Date Posted: October 22, 2011
Last Revised: March 01, 2012
Working Paper Series
142 downloads

Incl. Electronic Paper A Theory of Asset Prices Based on Heterogeneous Information
Cowles Foundation Discussion Paper No. 1827
 Elias Albagli , Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business , University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Date Posted: October 21, 2011
Accepted Paper Series
82 downloads

Incl. Electronic Paper Assessing the Market Timing Performance of Managed Portfolios
Journal of Business, Vol. 59, No. 2, pp. 217-235, 1986
 Ravi Jagannathan and Robert A. Korajczyk
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Date Posted: October 21, 2011
Last Revised: May 03, 2012
Accepted Paper Series
282 downloads

Incl. Electronic Paper Asymmetric News and Asset Pricing
Date Posted: October 21, 2011
Working Paper Series
94 downloads

Incl. Electronic Paper Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers
IESE Business School Working Paper No. 920
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: October 21, 2011
Working Paper Series
649 downloads

Incl. Electronic Paper Momentum or Contrarian Investment Strategies: Evidence from Dutch Institutional Investors
De Nederlandsche Bank Working Paper No. 242
 Leo de Haan and Jan Kakes
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Date Posted: October 21, 2011
Accepted Paper Series
56 downloads

Incl. Electronic Paper Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk
 Chuang-Chang Chang , Hsiao-Wei Ho , Hongming Huang and Yildiray Yildirim
National Central University at Taiwan - Department of Finance , affiliation not provided to SSRN , National Central University at Taiwan and Syracuse University - Whitman School of Management
Date Posted: October 21, 2011
Last Revised: October 22, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper Evolutionary Strategic Beliefs and Financial Markets
 Elyes Jouini , Clotilde Napp and Yannick Viossat
Universite de Paris 9 Dauphine - CEREMADE , Université Paris-Dauphine - CNRS-DRM and Université Paris-Dauphine - CEREMADE
Date Posted: October 20, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Integration and Contagion in US Housing Markets
 John Cotter , Stuart A. Gabriel and Richard Roll
University College Dublin , University of California, Los Angeles - Anderson School of Management and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: October 20, 2011
Last Revised: December 16, 2011
Working Paper Series
69 downloads

Incl. Electronic Paper Capital Ratios and the Cross-Section of Bank Stock Returns: Evidence from Japan
Journal of Asian Economics, Forthcoming
 Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Accepted Paper Series
71 downloads

Incl. Electronic Paper Fuel Mix Characteristics and Expected Stock Returns of European Power Companies
EWL Working Paper No. 06/2011
 Malte Sunderkötter
Chair for Management Sciences and Energy Economics
Date Posted: October 19, 2011
Last Revised: December 08, 2011
Working Paper Series
23 downloads


 

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