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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,242
Full Text Papers: 398,123
Authors: 228,655
Papers Received in
  Last 12 months:
69,587

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To date: 66,708,528
Last 12 months: 11,224,159
Last 30 days: 834,566

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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: G12
5,856,449 Total downloads
Showing Papers 2,281 - 2,330 of 13,873
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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
1145 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

Incl. Electronic Paper Inflation-Hedging Portfolios: Economic Regimes Matter
Journal of Portfolio Management, Forthcoming
Ombretta Signori and Marie Briere
AXA Investment Managers and Amundi Asset Management
Date Posted: October 19, 2011
Accepted Paper Series
271 downloads

Incl. Electronic Paper The Predictability of Aggregate Japanese Stock Returns: Implications of Dividend Yield
International Review of Economics and Finance, Forthcoming
Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Accepted Paper Series
63 downloads

Incl. Electronic Paper What Drives the Time-Series and Cross-Sectional Variations in Bank Capital Ratios? Evidence from Japan
Pacific Economic Review, Forthcoming
Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Last Revised: October 20, 2011
Accepted Paper Series
31 downloads

Incl. Electronic Paper Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation
Review of Financial Studies, Forthcoming, AFA 2013 San Diego Meetings Paper, Rotman School of Management Working Paper No. 1945347, Johnson School Research Paper Series No. 53-2011
David Easley , Maureen O'Hara and Liyan Yang
Cornell University - Department of Economics , Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Toronto - Rotman School of Management
Date Posted: October 17, 2011
Last Revised: June 03, 2013
Accepted Paper Series
289 downloads

Incl. Electronic Paper Do Investors Care About Credit Ratings? An Analysis Through the Cycle
Giuliano Iannotta , Giacomo Nocera and Andrea Resti
Università Cattolica , Audencia Nantes School of Management and Bocconi University - Department of Finance
Date Posted: October 17, 2011
Last Revised: October 22, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper On the Equity and Interest Rate Predictability for Balanced Portfolios and Coverage Ratios for Pension Plans
Foort Hamelink
Lombard Odier & Cie
Date Posted: October 17, 2011
Working Paper Series
115 downloads

Incl. Electronic Paper Ratings and Performance of German Mutual Funds: A Comparison of Feri Trust, Euro Fondsnote and Finanztest
Christian Meinhardt
Humboldt University of Berlin
Date Posted: October 17, 2011
Last Revised: December 14, 2011
Working Paper Series
81 downloads

Incl. Electronic Paper The Equity Risk Premium Across European Markets: An Analysis Using the Implied Cost of Capital
Christoph Jäckel and Katja Mühlhäuser
Technische Universität München (TUM) and Technische Universität München (TUM)
Date Posted: October 17, 2011
Working Paper Series
391 downloads

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

Incl. Electronic Paper The Impact of Strategic Order Activity During Trading Halts
Wai-Man (Raymond) Liu , James Panaust and Bohui Zhang
School of Finance, Actuarial Studies & Applied Statistics, Australian National University , JP Morgan and The University of New South Wales - School of Banking and Finance
Date Posted: October 15, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper A General Framework for the Derivation of Asset Price Bounds: An Application to Stochastic Volatility Option Models
Oleg Bondarenko and I. Rodriguez Longarela
University of Illinois at Chicago - Department of Finance and University of Tromsø - Department of Economics - NFH
Date Posted: October 14, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper Do Investors Value Dividend Smoothing Stocks Differently?
Johnson School Research Paper Series No. 51-2011
Yelena Larkin , Mark T. Leary and Roni Michaely
Penn State University , Washington University in St. Louis - Olin Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 14, 2011
Last Revised: March 17, 2012
Working Paper Series
249 downloads

Incl. Electronic Paper Market Liquidity and Exposure of Hedge Funds
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Arjen Siegmann and Denitsa Stefanova
VU University Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam
Date Posted: October 14, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Multiple Risky Securities Valuation I
Ilya I. Gikhman
Independent
Date Posted: October 14, 2011
Last Revised: November 02, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market
Journal of Banking and Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Wei-Yu Kuo and Tse-Chun Lin
National Chengchi University - Department of International Business and University of Hong Kong - Faculty of Business and Economics
Date Posted: October 14, 2011
Last Revised: April 22, 2013
Accepted Paper Series
111 downloads

Incl. Electronic Paper Pricing of Volatility Risk in REITs
Journal of Real Estate Research, 2013, Vol. 35, No. 2, pp. 223-248.
Jared DeLisle , S. McKay Price and C. F. Sirmans
Washington State University - Department of Finance, Insurance and Real Estate , Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Date Posted: October 14, 2011
Last Revised: May 15, 2013
Accepted Paper Series
85 downloads

Incl. Electronic Paper Stressing Correlations and Volatilities - A Consistent Modeling Approach
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: October 14, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Katya Malinova and Andreas Park
University of Toronto and University of Toronto - Department of Economics
Date Posted: October 14, 2011
Last Revised: November 24, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper Variance Trading and Market Price of Variance Risk
Oleg Bondarenko
University of Illinois at Chicago - Department of Finance
Date Posted: October 14, 2011
Last Revised: June 07, 2013
Working Paper Series
426 downloads

Incl. Electronic Paper Equity Risk Premia and the Pricing of Foreign Exchange Risk
Journal of International Economics, Vol. 33, Nos. 3-4, 1992
Robert A. Korajczyk and Claude Viallet
Northwestern University - Kellogg School of Management and INSEAD
Date Posted: October 13, 2011
Accepted Paper Series
27 downloads

Incl. Electronic Paper Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Vladimir Borgy , Thomas Laubach , Jean-Stéphane Mésonnier and Jean-Paul Renne
Banque de France , Goethe University Frankfurt , Banque de France -DGEI-DEMFI-RECFIN and Banque de France
Date Posted: October 13, 2011
Last Revised: November 03, 2011
Working Paper Series
119 downloads

Incl. Electronic Paper Market Performance and Accounting Information as the Reference of Stocks Portfolio Formation in Indonesia Stock Exchange
Journal of Economics and Business, Vol. 3, No. 3, pp. 203-223, 2009
Rowland Bismark Pasaribu
Gunadarma University
Date Posted: October 13, 2011
Accepted Paper Series
100 downloads

Incl. Electronic Paper Risk Premia and Optimal Liquidation of Credit Derivatives
International Journal of Theoretical and Applied Finance, Forthcoming
Tim Leung and Peng Liu
Columbia University and Johns Hopkins University - Department of Applied Mathematics and Statistics
Date Posted: October 13, 2011
Last Revised: September 30, 2012
Accepted Paper Series
38 downloads

The Alternative Three-Factor Model: An Alternative Beyond U.S. Markets?
European Financial Management, Forthcoming
Christian Walkshäusl and Sebastian Lobe
University of Regensburg - Center of Finance and University of Regensburg
Date Posted: October 13, 2011
Accepted Paper Series

Incl. Electronic Paper The Impact of Government Interventions on CDS and Equity Markets
Finance Meeting EUROFIDAI - AFFI, Paris, December 2011 , AFA 2012 Chicago Meetings
Frederic Schweikhard and Zoe Tsesmelidakis
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: October 13, 2011
Last Revised: September 19, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Volatility Activity: Specification and Estimation
Economic Research Initiatives at Duke (ERID) Working Paper No. 114
Viktor Todorov , George Tauchen and Iaryna Grynkiv
Northwestern University , Duke University - Economics Group and Duke University
Date Posted: October 13, 2011
Accepted Paper Series
126 downloads

Incl. Electronic Paper Which Firms are Responsible for Characteristic Anomalies? A Statistical Leverage Analysis
Kevin Aretz and Marc Aretz
Manchester Business School and RWTH Aachen University
Date Posted: October 13, 2011
Working Paper Series
191 downloads

Incl. Electronic Paper High Frequency Trading and Price Discovery
Jonathan Brogaard , Terrence Hendershott and Ryan Riordan
University of Washington - Department of Finance and Business Economics , University of California, Berkeley - Haas School of Business and University of Ontario Institute of Technology - Faculty of Business and Information Technology
Date Posted: October 12, 2011
Last Revised: April 26, 2013
Working Paper Series
1948 downloads


 

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