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12,974,557 Total downloads
Showing Papers 2,351 - 2,400 of 36,685
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The Interaction between the Central Bank and Government in Tail Risk Scenarios
De Nederlandsche Bank Working Paper No. 352
Jan Willem van den End
and
Marco Hoeberichts
De Nederlandsche Bank
and
De Nederlandsche Bank - Research Department
Date Posted: October 19, 2012
Last Revised: March 27, 2013
Working Paper Series
14 downloads
Assessing the Quality of 'Furfine-Based' Algorithms
FRB of New York Staff Report No. 575
Olivier Armantier and
Adam M. Copeland
Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: October 19, 2012
Working Paper Series
10 downloads
Strategic Asset Allocation and Portfolio Performance
Journal of Management Research, Vol. 1, No. 2, 2011
Lujer Santacruz
University of Southern Queensland - Faculty of Business
Date Posted: October 19, 2012
Accepted Paper Series
253 downloads
South African Equities Market and Stock Market Crisis
Acuitas-Journal of Management Research, 1 (2), 2011: 9-19
Kagiso Madimabe
and
Tumellano Sebehela
Bojanala Platinum District Municipality
and
Sebehela Inc
Date Posted: October 19, 2012
Last Revised: October 24, 2012
Accepted Paper Series
18 downloads
Binary Options and Real Assets
Acuitas-Journal of Management Research, 1 (2), 2011: 45-54
Tumellano Sebehela
Sebehela Inc
Date Posted: October 19, 2012
Last Revised: October 21, 2012
Accepted Paper Series
22 downloads
More RRBs, Please! Why Ottawa Should Issue More Inflation-Indexed Bonds
C.D. Howe Institute Commentary No. 363
Philippe Bergevin
and
William B. P. Robson
C.D. Howe Institute
and
C.D. Howe Institute
Date Posted: October 19, 2012
Working Paper Series
7 downloads
Portability vs Asset Price and Contribution Risk: A Continuous-Time Expected Utility Comparisons of DB and DC Pension Plans
An Chen
and
Filip Uzelac
University of Ulm - Department of Mathematics and Economics
and
University of Bonn - The Bonn Graduate School of Economics
Date Posted: October 19, 2012
Last Revised: February 27, 2013
Working Paper Series
18 downloads
Interdependence and Contagion in Global Asset Markets
ECB Working Paper No. 1480
John Beirne
and
Jana Gieck
European Central Bank (ECB)
and
International Monetary Fund (IMF)
Date Posted: October 18, 2012
Working Paper Series
44 downloads
Risk Horizon and Expected Market Returns
Georges Hubner and
Thomas Lejeune
HEC Management School - University of Liège
and
University of Liege
Date Posted: October 18, 2012
Last Revised: May 17, 2013
Working Paper Series
46 downloads
Financing Investment: The Choice between Bonds and Bank Loans
Erwan Morellec ,
Philip Valta
and
Alexei Zhdanov
Swiss Finance Institute
,
HEC Paris (Groupe HEC) - Finance Department
and
University of Lausanne - Institute of Banking and Finance (IBF)
Date Posted: October 18, 2012
Last Revised: May 07, 2013
Working Paper Series
98 downloads
On Bounding Credit Event Risk Premia
Jennie Bai ,
Pierre Collin-Dufresne ,
Robert S. Goldstein
and
Jean Helwege
Federal Reserve Bank of New York
,
Columbia Business School - Finance and Economics
,
University of Minnesota - Twin Cities
and
University of South Carolina
Date Posted: October 18, 2012
Working Paper Series
27 downloads
Market Efficiency in the European Carbon Markets
USAEE Working Paper No. 12-139
Amélie Charles ,
Olivier Darné and
Jessica Fouilloux
affiliation not provided to SSRN
,
University of Nantes - Faculty of Business and Economics
and
IGR - IAE de Rennes 1
Date Posted: October 18, 2012
Working Paper Series
43 downloads
Islamic Finance, Distress and Restructuring: Lessons from Asian Financial Crises
Wassim Rajhi
Laboratory of Economics Applied to Development (LEAD), University of Toulon-Var
Date Posted: October 18, 2012
Last Revised: January 19, 2013
Working Paper Series
Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios
Research Paper Number: 304, Quantitative Finance Research Centre, University of Technology, Sydney
Carl Chiarella
,
C.F. Lo and
Ming Xi Huang
University of Technology, Sydney - UTS Business School, Finance Discipline Group
,
Chinese University of Hong Kong (CUHK)
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: October 17, 2012
Working Paper Series
31 downloads
Catching Falling Knives: Speculating on Market Overreaction
Jean-Edouard Colliard
European Central Bank (ECB) - Directorate General Research
Date Posted: October 17, 2012
Last Revised: March 14, 2013
Working Paper Series
106 downloads
Trading on Inside Information: Evidence from the Share-Structure Reform in China
Journal of Banking and Finance, Forthcoming
Wilson H.S. Tong
,
Shaojun Zhang
and
Yanjian Zhu
Hong Kong Polytechnic University
,
Hong Kong Polytechnic University
and
Zhejiang University
Date Posted: October 17, 2012
Accepted Paper Series
Stock Return Volatility, Operating Performance and Stock Returns: International Evidence on Drivers of the 'Low Volatility' Anomaly
Journal of Banking and Finance, 2013, Vol 37, No 3, pp 999-1017, UNSW Australian School of Business Research Paper No. 2012 BFIN 14
Tanuj Dutt
and
Mark Humphery-Jenner
Nuvest Capital
and
University of New South Wales - Australian School of Business
Date Posted: October 17, 2012
Last Revised: January 14, 2013
Working Paper Series
395 downloads
Current World Economic Crisis is the Reflection of Ultra- Degree of Capitalism Over Socialisation: A Modest Analytical Contemplation
Aruna Kumar Nishanka
Berhampur University
Date Posted: October 17, 2012
Working Paper Series
11 downloads
Risk Taking, Diversification Behavior and Financial Literacy of Individual Investors
Università Ca' Foscari Department of Management Venezia Working Paper No. 17/2012,
Elisa Cavezzali
,
Gloria Gardenal
and
Ugo Rigoni
Ca Foscari University of Venice - Department of Management
,
Ca Foscari University of Venice - Department of Management
and
Ca Foscari University of Venice - Department of Management
Date Posted: October 17, 2012
Accepted Paper Series
45 downloads
Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency World
S. Sarah Zhang
Karlsruhe Institute of Technology
Date Posted: October 17, 2012
Last Revised: March 09, 2013
Working Paper Series
675 downloads
The Information Content of Option Demand
Swiss Finance Institute Research Paper No. 12-43
Kerstin Kehrle
and
Tatjana-Xenia Puhan
University of Zurich
and
University of Zurich
Date Posted: October 16, 2012
Last Revised: March 11, 2013
Working Paper Series
402 downloads
On Duopoly and Compensation Games in the Credit Rating Industry
U of Maryland Legal Studies Research Paper No. 2012-64
Robert J. Rhee
University of Maryland Francis King Carey School of Law
Date Posted: October 16, 2012
Last Revised: January 15, 2013
Accepted Paper Series
52 downloads
Stock Market Spread Trading: Argentina and Brazil Stock Indices
Jonathan A. Batten ,
Peter G. Szilagyi and
Michael C. S. Wong
Hong Kong University of Science & Technology (HKUST) - Department of Finance
,
University of Cambridge - Judge Business School
and
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: October 16, 2012
Working Paper Series
60 downloads
Weak-Form Market Efficiency and Calendar Anomalies for Eastern European Equity Markets
Journal of Emerging Market Finance, Vol. 10, Issue 3, pp.337-389, December 2011
Rakesh Gupta and
Suneel Maheshwari
Griffith University - Griffith Business School
and
Marshall University
Date Posted: October 16, 2012
Accepted Paper Series
On the Role of Cultural Distance in the Decision to Cross-List
Olga Dodd
,
Bart Frijns
and
Aaron B. Gilbert
Auckland University of Technology
,
Auckland University of Technology - Faculty of Business & Law
and
Auckland University of Technology - Faculty of Business & Law
Date Posted: October 16, 2012
Working Paper Series
20 downloads
Dividendos Potenciales: Efectos Sobre la Valoración y el Análisis Financiero de Empresas (Potential Dividends: Effects on Financial Valuation and Analysis)
Pedro Fabián Castilla Ávila
Master Consultores
Date Posted: October 16, 2012
Last Revised: February 13, 2013
Working Paper Series
33 downloads
The Growth of Modern Finance
Robin M. Greenwood
and
David S. Scharfstein
Harvard Business School - Finance Unit
and
Harvard Business School - Finance Unit
Date Posted: October 16, 2012
Working Paper Series
166 downloads
Forecasting Inflation and the Inflation Risk Premium using Nominal Yields
Bruno Feunou
and
Jean-Sebastien Fontaine
Bank of Canada
and
Bank of Canada
Date Posted: October 16, 2012
Last Revised: December 05, 2012
Working Paper Series
58 downloads
London or New York: Where and When Does the Gold Price Originate?
Brian M. Lucey ,
Charles James Larkin
and
Fergal A. O'Connor
Trinity College, Dublin - School of Business
,
Trinity College Dublin
and
University of Central Lancashire - Lancashire Business School
Date Posted: October 16, 2012
Working Paper Series
126 downloads
The Role of Risk and Information for International Capital Flows: New Evidence from the SDDS
International Monetary Fund Working Paper No. 12/242
Yuko Hashimoto
and
Konstantin M. Wacker
International Monetary Fund (IMF)
and
Vienna University of Economics and Business Administration - Department of Economics
Date Posted: October 16, 2012
Working Paper Series
13 downloads
Implied Liquidity Risk in the Term Structure of Sovereign Credit Default Swap Spreads
Saad Badaoui
,
Lara Cathcart
and
Lina El-Jahel
Imperial College Business School
,
Imperial College Business School
and
Imperial College Business School
Date Posted: October 16, 2012
Last Revised: October 18, 2012
Working Paper Series
69 downloads
In Germany the CAPM is Alive and Well
Roman Brückner
,
Patrick Lehmann
and
Richard Stehle
University of Mannheim - Department of Business Administration and Finance
,
Humboldt University of Berlin
and
Humboldt University of Berlin - Faculty of Business
Date Posted: October 16, 2012
Working Paper Series
98 downloads
Separating the Wheat from the Chaff: Understanding Portfolio Returns in an Emerging Market
Nicolas A. Eterovic
and
Dalibor S. Eterovic
University of Essex
and
Universidad Adolfo Ibañez
Date Posted: October 15, 2012
Working Paper Series
31 downloads
Market Efficiency in the ASEAN Region: Evidence from Multivariate and Cointegration Tests
Applied Financial Economics, Vol. 23, No. 4, 2013, Forthcoming
Rakesh Gupta
Griffith University - Griffith Business School
Date Posted: October 15, 2012
Accepted Paper Series
Cointegration Relationship and Time Varying Co-Movements among Indian and Asian Developed Stock Markets
International Review of Financial Analysis, Vol. 21, pp. 10-22, 2012
Rakesh Gupta
Griffith University - Griffith Business School
Date Posted: October 15, 2012
Last Revised: October 19, 2012
Accepted Paper Series
Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
Centre for Economic and Financial Studies, University of Glasgow, August 2012
Rifqi Ardliansyah
Adam Smith Business School
Date Posted: October 15, 2012
Working Paper Series
50 downloads
Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms
Daniel Edelman ,
William Fung and
David A. Hsieh
Alternative Investment Solutions
,
London Business School
and
Duke University - Fuqua School of Business
Date Posted: October 15, 2012
Working Paper Series
403 downloads
Optimal Portfolio Selection: A Note with a VBA Solution
Ignacio Velez-Pareja and
Pedro Fabián Castilla Ávila
Master Consultores
and
Master Consultores
Date Posted: October 15, 2012
Last Revised: October 29, 2012
Working Paper Series
145 downloads
Economic Literacy, Inequality, and Financial Development
Economics Letters, Vol. 118, No. 1, 2013
Anna Lo Prete
University of Turin - Department of Economics and Statistics
Date Posted: October 15, 2012
Last Revised: October 19, 2012
Accepted Paper Series
24 downloads
Earnings Guidance and Earnings Management Constraints
Adam S. Koch ,
Craig E. Lefanowicz and
Philip B. Shane
University of Virginia (UVA) - McIntire School of Commerce
,
University of Virginia (UVA) - McIntire School of Commerce
and
University of Virginia - McIntire School of Commerce
Date Posted: October 15, 2012
Working Paper Series
89 downloads
Funding, Collateral and Hedging: Uncovering the Mechanics and the Subtleties of Funding Valuation Adjustments
Andrea Pallavicini
,
Daniele Perini
and
Damiano Brigo
Banca IMI
,
Mediobanca
and
Department of Mathematics, Imperial College, London
Date Posted: October 14, 2012
Last Revised: December 12, 2012
Working Paper Series
165 downloads
Is There Any Black Swan Hidden in the Oil Markets?
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: October 14, 2012
Working Paper Series
72 downloads
The Pricing and Performance of New Corporate Bonds: Sorting Out Underpricing and Liquidity Effects
Igor Kozhanov
and
Joseph P. Ogden
University at Buffalo (SUNY)
and
State University of New York (SUNY) at Buffalo - School of Management
Date Posted: October 14, 2012
Working Paper Series
41 downloads
Use of an Internal Model in a General Insurance Company: Focus on Economic Capital Allocation
Nicolas Zec
Groupama
Date Posted: October 14, 2012
Working Paper Series
83 downloads
Expectations, Volatility, and the Implementation of Technical Currency Trading Strategies
Antony Jackson
University of Leicester - Department of Economics
Date Posted: October 14, 2012
Last Revised: December 24, 2012
Working Paper Series
81 downloads
Public Assets Sale Operations: An Italian Inefficiency History
Luigi Mundula
and
Giuseppe Galloppo
University of Cagliari - Department of Economics and Business
and
University of Rome II - Centre for International Studies on Economic Growth (CEIS)
Date Posted: October 14, 2012
Working Paper Series
9 downloads
Momentum in Government-Bond Markets
Journal of Fixed Income, Vol. 22, No. 2, 2012, DOI: 10.3905/jfi.2012.22.2.072
Bac Van Luu
and
Peiyi Yu
Norges Bank Investment Management
and
affiliation not provided to SSRN
Date Posted: October 14, 2012
Accepted Paper Series
A Macroeconomic Framework for Quantifying Systemic Risk
National Bank of Belgium Working Paper No. 233
Zhiguo He and
Arvind Krishnamurthy
University of Chicago - Booth School of Business, and NBER
and
Northwestern University - Kellogg School of Management
Date Posted: October 13, 2012
Working Paper Series
Flights to Safety
National Bank of Belgium Working Paper No. 230
Lieven Baele
,
Geert Bekaert ,
Koen Inghelbrecht and
Min Wei
Tilburg University - Department of Finance
,
Columbia Business School - Finance and Economics
,
University College of Ghent - Department of Finance
and
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Date Posted: October 13, 2012
Working Paper Series
127 downloads
Risk, Uncertainty and Monetary Policy
National Bank of Belgium Working Paper No. 229
Geert Bekaert ,
Marie Hoerova
and
Marco Lo Duca
Columbia Business School - Finance and Economics
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: October 13, 2012
Working Paper Series
34 downloads
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