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226,593
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12,971,680 Total downloads
Showing Papers 23,951 - 24,000 of 36,682
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Implied Volatility and Risk Aversion in a Simple Model with Uncertain Growth
Frederik Lundtofte
Lund University - Department of Economics
Date Posted: March 10, 2006
Last Revised: October 26, 2009
Working Paper Series
172 downloads
International Stock Market Integration and Its Economic Determinants: A Study of Indian and World Equity Markets
Dr. Kedar Nath Mukherjee
and
R. K. Mishra
National Institute of Bank Management
and
Institute of Public Enterprise (IPE)
Date Posted: March 10, 2006
Working Paper Series
434 downloads
Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities
Wolfram J. Horneff ,
Raimond Maurer
and
Michael Z. Stamos
Goethe University Frankfurt - Department of Finance
,
Goethe University Frankfurt - Finance Department
and
Allianz Global Investors
Date Posted: March 10, 2006
Last Revised: July 25, 2008
Working Paper Series
Parliament Session Effect on the Indian Stock Markets
XLRI Jamshedpur School of Business Working Paper No. 06-01
Avinash S. Ghalke
XLRI Jamshedpur
Date Posted: March 10, 2006
Last Revised: April 23, 2009
Working Paper Series
434 downloads
Real Option and Consequences of a Sudden Cash Flows Decrease in Investment Strategies
Bankers Markets & Investors, No. 88, 2007
Jean-Michel Sahut
and
Nadine Bellamy
University of Applied Sciences - Geneva School of Business Administration
and
Université d'Évry - Equipe d'Analyse et Probabilites
Date Posted: March 10, 2006
Last Revised: January 09, 2011
Accepted Paper Series
1451 downloads
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and
Angelo Ranaldo
University of Aarhus - School of Economics and Management - CREATES
and
University of St. Gallen
Date Posted: March 10, 2006
Working Paper Series
344 downloads
The Cross-Sectional Variability of Stock-Price Returns: Country and Sector Effects Revisited
Cass Business School Research Paper
Michael E. Steliaros
and
Dylan C. Thomas
Merrill Lynch & Co.
and
Swansea University - Department of Business & Economics
Date Posted: March 10, 2006
Working Paper Series
330 downloads
The Impact of Explicit Deposit Insurance on Market Discipline
CentER Discussion Paper No. 2006-05
Vasso Ioannidou and
Jan de Dreu
CentER, European Banking Center (EBC), Tilburg University
and
Royal Bank of Scotland (RBS) - Global Banking & Markets
Date Posted: March 10, 2006
Working Paper Series
299 downloads
Trading Volume, Price Autocorrelation and Volatility under Proportional Transaction Costs
Hua Cheng Sr.
Université Paris-Dauphine - Economics
Date Posted: March 10, 2006
Working Paper Series
147 downloads
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
Swiss Finance Institute Research Paper No. 06-19, AFA 2007 Chicago Meetings Paper
Bernard Dumas ,
Alexander Kurshev
and
Raman Uppal
INSEAD
,
London Business School
and
EDHEC Business School
Date Posted: March 10, 2006
Working Paper Series
525 downloads
Anomalous Price Reaction and Differential Stockholder Response to Going-Concern Audit Opinions and Withdrawals
Richard Taffler and
Christine E.L. Tan
Manchester Business School
and
City University of New York - Baruch College
Date Posted: March 09, 2006
Working Paper Series
292 downloads
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
Journal of Econometrics, Vol. 131, No. 2, pp. 151-177, April 2006
Claudio Morana and
Andrea Beltratti
Università di Milano Bicocca
and
Bocconi University - Department of Finance
Date Posted: March 09, 2006
Accepted Paper Series
Evaluating Implied RNDs by Some New Confidence Interval Estimation Techniques
Riksbank Research Paper Series No. 1
Magnus Andersson and
Magnus Lomakka
European Central Bank (ECB)
and
American Performance (AP) Fund 1
Date Posted: March 09, 2006
Working Paper Series
79 downloads
Linear Approximations and Tests of Conditional Pricing Models
Michael W. Brandt and
David A. Chapman
Duke University - Fuqua School of Business
and
Boston College
Date Posted: March 09, 2006
Working Paper Series
34 downloads
Optimal Risk Taking With Flexible Income
AFA 2008 New Orleans Meetings Paper
Jaksa Cvitanic ,
Levon Goukasian and
Fernando Zapatero
California Institute of Technology - Division of the Humanities and Social Sciences
,
Pepperdine University - Business Division
and
University of Southern California - Marshall School of Business
Date Posted: March 09, 2006
Working Paper Series
453 downloads
Portfolio Choice and Menu Exposure
EFA 2006 Zurich Meetings
Massimo Massa ,
Anders Karlsson
and
Andrei Simonov
INSEAD - Finance
,
Stockholm University - Department of Corporate Finance
and
Michigan State University - Eli Broad Graduate School of Management
Date Posted: March 09, 2006
Working Paper Series
334 downloads
Stock Market Declines and Liquidity
Journal of Finance, Forthcoming, AFA 2007 Chicago Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Wenjin Kang ,
Allaudeen Hameed and
S. Viswanathan
National University of Singapore (NUS) - Department of Accounting
,
National University of Singapore (NUS) - Department of Finance
and
Duke University - Fuqua School of Business
Date Posted: March 09, 2006
Last Revised: November 13, 2008
Working Paper Series
1278 downloads
Earnings Surprises and Changes in Liquidity
Jeffrey Ng
Singapore Management University - School of Accountancy
Date Posted: March 08, 2006
Working Paper Series
400 downloads
Corporate Governance and the Value of Cash Holdings
Journal of Financial Economics, Forthcoming
Amy K. Dittmar and
Jan Mahrt-Smith
University of Michigan at Ann Arbor - Stephen M. Ross School of Business
and
University of Toronto - Rotman School of Management
Date Posted: March 08, 2006
Accepted Paper Series
Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses
Economic Policy Review, Vol. 6, No. 1, April 2000
Paul B. Bennett ,
Kenneth Garbade and
John Kambhu
Fordham University Business School
,
Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: March 08, 2006
Accepted Paper Series
66 downloads
Estimates of Parameters of a Kyle-Type Model around Earnings Announcements
Yu Cong
,
Rani Hoitash
and
Murugappa (Murgie) Krishnan
Towson University
,
Bentley University - Department of Accountancy
and
Yeshiva University
Date Posted: March 08, 2006
Working Paper Series
157 downloads
Habit Formation, Time-Varying Risk Aversion and the Cross-Section of Expected Returns
Huafeng (Jason) Chen and
Michal Pakos
University of British Columbia (UBC) - Sauder School of Business
and
CERGE-EI and Economics Institute of the Academy of Sciences of the Czech Republic
Date Posted: March 08, 2006
Last Revised: February 25, 2012
Working Paper Series
17 downloads
Information, the Type of Informed Trader, and the Convergence of Price to Equilibrium
Michael Melvin and
James E. Eaves
BlackRock
and
University of California, Davis
Date Posted: March 08, 2006
Working Paper Series
71 downloads
International Capital Asset Pricing: Evidence from Options
Henry Mo
and
Liuren Wu
Credit Suisse - Fixed Income Division
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 08, 2006
Working Paper Series
196 downloads
International Portfolio Equilibrium and the Current Account
Robert Kollmann
ECARES, Université Libre de Bruxelles
Date Posted: March 08, 2006
Working Paper Series
89 downloads
Is a Transactions Tax an Effective Means to Stabilize the Foreign Exchange Market?
Quarterly Review, No. 227, pp.367-85, December 2003
Andrea Terzi
Franklin College Switzerland, Area of Economics and Finance
Date Posted: March 08, 2006
Accepted Paper Series
111 downloads
Libor Market Model and Gaussian HJM Explicit Approaches to Option on Composition
Marc P. A. Henrard
OpenGamma
Date Posted: March 08, 2006
Working Paper Series
351 downloads
Major Investments, Firm Financing Decisions, and Long-Run Performance
EFA 2004 MAASTRICHT
Ralf Elsas ,
Mark J. Flannery and
Jon A. Garfinkel
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
,
University of Florida - Department of Finance, Insurance and Real Estate
and
University of Iowa - Department of Finance
Date Posted: March 08, 2006
Working Paper Series
583 downloads
Microsoft's Employee Option Transfer Program
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Date Posted: March 08, 2006
Working Paper Series
194 downloads
Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections
IZA Discussion Paper No. 1996, Stanford University Graduate School of Business Research Paper No. 1928, 1st Annual Conference on Empirical Legal Studies Paper, Federal Reserve Bank of San Francisco Working Paper Series 2006-08
Erik C. Snowberg
,
Justin Wolfers and
Eric Zitzewitz
Stanford Graduate School of Business
,
University of Michigan at Ann Arbor - Department of Economics
and
Dartmouth College
Date Posted: March 08, 2006
Working Paper Series
102 downloads
Prediction Markets in Theory and Practice
IZA Discussion Paper No. 1991
Justin Wolfers and
Eric Zitzewitz
University of Michigan at Ann Arbor - Department of Economics
and
Dartmouth College
Date Posted: March 08, 2006
Working Paper Series
203 downloads
Role of Managerial Incentives and Discretion in Hedge Fund Performance
Journal of Finance, Forthcoming
Vikas Agarwal ,
Naveen D. Daniel and
Narayan Y. Naik
Georgia State University
,
Drexel University - Department of Finance
and
London Business School - Institute of Finance and Accounting
Date Posted: March 08, 2006
Last Revised: October 11, 2008
Working Paper Series
1357 downloads
Supply Matters for Asset Prices: Evidence from Ipos in Emerging Markets
Review of Financial Studies, Forthcoming
Matías Braun and
Borja Larrain
Universidad Adolfo Ibanez
and
Universidad Catolica de Chile
Date Posted: March 08, 2006
Last Revised: February 25, 2008
Working Paper Series
110 downloads
The Benchmark U.S. Treasury Market: Recent Performance and Possible Alternatives
Economic Policy Review, Vol. 6, No. 1, April 2000
Michael J. Fleming
Federal Reserve Bank of New York
Date Posted: March 08, 2006
Accepted Paper Series
166 downloads
The Valuation of Real Options with the Least Squares Monte Carlo Simulation Method
Artur Rodrigues and
Manuel J. Rocha Armada
University of Minho - School of Economics and Management
and
University of Minho
Date Posted: March 08, 2006
Working Paper Series
732 downloads
When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation?
EFA 2006 Zurich Meetings Paper, Cass Business School Research Paper, Durham Business School Working Paper
Devraj Basu ,
Chi-Hsiou Hung ,
Roel C. A. Oomen and
Alexander Stremme
Skema Business School
,
Adam Smith Business School
,
Deutsche Bank AG
and
Warwick Business School
Date Posted: March 08, 2006
Working Paper Series
479 downloads
Business Cycle and Stock Market Volatility: Are They Related?
Roberto Casarin and
Carmine Trecroci
University of Brescia - Department of Economics
and
University of Brescia
Date Posted: March 07, 2006
Last Revised: March 22, 2008
Working Paper Series
573 downloads
Halloween or January? Yet Another Puzzle
IIIS Discussion Paper Series
Brian M. Lucey and
Xinlei Shelly Zhao
Trinity College, Dublin - School of Business
and
Office of the Currency Comptroller - Risk Analysis Division
Date Posted: March 07, 2006
Working Paper Series
322 downloads
Incorporating Higher Moments into Financial Data Analysis
James M. Sfiridis
University of Connecticut - Department of Finance
Date Posted: March 07, 2006
Working Paper Series
202 downloads
Information Salience and News Absorption by the Stock Market: The Peculiar Case of Betting Markets
ECGI - Finance Working Paper No. 81/2005, CentER Discussion Paper No. 2005-62
Frédéric Palomino
,
Chendi Zhang
and
Luc Renneboog
EDHEC Business School - Department of Economics & Finance
,
University of Warwick - Finance Group
and
Tilburg University - Department of Finance
Date Posted: March 07, 2006
Working Paper Series
137 downloads
Liquidity Beyond the Best Quote: A Study of the NYSE Limit Order Book
EFA 2007 Conference Paper, WFA 2008 Conference Paper
Wenjin Kang and
Wee Yong Yeo
National University of Singapore (NUS) - Department of Accounting
and
National University of Singapore (NUS) - Department of Accounting
Date Posted: March 07, 2006
Last Revised: February 08, 2009
Working Paper Series
510 downloads
Regulation of Hedge Funds
CBC-RPS No. 0024
Gerald Spindler
and
Sebastian Bednarz
University of Goettingen
and
University of Goettingen
Date Posted: March 07, 2006
Working Paper Series
1853 downloads
Support for Resistance: Technical Analysis and Intraday Exchange Rates
Economic Policy Review, Vol. 6, No. 2, July 2000
Carol L. Osler
Brandeis University - International Business School
Date Posted: March 07, 2006
Accepted Paper Series
1099 downloads
Technical Trading in the Santa Fe Institute Artificial Stock Market Revisited
Journal of Economic Behavior and Organization, 2006
Norman Ehrentreich
Ehrentreich LDI Consulting & Research
Date Posted: March 07, 2006
Accepted Paper Series
163 downloads
The Best Puffery Article Ever
Iowa Law Review, Vol. 91, p. 1395, 2006, Temple University Legal Studies Research Paper No. 2006-11
David A. Hoffman
Temple University - James E. Beasley School of Law
Date Posted: March 07, 2006
Last Revised: April 06, 2008
Accepted Paper Series
1395 downloads
Arbitrage in the Foreign Exchange Market: Turning on the Microscope
Norges Bank Working Paper No. 2005/12, EFA 2006 Zurich Meetings
Qaisar Farooq Akram
,
Dagfinn Rime and
Lucio Sarno
Norges Bank
,
Central Bank of Norway
and
City University London - Sir John Cass Business School
Date Posted: March 06, 2006
Working Paper Series
684 downloads
Bubbles and Crashes: Empirical Evidence
Erik Kole
,
Nadja Guenster
and
Ben Jacobsen
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
,
Maastricht University - Department of Finance
and
New Zealand Institute of Advanced Study
Date Posted: March 06, 2006
Working Paper Series
Does Asymmetric Information Drive Capital Structure Decisions?
EFA 2006 Zurich Meetings, AFA 2008 New Orleans Meetings Paper
Sreedhar T. Bharath ,
Paolo Pasquariello and
Guojun Wu
Arizona State University - W.P. Carey School of Business
,
University of Michigan - Stephen M. Ross School of Business
and
University of Houston
Date Posted: March 06, 2006
Working Paper Series
2471 downloads
Equity Return Prediction: Are Coefficients Time-Varying?
EFA 2006 Zurich Meetings Paper
Thomas Dangl ,
Michael Halling
and
Otto Randl
Vienna University of Technology
,
Stockholm School of Economics - Department of Finance
and
WU Vienna University of Economics and Business
Date Posted: March 06, 2006
Working Paper Series
312 downloads
How has Regulation FD Affected the Operations of Financial Analysts?
Contemporary Accounting Research, Vol. 23, No. 2, Summer 2006
Partha Mohanram and
Shyam V. Sunder
University of Toronto - Accounting
and
University of Arizona
Date Posted: March 06, 2006
Accepted Paper Series
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