Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
Papers Received in
  Last 12 months:
68,942

Paper Downloads:
To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G10
1,447,613 Total downloads
Showing Papers 2,401 - 2,450 of 4,442
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Applying the Law of Small Numbers to Hedge Fund Returns
Craig W. French
SportSafety Labs, LLC
Date Posted: March 12, 2008
Working Paper Series
223 downloads

Incl. Electronic Paper Mutual Fund Investors: Divergent Profiles
Columbia Business Law Review, Vol. 2008, No. 3, 2008
Alan R. Palmiter and Ahmed E. Taha
Wake Forest University - School of Law and Wake Forest University - School of Law
Date Posted: March 12, 2008
Last Revised: September 14, 2009
Working Paper Series
292 downloads

Incl. Electronic Paper China Seeks to Actively Invest Foreign Exchange Reserves
Nomura Capital Market Review, Vol. 10, No. 4, Winter 2007
Eiichi Sekine
Nomura Institute of Capital Markets Research
Date Posted: March 11, 2008
Accepted Paper Series
181 downloads

Incl. Electronic Paper Futures Trading and Market Microstructure of the Underlying Security: A High Frequency Natural Experiment at the Single Stock Future Level
Gikas Manalis and Kate Phylaktis
Hellenic Exchanges Holdings SA and City University London - Sir John Cass Business School
Date Posted: March 10, 2008
Working Paper Series
366 downloads

Moody's Loan CDS-Implied Ratings: Methodology and Applications
Christopher Mann and David T. Hamilton
Moody's Investors Service and Moody's Analytics
Date Posted: March 10, 2008
Working Paper Series

Incl. Electronic Paper The Replacement-Cost of State-Contingent Claims: A Perspective on Security Prices
Jialiu Lu
Sun Yat-Sen University
Date Posted: March 10, 2008
Working Paper Series
53 downloads

Anonymity in Securities Markets
Journal of Financial Intermediation, Vol. 2, No. 2, 1992
Margaret M. Forster and Thomas J. George
affiliation not provided to SSRN and University of Houston - Department of Finance
Date Posted: March 09, 2008
Accepted Paper Series

Incl. Electronic Paper Modeling International Financial Returns with a Multivariate Regime Switching Copula
Lorán Chollete , Alfonso Valdesogo and Andréas Heinen
UiS Business School , Universidad Carlos III de Madrid and University of Cergy-Pontoise - THEMA
Date Posted: March 09, 2008
Working Paper Series
310 downloads

Incl. Electronic Paper Asymptotic Maturity Behavior of the Term Structure
Klaas Schulze
McMaster University
Date Posted: March 06, 2008
Last Revised: October 06, 2010
Working Paper Series
109 downloads

Incl. Electronic Paper By How Much Can a Diversified Approach to Investing Improve the Prospects of Reducing a DB Pension Deficit?
Andrew Brigden , Shamik Dhar and Andrew Clare
City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: March 06, 2008
Working Paper Series
107 downloads

Market Vs Model Credit Default Swap Spreads: Mind the Gap!
European Financial Management, Forthcoming
Lara Cathcart , Lina El-Jahel and Mascia Bedendo
Imperial College Business School , Imperial College Business School and Bocconi University - Department of Finance
Date Posted: March 06, 2008
Last Revised: July 31, 2010
Accepted Paper Series

The Efficiency of Term Structure Estimation Technique: A Monte Carlo Study
The Journal of Fixed Income, Vol. 2, No. 1, pp. 52-63, March 1992
Mark J. Buono , Russell B. Gregory-Allen and Uzi Yaari
affiliation not provided to SSRN , Massey University - Department of Commerce and Rutgers University
Date Posted: March 05, 2008
Last Revised: March 13, 2008
Accepted Paper Series

Financial Structure and Industrial Structure
Bulletin of Economic Research, Forthcoming
Angelos A. Antzoulatos , Nicholas Apergis and Chris Tsoumas
University of Piraeus - Department of Banking and Financial Management , University of Piraeus and University of Piraeus - Department of Banking and Financial Management
Date Posted: March 04, 2008
Last Revised: March 03, 2010
Accepted Paper Series

Incl. Electronic Paper The Contagion Effects of Financial Crises on Stock Markets of Developed Countries
João Leitão , Julio Lobao and Manuel J. Rocha Armada
University of Beira Interior, Department of Management and Economics , affiliation not provided to SSRN and University of Minho
Date Posted: March 04, 2008
Working Paper Series
265 downloads

Incl. Electronic Paper Characterizing the Co-Movement of the Stock and Bond Markets
Chunhua Lan
Australian School of Business at UNSW
Date Posted: March 03, 2008
Last Revised: November 25, 2008
Working Paper Series
112 downloads

Incl. Electronic Paper Extending the CAPM Framework
Stylianos Paganopoulos and Kevin Golden
affiliation not provided to SSRN and University of the West of England - Department of Mathematics and Statistics
Date Posted: March 03, 2008
Last Revised: September 21, 2008
Working Paper Series
224 downloads

Incl. Electronic Paper The Short-Term Corporate Bond Anomaly
Jeroen Derwall , Joop Huij and Gerben J. de Zwart
Maastricht University - European Centre for Corporate Engagement , Erasmus University - Rotterdam School of Management and APG Asset Management
Date Posted: March 03, 2008
Last Revised: August 16, 2009
Working Paper Series
205 downloads

An EMS Target Zone Model in Discrete Time
Journal of Applied Econometrics, Vol. 13, pp. 31.48, 1998
Kees C. G. Koedijk , Philip A. Stork and Casper G. de Vries
Tilburg University - Department of Finance , VU University Amsterdam - Faculty of Economics and Business Administration and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: February 28, 2008
Accepted Paper Series

Incl. Electronic Paper Individual Vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond
Douglas W. Blackburn and Andrey Ukhov
Fordham University - Schools of Business and Cornell University
Date Posted: February 28, 2008
Working Paper Series
104 downloads

Incl. Electronic Paper How Investors Face Financial Risk Loss Aversion and Wealth Allocation
Fordham University Department of Economics Discussion Paper No. 2008-01
Erick Williams Rengifo and Emanuela Trifan
Fordham University and Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
Date Posted: February 27, 2008
Working Paper Series
130 downloads

Incl. Electronic Paper Do Mutual Fund Media Recommendations Hold Value? An Empirical Analysis of the Wall Street Journal's SmartMoney Fund Screen
George Comer III and Javier Rodriguez
Georgetown University - Department of Finance and University of Puerto Rico
Date Posted: February 25, 2008
Last Revised: February 27, 2012
Working Paper Series
143 downloads

Incl. Electronic Paper Emotion and Finance - An Interdisciplinary Approach to the Impact of Emotions on Financial Decision Making
Christoph Merkle
University of Mannheim - Department of Banking and Finance
Date Posted: February 24, 2008
Working Paper Series
1154 downloads

Incl. Electronic Paper Value Creation Through Securitization: Evidence from the CMBS Market
Xudong An , Yongheng Deng and Stuart A. Gabriel
San Diego State University - Department of Finance , National University of Singapore (NUS) - Institute of Real Estate StudiesNational University of Singapore and University of California, Los Angeles - Anderson School of Management
Date Posted: February 22, 2008
Working Paper Series
528 downloads

Incl. Electronic Paper Momentum Effects in the Largest Australian and New Zealand Shares
INFINZ Journal, pp. 30-33, September 2008
Philip A. Stork
VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: February 21, 2008
Last Revised: July 21, 2009
Accepted Paper Series
217 downloads

Asymmetric Multivariate Normal Mixture GARCH
CFS Working Paper No. 2008/07
Markus Haas , Stefan Mittnik and Marc S. Paolella
Ludwig Maximilians University of Munich - Department of Statistics , University of Kiel - Institute of Statistics & Econometrics and University of Zurich
Date Posted: February 20, 2008
Working Paper Series

Multivariate Regime-Switching GARCH with an Application to International Stock Markets
CFS Working Paper No. 2008/08
Markus Haas and Stefan Mittnik
Ludwig Maximilians University of Munich - Department of Statistics and University of Kiel - Institute of Statistics & Econometrics
Date Posted: February 20, 2008
Working Paper Series

Incl. Electronic Paper Sell Side School Ties
Harvard Business School Finance Working Paper No. 08-074
Andrea Frazzini , Christopher J. Malloy and Lauren Cohen
AQR Capital Management, LLC , Harvard Business School and Harvard Business School
Date Posted: February 20, 2008
Working Paper Series
476 downloads

Incl. Electronic Paper Commodity Derivative Market and its Impact on Spot Market
Golaka C. Nath and Tulsi Lingareddy
Clearing Corporation of India - CCIL and Clearing Corporation of India - CCIL
Date Posted: February 19, 2008
Working Paper Series
1291 downloads

Incl. Electronic Paper The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate
Thomas Nitschka
Swiss National Bank
Date Posted: February 19, 2008
Working Paper Series
150 downloads

Incl. Electronic Paper Performance Persistence Among Canadian Institutional Money Managers
Gene Hochachka
ATB Investment Management Inc.
Date Posted: February 17, 2008
Last Revised: July 18, 2009
Working Paper Series
69 downloads

Incl. Electronic Paper Is Difference of Opinion Among Investors a Source of Risk?
Philip Gharghori , Madhu Veeraraghavan and Quin See
Monash University , Monash University – Department of Accounting and Finance and Corporate Finance Cluster and Monash University
Date Posted: February 15, 2008
Working Paper Series
162 downloads

Incl. Electronic Paper Day of the Week Effect and Market Efficiency - Evidence from Indian Equity Market Using High Frequency Data of National Stock Exchange
Golaka C. Nath and Manoj Dalvi
Clearing Corporation of India - CCIL and Long Island University - Department of Finance
Date Posted: February 13, 2008
Working Paper Series
609 downloads

Incl. Electronic Paper The Virtualisation of an Equity Exchange Explaining the Decline of the Amsterdam Financial Centre
Ewald Engelen and Michael H. Grote
University of Amsterdam - Department of Geography and Frankfurt School of Finance & Management
Date Posted: February 13, 2008
Working Paper Series
75 downloads

Incl. Electronic Paper Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
HKIMR Working Paper No. 22/2007
Peter C. B. Phillips , Yangru Wu and Jun Yu
Yale University - Cowles Foundation , Rutgers University, Newark - School of Business - Department of Finance & Economics and Singapore Management University
Date Posted: February 12, 2008
Working Paper Series
93 downloads

An Application of CDS-Implied Ratings to Synthetic CDOs
David T. Hamilton and Eugenia Fingerman
Moody's Analytics and Moody's Investors Service
Date Posted: February 11, 2008
Working Paper Series

Incl. Electronic Paper Risk Aversion and the Dynamics of Optimal Liquidation Strategies in Illiquid Markets
Alexander Schied and Torsten Schoeneborn
University of Mannheim and AHL (Man Investments)
Date Posted: February 11, 2008
Working Paper Series
296 downloads

Incl. Electronic Paper Twilight Falls on the Limit Order Book: Endogeneity and the Demise of Broker Identity
Owen , Peter L. Swan and P. Joakim Westerholm
affiliation not provided to SSRN , University of New South Wales (UNSW) and The University of Sydney Business School
Date Posted: February 11, 2008
Working Paper Series
260 downloads

Incl. Electronic Paper Limited Arbitrage: The Paralysis of the Regulating Mechanism of Financial Markets
Feker Bayoudh and Moez Elgaied II
University of Tunis - Faculty of Economic Sciences and Management (ESSEC) and University of Tunis - Faculty of Economic Sciences and Management (ESSEC)
Date Posted: February 10, 2008
Working Paper Series
222 downloads

Incl. Electronic Paper An Analysis of the Reasons for the Asymmetries Surrounding Earnings Benchmarks
Bruce Bennett and Michael E. Bradbury
New Zealand Institute of Chartered Accountants (NZICA) and Massey University
Date Posted: February 06, 2008
Working Paper Series
114 downloads

Incl. Electronic Paper Conditional Distribution of the Colombian Exchange Rate Returns: An Empirical Exercise Using Multivariate GARCH Models
Revista de Economía del Rosario, Vol. 10, No. 2, December 2007,
Karoll Gómez and Santiago Gallón
Universidad de Antioquia and Universidad de Antioquia
Date Posted: February 06, 2008
Accepted Paper Series
95 downloads

Incl. Electronic Paper Hierarchical Structure of the Internationalized Spanish Hotel Industry
Tourism Management, Vol. 31, No. 1, pp. 57-73, 2010
María Jesús Such , Wiston Adrián Risso , Laura Parte Esteban and Juan Gabriel Brida
Universidad de Alcalá , University of Siena - Department of Economics , UNED and Free University of Bolzano
Date Posted: February 06, 2008
Last Revised: June 18, 2011
Accepted Paper Series
163 downloads

Incl. Electronic Paper Options Trading Activity and Firm Valuation
Eduardo S. Schwartz , Avanidhar Subrahmanyam and Richard Roll
University of California, Los Angeles (UCLA) - Finance Area , University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: February 06, 2008
Working Paper Series
294 downloads

Incl. Electronic Paper A Documentative Look at Contract Approvals, Launches, and Successes in U. S. Futures Markets
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Date Posted: February 05, 2008
Working Paper Series
98 downloads

Incl. Electronic Paper Does Adverse Selection Affect Bid-Ask Spreads for Options‘
Journal of Futures Markets, Vol. 28, No. 5, pp. 417-437, May 2008
Söhnke M. Bartram , Frank Fehle and David G. Shrider
Warwick Business School - Department of Finance , BlueCrest Capital and Miami University of Ohio - Richard T. Farmer School of Business Administration
Date Posted: February 04, 2008
Last Revised: August 21, 2010
Accepted Paper Series
179 downloads

Incl. Electronic Paper Indian Stock Market Volatility in Recent Years: Transmission from Global and Regional Contagion and Traditional Domestic Sectors
Amitava Sarkar , Gagari Chakrabarti and Chitrakalpa Sen
affiliation not provided to SSRN , Presidency College and affiliation not provided to SSRN
Date Posted: February 04, 2008
Working Paper Series
902 downloads

Incl. Electronic Paper Volatility and Trading Activity Following Changes in the Size of Futures Contracts
Old BjursellOld , Alex Frino , Yiuman Tse and George H. K. Wang
Ronin Capital , University of Sydney - Discipline of Finance , University of Texas at San Antonio - College of Business and George Mason University - Finance Area
Date Posted: February 03, 2008
Working Paper Series
138 downloads

Incl. Electronic Paper Indexing Catastrophe Securities
KAIST Business School Working Paper No. 2008-003
S. Hun Seog and Jangkoo Kang
Seoul National University and KAIST Business School
Date Posted: February 01, 2008
Working Paper Series
89 downloads

Incl. Electronic Paper Self-Imposed Limits to Arbitrage
Journal of Applied Finance, Forthcoming
Philip Maymin
NYU Poly - Department of Finance and Risk Engineering
Date Posted: February 01, 2008
Last Revised: April 13, 2011
Accepted Paper Series
239 downloads

Incl. Electronic Paper The Impact of Competition and Information on Intraday Trading
Katya Malinova and Andreas Park
University of Toronto and University of Toronto - Department of Economics
Date Posted: February 01, 2008
Last Revised: April 06, 2012
Working Paper Series
260 downloads

Incl. Electronic Paper Are Electricity Risk Premia Affected by Emission Allowance Prices? Evidence from the EEX, Nord Pool and Powernext
Energy Policy, Vol. 37, No. 7, pp. 2594-2604, 2009
George Daskalakis and Raphael N. Markellos
Norwich Business School - University of East Anglia and University of East Anglia (UEA) - Norwich Business School
Date Posted: January 28, 2008
Last Revised: September 16, 2009
Accepted Paper Series
482 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo7 in 3.828 seconds