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JEL Code: G10
1,447,613 Total downloads
Showing Papers 2,401 - 2,450 of 4,442
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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