Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,423
Full Text Papers:
398,298
Authors:
228,729
Papers Received in Last 12 months:
69,626
Paper Downloads:
To date:
66,741,858
Last 12 months:
11,229,174
Last 30 days:
844,246
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: G13
1,868,675 Total downloads
Showing Papers 2,401 - 2,450 of 4,953
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns
Alexander Barinov
Date Posted: November 10, 2007Last Revised: August 24, 2011379 downloads
Do Federal Funds Futures Need Adjustment for Excess Returns? A State-Dependent Approach FRB of Kansas City Working Paper No. 07-08
Brent Bundick
Date Posted: November 05, 200765 downloads
A Simple Pragmatic Justification for Risk-Neutral Option Pricing
Tom Arnold and
Timothy Falcon Crack
Date Posted: November 02, 2007396 downloads
The Forecasting Performance of German Stock Option Densities FRB of Cleveland Working Paper No. 03-12
Ben R. Craig ,
Ernst Glatzer ,
Joachim Keller
and
Martin Scheicher
Date Posted: November 01, 200763 downloads
Multi-Asset Spread Option Pricing and Hedging
Minqiang Li
,
Shijie Deng
and
Jieyun Zhou
Date Posted: October 31, 2007908 downloads
The Empirical Performance of Option-Based Densities of Foreign Exchange FRB of Cleveland Working Paper No. 03-13
Ben R. Craig and
Joachim Keller
Date Posted: October 31, 200748 downloads
The Yield Curve, Recessions, and the Credibility of the Monetary Regime: Long-Run Evidence, 1875-1997 FRB of Cleveland Working Paper No. 04-02
Michael D. Bordo and
Joseph G. Haubrich
Date Posted: October 30, 200798 downloads
Financial Management Modelling of the Performance of Nigerian Quoted Small and Medium-Sized Enterprises Journal of Financial Management and Analysis, Vol. 20, No. 1, 2007
Adolphus J. Toby
Date Posted: October 26, 2007
Spot Price Modeling and the Valuation of Electricity Forward Contracts: The Role of Demand and Capacity Journal of Banking and Finance 32, Issue 12, (2008), pp. 2502-2519
Álvaro Cartea and
Pablo Villaplana
Date Posted: October 25, 2007Last Revised: March 11, 20131273 downloads
Quantifying Risk in the Electricity Business: A RAROC-based Approach Energy Economics, Vol. 29, No. 5, 2007
Svetlozar Rachev
,
Marcel Prokopczuk
,
Gero Schindlmayr
and
Stefan Trueck
affiliation not provided to SSRN
and
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Date Posted: October 24, 2007
Accelerated Stock Repurchase Programs: Underreported and Overpriced? Part II (Hewlett-Packard Addendum)
M. A. Gumport
Date Posted: October 23, 2007Last Revised: April 21, 2009313 downloads
Dealers' Hedging of Interest Rate Options in the U.S. Dollar Fixed-Income Market Economic Policy Review, Vol. 4, No. 2, June 1998
John Kambhu
Date Posted: October 23, 200785 downloads
Reduced Form Modelling for Credit Risk
Monique Jeanblanc and
Yann Lecam
Date Posted: October 19, 2007Last Revised: August 02, 2009206 downloads
Ito's Calculus and the Derivation of the Black-Scholes Option-Pricing Model HANDBOOK OF QUANTITATIVE FINANCE, C. F. Lee, Alice C. Lee, eds., Springer, 2009
George Chalamandaris
and
A. G. (Tassos) Malliaris
Date Posted: October 18, 2007Last Revised: February 12, 2009761 downloads
The Effects of National Allocation Plans on Carbon Markets
Maria Mansanet Bataller
and
Ángel Pardo Tornero
Date Posted: October 18, 2007Last Revised: September 14, 2009210 downloads
Arbitrage and Simple Financial Market Efficiency During the South Sea Bubble: A Comparative Study of the Royal African and South Sea Companies Subscription Share Issues CDMA Working Paper No. CDMA07/16
Gary S. Shea
Date Posted: October 17, 200787 downloads
Futures Hedging Under Mark-to-Market Risk Journal of Futures Markets, Vol. 23, No. 4, 2003
Anlong Li and
Donald D. Lien
Date Posted: October 17, 2007240 downloads
Optimal Bank Portfolio Choice Under Fixed-Rate Deposit Insurance Annals of Operation Research, Vol. 45, No. 1, 1993
Anlong Li
Date Posted: October 17, 2007
Estimating Equity Premia from CDS Spreads EFA 2009 Bergen Meetings Paper
Christoph Kaserer and
Tobias Berg
Date Posted: October 16, 2007Last Revised: February 13, 2009739 downloads
Mean-reversion Properties of Implied Volatilities
Florian Ielpo and
Guillaume Simon
Date Posted: October 16, 2007Last Revised: July 24, 2010275 downloads
Structural Models of Corporate Bond Pricing with Maximum Likelihood Estimation Journal of Empirical Finance, Vol. 15, No. 4, 2008
Ka Leung Li
and
Hoi Ying Wong
Date Posted: October 16, 2007Last Revised: April 21, 2009251 downloads
Accelerated Stock Repurchase Programs: Underreported and Overpriced? Part I (AMAT, CY, LLTC and XLNX Case Studies)
M. A. Gumport
Date Posted: October 15, 2007Last Revised: November 29, 2009458 downloads
Moment Methods for Exotic Volatility Derivatives
Claudio Albanese and
Adel Osseiran
Date Posted: October 15, 2007289 downloads
A Model for Estimating Recovery Rates and Collateral Haircuts for Bank Loans Bank of Finland Research Discussion Paper No. 2/2000
Esa Jokivuolle and
Samu Peura
Date Posted: October 14, 2007360 downloads
Arbitrage-Free Valuation of Interest Rate Securities under Forward Curves with Stochastic Speed & Acceleration Journal of Economic Theory, Vol. 137, pp. 432-459, 2007
Gurupdesh S. Pandher
Date Posted: October 13, 2007Last Revised: March 28, 201169 downloads
New Bounds on American Option Prices KAIST Business School Working Paper No. 2007-009
In Joon Kim ,
Geun Hyuk Chang
and
Suk-Joon Byun
Date Posted: October 12, 2007162 downloads
Speculative Securities
Jose M. Marin and
Rohit Rahi
Date Posted: October 12, 2007777 downloads
Harbouring Alpha: A Computational Framework for Residual Return Insurance and Hedging Demands Measurement for Active Investors
Ashraf El-Ansary
Date Posted: October 11, 2007Last Revised: May 08, 2008
Fourier Space Time-Stepping for Option Pricing With Levy Models Journal of Computational Finance, Vol. 12, No. 2, pp. 1-29, 2008
Kenneth R. Jackson
,
Sebastian Jaimungal
and
Vladimir Surkov
Date Posted: October 10, 2007Last Revised: July 01, 20091265 downloads
Systematic Variance Risk and Firm Characteristics in the Equity Options Market
Vadim di Pietro
and
Gregory Vainberg
Date Posted: October 10, 2007631 downloads
Parallel Option Pricing with Fourier Space Time-Stepping Method on Graphics Processing Units Parallel Computing, 36(7), pp. 372-380, 2010
Vladimir Surkov
Date Posted: October 09, 2007Last Revised: June 12, 2013538 downloads
General Asymptotics of Wiener Functionals and Application to Mathematical Finance
Yasufumi Osajima
Date Posted: October 06, 2007Last Revised: October 16, 2007530 downloads
Spanned Stochastic Volatility in Bond Markets: A Reexamination of the Relative Pricing between Bonds and Bond Options
Don H. Kim
Date Posted: October 06, 200760 downloads
Is the Hong Kong Dollar Exchange Rate 'Bounded' in the Convertibility Zone? Hong Kong Monetary Authority Working Paper No. 13/2007
C. H. Hui and
Tom Fong
Date Posted: October 05, 200764 downloads
Understanding Convertible Debt Funded Stock Buybacks - Cypress Semiconductor Case Study
M. A. Gumport
Date Posted: October 04, 2007373 downloads
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices
Claudio Albanese ,
Harry Lo
and
Stathis Tompaidis
Date Posted: October 03, 2007336 downloads
Callable Swaps, Snowballs and Videogames
Claudio Albanese
Date Posted: October 03, 2007341 downloads
Expectations and Forward Risk Premium in the Spanish Deregulated Power Market Energy Policy, Vol. 38, pp., 784-793, 2010
Dolores Furió
and
Vicente Meneu
Date Posted: October 03, 2007Last Revised: October 09, 2010
Option Pricing with Levy-Stable Processes Generated by Levy-Stable Integrated Variance Quantitative Finance Vol. 9, No. 4, June 2009, pp 397–409,
Álvaro Cartea and
Sam Howison
Date Posted: October 02, 2007Last Revised: March 11, 2013530 downloads
A Note on Correlation in Stochastic Volatility Term Structure Models
Massimo Morini and
Fabio Mercurio
Date Posted: October 02, 2007454 downloads
Convergence Rates for Diffusions on Continuous-Time Lattices
Claudio Albanese and
Aleksandar Mijatovic
Date Posted: October 02, 200759 downloads
No-Arbitrage Dynamics for a Tractable SABR Term Structure Libor Model Bloomberg Portfolio Research Paper No. 2010-03-FRONTIERS
Massimo Morini and
Fabio Mercurio
Date Posted: October 02, 2007Last Revised: April 07, 20101939 downloads
Operator Methods, Abelian Processes and Dynamic Conditioning
Claudio Albanese
Date Posted: October 02, 2007Last Revised: November 05, 200797 downloads
The Double Continuation Region
Alessandro Sbuelz ,
Anna Battauz and
Marzia De Donno
Date Posted: October 02, 200768 downloads
Novel Importance Sampling for the Valuation of Basket and Asian Options
John S. Dagpunar
Date Posted: October 01, 2007231 downloads
Does Co-Movement of Conditional Volatility Matter in Asset Pricing? Further Evidence in the Downside and Conventional Pricing Frameworks Icfai Journal of Applied Finance, Forthcoming, 20th Australasian Finance & Banking Conference 2007 Paper
Song Li
and
Don (Tissa) U. A. Galagedera
Date Posted: September 25, 2007Last Revised: September 07, 200854 downloads
The Tail Wags the Dog: Time-Varying Information Shares in the Bund Market BIS Working Paper No. 224
Christian Upper and
Thomas Werner
Date Posted: September 25, 200774 downloads
Weather Derivatives: A New Class of Financial Instruments
Melanie Cao ,
Anlong Li and
Jason Zhanshun Wei
Date Posted: September 24, 20071073 downloads
Precipitation Modeling and Contract Valuation: A Frontier in Weather Derivatives Journal of Alternative Investments, Vol. 7, No. 2, 2004
Anlong Li ,
Melanie Cao and
Jason Zhanshun Wei
Date Posted: September 22, 2007
Cliquet Options: Pricing and Greeks in Deterministic and Stochastic Volatility Models
Peter den Iseger and
Emöke Oldenkamp
Date Posted: September 18, 20071158 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.813 seconds
