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5,797,175 Total downloads
Showing Papers 2,441 - 2,490 of 13,811
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Cross-Listing and Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price
24th Australasian Finance and Banking Conference 2011 Paper
Eric C. Chang ,
Yan Luo
and
Jinjuan Ren
University of Hong Kong - School of Business
,
University of Hong Kong - School of Business
and
University of Macau - Faculty of Business Administration
Date Posted: August 25, 2011
Last Revised: February 18, 2013
Accepted Paper Series
82 downloads
An Empirical Analysis of Pricing in the Japanese Bond Markets
24th Australasian Finance and Banking Conference 2011 Paper
Toyoharu Takahashi
Faculty of Commerce, Chuo University
Date Posted: August 25, 2011
Last Revised: December 06, 2011
Working Paper Series
63 downloads
Do Mutual Funds Perform When it Matters Most to Investors? U.S. Mutual Fund Performance and Risk in Recessions and Expansions
Quarterly Journal of Finance, Vol. 1, No. 3, November 2011
Robert Kosowski
Imperial College Business School
Date Posted: August 25, 2011
Last Revised: September 05, 2011
Accepted Paper Series
Rational Speculative Bubbles and Commodities Markets: Application of Duration Dependence Test
Applied Financial Economics, Forthcoming
Peter Went
,
Benjamas Jirasakuldech and
Riza Emekter
GARP Research Center
,
University of the Pacific (UOP) - Eberhardt School of Business
and
Robert Morris University
Date Posted: August 25, 2011
Accepted Paper Series
111 downloads
Realized Value (Price), ex-post Value and Asset Pricing
Mohammad Ali Tareq
and
Saburo Horimoto
Shiga University - Department of Economics
and
Shiga University
Date Posted: August 25, 2011
Last Revised: July 15, 2012
Working Paper Series
29 downloads
Reporting Timeliness, Private Information and Stock Price Synchronicity Morck et al. (2000) Revisited
Mohammed Sharaf Shaiban
affiliation not provided to SSRN
Date Posted: August 25, 2011
Working Paper Series
67 downloads
Return Predictability of a Corporate Governance Neural Networks Trading System
Safwan Mohd Nor
and
Sardar M. N. Islam
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
and
Victoria University of Technology - Centre for Strategic Economic Studies
Date Posted: August 25, 2011
Working Paper Series
76 downloads
Risk-Based Explanation for the Book-to-Market Effect
Accounting and Finance, Forthcoming
Jerry W. Chen
The University of New South Wales
Date Posted: August 25, 2011
Accepted Paper Series
53 downloads
When Do Stock Futures Dominate Price Discovery?
24th Australasian Finance and Banking Conference 2011 Paper
Nidhi Aggarwal
and
Susan Thomas
Indira Gandhi Institute of Development Research
and
Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: August 24, 2011
Last Revised: March 22, 2013
Working Paper Series
81 downloads
Aggregate Earnings and Asset Prices
Columbia Business School Research Paper
Ray Ball ,
Gil Sadka
and
Ronnie Sadka
University of Chicago
,
Columbia Business School - Accounting, Business Law & Taxation
and
Boston College - Carroll School of Management
Date Posted: August 24, 2011
Last Revised: August 30, 2011
Working Paper Series
50 downloads
Fast Calculation of Prices and Sensitivities of European Options Under Variance Gamma
Marco de Innocentis
University of Leicester - Department of Mathematics
Date Posted: August 24, 2011
Last Revised: January 30, 2012
Working Paper Series
64 downloads
Target Price Accuracy: International Evidence
The Accounting Review, VOLUME 88, No. 3 May 2013
Pawel Bilinski ,
Danielle Lyssimachou
and
Martin Walker
University of Manchester - Manchester Business School
,
University of Manchester - Division of Accounting and Finance
and
University of Manchester - Manchester Business School
Date Posted: August 23, 2011
Last Revised: January 25, 2013
Accepted Paper Series
Asset Pricing with Fixed Asset Supply
Lammertjan Dam
and
Pim Heijnen
University of Groningen - Faculty of Economics and Business
and
University of Groningen
Date Posted: August 23, 2011
Last Revised: February 17, 2013
Working Paper Series
151 downloads
Buyers Versus Sellers: Who Initiates Trades and When?
Swiss Finance Institute Research Paper No. 11-43
Tarun Chordia ,
Amit Goyal and
Narasimhan Jegadeesh
Emory University - Department of Finance
,
University of Lausanne
and
Emory University - Department of Finance
Date Posted: August 23, 2011
Last Revised: October 07, 2011
Working Paper Series
257 downloads
Diversification vs. Contagion in Inter-Linked Portfolios
24th Australasian Finance and Banking Conference 2011 Paper
Ramona Meyricke
University of Cambridge
Date Posted: August 23, 2011
Last Revised: March 05, 2013
Working Paper Series
36 downloads
Extracting 'More' Value in the Telecommunications Industry with Real Options Analysis
Journal of Telecommunications Management, Vol. 2, No. 3, pp. 269-283, 2009
Tumellano Sebehela
Sebehela Inc
Date Posted: August 23, 2011
Accepted Paper Series
25 downloads
Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand
24th Australasian Finance and Banking Conference 2011 Paper
Sachapon Tungsong
and
Gun Srijuntongsiri
Thammasat University - Thammasat Business School
and
Sirindhorn International Institute of Technology, Thammasat University
Date Posted: August 23, 2011
Last Revised: December 15, 2011
Working Paper Series
79 downloads
Nature of VIX Jumps on Market Timing of Hedge Funds
Yueh-Neng Lin
and
Jeremy Goh
National Chung Hsing University
and
Singapore Management University
Date Posted: August 23, 2011
Last Revised: June 21, 2012
Working Paper Series
144 downloads
On the Nature and Predictability of Corporate Bond Returns
Daniel Haesen
and
Patrick Houweling
Robeco Quantitative Strategies
and
Robeco Quantitative Strategies
Date Posted: August 23, 2011
Last Revised: May 16, 2012
Working Paper Series
177 downloads
Forecasting Government Bond Risk Premia Using Technical Indicators
25th Australasian Finance and Banking Conference 2012
Jeremy Goh ,
Fuwei Jiang
,
Jun Tu
and
Guofu Zhou
Singapore Management University
,
Singapore Management University - Lee Kong Chian School of Business
,
Singapore Management University
and
Washington University in St. Louis - Olin School of Business
Date Posted: August 22, 2011
Last Revised: December 12, 2012
Working Paper Series
264 downloads
An Analysis of Individual Investor Behavior in the Vietnamese Stock Market Period 2009-2010
Vietnam Securities Review, Vol. 154-155, 2011
Vuong Minh Giang
and
Vuong Hoang Son
Vietcombank Securities Company
and
Bank for Investment and Development of Vietnam
Date Posted: August 22, 2011
Accepted Paper Series
Future Earnings Growth Volatility and the Value Premium
24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper
Jamie Alcock ,
Eva Steiner and
Kelvin Jui Keng Tan
University of Cambridge - Department of Land Economy
,
The University of Cambridge - Department of Land Economy
and
University of Queensland - Business School
Date Posted: August 22, 2011
Last Revised: January 16, 2012
Working Paper Series
142 downloads
Long-Run Stock Price-House Price Relation: Evidence from an ESTR Model
David G. McMillan
University of Stirling
Date Posted: August 22, 2011
Working Paper Series
61 downloads
Long-Term U.S. Infrastructure Returns and Portfolio Selection
24th Australasian Finance and Banking Conference 2011 Paper
Michael Francis Howard
,
Robert J. Bianchi
,
Graham N. Bornholt and
Michael E. Drew
Griffith University
,
Griffith University - Griffith Business School
,
Griffith University - Department of Accounting, Finance and Economics
and
Griffith University
Date Posted: August 22, 2011
Last Revised: October 28, 2011
Working Paper Series
85 downloads
Psychological Biases Abilities on Constructing Weekend Anomaly
Rayenda Khresna Brahmana
,
Chee Wooi Hooy and
Zamri Ahmad
Universiti Sains Malaysia - School of Management
,
Universiti Sains Malaysia
and
Universiti Sains Malaysia (USM)
Date Posted: August 22, 2011
Working Paper Series
53 downloads
Systematic Liquidity Risk in the Australian Bond Market
24th Australasian Finance and Banking Conference 2011 Paper
Timothy Whittaker
Griffith University - Department of Accounting, Finance and Economics
Date Posted: August 22, 2011
Working Paper Series
36 downloads
The Components of the Illiquidity Premium: An Empirical Analysis of U.S. Stocks 1927-2010
Journal of Banking and Finance, Forthcoming
Björn Hagströmer
,
Bjorn Hansson and
Birger Nilsson
Stockholm University - School of Business
,
Lund University - Department of Economics
and
Lund University
Date Posted: August 22, 2011
Last Revised: February 14, 2013
Accepted Paper Series
125 downloads
Understanding the Distress Puzzle: Surprises in the Pre-Delisting Period
24th Australasian Finance and Banking Conference 2011 Paper
Tze Chuan Ang
The University of Melbourne
Date Posted: August 22, 2011
Last Revised: February 28, 2012
Working Paper Series
37 downloads
CEO Interviews on CNBC
Andy Kim
Nanyang Technological University (NTU) - Nanyang Business School
Date Posted: August 21, 2011
Working Paper Series
Information Asymmetry and Momentum Anomalies
24th Australasian Finance and Banking Conference 2011 Paper
Xiaolin Qian
and
Chuan-Yang Hwang
University of Macau
and
Nanyang Technological University (NTU)
Date Posted: August 21, 2011
Working Paper Series
92 downloads
Is Value Really Riskier Than Growth?
Alexandre Rubesam and
Soosung Hwang
Itaú Unibanco
and
Sungkyunkwan University - Department of Economics
Date Posted: August 21, 2011
Last Revised: November 07, 2011
Working Paper Series
50 downloads
On the Returns to Small Growth Stocks
24th Australasian Finance and Banking Conference 2011 Paper
Chu Zhang
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: August 21, 2011
Working Paper Series
61 downloads
The Informational Efficiency of the Corporate Bond Market: What is the Role of Trading Volume?
Ehab Abdel-Tawab Yamani
University of Texas at Arlington
Date Posted: August 21, 2011
Working Paper Series
25 downloads
Characteristic Liquidity, Systematic Liquidity and Expected Returns
M. Reza Baradarannia
and
Maurice Peat
University of Sydney
and
University of Sydney
Date Posted: August 20, 2011
Last Revised: February 14, 2013
Working Paper Series
108 downloads
Benchmark Replication Portfolio Strategies
24th Australasian Finance and Banking Conference 2011 Paper
Paskalis Glabadanidis and
Leon Zolotoy
University of Adelaide Business School
and
Melbourne Business School
Date Posted: August 20, 2011
Working Paper Series
114 downloads
Regional Liquidity Risk and Covered Interest Parity During the Global Financial Crisis: Evidence from Tokyo, London, and New York
24th Australasian Finance and Banking Conference 2011 Paper
Shin-Ichi Fukuda
University of Tokyo - Faculty of Economics
Date Posted: August 20, 2011
Working Paper Series
37 downloads
An Empirical Examination of Jump Risk in U.S Equity and Bond Markets
North American Actuarial Journal, Vol. 11, pp. 76-91, October 2007
Lee M. Dunham
and
Geoffrey C. Friesen
Creighton University - College of Business Administration
and
University of Nebraska at Lincoln - Department of Finance
Date Posted: August 19, 2011
Accepted Paper Series
Credit Exposure and Valuation of Revolving Credit Lines
Yan Wu
and
Robert A. Jones
Wilfrid Laurier University
and
Simon Fraser University (SFU) - Department of Economics
Date Posted: August 19, 2011
Working Paper Series
Default, Liquidity and Crises: An Econometric Framework
Banque de France Working Paper No. 340
Alain Monfort and
Jean-Paul Renne
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France
Date Posted: August 19, 2011
Last Revised: December 11, 2011
Working Paper Series
66 downloads
Foreign Exchange Exposure and the Term-Structure of Industry Cost of Equity
Alain A. Krapl
and
Carmelo Giaccotto
Northern Kentucky University - Haile/US Bank College of Business
and
University of Connecticut - Department of Finance
Date Posted: August 19, 2011
Working Paper Series
44 downloads
Signaling or Wealth Transfer: Evidence from the Response of Corporate Bonds to Payout Changes
Lucy Zhao
University of Technology, Sydney (UTS)
Date Posted: August 19, 2011
Working Paper Series
24 downloads
Testing the Validity of CAPM and APT in the Oil, Gas and Fertilizer Companies Listed on the Karachi Stock Exchange
2012 Financial Markets & Corporate Governance Conference
H. Jamal Zubairi and
Shazia Farooq
Institute of Business Management
and
Institute of Business Management (IoBM)
Date Posted: August 19, 2011
Last Revised: February 27, 2012
Working Paper Series
221 downloads
Time-Additive Consumption-Wealth Utility
Jonathan E. Ingersoll Jr.
Yale School of Management - International Center for Finance
Date Posted: August 19, 2011
Last Revised: January 26, 2012
Working Paper Series
100 downloads
Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
Cowles Foundation Discussion Paper No. 1809R
Ana Fostel
and
John Geanakoplos
George Washington University
and
Yale University - Cowles Foundation
Date Posted: August 19, 2011
Working Paper Series
141 downloads
Why Does Bad News Increase Volatility and Decrease Leverage?
Cowles Foundation Discussion Paper No. 1762RR
Ana Fostel
and
John Geanakoplos
George Washington University
and
Yale University - Cowles Foundation
Date Posted: August 19, 2011
Working Paper Series
77 downloads
Short-Term Residual Reversal
David Blitz
,
Joop Huij
,
Simon D. Lansdorp and
Marno Verbeek
Robeco Asset Management - Quantitative Strategies
,
Erasmus University - Rotterdam School of Management
,
Robeco Quantitative Strategies
and
Erasmus University - Rotterdam School of Management
Date Posted: August 18, 2011
Last Revised: November 01, 2012
Working Paper Series
1022 downloads
Factors, Characteristics and Endogenous Structural Breaks: Evidence from Japan
Pin-Huang Chou ,
Kuan-Cheng Ko
and
Shinn-Juh Lin
National Central University
,
National Chi Nan University - College of Management
and
National Chengchi University
Date Posted: August 18, 2011
Working Paper Series
30 downloads
Lower Partial Moments-Proxy of Downside Risk
Interdisciplinary Journal of Contemporary Research In Business, Vol. 3, No. 2, pp. 1069-1084, June 2011
Usman Ayub ,
Qaiser Abbas
,
Syed Kashif Saeed
and
Shahid Mehmood Sargana
COMSATS Institute of Information Technology
,
CIIT
,
COMSATS Institute of Information Technology
and
CIIT
Date Posted: August 18, 2011
Last Revised: August 23, 2011
Accepted Paper Series
51 downloads
Stock Market Fundamental Valuation and the Implied Equity Risk Premium
David J.C. Smant
Erasmus University Rotterdam (EUR) - Department of Business Economics
Date Posted: August 18, 2011
Working Paper Series
116 downloads
The Breakdown of Standard Microstructure Techniques: And What to Do About it
Craig W. Holden and
Stacey E. Jacobsen
Indiana University Bloomington - Department of Finance
and
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Date Posted: August 18, 2011
Last Revised: November 14, 2011
Working Paper Series
158 downloads
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