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SSRN eLibrary Statistics:
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Abstracts:
484,422
Full Text Papers:
393,787
Authors:
226,737
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68,988
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To date:
65,953,402
Last 12 months:
11,186,475
Last 30 days:
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238,981
Total References:
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5,722,240
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SSRN eLibrary Search Results
JEL Code: G10
1,448,707 Total downloads
Showing Papers 2,501 - 2,550 of 4,442
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Does the Weighted Cost of Capital Associate with Returns on Operating and Financial Assets with Investor Anticipation or Reaction? [And Do Operating and Financial Assets Have Synergy?]
Zane L. Swanson and
Veli Viinanen
University of Central Oklahoma
and
Deloitte
Date Posted: November 16, 2007
Last Revised: February 10, 2008
Working Paper Series
210 downloads
Incentives and Risk Taking in Hedge Funds
Journal of Banking and Finance, Vol. 31, No. 11, 2007
Roy Kouwenberg and
William T. Ziemba
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
University of British Columbia (UBC) - Sauder School of Business
Date Posted: November 16, 2007
Accepted Paper Series
A Theory of Strategic Intermediation and Endogenous Liquidity
Rohit Rahi and
Jean-Pierre Zigrand
London School of Economics - Department of Finance
and
London School of Economics - Department of Finance and Financial Markets Group
Date Posted: November 14, 2007
Last Revised: January 06, 2008
Working Paper Series
77 downloads
Auditor Fees and Cost of Debt
Journal of Accounting, Auditing and Finance, Forthcoming
Dan S. Dhaliwal ,
Cristi A. Gleason ,
Shane Heitzman
and
Kevin Melendrez
University of Arizona - Department of Accounting
,
University of Iowa - Department of Accounting
,
Simon School of Business, University of Rochester
and
New Mexico State University - Department of Accounting & Business Computer Systems
Date Posted: November 14, 2007
Accepted Paper Series
Betas, Characteristics and the Cross-Section of Hedge Fund Returns
Mark M. Klebanov
University of Chicago - Graduate School of Business (GSB)
Date Posted: November 13, 2007
Last Revised: January 09, 2008
Working Paper Series
461 downloads
Estimation of the Conditional Variance - Covariance Matrix of Returns Using the Intraday Range
XFi Centre for Finance and Investment Working Paper No. 07/11
Richard D. F. Harris and
Fatih Yilmaz
University of Exeter - Business School
and
Bank of America, U.K.
Date Posted: November 13, 2007
Working Paper Series
492 downloads
The Specification of Garch Models With Stochastic Covariates
Journal of Futures Markets, 2008
Jeff Fleming ,
Chris Kirby and
Barbara Ostdiek
Rice University - Jesse H. Jones Graduate School of Business
,
UNC Charlotte - Belk College of Business
and
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: November 09, 2007
Accepted Paper Series
The Market Reaction to Stock Split Announcements: Earnings Information After All
Alon Kalay
and
Mathias Kronlund
Columbia Business School - Accounting, Business Law & Taxation
and
University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: November 07, 2007
Last Revised: November 10, 2012
Working Paper Series
959 downloads
Taking Certification Seriously - Why There is No Such Thing as an Adequate Representative in a Securities Fraud Class Action
Villanova Law/Public Policy Research Paper No. 2008-07
Richard A. Booth
Villanova University School of Law
Date Posted: November 05, 2007
Working Paper Series
218 downloads
The Limits to Minimum-Variance Hedging
University of Exeter XFi Working Paper No. 07-12
Richard D. F. Harris ,
Jian Shen
and
Evarist Stoja
University of Exeter - Business School
,
University of Exeter Business School
and
University of Bristol
Date Posted: November 05, 2007
Working Paper Series
226 downloads
Diversification, Refocusing, and Firm Value
Europen Financial Management Journal, Vol. 16, pp. 422-448, 2010
Gonul Colak
Florida State University - College of Business
Date Posted: November 04, 2007
Last Revised: August 03, 2010
Accepted Paper Series
517 downloads
A Simple Pragmatic Justification for Risk-Neutral Option Pricing
Tom Arnold and
Timothy Falcon Crack
University of Richmond - E. Claiborne Robins School of Business
and
University of Otago - Department of Finance and Quantitative Analysis
Date Posted: November 02, 2007
Working Paper Series
394 downloads
On the Preference for Full-Coverage Policies: Why do People Buy Too Much Insurance?
Journal of Economic Psychology, Forthcoming
Zur Shapira and
Itzhak Venezia
Leonard N. Stern School of Business - Department of Economics
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: November 02, 2007
Accepted Paper Series
91 downloads
Citation Patterns within the Leading Top-Tier Finance Journals: Implications for Journal Rankings and Other Issues
Edwin D. Maberly and
Raylene M. Pierce
Monash University
and
Deakin University
Date Posted: November 01, 2007
Working Paper Series
1337 downloads
Electronic Communication Networks, Market Makers, and the Components of the Bid-Ask Spread
Phillip R. Daves ,
T. Shawn Strother and
James W. Wansley
University of Tennessee, Knoxville - Department of Finance
,
Zayed University
and
University of Tennessee
Date Posted: October 27, 2007
Last Revised: March 01, 2009
Working Paper Series
215 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
Rivers State University of Science and Technology (RSUST) - Department of Banking and Finance
Date Posted: October 26, 2007
Accepted Paper Series
The Performance Private Equity Backed Ipos
Mario Levis
City University London - Cass Business School
Date Posted: October 26, 2007
Last Revised: December 22, 2010
Working Paper Series
1158 downloads
Modelling International Stock Market Contagion Using Copula and Risk Appetite
Sichong Chen
and
Ser-Huang Poon
Bocom Schroders Fund
and
University of Manchester - Business School
Date Posted: October 25, 2007
Working Paper Series
567 downloads
A Face Can Launch a Thousand Shares (and a 0.80% Abnormal Return)
Journal of Behavioral Finance, Vol. 9, pp. 107-116, 2008
Matteo P. Arena and
John S. Howe
Marquette University
and
University of Missouri at Columbia - Department of Finance
Date Posted: October 23, 2007
Last Revised: August 14, 2009
Accepted Paper Series
158 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
Federal Reserve Bank of New York
Date Posted: October 23, 2007
Accepted Paper Series
85 downloads
Optimal Liquidation By a Large Investor
SIAM Journal on Applied Mathematics, Forthcoming
Ajay Subramanian
Georgia State University
Date Posted: October 23, 2007
Accepted Paper Series
179 downloads
Change and Constancy in the Financial System: Implications for Financial Distress and Policy
BIS Working Paper No. 237
Claudio E. V. Borio
Bank for International Settlements (BIS) - Research and Policy Analysis
Date Posted: October 19, 2007
Working Paper Series
166 downloads
Financial Crises in a Globally Integrated Economy
International Review of Comparative Public Policy, Vol. 13, 2002
Nidal Rashid Sabri
Birzeit University
Date Posted: October 19, 2007
Accepted Paper Series
745 downloads
Financial Markets and Institutions in the Arab Economy
Nidal Rashid Sabri
Birzeit University
Date Posted: October 19, 2007
Working Paper Series
966 downloads
On the Mathematics of Duration Crossovers
Zhanying Li
,
Robin Grieves and
Mark D. Griffiths
Citigroup, Inc. - Hong Kong
,
Rollins College - Crummer Graduate School of Business
and
Miami University of Ohio - Department of Finance
Date Posted: October 19, 2007
Working Paper Series
110 downloads
Do Secondary Shares in the IPO Process Have a Negative Effect on Aftermarket Performance?
Journal of Banking and Finance, Vol. 31, 2007
James C. Brau ,
Mingsheng Li
and
Jing Shi
Brigham Young University
,
Bowling Green State University - College of Business Administration
and
Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics
Date Posted: October 15, 2007
Accepted Paper Series
191 downloads
Price Risk Management in the Energy Industry: The Value at Risk Approach
Proceedings of the XXII Annual International Conference of the International Association for Energy Economics, 9-12 June 1999
Alessandro Mauro
LITASCO
Date Posted: October 15, 2007
Last Revised: February 07, 2012
Accepted Paper Series
2709 downloads
What's Wrong with Those Duration Measures? Nothing... and Everything
Robin Grieves and
J. Clay Singleton
Rollins College - Crummer Graduate School of Business
and
Crummer Graduate School of Business - Rollins College
Date Posted: October 15, 2007
Working Paper Series
569 downloads
Globalisation of Financial Markets; Overcoming the Hurdles of Liberalisation
Patrick K. Muwanguzi
Suffolk University Law School
Date Posted: October 14, 2007
Last Revised: October 23, 2007
Working Paper Series
282 downloads
Modeling Federal Funds Rates: A Comparison of Four Methodologies
Neural Computing & Applications, Vol. 18, pp. 37-44, 2009
Mary Malliaris
and
A. G. (Tassos) Malliaris
Loyola University of Chicago
and
Loyola University of Chicago - Department of Economics
Date Posted: October 14, 2007
Last Revised: February 12, 2009
Accepted Paper Series
161 downloads
Oligopoly, Disclosure and Earnings Management
Mark Bagnoli and
Susan G. Watts
Purdue University
and
Purdue University
Date Posted: October 14, 2007
Working Paper Series
610 downloads
Systematic Variance Risk and Firm Characteristics in the Equity Options Market
Vadim di Pietro
and
Gregory Vainberg
Northwestern University - Kellogg School of Management
and
McGill University - Desautels Faculty of Management
Date Posted: October 10, 2007
Working Paper Series
625 downloads
Arbitrage in Stationary Markets
Swiss Finance Institute Research Paper No. 07-32
Igor V. Evstigneev and
Dhruv Kapoor
University of Manchester - Economics, School of Social Sciences
and
affiliation not provided to SSRN
Date Posted: October 09, 2007
Working Paper Series
165 downloads
The Specification of GARCH Models with Stochastic Covariates
Jeff Fleming ,
Chris Kirby and
Barbara Ostdiek
Rice University - Jesse H. Jones Graduate School of Business
,
UNC Charlotte - Belk College of Business
and
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: October 09, 2007
Working Paper Series
114 downloads
The Seamy Side of the MM Irrelevance Propositions: A Break-Through Through the Haze
Sergei Vasilievich Cheremushkin
affiliation not provided to SSRN
Date Posted: October 06, 2007
Last Revised: May 12, 2009
Working Paper Series
268 downloads
Loss Aversion and Mental Accounting: The Favorite Longshot Bias in Parimutuel Betting
Jena Economic Research Paper No. 2007-017
Jianying Qiu
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics
Date Posted: October 05, 2007
Working Paper Series
160 downloads
Emerging Market Liquidity and Crises
Eduardo Levy Levy-Yeyati ,
Sergio L. Schmukler and
Neeltje van Horen
Universidad Torcuato Di Tella - School of Business
,
World Bank - Development Research Group (DECRG)
and
De Nederlandsche Bank
Date Posted: October 04, 2007
Working Paper Series
218 downloads
Optimal Portfolio Liquidation for CARA Investors
Alexander Schied
and
Torsten Schoeneborn
University of Mannheim
and
AHL (Man Investments)
Date Posted: October 02, 2007
Working Paper Series
179 downloads
Risky Business: Popular Images and Reality of Capital Markets Handling Risk - From the Tulip Craze to the Decade of Greed
Christian C. Day
Syracuse University - College of Law
Date Posted: October 02, 2007
Working Paper Series
273 downloads
What Determines Top Income Shares? Evidence from the Twentieth Century
Research Institute of Industrial Economics (IFN), Forthcoming
Jesper Roine
,
Jonas Vlachos
and
Daniel Waldenström
Stockholm School of Economics - Department of Economics
,
Stockholm University - Department of Economics
and
Research Institute of Industrial Economics
Date Posted: October 02, 2007
Accepted Paper Series
104 downloads
Trade Settlement Failures in U.S. Bond Markets
STP Working Paper No. STP2007_1
Susanne Trimbath
STP Advisory Services, LLC
Date Posted: September 29, 2007
Last Revised: September 28, 2008
Working Paper Series
323 downloads
Trading Patterns and Excess Comovement of Stock Returns
Financial Analysts Journal, Vol. 63, No. 5, 2007
Nathan Sosner
and
Robin M. Greenwood
AQR Capital Management, LLC
and
Harvard Business School - Finance Unit
Date Posted: September 28, 2007
Accepted Paper Series
How Common are Common Return Factors Across NYSE and NASDAQ?
Journal of Financial Economics (JFE), Forthcoming
Christophe Perignon ,
Amit Goyal and
Christophe Villa
HEC Paris (Groupe HEC) - Finance Department
,
University of Lausanne
and
Audencia Nantes School of Management
Date Posted: September 27, 2007
Last Revised: March 14, 2013
Working Paper Series
390 downloads
On the Extent of Arbitrage Constraints Within Transaction Algebras (A Non-Standard Approach)
Universidad del CEMA Documento de Trabajo No. 239
Rodolfo Apreda
University of CEMA
Date Posted: September 27, 2007
Working Paper Series
26 downloads
Share Price Disparity in Chinese Stock Markets
Tom Fong
,
Alfred Wong
and
Ivy Yong
Hong Kong Monetary Authority
,
Hong Kong Monetary Authority
and
Hong Kong Monetary Authority
Date Posted: September 27, 2007
Working Paper Series
174 downloads
Alternative Estimates of the Cost of Equity Capital for Australian Firms
20th Australasian Finance & Banking Conference 2007 Paper
Giang Truong and
Graham Partington
affiliation not provided to SSRN
and
University of Sydney - School of Business - Finance Discipline
Date Posted: September 25, 2007
Working Paper Series
286 downloads
Is it the Weather?
Journal of Banking and Finance, Forthcoming
Ben Jacobsen and
Wessel Marquering
New Zealand Institute of Advanced Study
and
Erasmus University Rotterdam (EUR) - Department of Financial Management
Date Posted: September 25, 2007
Accepted Paper Series
Volatility Clustering in Monthly Stock Returns
Journal of Empirical Finance, Vol. 10, No. 4, 2003
Ben Jacobsen and
Dennis Dannenburg
New Zealand Institute of Advanced Study
and
affiliation not provided to SSRN
Date Posted: September 25, 2007
Accepted Paper Series
Hierarchical Structure of the German Stock Market
Expert Systems with Applications, Vol. 37, No. 5, pp. 3846-3852
Juan Gabriel Brida and
Wiston Adrián Risso
Free University of Bolzano
and
University of Siena - Department of Economics
Date Posted: September 24, 2007
Last Revised: May 18, 2011
Accepted Paper Series
107 downloads
Liquidity Dynamics and Cross-Autocorrelations
FRB of New York Staff Report No. 303
Tarun Chordia ,
Asani Sarkar and
Avanidhar Subrahmanyam
Emory University - Department of Finance
,
Federal Reserve Bank of New York
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: September 24, 2007
Last Revised: February 18, 2011
Working Paper Series
601 downloads
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