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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
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  Last 12 months: 		68,947

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To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,795,415 Total downloads
Showing Papers 2,521 - 2,570 of 13,808
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Incl. Electronic Paper Value vs. Glamour Revisited: Historical P/B Ratio Disparities and Subsequent Value Stock Outperformance
Brandes Institute Research Paper No. 05, 2009
Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Value vs. Glamour: A Global Phenomenon
Brandes Institute Research Paper No. 2010-03
 Brandes Institute
Brandes Investment Partners
Date Posted: August 10, 2011
Working Paper Series
57 downloads

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading
Journal of Banking and Finance, Forthcoming
 Yuxing Yan and Shaojun Zhang
Hofstra University and Hong Kong Polytechnic University
Date Posted: August 09, 2011
Accepted Paper Series

Infrastructure as Hedge against Inflation – Fact or Fantasy?
Journal of Alternative Investments, Summer 2012
 Maximilian G. Roedel and Christoph Rothballer
Technische Universität München (TUM) - Department of Financial Management and Capital Markets and Technische Universität München (TUM)
Date Posted: August 09, 2011
Last Revised: June 05, 2012
Accepted Paper Series

Incl. Electronic Paper Smart Money, Dumb Money, and Learning Type from Price
 J.B. Heaton III and Nick Polson
Bartlit Beck Herman Palenchar & Scott LLP and University of Chicago - Booth School of Business
Date Posted: August 09, 2011
Last Revised: June 15, 2012
Working Paper Series
182 downloads

Incl. Electronic Paper Investor Sentiment and Value and Growth Index Options
 Jerry Coakley , George Dotsis , Xiaoquan Liu and Jia Zhai
University of Essex - Essex Business School , Essex Finance Centre, Essex Business School,University of Essex - , Essex Business School and affiliation not provided to SSRN
Date Posted: August 07, 2011
Last Revised: December 15, 2011
Working Paper Series
124 downloads

Incl. Electronic Paper Credit Default Swaps: Contract Characteristics and Interrelations with the Bond Market
Discussion Papers CONSOB
 Luca Amadei , Simona Di Rocco , Monica Gentile , Renato Grasso and Giovanni Siciliano
CONSOB , CONSOB (Commissione Nazionale per le Società e la Borsa) - Divisione Mercati , CONSOB (Commissione Nazionale per le Società e la Borsa) , CONSOB (Commissione Nazionale per le Società e la Borsa) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: August 05, 2011
Last Revised: May 02, 2012
Working Paper Series
183 downloads

Incl. Electronic Paper Stocks for the Long Run: Historical Facts and Statistical Fallacies
 Andrea Malagoli and Chris Young
Buck Consultants and affiliation not provided to SSRN
Date Posted: August 05, 2011
Working Paper Series
281 downloads

Incl. Electronic Paper Thinking by Analogy and Option Prices
 Hammad Siddiqi
Lahore University of Management Sciences (LUMS)
Date Posted: August 05, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper The Effect of Liquidity on Governance
ECGI - Finance Working Paper No. 319/2011
 Alex Edmans , Vivian W. Fang and Emanuel Zur
University of Pennsylvania - Finance Department , University of Minnesota - Twin Cities - Department of Accounting and City University of New York - Baruch College
Date Posted: August 04, 2011
Last Revised: October 21, 2012
Working Paper Series
894 downloads

Incl. Electronic Paper Transaction Costs, Trading Volume, and the Liquidity Premium
Boston U. School of Management Research Paper No. 2011-16
 Stefan Gerhold , Paolo Guasoni , Johannes Muhle-Karbe and Walter Schachermayer
Vienna University of Technology , Boston University - Department of Mathematics and Statistics , ETH Zürich and Vienna University of Technology
Date Posted: August 04, 2011
Last Revised: February 05, 2013
Working Paper Series
230 downloads

Incl. Electronic Paper Default and Systemic Risk in Equilibrium
 Agostino Capponi and Martin Larsson
Purdue University - School of Industrial Engineering and Cornell University - School of Operations Research and Industrial Engineering
Date Posted: August 04, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Pricing Risk Under Risk Measures: An Introduction to Stochastic-Endogenous Equilibria
 Daniel Ralph and Yves Smeers
University of Cambridge - Judge Business School and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: August 04, 2011
Working Paper Series
110 downloads

Incl. Electronic Paper Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index
European Financial Management, 2012
 Laurent Deville , Carole Gresse and Béatrice de Séverac
Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG) , Université Paris-Dauphine and Université Paris Ouest Nanterre La Défense
Date Posted: August 03, 2011
Last Revised: January 24, 2012
Accepted Paper Series
133 downloads

Incl. Electronic Paper Do Cash Flows of Growth Stocks Really Grow Faster?
 Huafeng (Jason) Chen
University of British Columbia (UBC) - Sauder School of Business
Date Posted: August 03, 2011
Last Revised: August 18, 2012
Working Paper Series
349 downloads

Incl. Electronic Paper The Term Structure of Recovery Rates
 Hitesh Doshi
University of Houston
Date Posted: August 03, 2011
Last Revised: April 26, 2012
Working Paper Series
94 downloads

Incl. Electronic Paper The UMO (Undervalued Minus Overvalued) Factor
 David A. Hirshleifer and Danling Jiang
University of California, Irvine - Paul Merage School of Business and Florida State University - The College of Business
Date Posted: August 03, 2011
Working Paper Series
159 downloads

Incl. Electronic Paper A Simple Error-Proof Approach to Find Composite Discount Rates Such as CoLE, WACC and the Like
 Sergei Vasilievich Cheremushkin
affiliation not provided to SSRN
Date Posted: August 02, 2011
Last Revised: August 16, 2011
Working Paper Series
66 downloads

Incl. Electronic Paper The January Effect, Does Options Trading Matter?
 Cameron Truong
Monash University
Date Posted: August 02, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Valor de los Ahorros en Impuestos por Deuda en Colombia: Un Estudio Empírico (Value of Debt Tax Shields in Colombia: An Empirical Study)
 Rafael Salas Pérez , Juan Gutiérrez Ruiz and Ignacio Velez-Pareja
Universidad Tecnologica de Bolivar , Universidad Tecnológica de Bolívar and Master Consultores
Date Posted: August 02, 2011
Last Revised: November 04, 2011
Working Paper Series
144 downloads

Incl. Electronic Paper Higher Order Expectations, Illiquidity, and Short-Term Trading
 Giovanni Cespa and Xavier Vives
Cass Business School and University of Navarra - IESE Business School
Date Posted: August 01, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper Intangible Capital and Stock Prices
 Nan Li
Department of Finance, NUS Business School, National University of Singapore
Date Posted: August 01, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Does Realized Skewness Predict the Cross-Section of Equity Returns?
 Diego Amaya , Peter Christoffersen , Kris Jacobs and Aurelio Vasquez
University of Quebec at Montreal (UQAM) - Finance Department , University of Toronto - Rotman School of Management , University of Houston - C.T. Bauer College of Business and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Date Posted: July 31, 2011
Last Revised: February 22, 2013
Working Paper Series
776 downloads

Incl. Electronic Paper Displacement Risk and Asset Returns
Journal of Financial Economics (JFE), Forthcoming
 Nicolae Garleanu , Leonid Kogan and Stavros Panageas
University of California, Berkeley - Haas School of Business , Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Booth School of Business
Date Posted: July 30, 2011
Accepted Paper Series
94 downloads

Incl. Electronic Paper Exchange-Traded Funds, Persistence in Tracking Errors and Information Dissemination
Journal of Multinational Financial Management, Vol. 20, Nos. 4-5, 2010
 Sangheon Shin and Gokce Soydemir
South University-Montgomery and California State University, Stanislaus
Date Posted: July 30, 2011
Accepted Paper Series
115 downloads

Incl. Electronic Paper Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion
Journal of Financial and Quantitative Analysis, Forthcoming
 Alan Guoming Huang , Changling Chen and Ranjini Jha
University of Waterloo , University of Waterloo - School of Accounting and Finance and University of Waterloo - School of Accounting and Finance
Date Posted: July 30, 2011
Accepted Paper Series
81 downloads

Incl. Electronic Paper Preguntas para consejeros sobre el dinero de la empresa (Questions for Board Members)
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: July 29, 2011
Last Revised: May 08, 2013
Working Paper Series
421 downloads

Incl. Electronic Paper Equity Premium Used in 2011 for the USA by Analysts, Companies and Professors: A Survey
Midwest Finance Association 2012 Annual Meetings Paper
 Pablo Fernandez , Javier Aguirreamalloa and Luis Corres Avendaño
University of Navarra - IESE Business School , IESE Business School and IESE
Date Posted: July 29, 2011
Working Paper Series
152 downloads

Incl. Electronic Paper Fragmentation Nodes: A Study in Financial Innovation, Complexity and Systemic Risk
Stanford Law Review, Forthcoming, Columbia Law and Economics Working Paper No. 406
 Kathryn Judge
Columbia Law School
Date Posted: July 29, 2011
Last Revised: January 25, 2012
Accepted Paper Series
315 downloads

Incl. Electronic Paper Ibbotson’s Default Premium: Risky Data
Journal of Investing, Forthcoming
 Winfried G. Hallerbach and Patrick Houweling
Robeco Asset Management, Quantitative Strategies and Robeco Quantitative Strategies
Date Posted: July 29, 2011
Last Revised: May 15, 2013
Accepted Paper Series
123 downloads

Incl. Electronic Paper Liquidity Spillovers in Sovereign Bond and CDS Markets: An Analysis of The Eurozone Sovereign Debt Crisis
Paolo Baffi Centre Research Paper No. 2011-105
 Giovanni Calice , Jing Chen and Julian M. Williams
University of Birmingham - Department of Economics , Swansea University and University of Aberdeen Business School
Date Posted: July 29, 2011
Last Revised: September 17, 2011
Working Paper Series
236 downloads

Incl. Electronic Paper The Fragility of Discretionary Liquidity Provision - Lessons from the Collapse of the Auction Rate Securities Market
FEDS Working Paper No. 210-50
 Song Han and Li Dan
Federal Reserve Board - Division of Research and Statistics and affiliation not provided to SSRN
Date Posted: July 29, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper The Magnitude and Concept of the Equity Premium in 150 Textbooks
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: July 29, 2011
Working Paper Series
229 downloads

Incl. Electronic Paper The Relative Performance of Debt - Restricted Real Estate Investment Trusts (REITS): Does Faith Matter?
Networks Financial Institute Woking Paper No. 2011-WP-16
 Kabir M. Hassan , Yasser Alhenawi and Hesham J. Merdad
University of New Orleans , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: July 29, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Properties of the Most Diversified Portfolio
 Yves Choueifaty , Tristan Froidure and Julien Reynier
TOBAM , TOBAM and TOBAM
Date Posted: July 27, 2011
Working Paper Series
1589 downloads

Incl. Electronic Paper Is Bank Default Risk Systematic?
 Franco Fiordelisi and David Marques-Ibanez
University of Rome III, Italy and European Central Bank (ECB)
Date Posted: July 26, 2011
Last Revised: September 05, 2011
Working Paper Series
137 downloads

Incl. Electronic Paper A Note on the Equivalence between the Normal and the Lognormal Implied Volatility: A Model Free Approach
 Cyril Grunspan
Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Date Posted: July 25, 2011
Last Revised: November 29, 2011
Working Paper Series
261 downloads

Incl. Electronic Paper Accounting for the Crisis
 Bruce Mizrach
Rutgers University, Department of Economics
Date Posted: July 25, 2011
Working Paper Series
123 downloads

Incl. Electronic Paper Problems of Changing Volatility Models to Explain the Deviation in Return Probability Distribution of Liquid Investment Instruments
 Bohumil Stádník
University of Economics, Prague - Faculty of Finance
Date Posted: July 25, 2011
Last Revised: August 12, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper The Fundamental Theorem of Asset Pricing Without Probabilistic Prior Assumptions
 Frank Riedel
University of Bielefeld - Institute of Mathematical Economics (IMW)
Date Posted: July 24, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Endogenous Indeterminacy and Volatility of Asset Prices Under Ambiguity
Forthcoming,Theoretical Economics
 Michael Mandler
University of London, Royal Holloway College - Department of Economics
Date Posted: July 23, 2011
Last Revised: December 21, 2012
Working Paper Series
109 downloads

Incl. Electronic Paper Limited Market Participation and Asset Prices in the Presence of Earnings Management
FRB International Finance Discussion Paper No. 1019
 Bo Sun
Board of Governors of the Federal Reserve System - Division of International Finance - International Banking and Finance Section
Date Posted: July 23, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper The Equity Risk Premium: Empirical Evidence from Emerging Markets
 Michael Donadelli and Lorenzo Prosperi
LUISS Guido Carli University and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: July 23, 2011
Working Paper Series
266 downloads

Incl. Electronic Paper Time Horizon Trading and the Idiosyncratic Risk Puzzle
Midwest Finance Association 2012 Annual Meetings Paper
 Juliana Malagon , David Moreno and Rosa Rodríguez
Universidad Carlos III de Madrid - Department of Business Administration , Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: July 22, 2011
Last Revised: April 13, 2013
Working Paper Series
201 downloads

Incl. Electronic Paper Covariances, Characteristics, and General Equilibrium: A Critique
Fisher College of Business Working Paper No. 2011-03-015, Charles A. Dice Center Working Paper No. 2011-15
 Xiaoji Lin and Lu Zhang
Ohio State University (OSU) - Fisher College of Business and Ohio State University - Fisher College of Business
Date Posted: July 22, 2011
Last Revised: February 27, 2012
Working Paper Series
98 downloads

Incl. Electronic Paper Ex-Dividend Date Behaviour Without Taxes
Global Business and Technology Association International Conference Proceedings, July 11-15 2001
 Adil Oran and Derya Özkan
Middle East Technical University (METU) - Department of Business Administration and Middle East Technical University (METU)
Date Posted: July 22, 2011
Last Revised: November 23, 2011
Working Paper Series
33 downloads

Incl. Electronic Paper Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks
Journal of Economics and Business, Vol. 5, No. 2, pp. 87-115, July 2011
 Rowland Bismark Pasaribu
Gunadarma University
Date Posted: July 22, 2011
Accepted Paper Series
96 downloads

Incl. Electronic Paper Drivers of Inflation-Linked Corporate Bond Spreads and the Inflation Swap/Bond Breakeven Difference
 Michael Ashton
Enduring Investments LLC
Date Posted: July 21, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Stability Analysis of Asset Flow Differential Equations
Applied Mathematics Letters, Vol. 24, pp. 471-477, 2011
 Ahmet Duran
University of Michigan at Ann Arbor
Date Posted: July 21, 2011
Accepted Paper Series
83 downloads

Incl. Electronic Paper Optimal Commodity and Cross-Currency Heding: The Case of Asean-5-Based Grain and Soft Commodity Traders
 Banyu Vidiapratama and Zaafri Ananto Husodo
Universitas Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 20, 2011
Last Revised: February 13, 2013
Working Paper Series
71 downloads


 

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