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484,509
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393,865
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226,776
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JEL Code: G14
3,700,680 Total downloads
Showing Papers 2,541 - 2,590 of 9,883
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Complexity as a Means to Distract: Evidence from the Securitization of Commercial Mortgages
Craig Furfine
Kellogg School of Management
Date Posted: November 04, 2010
Last Revised: September 10, 2012
Working Paper Series
125 downloads
Pre-Trade Transparency and Trade Size
Applied Financial Economics, Vol. 22, No. 8, 2012
Maria Elena Bontempi and
Caterina Lucarelli
University of Bologna - Department of Economics
and
Università Politecnica delle Marche
Date Posted: November 04, 2010
Last Revised: August 19, 2012
Accepted Paper Series
118 downloads
Beta is in the Eye of the Beholder
Journal of Investment Consulting, Vol. 11, No. 1, pp. 18-28, 2010
Ana Cascon
and
William F. Shadwick
Omega Analysis
and
Omega Analysis
Date Posted: November 03, 2010
Accepted Paper Series
3 downloads
The Impact of Macroeconomic Announcements on Implied Volatility
European Business School Research Paper No. 10-11
Roland Füss
,
Ferdinand Mager
,
Holger Wohlenberg
and
Lu Zhao
University of St. Gallen
,
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
,
Deutsche Börse AG
and
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate
Date Posted: November 03, 2010
Last Revised: May 08, 2011
Working Paper Series
221 downloads
Using Clustering Across Mutual and Alternative Funds to Measure Diversification, Lower Bound of Market Size, and Market Efficiency
Tom Weidig
,
Andreas Kemmerer and
Daniel Silvestrini
QuantExperts
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 03, 2010
Working Paper Series
44 downloads
What’s Wrong with Rights?
Truong X. Duong
,
Rajdeep Singh and
Eng-Joo Tan
Iowa State University - Department of Accounting and Finance
,
University of Minnesota - Twin Cities - Carlson School of Management
and
Singapore Management University - School of Business
Date Posted: November 02, 2010
Last Revised: March 19, 2013
Working Paper Series
50 downloads
Bio-Age-Shifting for Dynamical Evaluation of Demographic Risk in a Life Policies Portfolio
Proceedings of the X Italian-Spanish Congress of Financial and Actuarial Mathematics. Cagliari, June 23-25, 2008
Francesco Bellini
,
Alessandro Annibali
and
Carla Barracchini
Department of Management - Sapienza University of Rome
,
Eurokleis
and
University of L'Aquila - Faculty of Economics
Date Posted: November 01, 2010
Accepted Paper Series
10 downloads
Computational Cross Evaluation of Financial and Demographic Components in the Actuarial Framework
28th International Congress of Actuaries, Paris, May 28-June 2, 2006
Francesco Bellini
and
Antonio Annibali
Department of Management - Sapienza University of Rome
and
University of Rome I
Date Posted: November 01, 2010
Accepted Paper Series
10 downloads
Dividend-Yield Based Trading Rules: The Turkish Evidence
Larry J. Prather
,
John C. Topuz and
Cihan Uzmanoglu
Southeastern Oklahoma State University
,
Southeastern Oklahoma State University
and
Louisiana State University
Date Posted: November 01, 2010
Working Paper Series
69 downloads
Prediction of Stock Returns Using Classical and Intelligent Techniques: Evidence from BSE Sensex
International Journal of Applied Business and Economic Research, Vol. 4, No. 2, pp. 109-123, 2006
Shahid Ahmed
,
Shakeb A. Khan
and
Saba Ismail
Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics
,
Central University - Jamia Millia Islamia (JMI), New Delhi
and
Central University - Jamia Millia Islamia (JMI), New Delhi
Date Posted: October 31, 2010
Accepted Paper Series
Some Extensions of Norros' Lemma in Models with Several Defaults
Pavel V. Gapeev
London School of Economics
Date Posted: October 31, 2010
Working Paper Series
26 downloads
Will Czech Trains Ever Reach Their Destinations Efficiently?
Independent Review, Vol. 14, No. 2, pp. 271-287, 2009
Tomáš Otáhal
and
Tomáš Pospíšil
FBE MENDELU in Brno
and
affiliation not provided to SSRN
Date Posted: October 31, 2010
Last Revised: May 05, 2011
Accepted Paper Series
35 downloads
Financial Innovation and Risk: The Role of Information
Bank of Italy Temi di Discussione (Working Paper) No. 759
Roberto Piazza
Bank of Italy
Date Posted: October 30, 2010
Working Paper Series
56 downloads
The Effectiveness of Unconventional Monetary Policy: The Term Auction Facility
Daniel L. Thornton
Federal Reserve Bank of St. Louis - Research Division
Date Posted: October 30, 2010
Working Paper Series
68 downloads
The Financialization of Commodity Futures Markets or: How I Learned to Stop Worrying and Love the Index Funds
Scott H. Irwin and
Dwight R. Sanders
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
and
Southern Illinois University at Carbondale - Agribusiness Economics
Date Posted: October 30, 2010
Working Paper Series
286 downloads
Video: Pioneers in Finance: An Interview with Michael C. Jensen - Part 1 Video 1
Journal of Applied Finance, No. 2, 2010, Barbados Group Working Paper No. 10-12, Harvard Business School NOM Unit Working Paper No. 11-045
Michael C. Jensen and
Ralph A. Walkling
Harvard Business School
and
Drexel University - Lebow College of Business
Date Posted: October 30, 2010
Last Revised: October 12, 2012
Working Paper Series
288 downloads
Downstream Comovement: Evidence from S&P 500 Index-Addition Announcements
Kelly Carter
University of South Florida
Date Posted: October 29, 2010
Last Revised: January 04, 2011
Working Paper Series
64 downloads
Information Uncertainty and the Reaction of Stock Prices to News
Bank of Italy Temi di Discussione (Working Paper) No. 765
Paolo Angelini
and
Giovanni Guazzarotti
Bank of Italy
and
Bank of Italy
Date Posted: October 29, 2010
Working Paper Series
90 downloads
Liquidity Crunch in Late 2008: High-Frequency Differentials Between Forward-Implied Funding Costs and Money Market Rates
HKIMR Working Paper No.26/2010
Matthew S. Yiu ,
Joseph K. W. Fung ,
Lu Jin
and
Wai-Yip Alex Ho
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
,
Hong Kong Baptist University
,
Hong Kong Monetary Authority
and
Hong Kong Monetary Authority
Date Posted: October 29, 2010
Working Paper Series
58 downloads
Sources of Gains in Corporate Mergers: Refined Tests from a Neglected Industry
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
David A. Becher
,
J. Harold Mulherin and
Ralph A. Walkling
Drexel University - Department of Finance
,
University of Georgia - Department of Banking and Finance
and
Drexel University - Lebow College of Business
Date Posted: October 29, 2010
Last Revised: August 10, 2011
Working Paper Series
209 downloads
Cost of Capital for Non-Traded Firms
Ignacio Velez-Pareja
Master Consultores
Date Posted: October 28, 2010
Working Paper Series
1831 downloads
Effects of SFAS 133 on the Risk Relevance of Accounting Measures of Banks’ Derivative Exposures
Accounting Review, Vol. 86, No. 3, pp. 769-804, 2011
Anwer S. Ahmed ,
Emre Kilic
and
Gerald J. Lobo
Texas A&M University - Mays Business School
,
University of Houston - C. T. Bauer College of Business
and
University of Houston - C.T. Bauer College of Business
Date Posted: October 28, 2010
Last Revised: July 19, 2012
Accepted Paper Series
Acquisition Profitability and Timely Loss Recognition
Journal of Accounting & Economics (JAE), Forthcoming
Jere R. Francis and
Xiumin Martin
University of Missouri at Columbia
and
Washington University in Saint Louis - Olin School of Business
Date Posted: October 26, 2010
Last Revised: October 28, 2010
Accepted Paper Series
132 downloads
Are Monthly Seasonals Real? A Three Century Perspective
The Review of Finance, Forthcoming
Cherry Yi Zhang and
Ben Jacobsen
Massey University - School of Economics and Finance
and
New Zealand Institute of Advanced Study
Date Posted: October 26, 2010
Last Revised: September 06, 2012
Accepted Paper Series
1237 downloads
Shareholder Value Creation and Risks in European Banks
Bancaria, No. 09-2010, 2010
Franco Fiordelisi
University of Rome III, Italy
Date Posted: October 26, 2010
Accepted Paper Series
Earnings Quality Metrics and What They Measure
Ralf Ewert
and
Alfred Wagenhofer
University of Graz - Institute of Accounting and Auditing
and
University of Graz - Institute of Management Accounting and Controlling
Date Posted: October 24, 2010
Last Revised: August 16, 2011
Working Paper Series
724 downloads
Market Dynamics Immediately Before and After Financial Shocks: Quantifying the Omori, Productivity and Bath Laws
Physical Review E, Vol. 82, 2010
Alexander M. Petersen
,
Fengzhong Wang
,
Shlomo Havlin
and
H. Eugene Stanley
IMT Lucca Institute for Advanced Studies
,
Boston University
,
Bar Ilan University
and
Boston University - Center for Polymer Studies
Date Posted: October 24, 2010
Accepted Paper Series
32 downloads
Flow Toxicity and Liquidity in a High Frequency World
Review of Financial Studies, Vol. 25, No. 5, pp. 1457-1493, 2012.
David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 23, 2010
Last Revised: April 15, 2012
Accepted Paper Series
14319 downloads
Investment-Cash Flow Sensitivity: Fact or Fiction?
Senay Agca and
Abon Mozumdar
George Washington University - School of Business, Department of Finance
and
Virginia Polytechnic Institute & State University - Department of Finance
Date Posted: October 23, 2010
Last Revised: March 19, 2012
Working Paper Series
270 downloads
Quantitative Law Describing Market Dynamics Before and After Interest-Rate Change
Physical Review E, Vol. 81, No. 066121, 2010
Alexander M. Petersen
,
Fengzhong Wang
,
Shlomo Havlin
and
H. Eugene Stanley
IMT Lucca Institute for Advanced Studies
,
Boston University
,
Bar Ilan University
and
Boston University - Center for Polymer Studies
Date Posted: October 23, 2010
Last Revised: October 24, 2010
Accepted Paper Series
20 downloads
R&D Stages and Stock Price Reactions in the Japanese Market
Shohei Nagayama
and
Fumiko Takeda
University of Tokyo - Faculty of Engineering
and
University of Tokyo
Date Posted: October 23, 2010
Working Paper Series
33 downloads
Sentiment, Convergence of Opinion, and Market Crash
Qingwei Wang
Bangor Business School
Date Posted: October 22, 2010
Last Revised: June 22, 2011
Working Paper Series
34 downloads
The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading
The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118-128, Winter 2011
David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Cornell University - Department of Economics
,
Hess Energy Trading Company
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: October 22, 2010
Last Revised: January 31, 2011
Accepted Paper Series
16149 downloads
The Public Cost of Broken Confidence: Spillover Effects of Financial Reporting Irregularities
J. Wielhouwer
VU University Amsterdam
Date Posted: October 22, 2010
Working Paper Series
85 downloads
Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Suk-Joong Kim and
Peter Kjeld Andersen
University of Sydney - Discipline of Finance
and
University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: October 21, 2010
Last Revised: November 11, 2010
Accepted Paper Series
71 downloads
Trade-Throughs: Empirical Facts - Application to Lead-Lag Measures
Fabrizio Pomponio
and
Frederic Abergel
Ecole Centrale Paris
and
Ecole Centrale Paris
Date Posted: October 21, 2010
Working Paper Series
180 downloads
Unregulated Stock Markets in Second Life
Johnson School Research Paper Series No. 15-2011
Robert J. Bloomfield and
Young Jun Cho
Cornell University - Samuel Curtis Johnson Graduate School of Management
and
Singapore Management University - School of Accountancy
Date Posted: October 21, 2010
Last Revised: March 27, 2011
Working Paper Series
287 downloads
Beyond Payoff Diagrams: How to Present Risk and Return Characteristics of Structured Products
Martin Wallmeier
University of Fribourg (Switzerland) - Faculty of Economics and Social Science
Date Posted: October 20, 2010
Working Paper Series
309 downloads
Did Eliminating the 20-F Reconciliation Between IFRS and US GAAP Matter?
John (Xuefeng) Jiang ,
Kathy R. Petroni and
Isabel Yanyan Wang
Michigan State University
,
Michigan State University - Eli Broad College of Business and Eli Broad Graduate School of Management
and
Michigan State University
Date Posted: October 20, 2010
Working Paper Series
312 downloads
Intraday Pricing of ETFs and Certificates Replicating the German DAX Index
Review of Managerial Science, Vol. 5 Issue 4, pp. 337-351, 2011
Christoph Schmidhammer
,
Sebastian Lobe
and
Klaus Röder
University of Regensburg - Faculty of Business, Economics & Information Systems
,
University of Regensburg
and
University of Regensburg - Faculty of Business, Economics & Information Systems
Date Posted: October 20, 2010
Last Revised: October 13, 2011
Accepted Paper Series
127 downloads
The Market Pricing of Special Items that are Included Versus Excluded from 'Street' Earnings
Contemporary Accounting Research, Forthcoming
Charles Hsu
and
William Kross
Hong Kong University of Science & Technology
and
State University of New York at Buffalo - Department of Accounting
Date Posted: October 20, 2010
Accepted Paper Series
How do Unanticipated Discoveries of Oil Fields Affect the Oil Price?
CER-ETH Center of Economic Research at ETH Zurich Working Paper No. 10/140
Lisa Leinert
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: October 19, 2010
Working Paper Series
Video: Pioneers in Finance: An Interview with Michael C. Jensen - Part 1 Video 2
Michael C. Jensen and
Ralph A. Walkling
Harvard Business School
and
Drexel University - Lebow College of Business
Date Posted: October 18, 2010
Last Revised: October 12, 2012
Working Paper Series
Cross-Market Trading in China’s Large State-Owned Commercial Banks
Robert Day School of Economics and Finance Research Paper No. 2010-05
Richard C. K. Burdekin and
Yang Yang
Claremont McKenna College - Robert Day School
and
Macroeconomic Advisers, LLC
Date Posted: October 17, 2010
Working Paper Series
48 downloads
Level Shifts in Volatility and the Implied-Realized Volatility Relation
Bent Jesper Christensen and
Paolo Santucci de Magistris
University of Aarhus - Department of Economics
and
University of Aarhus - CREATES
Date Posted: October 17, 2010
Working Paper Series
44 downloads
Offshore vs. Local Listings of Taiwanese Firms: Evidence from
London, New York and Taipei
Applied Financial Economics, Forthcoming, Robert Day School of Economics and Finance Research Paper No. 2010-07
Richard C. K. Burdekin and
Hsin-Hui Whited
Claremont McKenna College - Robert Day School
and
Colorado State University, Pueblo - Hasan School of Business
Date Posted: October 17, 2010
Working Paper Series
50 downloads
Performance Evaluation in Competitive REE Models
Paolo Colla
and
Jose M. Marin
Bocconi University - Department of Finance
and
Universidad Carlos III de Madrid
Date Posted: October 17, 2010
Last Revised: March 17, 2012
Working Paper Series
709 downloads
Firm Market Performance and Volatility in a National Real Estate Sector
Marcelo Bianconi
and
Joe Akira Yoshino
Tufts University - Department of Economics
and
Universidade de São Paulo - Department of Economics
Date Posted: October 16, 2010
Working Paper Series
115 downloads
Reasonable People did Disagree: Optimism and Pessimism About the U.S. Housing Market Before the Crash
FRB of Boston Public Policy Discussion Paper No. 10-5
Kristopher Gerardi ,
Christopher L. Foote and
Paul Willen
Federal Reserve Bank of Atlanta
,
Federal Reserve Bank of Boston
and
Federal Reserve Bank of Boston - Research Department
Date Posted: October 16, 2010
Working Paper Series
138 downloads
Seeking Safety in Hard Times: Dividends and Insecurity
Vahap B. Uysal
and
Evgenia V. Golubeva
University of Oklahoma
and
University of Oklahoma - Division of Finance
Date Posted: October 16, 2010
Working Paper Series
103 downloads
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