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Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
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Last 12 months: 11,172,344
Last 30 days: 1,065,092

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SSRN eLibrary Search Results
JEL Code: G10
1,446,582 Total downloads
Showing Papers 2,551 - 2,600 of 4,441
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Incl. Electronic Paper Downside Risk for European Equity Markets
John Cotter
University College Dublin
Date Posted: July 12, 2007
Working Paper Series
91 downloads

Incl. Electronic Paper Dynamic Effects of Idiosyncratic Volatility and Liquidity on Corporate Bond Spreads
Journal of Banking and Finance, Forthcoming
Madhu Kalimipalli , Subhankar Nayak and Marcos Fabricio Perez
Wilfrid Laurier University - School of Business & Economics , Wilfrid Laurier University - Clarica Financial Services Research Centre and Wilfrid Laurier University - School of Business & Economics
Date Posted: August 01, 2011
Last Revised: April 17, 2013
Accepted Paper Series
91 downloads

Incl. Electronic Paper On Testing for Duration Clustering and Diagnostic Checking of Models for Irregularly Spaced Transaction Data
Les Cahiers du CREF of HEC Montreal Working Paper No. 03-05
Pierre Duchesne and Maria Pacurar
University of Montreal - Department of Mathematics and Statistics and Dalhousie University - School of Business Administration
Date Posted: June 23, 2005
Working Paper Series
91 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper Timing Exchange Rates Using Order Flow: The Case of the Loonie
Journal of Banking and Finance, Forthcoming
Michael R. King , Lucio Sarno and Elvira Sojli
University of Western Ontario - Richard Ivey School of Business , City University London - Sir John Cass Business School and RSM Erasmus University
Date Posted: March 10, 2010
Working Paper Series
91 downloads

Incl. Electronic Paper An Analysis of Stock Index Distributions of Selected Emerging Markets
Silvio John Camilleri, AN ANALYSIS OF STOCK INDEX DISTRIBUTIONS OF SELECTED EMERGING MARKETS, Bank of Valletta Review, Vol. 33, pp. 33-49, Spring 2006
Silvio John Camilleri
University of Malta - Department of Banking and Finance - FEMA
Date Posted: August 07, 2006
Accepted Paper Series
90 downloads

Incl. Electronic Paper Commodity ETFs in the Japanese Stock Exchanges
Nobuyoshi Yamori
Nagoya University - Department of Economics
Date Posted: May 27, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Conditional Jumps in Volatility and Their Economic Determinants
Massimiliano Caporin , Eduardo Rossi and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , University of Pavia - Department of Political Economy and Quantitative Methods and University of Aarhus - CREATES
Date Posted: September 09, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Diagnosis, Therapy and Prophylaxis of Banking Crises - Challenges in Financial Supervision and Monetary Policy
Stefan Stein , Christian Brütting , Stephan Paul and Andreas Horsch
University of Bochum - Department of Finance and Banking , University of Bochum , University of Bochum - Faculty of Economics and Ruhr Universität Bochum
Date Posted: March 07, 2007
Working Paper Series
90 downloads

Incl. Electronic Paper Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
STOCK RETURNS: CYCLICALITY, PREDICTION, AND ECONOMIC CONSEQUENNCES, G. I. Ellison, ed., Nova Science Publishers, Inc., 4th Quarter 2009
Giorgio Canarella , Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics , University of Nevada, Las Vegas - Department of Economics and California State University, Los Angeles
Date Posted: January 23, 2009
Last Revised: January 20, 2010
Accepted Paper Series
90 downloads

Incl. Electronic Paper Earnings Announcements, Aggregate Earnings, and Individual-Firm Stock Returns: A Signal Extraction Perspective
James R. Frederickson , John D. Lyon and Leon Zolotoy
Melbourne Business School , The University of Melbourne, Department of Accounting and Business Information Systems and Melbourne Business School
Date Posted: January 17, 2012
Working Paper Series
90 downloads

Incl. Electronic Paper Enhancing Corporate Governance with One- and Two-Tiered Convertible Preferred Stock
Universidad del CEMA Working Paper No. 260
Rodolfo Apreda
University of CEMA
Date Posted: September 14, 2007
Working Paper Series
90 downloads

Incl. Electronic Paper Heterogeneity in Beliefs and Volatility Tail Behavior
Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: March 20, 2012
Working Paper Series
90 downloads

Incl. Electronic Paper Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility is Derived from Consumption and Narrowly Framed Financial Investments
Erick Williams Rengifo and Emanuela Trifan
Fordham University and Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
Date Posted: February 23, 2007
Working Paper Series
90 downloads

Incl. Electronic Paper The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments
EFA 2009 Bergen Meetings Paper
Carles Vergara-Alert
IESE Business School
Date Posted: February 19, 2009
Working Paper Series
90 downloads

Incl. Electronic Paper Changes in the Constituents of the S&P 500 Index and the Performance of the Index
Midwest Finance Association 2012 Annual Meetings Paper
Ebenezer Asem and Shamsul Alam
University of Lethbridge and University of Lethbridge
Date Posted: September 25, 2011
Working Paper Series
89 downloads

Incl. Electronic Paper Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
Rotman School of Management Working Paper No. 1939486
John M. Maheu , Thomas H. McCurdy and Yong Song
McMaster University - Michael G. DeGroote School of Business , University of Toronto - Rotman School of Management and University of Technology, Sydney (UTS) - Centre for the Study of Choice
Date Posted: October 06, 2011
Last Revised: November 06, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper Holiday Effects on the Romanian Stock Market
Ramona Dumitriu , Razvan Stefanescu and Costel Nistor
University Dunarea de Jos Galati , University Dunarea de Jos Galati and University Dunarea De Jos Galati
Date Posted: February 22, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper Indexing Catastrophe Securities
KAIST Business School Working Paper No. 2008-003
S. Hun Seog and Jangkoo Kang
Seoul National University and KAIST Business School
Date Posted: February 01, 2008
Working Paper Series
89 downloads

Incl. Electronic Paper Mispricing in Stock Index Futures Markets – the Case of Greece
Athanasios Fassas
University of Patras - Business Administration
Date Posted: June 28, 2011
Working Paper Series
89 downloads

Incl. Electronic Paper Risk-Adjusted Performances of World Equity Indices
Yigit Atilgan and K. Ozgur Demirtas
Sabanci University and CUNY Baruch College - Zicklin School of Business
Date Posted: October 13, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
89 downloads

Incl. Electronic Paper Spreading the Word: Capital Market Consequences of Management Earnings Guidance Dissemination Through the Business Press
Brady J. Twedt
Indiana University - Kelley School of Business
Date Posted: November 29, 2012
Last Revised: May 11, 2013
Working Paper Series
89 downloads

Incl. Electronic Paper The Market for New Issues of Municipal Bonds: The Roles of Transparency and Limited Access to Retail Investors
Paul Schultz
University of Notre Dame
Date Posted: January 20, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper The Persistent Effects of a False News Shock
Carlos Carvalho , Nicholas Klagge and Emanuel Moench
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: November 17, 2011
Working Paper Series
89 downloads

Incl. Electronic Paper Why ‘Democracy’ and ‘Drifter’ Firms can have Abnormal Returns: The Joint Importance of Corporate Governance and Abnormal Accruals in Separating Winners from Losers
23rd Australasian Finance and Banking Conference 2010 Paper
Koon Boon Kee
Singapore Management University
Date Posted: July 23, 2010
Working Paper Series
89 downloads

Incl. Electronic Paper Capital Market Behavior and Operational Announcements of Layoffs, Operation Closings, and Pay Cuts
Review of Quantitative Finance and Accounting, Vol. 3, 1993
Ji-Chai Lin and Michael S. Rozeff
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and SUNY at Buffalo - Department of Financial & Managerial Economics
Date Posted: May 23, 2006
Accepted Paper Series
88 downloads

Incl. Electronic Paper Competitive Compensation and Dispersion in Analysts' Recommendations
Min S. Kim and Fernando Zapatero
University of New South Wales and University of Southern California - Marshall School of Business
Date Posted: March 15, 2010
Last Revised: September 14, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Does Fundamental Indexation Lead to Better Risk Adjusted Returns? New Evidence from Australian Securities Exchange
Brigette M. Forbes and Anup K. Basu
Realindex Investments and Queensland University of Technology
Date Posted: August 26, 2011
Last Revised: August 29, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model
Kenneth Roskelley and Chris Lamoureux
Mississippi State University - Department of Finance & Economics and University of Arizona - Department of Finance
Date Posted: December 27, 2005
Last Revised: April 14, 2008
Working Paper Series
88 downloads

Incl. Electronic Paper Smart Institutions: The Short of It?
Wenlan Qian
National University of Singapore - NUS Business School
Date Posted: March 29, 2010
Last Revised: October 23, 2012
Working Paper Series
88 downloads

Incl. Electronic Paper The Association between Corporate Governance and Earnings Surprises Games
Finance and Corporate Governance Conference 2010 Paper
Jianxin (Donny) Zhao
University of Melbourne - Department of Accounting and Business Information Systems
Date Posted: January 10, 2010
Last Revised: January 29, 2012
Working Paper Series
88 downloads

Incl. Fee Electronic Paper The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
CEPR Discussion Paper No. 4674
Martin Weber and Lars Norden
University of Mannheim - Department of Banking and Finance and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: December 16, 2004
Working Paper Series
88 downloads

Incl. Electronic Paper Too Much Finance?
IMF Working Paper No. 12/161
Jean-Louis Arcand , Enrico Berkes and Ugo Panizza
The Graduate Institute, Geneva , affiliation not provided to SSRN and United Nations - Conference on Trade and Development (UNCTAD)
Date Posted: August 10, 2012
Working Paper Series
88 downloads

Incl. Electronic Paper Why Do Listed Firms Pay for Market Making in Their Own Stock?
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Bernt Arne Ødegaard and Johannes Atle Skjeltorp
University of Stavanger and Central Bank of Norway
Date Posted: October 14, 2011
Last Revised: October 23, 2012
Working Paper Series
88 downloads

Incl. Electronic Paper A Comparison of Pre-Recession and Post-Recession Volatility in NIFTY
Shanki Jain and Mihir Dash
affiliation not provided to SSRN and Alliance University - School of Business
Date Posted: January 21, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns
Journal of Futures Markets 31 (January 2011), pp. 34-54
Jared DeLisle , James S. Doran and David R. Peterson
Washington State University - Department of Finance, Insurance and Real Estate , Florida State University - Department of Finance and Florida State University - Department of Finance
Date Posted: August 04, 2010
Last Revised: November 15, 2012
Accepted Paper Series
87 downloads

Incl. Electronic Paper Comment on B. du Marais et al.: Rating the Law - How Financial Agencies are Assessing the Legal Risks of Financial Transactions
LAW AND ECONOMICS OF RISK IN FINANCE, Peter Nobel and Marina Gets, eds., pp. 35-40, Schulthess, Zürich, 2007, U. of St. Gallen Law & Economics Working Paper No. 2008-13,
Alan Schwartz
Yale Law School
Date Posted: May 27, 2008
Last Revised: August 08, 2008
Working Paper Series
87 downloads

Incl. Electronic Paper Dynamics and Structure of the 30 Largest North American Companies
Computational Economics, Vol. 35, No. 1, pp. 85-99
Juan Gabriel Brida and Wiston Adrián Risso
Free University of Bolzano and University of Siena - Department of Economics
Date Posted: April 26, 2007
Last Revised: May 18, 2011
Accepted Paper Series
87 downloads

Incl. Electronic Paper Economic Optimism, Information Uncertainty and Future Investment Decisions: Evidence from the Mutual Fund Industry
Saurin Patel
McGill University
Date Posted: January 01, 2012
Last Revised: September 03, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper Estimation of Portfolio Return and Value at Risk Using a Class of Gaussian Mixture Distributions
The International Journal of Business and Finance Research, Vol. 6, No.1, pp. 97-107, 2012
Kangrong Tan and Meifen Chu
Kurume University and Kyushu University
Date Posted: January 06, 2012
Accepted Paper Series
87 downloads

Incl. Electronic Paper Investor Objective and Financial Contracting: Evidence from the PIPE Market
Christopher W. Anderson and Na Dai
University of Kansas - School of Business and State University of New York at Albany - School of Business & Center for Institutional Investment Management
Date Posted: October 26, 2010
Working Paper Series
87 downloads

Incl. Electronic Paper Itô’s Excursion Theory, the Hurst Coefficient, and Fractional Excursions in Finance
Paitoon Wongsasutthikul and Calum G. Turvey
Cornell University - School of Applied Economics and Management and Cornell University - School of Applied Economics and Management
Date Posted: April 04, 2012
Working Paper Series
87 downloads

Incl. Electronic Paper On the Origins of the BIS Macro-Prudential Approach to Financial Stability: Alexandre Lamfalussy and Financial Fragility
National Bank of Belgium Working Paper No. 176
Ivo Maes
National Bank of Belgium
Date Posted: September 29, 2010
Working Paper Series
87 downloads

Incl. Electronic Paper Rational-Expectations Equilibrium in Intermediate Good Markets
MIT Sloan Research Paper No. 4775-10
Robert S. Gibbons , Richard Holden and Michael L. Powell
Massachusetts Institute of Technology - Sloan School and Department of Economics , University of Chicago and Massachusetts Institute of Technology (MIT)
Date Posted: March 23, 2010
Working Paper Series
87 downloads

Incl. Electronic Paper The Two Faces of Analyst Coverage
John A. Doukas , Chansog (Francis) Kim and Christos Pantzalis
Old Dominion University - College of Business & Public Administration , City University of Hong Kong - College of Business and University of South Florida - College of Business Administration
Date Posted: January 08, 2009
Working Paper Series
87 downloads

Incl. Electronic Paper An Informational Cause to the Intra Day Transaction Patterns? The Case of the Paris Bourse
Alexis Cellier
Université de Perpignan
Date Posted: March 05, 2004
Working Paper Series
86 downloads

Incl. Electronic Paper Commodity Exchange-Traded Funds: Observations on Risk Exposure and Performance
John P. Plamondon and Carl F. Luft
DePaul University - Department of Finance and DePaul University - Department of Finance
Date Posted: September 02, 2012
Working Paper Series
86 downloads

Incl. Electronic Paper Economic Uncertainty and the Cross-Section of Hedge Fund Returns
Turan G. Bali , Stephen J. Brown and Mustafa O. Caglayan
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and Ozyegin University
Date Posted: March 20, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper Energy Sector Pricing: On the Role of Neglected Nonlinearity
Catherine Kyrtsou , A. G. (Tassos) Malliaris and A. Serletis
University of Macedonia - Department of Economics , Loyola University of Chicago - Department of Economics and University of Calgary - Economics
Date Posted: February 12, 2009
Working Paper Series
86 downloads


 

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