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1,446,582 Total downloads
Showing Papers 2,551 - 2,600 of 4,441
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Downside Risk for European Equity Markets
John Cotter
University College Dublin
Date Posted: July 12, 2007
Working Paper Series
91 downloads
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
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
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
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
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
Commodity ETFs in the Japanese Stock Exchanges
Nobuyoshi Yamori
Nagoya University - Department of Economics
Date Posted: May 27, 2011
Working Paper Series
90 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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