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226,593
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JEL Code: G13
1,850,453 Total downloads
Showing Papers 2,601 - 2,650 of 4,933
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Is Power Production Flexibility a Substitute for Storability? Evidence from Electricity Futures Prices
Tinbergen Institute Discussion Paper No. 10-070/2
Mehtap Kilic
and
Ronald Huisman
affiliation not provided to SSRN
and
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: July 21, 2010
Working Paper Series
146 downloads
Is Multi-Factor Really Necessary to Price European Options in Commodity?
Eric Benhamou
,
Zaizhi Wang
and
Alain G. Galli
Pricing Partners
,
Ecole des Mines de Paris
and
affiliation not provided to SSRN
Date Posted: December 03, 2008
Last Revised: February 16, 2009
Working Paper Series
395 downloads
Is Implied Volatility an Informationally Efficient and Effective Predictor of Future Volatility?
Louis H. Ederington and
Wei Guan
University of Oklahoma - Division of Finance
and
University of South Florida St. Petersburg
Date Posted: October 15, 1998
Working Paper Series
Is Default Risk Negatively Related to Stock Returns?
Sudheer Chava and
Amiyatosh K. Purnanandam
Georgia Institute of Technology - College of Management
and
University of Michigan - Stephen M. Ross School of Business
Date Posted: August 01, 2007
Last Revised: July 27, 2009
Working Paper Series
645 downloads
Is Default Event Risk Priced in Corporate Bonds?
EFA 2002 Berlin Meetings Presented Paper; University of Amsterdam Working Paper
Joost Driessen
Tilburg University - Department of Finance
Date Posted: March 20, 2002
Working Paper Series
1173 downloads
Is Credit Risk Really Higher in Islamic Banks?
Aniss Boumediene
University of Paris 1 Pantheon-Sorbonne - Institut d'Administration des Entreprises de Paris (IAE Paris)
Date Posted: October 10, 2010
Last Revised: March 19, 2012
Working Paper Series
300 downloads
Is Credit Event Risk Priced? Modeling Contagion Via the Updating of Beliefs
Pierre Collin-Dufresne ,
Robert S. Goldstein
and
Jean Helwege
Columbia Business School - Finance and Economics
,
University of Minnesota - Twin Cities
and
University of South Carolina
Date Posted: January 27, 2010
Last Revised: July 01, 2011
Working Paper Series
145 downloads
Is China’s P/E Ratio Too Low? Examining the Role of Earnings Volatility
Pacific-Basin Finance Journal, Forthcoming
Tony S. Wirjanto and
Alan Guoming Huang
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
and
University of Waterloo
Date Posted: July 01, 2010
Last Revised: August 01, 2011
Working Paper Series
56 downloads
Is Blash Possible in Hedge Funds? An Aproach to Seasonality
C. Machado-Santos
and
Mafalda Mendes Ribeiro
affiliation not provided to SSRN
and
ULP
Date Posted: July 27, 2010
Working Paper Series
66 downloads
Ironing Out the Wrinkles in Executive Compensation: Linking Incentive Pay to Average Stock Prices
Yisong S. Tian
York University - Schulich School of Business
Date Posted: February 18, 2012
Last Revised: February 20, 2012
Working Paper Series
66 downloads
Ironing Out the Kinks in Executive Compensation: Linking Incentive Pay to Average Stock Prices
Journal of Banking and Finance, Forthcoming
Yisong S. Tian
York University - Schulich School of Business
Date Posted: September 16, 2012
Accepted Paper Series
56 downloads
IRC and CRM: Modelling Framework for the 'Basel 2.5' Risk Measures
Sascha Wilkens
,
Jean-Baptiste Brunac and
Vladimir Chorniy
Independent
,
BNP Paribas, London
and
BNP Paribas, London
Date Posted: April 24, 2011
Last Revised: April 09, 2013
Working Paper Series
1258 downloads
Investors' Heterogeneity and Implied Volatility Smiles
Tao Li
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: December 10, 2012
Working Paper Series
71 downloads
Investors' Heterogeneity and Implied Volatility Smiles
Management Science, Forthcoming
Tao Li
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: March 23, 2013
Last Revised: March 28, 2013
Accepted Paper Series
37 downloads
Investors' and Central Bank's Uncertainty Measures Embedded in Index Options
Alexander David and
Pietro Veronesi
University of Calgary - Haskayne School of Business
and
University of Chicago - Booth School of Business
Date Posted: January 25, 2011
Last Revised: February 17, 2012
Working Paper Series
345 downloads
Investors with Too Many Options?
Daniel Dorn
Drexel University - Department of Finance
Date Posted: March 18, 2010
Last Revised: July 27, 2010
Working Paper Series
87 downloads
Investors with Too Many Options?
ECB Working Paper No. 1197
Daniel Dorn
Drexel University - Department of Finance
Date Posted: May 25, 2010
Working Paper Series
35 downloads
Investors Expectations and Preferences During the Financial Crisis and the Bursting Internet Bubble: Evidence from the Options Markets
Bankers, Markets & Investors Nº 120 September-October 2012,
Wan Ni Lai
Euromed Management
Date Posted: October 05, 2012
Accepted Paper Series
Investor Valuation of the Abandonment Option
Philip G. Berger ,
Eli Ofek and
Itzahk Swary
University of Chicago - Booth School of Business
,
New York University (NYU) - Department of Finance
and
Tel Aviv University - Faculty of Management
Date Posted: July 05, 1998
Working Paper Series
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
Investor Sentiment and Option Prices
Dice Center Working Paper No. 2004-2, AFA 2006 Boston Meetings
Bing Han
University of Texas at Austin - McCombs School of Business
Date Posted: March 19, 2005
Working Paper Series
1038 downloads
Investor Beliefs and State Price Densities in the Crude Oil Market
Xuhui (Nick) Pan
Tulane University, A.B. Freeman School of Business
Date Posted: January 20, 2012
Working Paper Series
Investment Under Uncertainty — Does Competition Matter?
Journal of Economic Dynamics and Control, Vol. 31, pp. 994-1014, 2007
Oliver Musshoff
,
Norbert Hirschauer
,
Alfons Balmann
and
Martin Odening
Humboldt University of Berlin - Department of Agricultural Economics and Social Sciences
,
Martin-Luther-Universität Halle-Wittenberg, Institut Agrar- und Ernährungswissenschaften
,
Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO)
and
affiliation not provided to SSRN
Date Posted: September 16, 2011
Last Revised: September 21, 2011
Accepted Paper Series
Investment Timing, Liquidity, and Agency Costs of Debt
Journal of Corporate Finance, Vol. 16, No. 2, pp. 243-258, April 2010
Stefan Hirth
and
Marliese Uhrig-Homburg
University of Aarhus
and
Karlsruhe Institute of Technology (KIT)
Date Posted: March 03, 2008
Last Revised: November 19, 2011
Accepted Paper Series
Investment Timing Games under Uncertainty
Yongqiang Chu
and
Tien Foo Sing
University of South Carolina - Moore School of Business
and
National University of Singapore (NUS) - Department of Real Estate
Date Posted: September 08, 2004
Working Paper Series
166 downloads
Investment Timing Game Under Asymmetric Duopoly
Yongqiang Chu
and
Tien Foo Sing
University of South Carolina - Moore School of Business
and
National University of Singapore (NUS) - Department of Real Estate
Date Posted: September 12, 2004
Working Paper Series
128 downloads
Investment System Specific Option Pricing Intervals and Vector Majorization
Qiji Jim Zhu
Western Michigan University
Date Posted: March 20, 2007
Working Paper Series
80 downloads
Investment Strategies and Risk Management for Participating Life Insurance Contracts
Laura Ballotta and
Steven Haberman
City University London - Sir John Cass Business School
and
City University London - Faculty of Actuarial Science
Date Posted: April 16, 2009
Working Paper Series
355 downloads
Investment Shocks and the Commodity Basis Spread
Fan Yang
The University of Hong Kong
Date Posted: September 09, 2010
Last Revised: July 05, 2011
Working Paper Series
301 downloads
Investment Restrictions and the Pricing of Korean Convertible Eurobonds
Warren Bailey ,
Y. Peter Chung
and
Jun-Koo Kang
Cornell University
,
University of California at Riverside
and
Nanyang Technological University (NTU) - Nanyang Business School
Date Posted: December 20, 1998
Working Paper Series
Investment Options With Debt Financing Constraints
Nicos Koussis
and
Spiros Martzoukos
University of Cyprus
and
University of Cyprus - Department of Public and Business Administration
Date Posted: March 20, 2007
Last Revised: March 09, 2008
Working Paper Series
299 downloads
Investment Opportunities and the Design of Debt Securities
Marcel Kahan and
David Yermack
New York University School of Law
and
NYU Stern School of Business
Date Posted: February 28, 1997
Working Paper Series
Investment Model Uncertainty and Fair Pricing
Cornelis A. Los and
Sachapon Tungsong
Alliant School of Management
and
Thammasat University - Thammasat Business School
Date Posted: May 28, 2008
Working Paper Series
179 downloads
Investment and Supply Effects of Industry-Indexed Bonds: The Labor Managed Firm
Economic Systems, Vol. 23, No. 3
Robert Waldmann and
Stephen C. Smith
Universita di Roma Tor Vergata
and
George Washington University - Department of Economics
Date Posted: January 25, 2000
Accepted Paper Series
Investing in Stocks and Bonds in the Long Run
Yu Chen
,
Thomas F. Cosimano and
Alex Himonas
Idaho State University
,
University of Notre Dame - Department of Finance
and
University of Notre Dame
Date Posted: August 23, 2007
Working Paper Series
139 downloads
Investing in Mad Money: Price and Style Effects
Financial Services Review, Forthcoming, Northeastern U. College of Business Administration Research Working Paper 001-09
Paul J. Bolster and
Emery A. Trahan
Northeastern University - Finance and Insurance Area
and
Northeastern University - Finance and Insurance Area
Date Posted: May 23, 2009
Accepted Paper Series
227 downloads
Investing in Credit: How Good is Your Information?
Risk, Vol. 17, No. 1, pp. S16-S18, January 2004
Lisa R. Goldberg
University of California at Berkeley
Date Posted: February 28, 2004
Accepted Paper Series
424 downloads
Investing in Commodity Futures Markets: Can Pricing Models Help?
European Journal of Finance, Vol. 18, No. 1-2, 2012
Raphael Paschke
and
Marcel Prokopczuk
University of Mannheim - Department of Business Administration and Finance
and
Zeppelin University - Institute of Corporate Management & Economics
Date Posted: February 27, 2009
Last Revised: April 24, 2012
Accepted Paper Series
552 downloads
Investing in Commodities: Popular Beliefs and Misconceptions
Journal of Asset Management, Vol. 13, No. 2, pp. 77-83, 2012
George S. Skiadopoulos
University of Piraeus
Date Posted: March 12, 2012
Accepted Paper Series
Investigating ICAPM with Dynamic Conditional Correlations
AFA 2009 San Francisco Meetings Paper
Turan G. Bali and
Robert F. Engle
Georgetown University - Robert Emmett McDonough School of Business
and
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: February 04, 2008
Last Revised: February 27, 2012
Working Paper Series
887 downloads
Invest in Option or in its Underlying Stock?
Yves Rakotondratsimba
ECE Paris- Graduate School of Engineering
Date Posted: September 19, 2010
Working Paper Series
59 downloads
Inversion of Option Prices for Implied Risk Neutral Probability Density Functions: General Theory and its Applications to the Natural Gas Market
Chen Wang and
Yijun Du
Lower Colorado River Authority
and
Lower Colorado River Authority
Date Posted: January 30, 2008
Working Paper Series
10 downloads
Inventory Announcements, Jump Dynamics and Volatility in U.S. Energy Futures Markets
C. Johan Bjursell ,
James E. Gentle
and
George H. K. Wang
Barclays Capital
,
George Mason University
and
George Mason University - Finance Area
Date Posted: March 25, 2011
Working Paper Series
68 downloads
Intuitive Volatility Estimator
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Date Posted: January 02, 1999
Working Paper Series
859 downloads
Introduction to Weather Derivative Pricing
Stephen Jewson
Risk Management Solutions
Date Posted: June 23, 2004
Working Paper Series
2033 downloads
Intraday Trading Patterns and Day-of-the-Week in Stock Index Options Markets: Evidence from Emerging Markets
Journal of Financial Management and Analysis, Vol. 19, No. 2, July-December 2006
Min-Hsien Chiang ,
Tsai-Yin Lin
,
CHING-MANN HUANG
and
Yun Lin
National Cheng Kung University - Institute of International Business
,
Hsing Kuo University of Management
,
Hsing Kuo University of Management
and
National Taiwan University - College of Management
Date Posted: April 13, 2007
Accepted Paper Series
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
Intraday Price Formation and Volatility in the European Union Emissions Trading Scheme: An Introductory Analysis
ZEW - Centre for European Economic Research Discussion Paper No. 09-018
Waldemar Rotfuss
Centre for European Economic Research (ZEW)
Date Posted: June 24, 2009
Last Revised: September 27, 2009
Working Paper Series
96 downloads
Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China
Journal of Futures Markets, Forthcoming
Jian Yang
,
Yinggang Zhou
and
Zihui Yang
University of Colorado Denver - The Business School
,
The Chinese University of Hong Kong
and
Sun Yat Sen University - Lingnan College
Date Posted: December 11, 2010
Last Revised: January 25, 2011
Accepted Paper Series
252 downloads
Intraday Market Dynamics Around Public Information Arrivals
AFA 2004 San Diego Meetings
Angelo Ranaldo
University of St. Gallen
Date Posted: December 04, 2003
Working Paper Series
314 downloads
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