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484,509
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JEL Code: G10
1,449,813 Total downloads
Showing Papers 261 - 310 of 4,444
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Carbon Emissions and Stock Returns
Andreas Marcel Oestreich
and
Ilias Tsiakas
University of Guelph
and
University of Guelph
Date Posted: December 15, 2012
Working Paper Series
37 downloads
Quantitative Measures of Operational Risk: An Application to Funds Management
Accounting & Finance, Vol. 52, Issue 4, pp. 1001-1011, 2012
Stephen J. Brown
New York University - Stern School of Business
Date Posted: December 14, 2012
Accepted Paper Series
Time-Varying Relationship of News Sentiment, Implied Volatility and Stock Returns
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: December 13, 2012
Last Revised: January 08, 2013
Working Paper Series
196 downloads
On the Design of Sell-Side Limit and Market Order Tactics
The Journal of Trading, Summer 2012, Vol. 7, No. 3, pp. 29-39
Vladimir Markov
Liquidnet, Inc.
Date Posted: December 13, 2012
Accepted Paper Series
60 downloads
Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands
The Journal of Trading, Fall 2011, Vol. 6, No. 4, pp. 45-52
Vladimir Markov
,
Slava Mazur
and
David Saltz
Liquidnet, Inc.
,
Liquidnet, Inc
and
Liquidnet, Inc
Date Posted: December 13, 2012
Accepted Paper Series
70 downloads
Option Bounds for Short Variance Swaps and the Variance Risk Premium Adjusting for Skewness
Steven J. Jordan
and
Shirley J. Huang
affiliation not provided to SSRN
and
University of Auckland - Department of Mathematics
Date Posted: December 12, 2012
Working Paper Series
33 downloads
Oh What a Beautiful Morning! The Effect of the Time of Day on the Tone and Consequences of Conference Calls
Darden Business School Working Paper No. 2186862
Jing Chen
,
Elizabeth A. Demers and
Baruch Lev
New York University
,
University of Virginia (UVA) - Darden School of Business
and
New York University - Stern School of Business
Date Posted: December 09, 2012
Last Revised: January 23, 2013
Working Paper Series
171 downloads
Addressing Government Failure Through International Financial Law
13 Journal of International and Economic Law 743 (2011), GWU Legal Studies Research Paper No. 2012-138, GWU Law School Public Law Research Paper No. 2012-138
Steve Charnovitz
George Washington University - Law School
Date Posted: December 08, 2012
Accepted Paper Series
19 downloads
Stock Market, Economic Performance and Presidential Elections: Was the Market Right About the Presidents for Their Capability of Enhancing Economy?
Zigan Wang
Columbia University
Date Posted: December 08, 2012
Working Paper Series
25 downloads
IPOs as an Exit Strategy for Financial Investors in German IPO Market
Corporate Finance Biz (German), No. 1/2011, pp. 52-60
Tim Alexander Herberger
and
Andreas Oehler
Bamberg University
and
Bamberg University
Date Posted: December 06, 2012
Accepted Paper Series
Credit, Asset Prices, and Financial Stress in Canada
Miroslav Misina
and
Greg Tkacz
Bank of Canada
and
Bank of Canada
Date Posted: December 06, 2012
Working Paper Series
High-Frequency Trading Behaviour and Its Impact on Market Quality: Evidence from the UK Equity Market
Bank of England Working Paper No. 469
Evangelos Benos
and
Satchit Sagade
Bank of England
and
ICMA Centre, Henley Business School, University of Reading
Date Posted: December 05, 2012
Working Paper Series
144 downloads
Asymptotics of Forward Implied Volatility
Antoine Jacquier
and
Patrick Roome
Imperial College London - Department of Mathematics
and
Imperial College London - Department of Mathematics
Date Posted: December 05, 2012
Last Revised: December 18, 2012
Working Paper Series
43 downloads
Beta Calculation in Emerging Markets in the Cross-Border Context – Selected Problems
Marcin Pęksyk
,
Mariusz Chmielewski
,
Marek Panfil
and
Karol Śledzik
affiliation not provided to SSRN
,
University of Gdańsk
,
Warsaw School of Economics (SGH)
and
University of Gdańsk - Faculty of Management
Date Posted: December 02, 2012
Working Paper Series
49 downloads
Value of Reverse Factoring in Multi-Stage Supply Chains
Fehmi Tanrisever
,
Hande Cetinay
,
Matthew Reindorp
and
Jan C. Fransoo
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences
,
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences
,
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences
and
Eindhoven University of Technology
Date Posted: December 02, 2012
Last Revised: March 11, 2013
Working Paper Series
119 downloads
The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models
Paola Brighi
,
Stefano d'Addona
and
Antonio Carlo Francesco Della Bina
University of Bologna - Department of Management
,
University of Rome 3
and
University of Bologna - Department of Management
Date Posted: December 02, 2012
Working Paper Series
35 downloads
Expected Returns Dynamics Implied by Firm Fundamentals
Harvard Business School Accounting & Management Unit Working Paper No. 13-050, Rotman School of Management Working Paper No. 2182628
Matthew R. Lyle
and
Charles C. Y. Wang
University of Toronto - Rotman School of Management
and
Harvard Business School
Date Posted: December 02, 2012
Last Revised: March 26, 2013
Working Paper Series
454 downloads
Are Stock Recommendations Useful?
1741 Asset Management Research Note Series 4/2012
Ireneus Stanislawek
1741 Asset Management AG
Date Posted: December 01, 2012
Working Paper Series
102 downloads
Regime Identification in Limit Order Books
Rossen Trendafilov
and
Erick Williams Rengifo
Fordham University
and
Fordham University
Date Posted: December 01, 2012
Last Revised: April 12, 2013
Working Paper Series
99 downloads
The Evolution of Asian Financial Linkages: Key Determinants and the Role of Policy
IMF Working Paper No. 12/262
Selim Ali Elekdag
,
Phurichai Rungcharoenkitkul
and
Yiqun Wu
International Monetary Fund (IMF) - Policy Development and Review Department
,
Bank of Thailand
and
International Monetary Fund (IMF)
Date Posted: November 30, 2012
Working Paper Series
47 downloads
Survival, Arbitrage, and Equilibrium with Financial Derivatives in Constrained Asset Markets
Seoul Journal of Economics, Vol. 25, No. 4, pp. 441-461, 2012
Guangsug Hahn
POSTECH
Date Posted: November 30, 2012
Accepted Paper Series
17 downloads
Trade Classification Algorithms: A Horse Race between the Bulk-Based and the Tick-Based Rules
Bidisha Chakrabarty
,
Roberto Pascual and
Andriy Shkilko
Saint Louis University - John Cook School of Business
,
Universidad de las Islas Baleares
and
Wilfrid Laurier University
Date Posted: November 30, 2012
Last Revised: January 25, 2013
Working Paper Series
175 downloads
Active Risk Parity
Vineer Bhansali
Pacific Investment Management Company (PIMCO)
Date Posted: November 29, 2012
Working Paper Series
358 downloads
Divestment-Management - Success Factors in the Negotiation Process of a Sell-Off
Long Range Planning, Vol. 45, No. 4, pp. 258-276, 2012
Timo Defren
,
Bernd Wirtz
and
Sebastian Ullrich
German University of Applied Sciences in Saarbrücken
,
German University for Administrative Sciences Speyer
and
German University for Administrative Sciences Speyer
Date Posted: November 29, 2012
Accepted Paper Series
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
92 downloads
Dependencia Estructural en los Mercados Bursatiles de Colombia y Estados Unidos: Una Aproximacion Usando Copulas (Structural Dependence on the Stock Exchange Market of Colombia and the United States: An Approach Using Couples)
Cuadernos de Economía, Vol. 31, No. 57, Special Issue, 2012,
Daiver Cardona Salgado Sr.
affiliation not provided to SSRN
Date Posted: November 28, 2012
Accepted Paper Series
11 downloads
A Simple Multimarket Measure of PIN
Travis L. Johnson and
Eric C. So
The University of Texas at Austin - Department of Finance
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: November 27, 2012
Working Paper Series
143 downloads
The Modified Dividend-Price Ratio
Ioannis Neokosmidis
and
Vassilis Polimenis
affiliation not provided to SSRN
and
Aristotle University of Thessaloniki
Date Posted: November 26, 2012
Last Revised: December 13, 2012
Working Paper Series
61 downloads
Introducing Daylight to Structured Credit Products
Hendrik Bessembinder ,
William F. Maxwell and
Kumar Venkataraman
University of Utah - Department of Finance
,
SMU - Cox School
and
Southern Methodist University (SMU) - Edwin L. Cox School of Business
Date Posted: November 26, 2012
Working Paper Series
57 downloads
Corporate Governance, Minority Shareholders and Dynamic Value: The Italian Experience of the Freeze-Out
Corporate Governance & Control, Volume 7, Issue 1, Fall 2009
Mauro Romano
University of Foggia
Date Posted: November 25, 2012
Accepted Paper Series
117 downloads
Risk, Uncertainty, and Expected Returns
AFA 2013 San Diego Meetings Paper
Turan G. Bali and
Hao Zhou
Georgetown University - Robert Emmett McDonough School of Business
and
PBC School of Finance, Tsinghua University
Date Posted: November 24, 2012
Last Revised: January 11, 2013
Working Paper Series
415 downloads
Inter-Linkages, Co-Integration and Global Financial Crisis: India's Experience and Preparedness
Vanita Tripathi
,
Ritika Seth
and
Mohit Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce
,
Motilal Nehru College, University of Delhi
and
affiliation not provided to SSRN
Date Posted: November 24, 2012
Working Paper Series
28 downloads
Monetary Policy and Stock Prices in Small Open Economies: Empirical Evidence for the New EU Member States
Economic Systems, Vol. 36, No. 3, 2012
Mara Pirovano
affiliation not provided to SSRN
Date Posted: November 23, 2012
Accepted Paper Series
The Rapid Growth of Open Architecture in the Japanese Investment Trust Industry
Nomura Journal of Capital Markets, Vol. 4, No. 1, 2012
Takahiro Hattori
Nomura Institute of Capital Markets Research
Date Posted: November 22, 2012
Accepted Paper Series
10 downloads
High Frequency Trading and Listed Companies - The Shrinking Role of Disclosure
Giuseppe Ciallella
LUISS Guido Carli
Date Posted: November 22, 2012
Last Revised: December 01, 2012
Working Paper Series
127 downloads
Global Return Premiums on Earnings Quality, Value, and Size
Max Kozlov
and
Antti Petajisto
BlackRock
and
New York University (NYU) - Department of Finance
Date Posted: November 21, 2012
Last Revised: January 08, 2013
Working Paper Series
309 downloads
Privatisation: The New Zealand Experiment of the 1980’s: How Did Mom and Pop Fare?
Andrew Cardow
and
William R. Wilson
Massey University
and
Massey University - Department of Economics & Finance
Date Posted: November 21, 2012
Last Revised: January 08, 2013
Working Paper Series
22 downloads
Collateralized Debt as the Optimal Contract
FRB Richmond Working Paper No. 98-4
Jeffrey M. Lacker
Federal Reserve Bank of Richmond
Date Posted: November 21, 2012
Working Paper Series
13 downloads
How Long is a Long-Term Investment
Pu Shen
Federal Reserve Bank of Kansas City - Economic Research Department
Date Posted: November 20, 2012
Working Paper Series
14 downloads
Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market
Michael Brolley
and
Katya Malinova
University of Toronto - Department of Economics
and
University of Toronto
Date Posted: November 20, 2012
Working Paper Series
101 downloads
An Overview of the Goodness-of-Fit Test Problem for Copulas
Jean-David Fermanian
CREST
Date Posted: November 19, 2012
Working Paper Series
26 downloads
The Dynamics of Credit Rating Disagreement
Lars Norden and
Viorel Roscovan
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
and
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: November 17, 2012
Last Revised: May 14, 2013
Working Paper Series
53 downloads
Revealing Downturns
Martin C. Schmalz
and
Sergey Zhuk
University of Michigan - Stephen M. Ross School of Business
and
University of Vienna
Date Posted: November 17, 2012
Last Revised: April 19, 2013
Working Paper Series
71 downloads
Conviction in Equity Investing
Mike Sebastian
Hewitt EnnisKnupp
Date Posted: November 17, 2012
Working Paper Series
149 downloads
Speed, Algorithmic Trading, and Market Quality Around Macroeconomic News Announcements
Tinbergen Institute Discussion Paper No. 12-121/III
Martin L. Scholtus ,
Dick J. C. van Dijk and
Bart Frijns
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
,
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Auckland University of Technology - Faculty of Business & Law
Date Posted: November 14, 2012
Working Paper Series
192 downloads
Building Castles in the Air: Evidence from Industry IPO Waves
Zhi Da
,
Ravi Jagannathan and
Jianfeng Shen
University of Notre Dame - Mendoza College of Business
,
Northwestern University - Kellogg School of Management
and
The University of New South Wales - School of Banking and Finance, Australian School of Business
Date Posted: November 14, 2012
Last Revised: January 26, 2013
Working Paper Series
64 downloads
Exchange-Traded Funds: Sector Performance and Diversification
Carl F. Luft
and
John P. Plamondon
DePaul University - Department of Finance
and
DePaul University - Department of Finance
Date Posted: November 14, 2012
Working Paper Series
70 downloads
Systematic and Idiosyncratic Risk in the Cross-Section of Price Target Expected Returns
Georgetown McDonough School of Business Research Paper
Turan G. Bali and
Scott Murray
Georgetown University - Robert Emmett McDonough School of Business
and
University of Nebraska - Lincoln
Date Posted: November 14, 2012
Last Revised: April 19, 2013
Working Paper Series
107 downloads
Alternative Defaultable Term Structure Models
Quantitative Finance Research Centre Research Paper No. 242
Nicola Bruti-Liberati
,
Christina Nikitipoulos Sklibosios ,
Eckhard Platen and
Erik Schlogl
affiliation not provided to SSRN
,
University of Technology, Sydney - Faculty of Business
,
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: November 13, 2012
Working Paper Series
13 downloads
Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability
FRB of New York Staff Report No. 581
Eric Ghysels ,
Casidhe Horan
and
Emanuel Moench
University of North Carolina (UNC) at Chapel Hill - Department of Economics
,
The Stephen M. Ross School of Business at the University of Michigan
and
Federal Reserve Bank of New York
Date Posted: November 13, 2012
Last Revised: November 15, 2012
Working Paper Series
182 downloads
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