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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G10
1,449,813 Total downloads
Showing Papers 261 - 310 of 4,444
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Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

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
92 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Conviction in Equity Investing
Mike Sebastian
Hewitt EnnisKnupp
Date Posted: November 17, 2012
Working Paper Series
149 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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