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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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  Last 12 months: 		68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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  Resolved
  References: 		238,027
Total References: 8,463,775
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Total Citation
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Papers with
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G12
5,797,326 Total downloads
Showing Papers 261 - 310 of 13,811
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Incl. Electronic Paper Volatility Risk Premia and Exchange Rate Predictability
Pasquale Della Corte , Tarun Ramadorai and Lucio Sarno
Imperial College London , University of Oxford - Said Business School and City University London - Sir John Cass Business School
Date Posted: March 16, 2013
Working Paper Series
171 downloads

Incl. Electronic Paper Risk Management and Payout Design of Reverse Mortgages
UNSW Australian School of Business Research Paper No. 2013ACTL07
 Daniel Wanhee Cho , Katja Hanewald and Michael Sherris
University of New South Wales (UNSW) - ARC Centre for Excellence in Population Ageing Research , University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 15, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper Monetary Policy Regimes: Implications for the Yield Curve and Bond Pricing
 Kameliya Filipova , Francesco Audrino and Enrico G. De Giorgi
UBS Wealth Management , University of St. Gallen and University of Saint Gallen - SEPS: Economics and Political Sciences
Date Posted: March 14, 2013
Working Paper Series
53 downloads

Incl. Electronic Paper Asian Options on Harmonic Average
 Jan Vecer
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: March 14, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper The Black-Litterman Model: A Consistent Estimation of the Parameter Tau
Financial Markets and Portfolio Management June 2013, Volume 27, Issue 2, pp 217-251. The final publication is available at Springer online
 Erindi Allaj
University of Rome II
Date Posted: March 12, 2013
Last Revised: May 07, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper On Empirically Capturing 'Other Information'
 Thanamas Kungwal , yun shen and Andrew W Stark
Durham University Business School , University of Nottingham Ningbo China and University of Manchester - Manchester Business School
Date Posted: March 12, 2013
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Forecasting Stock Returns Under Economic Constraints
CEPR Discussion Paper No. DP9377
 Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: March 12, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Multivariate Markov Chain Approximations
 Simon Scheuring and Benjamin Jonen
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 11, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper A Test of the International CAPM Using Optimal Instruments
 Matthijs Breugem
INSEAD
Date Posted: March 11, 2013
Last Revised: May 06, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper The Value of Implicit Guarantees
 Zoe Tsesmelidakis and Robert C. Merton
University of Oxford - Oxford-Man Institute of Quantitative Finance and MIT Sloan School of Management
Date Posted: March 11, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper Default Risk for Bonds with a Make Whole Call Provision
 Olfa Maalaoui Chun
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Date Posted: March 11, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Are Credit Ratings Subjective? The Role of Credit Analysts in Determining Ratings
 Cesare Fracassi , Stefan Petry and Geoffrey A. Tate
University of Texas at Austin , University of Melbourne and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Date Posted: March 11, 2013
Last Revised: April 17, 2013
Working Paper Series
112 downloads

Incl. Electronic Paper US Corporate Bond Yield Spread: A Default Risk Debate
 Syed Muhammad Noaman Ahmed Shah and Mazen Kebewar
Université d’Orléans. Faculté de Droit, d’Économie et de Gestion and Université d’Orléans - Laboratoire d’Économie d’Orléans (LEO)
Date Posted: March 10, 2013
Working Paper Series
168 downloads

Incl. Electronic Paper The Calm Before the Storm
 Ferhat Akbas
University of Kansas
Date Posted: March 10, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper The Expected Returns and Valuations of Private and Public Firms
 Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Date Posted: March 10, 2013
Last Revised: March 19, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Information Flows in Dark Markets: Dissecting Customer Currency Trades
 Lukas Menkhoff , Lucio Sarno , Maik Schmeling and Andreas Schrimpf
Leibniz Universitaet Hannover - Department of Economics , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 08, 2013
Working Paper Series
88 downloads

Incl. Electronic Paper Overreacting to a History of Underreaction?
 Jonathan A. Milian
Florida International University (FIU)
Date Posted: March 08, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper The Value Destruction of Leverage & the Rejection of the M&M Propositions
 Roger Dayala
The Hague Executive Campus - Department of Finance
Date Posted: March 08, 2013
Last Revised: March 29, 2013
Working Paper Series
126 downloads

Incl. Fee Electronic Paper Hedge Fund Characteristics and Performance Persistence
European Financial Management, Vol. 19, Issue 2, pp. 209-250, 2013
 Manuel Ammann , Otto R. Huber and Markus M. Schmid
University of St. Gallen - Swiss Institute of Banking and Finance , Credit Suisse and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: March 08, 2013
Accepted Paper Series

Incl. Electronic Paper A Dynamic Model of Short Interest
 Adem Atmaz
London Business School - Department of Finance
Date Posted: March 07, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Financial Stability in an Evolving Regulatory and Supervisory Landscape
IMF Working Paper No. 13/47
 Yingbin Xiao
International Monetary Fund (IMF)
Date Posted: March 07, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics
 Jianjian Jin
Government of Canada - Bank of Canada
Date Posted: March 06, 2013
Last Revised: March 31, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper CTA Performance Persistence: 1994-2010
 Marat Molyboga , Seungho Baek and John F.O. Bilson
Efficient Capital Management, LLC , University of Chicago and Illinois Institute of Technology
Date Posted: March 06, 2013
Last Revised: March 25, 2013
Working Paper Series
132 downloads

Incl. Electronic Paper Are Sticky Prices Costly? Evidence from the Stock Market
 Yuriy Gorodnichenko and Michael Weber
University of California, Berkeley - Department of Economics and University of California, Berkeley - Finance Group
Date Posted: March 06, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper The Real Value of House Prices: What the Cost of Accommodation Can Tell Policymakers
Journal of the Statistical and Social Inquiry Society of Ireland, Vol. 41, 2011-2012
 Ronan C. Lyons
University of Oxford - Balliol College
Date Posted: March 06, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper From Cents to Half-Cents and Its Impact on Liquidity
 Hamish D. Anderson and Yuan Peng
Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Date Posted: March 05, 2013
Last Revised: March 08, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Economic Cycles and Expected Stock Returns
 Alessandro Beber , Michael W. Brandt and Maurizio Luisi
Cass Business School , Duke University - Fuqua School of Business and Quantitative Investment Solutions (QIS)
Date Posted: March 05, 2013
Working Paper Series
299 downloads

Incl. Electronic Paper Individual Heterogeneity and the Performance of Insider Trading
 David Hillier , Adriana Korczak and Piotr Korczak
University of Strathclyde, Glasgow - Department of Accounting and Finance , University of Bristol - School of Economics, Finance and Management and University of Bristol - Department of Finance and Accounting
Date Posted: March 05, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Financial Markets and Financial Institutes in 2010
Russian Economy in 2010. Trends and Outlooks. Issue 32. Moscow 2011. Gaidar Institute for Economic Policy
 Alexander E. Abramov
Gaidar Institute for Economic Policy
Date Posted: March 05, 2013
Working Paper Series
8 downloads

A Study on Short Run and Long Run Analysis of IPOS Listed in 2007 to 2011
Allana Management Journal of Research - Volume II, Issue 2, July-December-2012, pp. 25-38, ISSN: 2231-0290
 Jigna C. Trivedi
Shri Jairambhai Patel Institute of Business Management and Computer Applications
Date Posted: March 05, 2013
Accepted Paper Series

Incl. Electronic Paper The Power of Wagering on Power Conferences
 Clay Girdner and Andy Fodor
Ohio University and Ohio University
Date Posted: March 05, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Financial Markets and Financial Institutions in 2011
Russian Economy in 2011. Trends and Outlooks. (Issue 33). Moscow: Gaidar Institute Publishers (2012) , pp. 560
 Alexander E. Abramov
Gaidar Institute for Economic Policy
Date Posted: March 05, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Dissecting Insider Trading in Credit Derivatives
 Georgios Angelopoulos and Daniel Giamouridis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Date Posted: March 05, 2013
Last Revised: March 06, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Speculation, Trading and Bubbles
Economic Theory Center Working Paper No. 050-2013
 Jose A. Scheinkman
Princeton University - Department of Economics
Date Posted: March 04, 2013
Last Revised: May 10, 2013
Working Paper Series
264 downloads

Incl. Electronic Paper Bond Holding Period Return Decomposition
 Robert Brooks
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: March 03, 2013
Working Paper Series
65 downloads

Incl. Electronic Paper Lo and Behold! Modigliani & Miller's Homemade Leverage Proof is a Fallacy
 Roger Dayala
The Hague Executive Campus - Department of Finance
Date Posted: March 03, 2013
Last Revised: March 29, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Optimal Execution in Presence of Short-Term Trading
 Adriana M. Criscuolo and Henri Waelbroeck
Portware LLC and Portware LLC
Date Posted: March 03, 2013
Last Revised: March 24, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper The Returns to Carry and Momentum Strategies
 Jan Danilo Ahmerkamp and James Grant
Imperial College London and Imperial College London
Date Posted: March 03, 2013
Last Revised: April 10, 2013
Working Paper Series
289 downloads

Incl. Electronic Paper Commonality in the Mispricing of Exchange-Traded Funds
 Markus S. Broman
York University - Schulich School of Business
Date Posted: March 02, 2013
Last Revised: March 20, 2013
Working Paper Series
53 downloads

Incl. Electronic Paper The Impact of the French Tobin Tax
CEIS Working Paper No. 266
 Leonardo Becchetti , Massimo Ferrari and Ugo Trenta
University of Rome II - Faculty of Economics , University of Rome "Tor Vergata" and Primary Asset Management Company
Date Posted: March 02, 2013
Last Revised: March 18, 2013
Working Paper Series
74 downloads

Incl. Electronic Paper Rentabilidad de los Fondos de Inversion en España, 2002-2012 (Mutual Funds in Spain, 2002-2012)
 Pablo Fernandez , Javier Aguirreamalloa and Pablo Linares
University of Navarra - IESE Business School , IESE Business School and University of Navarra, IESE Business School
Date Posted: March 02, 2013
Working Paper Series
495 downloads

Incl. Electronic Paper 1,959 Valuations of the YPF Shares Expropriated to Repsol
 Pablo Fernandez
University of Navarra - IESE Business School
Date Posted: March 02, 2013
Last Revised: March 07, 2013
Working Paper Series
434 downloads

Incl. Electronic Paper The Liability of Foreignness in International Equity Investments: Evidence from the U.S. Stock Market
 Bok Baik , Jun-Koo Kang , Jin-Mo Kim and Joonho Lee
Seoul National University , Nanyang Technological University (NTU) - Nanyang Business School , Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Singapore Management University
Date Posted: March 02, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper A Tractable Multi-Factor Dynamic Term-Structure Model for Risk Management
 Michael Henseler , Christoph Peters and Roland C. Seydel
German Finance Agency , German Finance Agency and German Finance Agency
Date Posted: March 02, 2013
Working Paper Series
62 downloads

Incl. Electronic Paper Hedging Costs vs. Counterparty Risk: What Explains the Pricing of Structured Products During the 2007-2009 Financial Crisis?
FIRN Research Paper
 Stefan Petry
University of Melbourne
Date Posted: March 01, 2013
Last Revised: May 02, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper An Analytic Multi-Currency Model with Stochastic Volatility and Stochastic Interest Rates
 Alessandro Gnoatto and Martino Grasselli
Ludwig-Maximilians-Universität Munich and University of Padua
Date Posted: March 01, 2013
Last Revised: March 13, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper Housing Market Volatility in the OECD Area: Evidence from VAR Based Return Decompositions
 Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: March 01, 2013
Last Revised: March 03, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Using Maximum Drawdowns to Capture Tail Risk
 Jack Vogel
Drexel University
Date Posted: March 01, 2013
Last Revised: March 04, 2013
Working Paper Series
647 downloads

Pricing Forward Skew Dependent Derivatives: Multifactor Versus Single-Factor Stochastic Volatility Models
Journal of Futures Markets. Forthcoming
 Jacinto Marabel Romo
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
Date Posted: March 01, 2013
Accepted Paper Series

Incl. Electronic Paper An Asymmetric Approach to the Cost of Equity Estimation: Empirical Evidence from Russia
Higher School of Economics Research Paper No. WP BPR 12/FE/2012
 Yury Dranev and Sofya Fomkina
National Research University Higher School of Economics and National Research University Higher School of Economics
Date Posted: February 28, 2013
Working Paper Series
13 downloads


 

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